public void AddIndirectExchanges(params string[] currencyCodeRoute)
{
if (currencyCodeRoute.Length < 1)
{
return;
}
Dictionary <IExchange, ExchangePrice[]> routes = new Dictionary <IExchange, ExchangePrice[]>();
for (int currencyIdx = 1; currencyIdx < currencyCodeRoute.Length; currencyIdx++)
{
foreach (MarketPrice price in this.GetPrices(currencyCodeRoute[currencyIdx - 1], currencyCodeRoute[currencyIdx]))
{
ExchangePrice exchangePrice = price as ExchangePrice;
ExchangePrice[] routePrices;
if (null == exchangePrice)
{
// Cannot route through non-exchange prices
continue;
}
if (!routes.TryGetValue(exchangePrice.Exchange, out routePrices))
{
routePrices = new ExchangePrice[currencyCodeRoute.Length - 1];
routes[exchangePrice.Exchange] = routePrices;
}
routePrices[currencyIdx - 1] = exchangePrice;
}
}
List <MarketPrice> routedMarket = this.GetPrices(currencyCodeRoute[0], currencyCodeRoute[currencyCodeRoute.Length - 1]);
foreach (IExchange exchange in routes.Keys)
{
bool fullRoute = true;
ExchangePrice[] route = routes[exchange];
// Check if we have steps for each part of the route.
for (int routeIdx = 0; routeIdx < route.Length; routeIdx++)
{
if (route[routeIdx] == null)
{
fullRoute = false;
break;
}
}
if (fullRoute)
{
routedMarket.Add(new IndirectPrice(route));
}
}
}
public void UpdateAllPrices()
{
if (prices.Length == 0)
{
return;
}
List <Task> tasks = new List <Task>();
int currencyCount = prices.GetLength(0);
Dictionary <MarketId, ExchangePrice> vircurexPrices = new Dictionary <MarketId, ExchangePrice>();
HashSet <string> vircurexQuoteCurrencyCodes = new HashSet <string>();
VircurexExchange vircurex = null;
// Start the data fetch running in parallel; non-Vircurex first
for (int baseCurrencyIdx = 0; baseCurrencyIdx < currencyCount; baseCurrencyIdx++)
{
for (int quoteCurrencyIdx = 0; quoteCurrencyIdx < currencyCount; quoteCurrencyIdx++)
{
if (baseCurrencyIdx == quoteCurrencyIdx)
{
continue;
}
foreach (MarketPrice marketPrice in this.prices[baseCurrencyIdx, quoteCurrencyIdx])
{
// Can only update prices on markets which are directly tradable; other markets
// infer their prices from the underlying exchange prices.
// As such, ignore any non-exchange-price types.
ExchangePrice exchangePrice = marketPrice as ExchangePrice;
if (null == exchangePrice)
{
continue;
}
if (exchangePrice.Exchange is VircurexExchange)
{
VircurexMarketId marketId = new VircurexMarketId(currencyCodes[baseCurrencyIdx],
currencyCodes[quoteCurrencyIdx]);
vircurexQuoteCurrencyCodes.Add(marketId.QuoteCurrencyCode);
vircurexPrices[marketId] = exchangePrice;
vircurex = (VircurexExchange)marketPrice.Exchange;
}
else
{
tasks.Add(exchangePrice.UpdatePriceAsync());
}
}
}
}
// Perform data fetch for Vircurex currencies; these can be
// done in a batch, so we do them once the rest of the data
// requests are running
foreach (string quoteCurrencyCode in vircurexQuoteCurrencyCodes)
{
Dictionary <MarketId, Book> books = vircurex.GetMarketOrdersAlt(quoteCurrencyCode).Result;
foreach (MarketId marketId in books.Keys)
{
ExchangePrice exchangePrice;
if (vircurexPrices.TryGetValue(marketId, out exchangePrice))
{
exchangePrice.MarketDepth = books[marketId];
}
}
}
// Wait for all tasks to finish before we exit
foreach (Task task in tasks)
{
task.Wait();
}
}
public IndirectPrice(ExchangePrice[] setRoute)
{
AssertRouteValid(setRoute);
this.Route = setRoute;
}
public void AddIndirectExchanges(params string[] currencyCodeRoute)
{
if (currencyCodeRoute.Length < 1)
{
return;
}
Dictionary<IExchange, ExchangePrice[]> routes = new Dictionary<IExchange, ExchangePrice[]>();
for (int currencyIdx = 1; currencyIdx < currencyCodeRoute.Length; currencyIdx++)
{
foreach (MarketPrice price in this.GetPrices(currencyCodeRoute[currencyIdx - 1], currencyCodeRoute[currencyIdx]))
{
ExchangePrice exchangePrice = price as ExchangePrice;
ExchangePrice[] routePrices;
if (null == exchangePrice)
{
// Cannot route through non-exchange prices
continue;
}
if (!routes.TryGetValue(exchangePrice.Exchange, out routePrices))
{
routePrices = new ExchangePrice[currencyCodeRoute.Length - 1];
routes[exchangePrice.Exchange] = routePrices;
}
routePrices[currencyIdx - 1] = exchangePrice;
}
}
List<MarketPrice> routedMarket = this.GetPrices(currencyCodeRoute[0], currencyCodeRoute[currencyCodeRoute.Length - 1]);
foreach (IExchange exchange in routes.Keys)
{
bool fullRoute = true;
ExchangePrice[] route = routes[exchange];
// Check if we have steps for each part of the route.
for (int routeIdx = 0; routeIdx < route.Length; routeIdx++) {
if (route[routeIdx] == null) {
fullRoute = false;
break;
}
}
if (fullRoute)
{
routedMarket.Add(new IndirectPrice(route));
}
}
}
public static void AssertRouteValid(ExchangePrice[] route)
{
if (route.Length == 0)
{
throw new InvalidRouteException("Trading route between two currencies cannot be empty.");
}
IExchange referenceExchange = route[0].Exchange;
HashSet<ExchangePrice> breadcrumbs = new HashSet<ExchangePrice>();
Market previousMarket = null;
foreach (ExchangePrice routeElement in route)
{
if (!routeElement.Exchange.Equals(referenceExchange))
{
throw new InvalidRouteException("All exchanges in the price path must be the same.");
}
if (breadcrumbs.Contains(routeElement))
{
throw new InvalidRouteException("Route is cyclic; have seen the market \""
+ routeElement.Market + "\" once already in the route.");
}
// TODO: Consider inverting the next route element, if it has a valid pair.
if (null != previousMarket
&& !previousMarket.QuoteCurrencyCode.Equals(routeElement.Market.BaseCurrencyCode))
{
throw new InvalidRouteException("Route does not connect directly; cannot go from \""
+ previousMarket + " to \""
+ routeElement.Market + "\".");
}
breadcrumbs.Add(routeElement);
previousMarket = routeElement.Market;
}
}
