public static void Main(string[] args)
{
bool isSimulation = true; // This is very important. Will be bubbled down to signal that this is just a simulation.
try
{
Task.Run(async() =>
{
// We define the list of observers here.
var priceProcessors = new List <IMarketPriceProcessor>();
priceProcessors.Add(MarketPriceRecorder.Instance);
priceProcessors.Add(ArbPriceManager.Instance);
// priceProcessors.Add(TriangulationManager.Instance);
var integrations = await DataProcessingEngine.InitializeEngine();
// Initialize the data processing engine. This returns the integrations and start the integrations engines to spit out prices.
OpportunityScoreEngine.InitializeEngine();
// From the integrations and price processors we get a stream of opportunities.
// Then get a stream of trade opportunities.
IObservable <TradeOpportunity> tradeableStream =
GetOpportunityObservable(integrations, priceProcessors.ToArray())
.GetTradeOpportunityStream();
//
IScheduler s = System.Reactive.Concurrency.ThreadPoolScheduler.Instance;
// Subscribe just to output to console.
tradeableStream.SubscribeOn(s).Subscribe((opp) =>
{
var state = TradeOpportunityState.States.Where(x => x.Id == opp.TradeOpportunityStateId).Single().Code;
var type = TradeOpportunityType.Types.Where(x => x.Id == opp.TradeOpportunityTypeId).Single().Code;
Console.WriteLine($"Opp: {opp.LatestOpportunity.UniqueIdentifier} | {state} | {opp.LatestOpportunity.GetMarginValuePercent():0.00}%");
});
// Subscribe to trade. We take only arbs over 10cents of a dollar!
tradeableStream
.Where(x => x.LatestOpportunity.RequirementsMet && x.LatestOpportunity.GetMaximumAmountThatCanBeTransacted() > 0m && x.LatestOpportunity.EstimateMaxUSDValue() > 0.1m)
//.Select(tr => Observable.FromAsync<bool>(OpportunityScoreEngine.ExecuteTradeOpportunity()))
.SubscribeOn(s)
.Subscribe((opp) =>
{
try
{
Console.WriteLine($"Executing Opp: {opp.LatestOpportunity.UniqueIdentifier} at profit USD {opp.LatestOpportunity.EstimateMaxUSDValue():0.00}");
var maxTx = opp.LatestOpportunity.GetMaximumAmountThatCanBeTransacted();
Task.Run(() => OpportunityScoreEngine.ExecuteTradeOpportunity(opp, maxTx, isSimulation));
}
catch (Exception ex)
{
Console.WriteLine("");
}
},
(err) =>
{
Console.WriteLine($"err: {err.ToString()}");
}
);
}).GetAwaiter().GetResult();
Console.WriteLine("Press any key to exit");
Console.ReadLine();
}
catch (Exception ex)
{
Console.WriteLine(ex);
Console.ReadLine();
}
}
internal async Task UpdateOpportunity(decimal newMarginValue)
{
this.CurrentValue = newMarginValue;
// the opportunity is only considered started on first non-zero value!
if (newMarginValue == 0m)
{
return;
}
using (var ctx = new RBBotContext())
{
if (this.OpportunityModel == null)
{
this.OpportunityModel = new TradeOpportunity()
{
CurrencyId = this.OpportunityBaseCurrency.Id,
StartTime = DateTime.UtcNow,
IsExecuted = false,
TradeOpportunityTypeId = ctx.TradeOpportunityTypes.Single(x => x.Code == this.TypeCode).Id
};
lock (this.OpportunityModel)
{
// Add it to the context.
ctx.TradeOpportunities.Add(this.OpportunityModel);
ctx.SaveChanges(); // Don't execute this async so we avoid having the children created before the parent!
}
}
var newTradeValue = new TradeOpportunityValue()
{
PotentialMargin = newMarginValue,
Timestamp = DateTime.UtcNow,
TradeOpportunityId = this.OpportunityModel.Id
};
ctx.TradeOpportunityValues.Add(newTradeValue);
//this.OpportunityModel.TradeOpportunityValues.Add(newTradeValue);
//ctx.Entry(this.OpportunityModel).State = System.Data.Entity.EntityState.Modified;
//ctx.TradeOpportunityValues.Add(newTradeValue);
try
{
await ctx.SaveChangesAsync();
}
catch (Exception ex)
{
Console.WriteLine("Error saving opportunity to database: ", ex.ToString());
}
// async save to db and return
//await ctx.SaveChangesAsync();
//
await OpportunityScoreEngine.UpdateOpportunityValue(this);
}
}
