private void RunObservatoin(Observation observation, CancellationToken token)
{
while (!token.IsCancellationRequested)
{
if (!_running || observation.RunningStatus != RunningStatus.Running)
{
Thread.Sleep(2 * 1000);
continue;
}
try
{
var bookBuy = _exchangeDataService.GetOrderBook(observation.FromExchangeName, observation.CurrencyPair);
var bookSell = _exchangeDataService.GetOrderBook(observation.ToExchangeName, observation.CurrencyPair);
var timeFrom = _exchangeDataService.GetLastUpdated(observation.FromExchangeName);
var timeTo = _exchangeDataService.GetLastUpdated(observation.ToExchangeName);
var ts = Math.Abs((timeFrom - timeTo).TotalSeconds);
var ts2 = Math.Abs((DateTime.UtcNow - timeFrom).TotalSeconds);
if (Math.Max(ts, ts2) > 10)
{
_logger.LogError("Date is not updated");
continue;// the data has no be udpated recently;
}
if (bookBuy.Bids.Count > 0 && bookSell.Asks.Count > 0)
{
var buy_ask_0 = bookBuy.Asks[0]; //the sell price of the exchange which we want to buy.
var sell_bid_0 = bookSell.Bids[0]; //the buy price of the exchange which we wat to sell.
var spreadValue = sell_bid_0.Price - buy_ask_0.Price; //some one buy price is greater than the price some one want to sell. then we have a chance to make a arbitrage
var spreadVolume = Math.Min(sell_bid_0.Volume, buy_ask_0.Volume);
var info = new ArbitrageInfo
{
SpreadValue = spreadValue,
SpreadVolume = spreadVolume,
FromPrice = buy_ask_0.Price,
ToPrice = sell_bid_0.Price,
};
var canArbitrage = _opportunityService.CheckCurrentPrice(observation, info);
var lastArbitrage = _opportunityService.CheckLastArbitrage(observation.Id);
if (canArbitrage & lastArbitrage)
{
DoArbitrage(observation, info);
}
}
Thread.Sleep(200);
}
catch (Exception ex)
{
_messageService.Error(observation.Id, observation.Name, "Get an unhandled exception" + ex.ToString());
observation.RunningStatus = RunningStatus.Error;
_observationService.Update(observation);
_logger.LogCritical(ex, "RunObservation failed.");
}
}
}
public IActionResult Put([FromBody] Observation model)
{
_observationService.Update(model);
return(NoContent());
}
