Beispiel #1
0
 public override bool OnInit()
 {
     FrmDeribit.createDeribitAPI("7nLDQ11O", "T2-I4r2AcEXQAGgUaECwQd-Cch4i5sRMfCPSwQsN3E8");
     foreach (string sSymbol in m_sSymbols)
     {
         FrmDeribit.subScribe(sSymbol);
     }
     Thread.Sleep(2000);
     return(base.OnInit());
 }
Beispiel #2
0
        public override EERROR OnTick()
        {
            double dBid    = 0;
            double dAsk    = 0;
            double dBidVol = 0;
            double dAskVol = 0;

            foreach (string sSymbol in m_sSymbols)
            {
                FrmDeribit.getRate(sSymbol, ref dBid, ref dBidVol, ref dAsk, ref dAskVol);
                if (dBid < CFATCommon.ESP || dAsk < CFATCommon.ESP)
                {
                    CFATLogger.output_proc("Deribit_getRates : Error!");
                    return(EERROR.RATE_INVALID);
                }

                m_rates[sSymbol].dAsk     = dAsk;
                m_rates[sSymbol].dBid     = dBid;
                m_rates[sSymbol].m_dtTime = CFATCommon.m_dtCurTime;
            }

            return(base.OnTick());
        }
Beispiel #3
0
 public override void OnDeInit()
 {
     FrmDeribit.UnSubScribe();
     base.OnDeInit();
 }