public int CalcWorstSpread(string asset)
{
var buyOrders = LimitOrdersBuy.Where(itm => itm.Order.Asset == asset).ToArray();
var sellOrders = LimitOrdersSell.Where(itm => itm.Order.Asset == asset).ToArray();
if (buyOrders.Length == 0 || sellOrders.Length == 0)
{
return(0);
}
return((int)(buyOrders.Max(itm => itm.Order.Price) - sellOrders.Min(itm => itm.Order.Price)) * _assetPairsDictionary.Get(asset).Multiplier());
}
private async Task ExecuteOrders(TraderOrderBase order1, TraderOrderBase order2)
{
var exchangeVolume = GetExchangeVolume(order1, order2);
var price = GetOrderPrice(order1, order2);
var assetPair = _assetPairsCachedReader.Get(order1.Asset);
var marketOrderExchangeVolume = order1.BaseCurrency == assetPair.BaseAssetId
? exchangeVolume * price
: exchangeVolume / price;
var limitOrderExchangeVolume = order2.BaseCurrency == assetPair.BaseAssetId
? exchangeVolume * price
: exchangeVolume / price;
if (!await CheckIfEnoughBalance(assetPair, order1, marketOrderExchangeVolume))
{
order1.Status = OrderStatus.Canceled;
order1.FailReason = OrderFailReason.NotEnoughFunds;
await _ordersRepository.UpdateOrderAsync(order1);
return;
}
if (!await CheckIfEnoughBalance(assetPair, order2, limitOrderExchangeVolume))
{
order2.Status = OrderStatus.Canceled;
order2.FailReason = OrderFailReason.NotEnoughFunds;
await _ordersRepository.UpdateOrderAsync(order2);
return;
}
order1.Exchanged += exchangeVolume;
order2.Exchanged += exchangeVolume;
order1.AddExchangingOrder(order2.Id);
order2.AddExchangingOrder(order1.Id);
if (order1.IsOrderFullfiled())
{
order1.Status = OrderStatus.Done;
}
await _ordersRepository.UpdateOrderAsync(order1);
if (order2.IsOrderFullfiled())
{
order2.Status = OrderStatus.Done;
}
await _ordersRepository.UpdateOrderAsync(order2);
await ChangeBalance(assetPair, order1, marketOrderExchangeVolume);
await ChangeBalance(assetPair, order2, limitOrderExchangeVolume);
await NotifyOrderBookChanged(assetPair.Id);
}