public SelfHost()
{
var log = new ServiceEventLogger(DataType.ServiceName.Arbitrage, new DbRepositoryService());
_msgHandling = new MessageHandling(log, new RestScheduler(log));
_matching = new MatchingEngine(log, _msgHandling);
_rateService = new CurrencyRateService();
_tcp = new TcpService();
_msgHandling.MatchingEngine = _matching;
_msgHandling.ExchangePrices += _matching.OnExchangePrices;
if (!EventLog.SourceExists(ServiceName))
{
EventLog.CreateEventSource(ServiceName, ServiceName + "Log");
}
}
public SpreadIOTA(MatchingEngine matching, DbRepositoryService dbRepo)
{
_dbRepo = dbRepo;
matching.BTC += (s, e) =>
{
if (e.Exchange == ExchangeName.Binance)
{
btcBinance[0] = e.BidPrice;
btcBinance[1] = e.AskPrice;
binanceFee = e.TradingFee;
}
else if (e.Exchange == ExchangeName.OkEx)
{
btcOkex[0] = e.BidPrice;
btcOkex[1] = e.AskPrice;
okexFee = e.TradingFee;
}
SaveSpreadOkexBinance();
};
matching.IOTA += (s, e) =>
{
if (e.Exchange == ExchangeName.Binance)
{
iotaBinance[0] = e.BidPrice;
iotaBinance[1] = e.AskPrice;
binanceFee = e.TradingFee;
}
else if (e.Exchange == ExchangeName.OkEx)
{
if (e.Instrument2 == CurrencyName.USDT)
{
iotaOkex[0] = e.BidPrice;
iotaOkex[1] = e.AskPrice;
okexFee = e.TradingFee;
}
}
SaveSpreadOkexBinance();
};
}
public SpreadMono(MatchingEngine matching, DbRepositoryService dbRepo, ExchangeName exchange)
{
_dbRepo = dbRepo;
matching.BTC += (s, e) =>
{
if (e.Exchange == exchange)
{
btc[0] = e.BidPrice;
btc[1] = e.AskPrice;
tradingFee = e.TradingFee;
}
SaveSpread();
};
matching.IOTA += (s, e) =>
{
if (e.Exchange == exchange)
{
if (e.Instrument2 == CurrencyName.Undefined)
{
throw new InvalidOperationException("SpreadMono");
}
if (e.Instrument2 == CurrencyName.BTC)
{
iotaBtc[0] = e.BidPrice;
iotaBtc[1] = e.AskPrice;
}
else if (e.Instrument2 == CurrencyName.USDT)
{
iotaUsd[0] = e.BidPrice;
iotaUsd[1] = e.AskPrice;
}
tradingFee = e.TradingFee;
}
SaveSpread();
};
}
public InstrumentSpreadBTC(MatchingEngine matching, DbRepositoryService dbRepo)
{
_dbRepo = dbRepo;
matching.BTC += (s, e) =>
{
if (e.Exchange == ExchangeName.Binance)
{
ex1[0] = e.BidPrice;
ex1[1] = e.AskPrice;
}
else if (e.Exchange == ExchangeName.HitBtc)
{
ex2[0] = e.BidPrice;
ex2[1] = e.AskPrice;
}
else
{
return;
}
SaveSpread();
};
}
public InstrumentSpread(MatchingEngine matching, DbRepositoryService dbRepo)
{
_dbRepo = dbRepo;
matching.XRP += (s, e) =>
{
if (e.Instrument2 == CurrencyName.ETH)
{
xrp[0] = e.BidPrice;
xrp[1] = e.AskPrice;
}
SaveSpreadOkexBinance();
};
matching.DASH += (s, e) =>
{
if (e.Instrument2 == CurrencyName.ETH)
{
dash[0] = e.BidPrice;
dash[1] = e.AskPrice;
}
SaveSpreadOkexBinance();
};
}