private bool Compare(CurrencyWalletPair exchange1, CurrencyWalletPair exchange2)
{
var quote1 = exchange1.LastTick();
var quote2 = exchange2.LastTick();
if (quote1 == null || quote2 == null)
return false;
string desc = string.Format("Arb detected, buy {1} sell {0}", quote1.SourceExchange, quote2.SourceExchange);
CurrencyWalletPair ltcRebalance = new CurrencyWalletPair(exchange1.destinationWallet, exchange2.destinationWallet
, dataStore);
CurrencyWalletPair btcRebalance = new CurrencyWalletPair(exchange1.sourceWallet, exchange2.sourceWallet
, dataStore);
#region -- Execution --
var trade = new Trade(desc);
trade.Transactions.Add(new Transaction(exchange1));
trade.Transactions.Add(new Transaction(exchange2));
trade.Transactions.Add(new Transaction(ltcRebalance));
trade.Transactions.Add(new Transaction(btcRebalance));
var result = trade.Execute(1);
if (result <= 1)
return false; //Loses money
//notificationEngine.TradeSignal(quote1, quote2);
notificationEngine.TradeSignal(trade);
#endregion
return true;
}
public Transaction(CurrencyWalletPair _pair)
{
pair = _pair;
}
public void Store(CurrencyWalletPair pair)
{
_pairs.Add(pair);
}
public Transaction(CurrencyWalletPair _pair)
{
pair = _pair;
}
