private static void Exchange_UpdateOrderBookEvent(object sender, OrderBookUpdateArgs e)
{
//m_aggregateTimer.Enabled = false;
double minSize = 1.0; // minimum size to trade (in BTC)
var exchange = sender as CryptoAPIs.BaseExchange;
double bestBid = exchange.OrderBook.Bids.Last().Key;
bestBids[exchange] = bestBid;
//double bidSize = bestBid.Value;
double bestAsk = exchange.OrderBook.Asks.First().Key;
bestAsks[exchange] = bestAsk;
//bestBids[e.OrderBook.Bids.Keys.Max()] = exchange;
/*bestBids[Crypto.gdax.OrderBook.Bids.Keys.Max()] = CryptoExch.GDAX;
* bestBids[Crypto.hitbtc.OrderBook.Bids.Keys.Max()] = CryptoExch.HITBTC;
* bestBids[Crypto.bitfinex.OrderBook.Bids.Keys.Max()] = CryptoExch.BITFINEX;
* bestBids[Crypto.gemini.OrderBook.Bids.Keys.Max()] = CryptoExch.GEMINI;
* bestBids[Crypto.bitflyer.OrderBook.Bids.Keys.Max()] = CryptoExch.BITFLYER;
* bestBids[Crypto.poloniex.OrderBook.Bids.Keys.Max()] = CryptoExch.POLONIEX;*/
/*bestAsks[Crypto.gdax.OrderBook.Asks.Keys.First()] = CryptoExch.GDAX;
* bestAsks[Crypto.hitbtc.OrderBook.Asks.Keys.First()] = CryptoExch.HITBTC;
* bestAsks[Crypto.bitfinex.OrderBook.Asks.Keys.First()] = CryptoExch.BITFINEX;
* bestAsks[Crypto.gemini.OrderBook.Asks.Keys.First()] = CryptoExch.GEMINI;
* bestAsks[Crypto.bitflyer.OrderBook.Asks.Keys.First()] = CryptoExch.BITFLYER;
* bestAsks[Crypto.poloniex.OrderBook.Asks.Keys.First()] = CryptoExch.POLONIEX;
*
* double bidPrice = bestBids.Keys.Last();
* double askPrice = bestAsks.Keys.First();*/
double bestBidPrice = bestBids.Values.Max();
double bestAskPrice = bestAsks.Values.Min();
double bestBaSpread = Math.Round(bestAskPrice - bestBidPrice, 2);
double worstBidPrice = bestBids.Values.Min();
double worstAskPrice = bestAsks.Values.Max();
double worstBaSpread = Math.Round(worstAskPrice - worstBidPrice, 2);
// Only display updates if the one of the B/A spreads has changed
if (bestBaSpread != prevBestBaSpread || worstBaSpread != prevWorstBaSpread)
{
cout("{0} BestBid: {1:0.00} BestAsk: {2:0.00} b/a spread best: {3:0.00} worst: {4:0.00}", DateTime.Now.ToString("HH:mm:ss"), bestBidPrice, bestAskPrice, bestBaSpread, worstBaSpread);
prevBestBaSpread = bestBaSpread;
prevWorstBaSpread = worstBaSpread;
}
//m_aggregateTimer.Enabled = false;
}
private static void Handle_UpdateOrderBook(object sender, OrderBookUpdateArgs e)
{
cout(e.OrderBook);
//m_orderBookGrid.UpdatePrices(e.OrderBook);
//m_lastGridUpdate = DateTime.Now;
}
private static void Exchanges_UpdateOrderBookEvent(object sender, OrderBookUpdateArgs e)
{
UpdateOrderBookEvent?.Invoke(sender, e);
}
public void Handle_UpdateOrderBook(object sender, OrderBookUpdateArgs e)
{
m_orderBookGrid.UpdatePrices(e.OrderBook);
m_lastGridUpdate = DateTime.Now;
}
