public TriArbViewModel(TriArbOpportunity tao)
{
exchange1 = tao.arbitrageTransactionChain[0].baseCurrency.exchange.ToString();
exchange2 = tao.arbitrageTransactionChain[1].baseCurrency.exchange.ToString();
exchange3 = tao.arbitrageTransactionChain[2].baseCurrency.exchange.ToString();
exchange4 = tao.arbitrageTransactionChain[2].quoteCurrency.exchange.ToString();
currency1 = tao.arbitrageTransactionChain[0].baseCurrency.symbol;
currency2 = tao.arbitrageTransactionChain[1].baseCurrency.symbol;
currency3 = tao.arbitrageTransactionChain[2].baseCurrency.symbol;
currency4 = tao.arbitrageTransactionChain[2].quoteCurrency.symbol;
arbRate1 = Math.Round(tao.arbitrageTransactionChain[0].takerIndicatorRate, 4).ToString();
arbRate2 = Math.Round(tao.arbitrageTransactionChain[1].takerIndicatorRate, 4).ToString();
arbRate3 = Math.Round(tao.arbitrageTransactionChain[2].takerIndicatorRate, 4).ToString();
maxVolume1 = "TODO";
maxVolume2 = "TODO";
maxVolume3 = "TODO";
tradeInstruction1 = "TODO";
tradeInstruction2 = "TODO";
tradeInstruction3 = "TODO";
fee1 = "TODO";
fee2 = "TODO";
fee3 = "TODO";
maxInitialVolume = Math.Round(tao.maxInitialVolume, 4).ToString(); //TODO: get exchange granularity
percentageGain = Math.Round((tao.arbitrageRate - 1) * 100, 4) + "%";
volumeGain = "TODO";
}
public void ArbChainGenerator(string startingCurrency, Exchange startingExchange, Exchange endExchange)
{
List <TriArbTransaction> startingList = GetTriArbSubList(startingExchange, startingCurrency);
foreach (TriArbTransaction t in startingList)
{
List <TriArbTransaction> u = GetTriArbSubList(t.quoteCurrency.exchange, t.quoteCurrency.symbol);
FilterSubList(ref u, startingCurrency);
foreach (TriArbTransaction v in u)
{
List <TriArbTransaction> w = GetFinalSubListBySymbol(v.quoteCurrency.exchange, v.quoteCurrency.symbol, startingCurrency);
foreach (TriArbTransaction x in w)
{
List <TriArbTransaction> ltat = new List <TriArbTransaction>();
ltat.Add(_triArbTransactionList.FindLast(y => y.quoteCurrency.exchange == t.quoteCurrency.exchange &&
y.quoteCurrency.symbol == t.quoteCurrency.symbol &&
y.baseCurrency.exchange == t.baseCurrency.exchange &&
y.baseCurrency.symbol == t.baseCurrency.symbol &&
y.inversed == t.inversed));
ltat.Add(_triArbTransactionList.FindLast(y => y.quoteCurrency.exchange == v.quoteCurrency.exchange &&
y.quoteCurrency.symbol == v.quoteCurrency.symbol &&
y.baseCurrency.exchange == v.baseCurrency.exchange &&
y.baseCurrency.symbol == v.baseCurrency.symbol &&
y.inversed == v.inversed));
ltat.Add(_triArbTransactionList.FindLast(y => y.quoteCurrency.exchange == x.quoteCurrency.exchange &&
y.quoteCurrency.symbol == x.quoteCurrency.symbol &&
y.baseCurrency.exchange == x.baseCurrency.exchange &&
y.baseCurrency.symbol == x.baseCurrency.symbol &&
y.inversed == x.inversed));
TriArbOpportunity tao = new TriArbOpportunity(ltat);
_triArbTransactionChainList.Add(tao);
}
}
}
}
public void AddToTriArbTransactionChainList(TriArbOpportunity m)
{
_triArbTransactionChainList.Add(m);
}
