private void GenerateExchangePairs()
{
for (var i = 0; i < _exchanges.Count; i++)
{
for (var j = i + 1; j < _exchanges.Count; j++)
{
var exchangePair = new ExchangePair(_exchanges[i], _exchanges[j]);
_exchangePairs.Add(exchangePair);
}
}
}
private async Task ProcessItem(ExchangePair exchangePair, IProducerConsumerCollection <ArbitrageInfo> output)
{
foreach (TradePair pair in exchangePair.Pairs)
{
(decimal buy, decimal sell)first = await exchangePair.First.GetBookOrderPriceAsync(pair);
(decimal buy, decimal sell)second = await exchangePair.Second.GetBookOrderPriceAsync(pair);
if (first.buy == 0 && first.sell == 0 || second.buy == 0 && second.sell == 0)
{
continue;
}
//decimal first = await exchangePair.First.GetPriceAsync(pair);
//decimal second = await exchangePair.Second.GetPriceAsync(pair);
var model = new ArbitrageInfo();
model.Symbol = pair.Label;
//model.BuyPrice = first < second ? first : second;
//model.SellPrice = first > second ? first : second;
model.BuyPrice = first.sell > second.sell ? second.sell : first.sell;
model.SellPrice = first.buy > second.buy ? first.buy : second.buy;
if (model.BuyPrice < model.SellPrice)
{
model.Route = $"{exchangePair.Second.Type}->{exchangePair.First.Type}";
model.Rate = GetPercent(model.SellPrice, model.BuyPrice);
}
else
{
model.Route = $"{exchangePair.First.Type}->{exchangePair.Second.Type}";
model.Rate = GetPercent(model.BuyPrice, model.SellPrice);
}
output.TryAdd(model);
await Task.Delay(1000);
}
}