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 MatchingEngine(ServiceEventLogger log, MessageHandling msgHandling)
{
_singleInstrument = new CancellationPattern();
_manyInstruments = new CancellationPattern();
_orderPlacement = new OrderPlacement();
_cancelMonitoring = new CancellationPattern();
_wsExchanges = new Dictionary <ExchangeName, BaseExchange>();
_exchanges = new Dictionary <ExchangeName, IExchange>();
_profitRatios = new Dictionary <ExchangeName, double>();
_instruments = new Dictionary <CurrencyName, Instrument>();
_wsInstruments = new Dictionary <CurrencyName, Instrument>();
_balance = new BalanceManagement();
_matchingEvent = new AutoResetEvent(false);
_stopEvent1 = new AutoResetEvent(false);
_stopEvent2 = new AutoResetEvent(false);
_bittrex = new BittrexArbitrage(log);
_orderBook = new OrderBook();
_obj = new object();
_dbRepo = (DbRepositoryService)log.DbRepository;
_syncService = new SyncBalanceService(log);
_msgHandling = msgHandling;
_log = log;
Instrument.InitWebsocketInstruments(_wsInstruments);
_instruments.Add(CurrencyName.BTC, new InstrumentBTC());
_instruments.Add(CurrencyName.BCH, new InstrumentBCH());
_instruments.Add(CurrencyName.LTC, new InstrumentLTC());
_instruments.Add(CurrencyName.ETH, new InstrumentETH());
_instruments.Add(CurrencyName.XRP, new InstrumentXRP());
_instruments.Add(CurrencyName.DSH, new InstrumentDASH());
_instruments.Add(CurrencyName.IOTA, new InstrumentIOTA());
_spreadMono = new SpreadMono(this, _dbRepo, ExchangeName.OkEx);
_spreadIota = new SpreadIOTA(this, _dbRepo);
_spread = new InstrumentSpreadBTC(this, _dbRepo);
}
