private bool Compare(IExchange exchange1, IExchange exchange2)
{
var quote1 = exchange1.GetLastQuote();
var quote2 = exchange2.GetLastQuote();
if (quote1 == null || quote2 == null)
return false;
if (quote1.Bid <= quote2.Ask)
return false;
#region -- Prepare --
string desc = string.Format("Arb detected, buy {1} sell {0}", quote1.SourceExchange, quote2.SourceExchange);
Console.WriteLine(desc);
decimal qty = 1; //Determine this based on how much cash is left
#endregion
#region -- Execution --
var trade = new Trade(desc);
/*
trade.Transactions.Add(new MarketOrderBuyBTCTransaction(exchange1, qty, quote1.Bid));
trade.Transactions.Add(new MarketOrderSellBTCTransaction(exchange2, qty, quote1.Bid));
*/
//notificationEngine.TradeSignal(quote1, quote2);
notificationEngine.TradeSignal(trade);
#endregion
return true;
}
private bool Compare(IExchange exchange1, IExchange exchange2)
{
var quote1 = exchange1.GetLastQuote();
var quote2 = exchange2.GetLastQuote();
if (quote1 == null || quote2 == null)
{
return(false);
}
if (quote1.Bid <= quote2.Ask)
{
return(false);
}
#region -- Prepare --
string desc = string.Format("Arb detected, buy {1} sell {0}", quote1.SourceExchange, quote2.SourceExchange);
Console.WriteLine(desc);
decimal qty = 1; //Determine this based on how much cash is left
#endregion
#region -- Execution --
var trade = new Trade(desc);
/*
* trade.Transactions.Add(new MarketOrderBuyBTCTransaction(exchange1, qty, quote1.Bid));
* trade.Transactions.Add(new MarketOrderSellBTCTransaction(exchange2, qty, quote1.Bid));
*/
//notificationEngine.TradeSignal(quote1, quote2);
notificationEngine.TradeSignal(trade);
#endregion
return(true);
}