public async Task HandleTrade(string orderId, decimal tradeSize)
{
await _semaphoreSlim.WaitAsync();
try
{
var level = GetLevelbyOrder(orderId);
if (level == null)
{
Console.WriteLine($"ERROR: Cannot found level by orderId: {orderId}");
return;
}
//level.CompensateSize += tradeSize;
var isOrderOpen = await _trader.CheckOrderIsOpenedAsync(orderId, _symbol);
if (isOrderOpen)
{
return;
}
Console.WriteLine($"execute level. Price: {level.PriceBuy}, Side: {level.Side}, Id: {level.CurrentOrderId}");
_levelsByOrder.Remove(orderId);
level.Revert();
}
finally
{
_semaphoreSlim.Release();
}
}
public async Task HandleTrade(string orderId)
{
var isOrderOpen = await _trader.CheckOrderIsOpenedAsync(orderId, _symbol);
if (isOrderOpen)
{
return;
}
if (!_levelsByOrder.TryGetValue(orderId, out var level))
{
Console.WriteLine($"ERROR: Cannot found level by orderId: {orderId}");
return;
}
Console.WriteLine($"execute level. Side: {level.Side}, Type: {level.Type}, Id: {level.CurrentOrderId}");
_levelsByOrder.Remove(orderId);
level.CurrentOrderId = string.Empty;
level.Status = MarketLevelStatus.Empty;
level.Type = level.Type == MarketLevelType.Direct ? MarketLevelType.Compensate : MarketLevelType.Direct;
}
