private bool Compare(IExchange exchange1, IExchange exchange2)
{
var quote1 = exchange1.GetLastQuote();
var quote2 = exchange2.GetLastQuote();
if (quote1 == null || quote2 == null)
return false;
if (quote1.Bid <= quote2.Ask)
return false;
#region -- Prepare --
string desc = string.Format("Arb detected, buy {1} sell {0}", quote1.SourceExchange, quote2.SourceExchange);
Console.WriteLine(desc);
decimal qty = 1; //Determine this based on how much cash is left
#endregion
#region -- Execution --
var trade = new Trade(desc);
/*
trade.Transactions.Add(new MarketOrderBuyBTCTransaction(exchange1, qty, quote1.Bid));
trade.Transactions.Add(new MarketOrderSellBTCTransaction(exchange2, qty, quote1.Bid));
*/
//notificationEngine.TradeSignal(quote1, quote2);
notificationEngine.TradeSignal(trade);
#endregion
return true;
}
public void TradeSignal(Trade trade)
{
string subject = string.Format("Botcoin - Trade signal");
string table = "";
foreach (var transaction in trade.Transactions)
{
table += string.Format(
@"
<tr>
<td>
{0}
</td>
<td>
</td>
</tr>
",
transaction.ToString()
);
}
string body = string.Format(
@"
Botcoin trade signal: {0}</b>!<br>
<br>
<table>
<tr>
<th>Trade</th>
<th></th>
</tr>
{1}
</table>
"
, table
);
smtpProvider.Send(subject, body);
}
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 void TradeSignal(Shared.Models.Trade trade)
{
//DO nothing, used for debugging without spamming the recipients
}
