public bool LoadExchange(ExchangeApi exchangeApi)
{
var loadedHub = _exchangeHubs.Where(e => e.GetExchange().Equals(exchangeApi.Exchange.ToString()) && e.GetApiKey().Equals(exchangeApi.ApiKey)).FirstOrDefault();
if (loadedHub == null)
{
if (exchangeApi.Exchange == Exchange.CoinbasePro)
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.ApiKey, exchangeApi.ApiSecret, exchangeApi.ApiExtra);
}
else if (exchangeApi.Exchange == Exchange.Switcheo)
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.WIF);
}
else
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.ApiKey, exchangeApi.ApiSecret);
}
_exchangeHubs.Add(loadedHub);
}
_currentExchange = loadedHub.GetExchange();
_currentHub = loadedHub;
return(true);
//var e = OnBuildExchangeCoins(loadedHub);
//var o = OnBuildOrders(loadedHub);
}
public async Task LoadBuilder(bool test = false)
{
_exchangeApis = await _xchApiBldr.Get();
_exchangeHubs = new List <IExchangeHubRepository>();
if (!test)
{
foreach (var api in _exchangeApis)
{
if (api.Exchange == Exchange.Binance)
{
_exchangeHubs.Add(new ExchangeHubRepository(ExchangeHub.Contracts.Exchange.Binance, api.ApiKey, api.ApiSecret));
}
else if (api.Exchange == Exchange.Bittrex)
{
_exchangeHubs.Add(new ExchangeHubRepository(ExchangeHub.Contracts.Exchange.Bittrex, api.ApiKey, api.ApiSecret));
}
else if (api.Exchange == Exchange.CoinbasePro)
{
_exchangeHubs.Add(new ExchangeHubRepository(ExchangeHub.Contracts.Exchange.CoinbasePro, api.ApiKey, api.ApiSecret, api.ApiExtra));
}
else if (api.Exchange == Exchange.KuCoin)
{
_exchangeHubs.Add(new ExchangeHubRepository(ExchangeHub.Contracts.Exchange.KuCoin, api.ApiKey, api.ApiSecret));
}
}
if (_currentHub == null)
{
_currentHub = _exchangeHubs[0];
_currentExchange = _currentHub.GetExchange();
}
}
}
private async Task OnBuildOrders(IExchangeHubRepository hub)
{
currentHub = hub;
var markets = await currentHub.GetMarkets();
currentHubMarkets = markets.ToList();
}
/// <summary>
/// Build Coins
/// </summary>
/// <param name="hub">ExchangeHub for current exchange</param>
/// <returns>Collection of ExchangeCoins</returns>
private async Task <IEnumerable <ExchangeCoin> > OnBuildExchangeCoins(IExchangeHubRepository hub)
{
currentHub = hub;
var markets = await currentHub.GetMarkets();
currentHubMarkets = markets.ToList();
return(await GetExchangeCoins());
}
public bool SetExchange(Exchange exchange)
{
var xchg = exchange.ToString();
this._currentHub = _exchangeHubs.Where(e => e.GetExchange().Equals(xchg)).FirstOrDefault();
this._currentExchange = xchg;
return(true);
}
/// <summary>
/// Get Prices for trading pairs
/// </summary>
/// <param name="hub">Current exchange hub</param>
/// <param name="pairs">Unique array of trading pairs</param>
/// <returns>Dictionary of trading pair and current price</returns>
private Dictionary <string, decimal> GetPricePairs(IExchangeHubRepository hub, string[] pairs)
{
var tickers = hub.GetLatestPrices().Result;
var arbitragePairs = new Dictionary <string, decimal>();
for (var i = 0; i < pairs.Length; i++)
{
var price = tickers.Where(t => t.Pair.Equals(pairs[i])).Select(t => t.Price).FirstOrDefault();
arbitragePairs.Add(pairs[i], price);
}
return(arbitragePairs);
}
/// <summary>
/// Constructor for unit tests
/// </summary>
/// <param name="exchangeApiBldr">Exchange Api Builder</param>
/// <param name="exchangeUpdateRepo">Exchange Update repository</param>
/// <param name="arbitragePathRepo">Arbitrage Path repository</param>
/// <param name="arbitrageBuilder">Arbitrage builder</param>
/// <param name="exchangeHubRepo">Exchange Hub repository</param>
/// <param name="cmcBuilder">CMC builder</param>
public ExchangeBuilder(IExchangeApiBuilder exchangeApiBldr,
IExchangeUpdateRepository exchangeUpdateRepo,
IArbitragePathRepository arbitragePathRepo,
IArbitrageBuilder arbitrageBuilder,
IExchangeHubRepository exchangeHubRepo,
ICMCBuilder cmcBuilder)
{
_exchangeApiBldr = exchangeApiBldr;
_exchangeUpdateRepo = exchangeUpdateRepo;
_arbitragePathRepo = arbitragePathRepo;
_arbitrageBldr = arbitrageBuilder;
currentHub = exchangeHubRepo;
_cmcBldr = cmcBuilder;
currentExchange = "Binance";
LoadBuilder(true).RunSynchronously();
}
/// <summary>
/// Get internal arbitrage values for a currency
/// </summary>
/// <param name="symbol">Symbol of a currency</param>
/// <param name="quantity">Starting quantity</param>
/// <param name="hub">Current exchange hub</param>
/// <returns>Collection of ArbitrageLoop objects</returns>
public IEnumerable <ArbitrageLoop> GetInternalArbitrage(string symbol,
decimal quantity,
IExchangeHubRepository hub)
{
var paths = GetPaths(symbol, quantity);
var pathPairs = GetUniquePairs(paths);
var arbitragePairs = GetPricePairs(hub, pathPairs);
for (var i = 0; i < paths.Count(); i++)
{
paths[i].FinalQuantity = ArbitrageCalculator(arbitragePairs, paths[i].Path, paths[i].StartingQuantity);
}
return(paths);
}
public void LoadExchange(ExchangeApi exchangeApi)
{
IExchangeHubRepository loadedHub = null;
if (exchangeApi.Exchange == Exchange.CoinbasePro)
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.ApiKey, exchangeApi.ApiSecret, exchangeApi.ApiExtra);
}
else if (exchangeApi.Exchange == Exchange.Switcheo)
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.WIF);
}
else
{
loadedHub = new ExchangeHubRepository((ExchangeHub.Contracts.Exchange)exchangeApi.Exchange, exchangeApi.ApiKey, exchangeApi.ApiSecret);
}
currentHub = loadedHub;
exchangeHubs.Add(loadedHub);
var e = OnBuildExchangeCoins(loadedHub);
var o = OnBuildOrders(loadedHub);
}
public IEnumerable <ArbitrageLoop> GetInternalArbitrages(string symbol, decimal quantity, Exchange exchange)
{
currentHub = exchangeHubs.Where(e => e.GetExchange().Equals(exchange.ToString())).FirstOrDefault();
currentExchange = exchange.ToString();
return(_arbitrageBldr.GetInternalArbitrage(symbol, quantity, currentHub));
}