public void My_CexIOTest_Init()
{
Console.WriteLine("------ My_CexIO Unit Test N° " + numTest + "------");
this.cexio = new My_CexIO();
numTest++;
}
/// <summary>
/// Function that check arbitrage, one the same <paramref name="ccy1"/>
/// , between all handled exchanges.
/// It checks if there's a free opportunity to make profit, by simply sending
/// the crypto currency to an exchange (paying some fees), and selling it on the
/// other exchange.
/// Thus, it checks if the price + the fees are inferior to the price on the other exchange
/// </summary>
public bool CheckPlatformArbitrage(string ccy1)
{
My_Bittrex bittrex = new My_Bittrex();
My_Bitfinex bitfinex = new My_Bitfinex();
My_Binance binance = new My_Binance();
My_CexIO cexio = new My_CexIO();
My_Coinbase coinbase = new My_Coinbase();
Dictionary <Exchanges, Price> handledExchanges = new Dictionary <Exchanges, Price>();
Dictionary <Exchanges, double> handledExchangesUSD = new Dictionary <Exchanges, double>();
Dictionary <Exchanges, Price> unhandledExchanges = new Dictionary <Exchanges, Price>();
Dictionary <Exchanges, Price> allPrices = new Dictionary <Exchanges, Price>();
Dictionary <string, double> allUSDPrices = new Dictionary <string, double>();
Dictionary <string, Task> allTasks = new Dictionary <string, Task>();
double fees = 0.01;
double bpToAct = 0.02;
Dictionary <Exchanges, Func <string, Price> > function2invoke = new Dictionary <Exchanges, Func <string, Price> >();
foreach (var exchange in Enum.GetNames(typeof(Exchanges)))
{
Exchanges goodExchange = (Exchanges)Enum.Parse(typeof(Exchanges), exchange);
if (this.Exchange2GetPrice.ContainsKey(goodExchange))
{
function2invoke.Add(goodExchange, this.Exchange2GetPrice[goodExchange]);
allTasks.Add(exchange, new Task(() => allPrices.Add(goodExchange, (Price)function2invoke[goodExchange].DynamicInvoke(ccy1))));
}
}
foreach (Task task in allTasks.Values)
{
task.Start();
System.Threading.Thread.Sleep(400);
}
foreach (Task task in allTasks.Values)
{
task.Wait();
System.Threading.Thread.Sleep(400);
}
System.Threading.Thread.Sleep(500);
foreach (Price price in allPrices.Values)
{
if (price.ccyPair != MainCurrency.USD.ToString() && price.ccyPair != MainCryptos.USDT.ToString())
{
if (price.ccyPair == MainCryptos.BTC.ToString())
{
Exchanges goodExchange = (Exchanges)Enum.Parse(typeof(Exchanges), price.exchange);
var getprice2invoke = this.Exchange2GetPrice[goodExchange];
Price BTCprice = (Price)getprice2invoke.DynamicInvoke("BTC");
allUSDPrices.Add(price.exchange, price.price * BTCprice.price);
}
if (price.ccyPair == "ERROR")
{
allUSDPrices.Add(price.exchange, price.price);
}
}
else
{
allUSDPrices.Add(price.exchange, price.price);
}
}
foreach (var price in allPrices.Values)
{
if (price.error != true)
{
handledExchanges.Add((Exchanges)Enum.Parse(typeof(Exchanges), price.exchange), price);
handledExchangesUSD.Add((Exchanges)Enum.Parse(typeof(Exchanges), price.exchange), allUSDPrices[price.exchange]);
}
else
{
unhandledExchanges.Add((Exchanges)Enum.Parse(typeof(Exchanges), price.exchange), price);
}
}
double minPrice = 10000000.00;
double maxPrice = 0.00;
foreach (var price in handledExchanges.Values)
{
minPrice = Math.Min(minPrice, price.price);
maxPrice = Math.Max(maxPrice, price.price);
}
minPrice = 10000000.00;
maxPrice = 0.00;
foreach (var price in handledExchangesUSD.Values)
{
minPrice = Math.Min(minPrice, price);
maxPrice = Math.Max(maxPrice, price);
}
if (maxPrice >= (1 + fees + bpToAct) * minPrice || minPrice <= (1 - fees - bpToAct) * maxPrice)
{
return(true);
}
else if (maxPrice == minPrice)
{
return(false);
}
else
{
return(false);
}
}