private void InitRequiredLP()
{
_requiredLP = new List <LiquidityProvider>();
if (!SoftFxSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.SoftFx);
}
if (!LivecoinSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Livecoin);
}
if (!TidexSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Tidex);
}
if (!OkexSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Okex);
}
if (!BinanceSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Binance);
}
if (!BitfinexSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Bitfinex);
}
if (!HitBtcSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.HitBtc);
}
if (!KrakenSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Kraken);
}
if (!KucoinSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Kucoin);
}
if (!HuobiSymbol.Equals(""))
{
_requiredLP.Add(LiquidityProvider.Huobi);
}
}
private MessageSymbol CreateMessageSymbol(BitfinexSymbol bitfinexSymbol)
{
string baseAsset = bitfinexSymbol.Pair.Substring(0, 3);
string quoteAsset = bitfinexSymbol.Pair.Substring(3, 3);
var message = new MessageSymbol(bitfinexSymbol.Pair)
{
AllowCalculateRealtimeChange = false,
AllowCalculateRealtimeVolume = false,
AllowCalculateRealtimeTrades = false,
AllowCalculateRealtimeTicks = false,
AllowAbbreviatePriceByTickSize = true,
Description = $"{baseAsset} vs {quoteAsset}",
ExchangeId = BitfinexConsts.EXCHANGE_ID,
HistoryType = HistoryType.Last,
LotSize = 1,
LotStep = Math.Pow(10, -8),
NotionalValueStep = Math.Pow(10, -8),
MinLot = bitfinexSymbol.MinimumOrderSize,
MaxLot = bitfinexSymbol.MaximumOrderSize,
Name = bitfinexSymbol.Pair,
ProductAssetId = baseAsset,
QuotingCurrencyAssetID = quoteAsset,
SymbolType = SymbolType.Crypto,
VolumeType = SymbolVolumeType.Volume,
QuotingType = SymbolQuotingType.LotSize,
DeltaCalculationType = DeltaCalculationType.TickDirection,
VariableTickList = new List <VariableTick>
{
new VariableTick(double.NegativeInfinity, double.PositiveInfinity, true, Math.Pow(10, -8), 1.0)
}
};
message.SymbolAdditionalInfo = new List <AdditionalInfoItem>
{
new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 100,
Id = "Allow margin trading",
NameKey = loc.key("Allow margin trading"),
ToolTipKey = loc.key("Allow margin trading"),
DataType = ComparingType.String,
Value = bitfinexSymbol.AllowMargin,
Hidden = false
},
};
if (bitfinexSymbol.AllowMargin)
{
message.SymbolAdditionalInfo.Add(new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 110,
Id = "Initial margin",
NameKey = loc.key("Initial margin"),
ToolTipKey = loc.key("Initial margin"),
DataType = ComparingType.Double,
Value = bitfinexSymbol.InitialMargin,
Hidden = false
});
message.SymbolAdditionalInfo.Add(new AdditionalInfoItem
{
GroupInfo = BitfinexConsts.TRADING_INFO_GROUP,
SortIndex = 120,
Id = "Minimum margin",
NameKey = loc.key("Minimum margin"),
ToolTipKey = loc.key("Minimum margin"),
DataType = ComparingType.Double,
Value = bitfinexSymbol.MinimumMargin,
Hidden = false
});
}
return(message);
}