private async void TimerCandleSubscribe(object obj)
{
var candleSubscribe = (CandleSubscribe)obj;
var contextApi = candleSubscribe.contextApi;
var figi = candleSubscribe.figi;
var candleInterval = candleSubscribe.candleInterval;
await contextApi.SendStreamingRequestAsync(StreamingRequest.SubscribeCandle(figi, candleInterval));
}
public override async Task <ExecutionResult> RunAsync(IStepExecutionContext context)
{
var req = StreamingRequest.SubscribeCandle(
"BBG006L8G4H1" /* YNDX */,
CandleInterval.Minute()
);
await Proxy.SendStreamingRequestAsync(req);
Console.WriteLine($"{nameof(RunWatchers)} - OK.");
return(ExecutionResult.Next());
}
//TODO переделать
public void CandleSubscribe(CandleSubscribe candleSubscribe)
{
var contextApi = candleSubscribe.contextApi;
contextApi.UseStreaming();
contextApi.StreamingEventReceived += ContextApi_StreamingEventReceived;
//int period = 7500; //ms
//var timer = new Timer(TimerCandleSubscribe, candleSubscribe, 0, period);
// _timers.Add(timer);
Task.Run(async() => await contextApi.SendStreamingRequestAsync(StreamingRequest.SubscribeCandle(candleSubscribe.figi, candleSubscribe.candleInterval)));
}
public async Task SubscribeOnCandles(string currencyPairId, CandlePeriod period, Action <IList <Candle> > callback, int limit = 30)
{
Connect();
var innerPeriod = period.ToInnerFormat();
var dateFrom = DateTime.UtcNow;
switch (period)
{
case CandlePeriod.Minute1:
dateFrom = dateFrom.AddMinutes(-(limit * 1));
break;
case CandlePeriod.Minute3:
dateFrom = dateFrom.AddMinutes(-(limit * 3));
break;
case CandlePeriod.Minute5:
dateFrom = dateFrom.AddMinutes(-(limit * 5));
break;
case CandlePeriod.Minute15:
dateFrom = dateFrom.AddMinutes(-(limit * 15));
break;
case CandlePeriod.Minute30:
dateFrom = dateFrom.AddMinutes(-(limit * 30));
break;
case CandlePeriod.Hour1:
dateFrom = dateFrom.AddHours(-(limit * 1));
break;
case CandlePeriod.Hour4:
dateFrom = dateFrom.AddHours(-(limit * 4));
break;
case CandlePeriod.Day1:
dateFrom = dateFrom.AddDays(-(limit * 1));
break;
case CandlePeriod.Day7:
dateFrom = dateFrom.AddDays(-(limit * 7));
break;
case CandlePeriod.Month1:
dateFrom = dateFrom.AddMonths(-(limit * 1));
break;
}
var dateTo = DateTime.UtcNow;
var innerExistingCandles = await _connection.Context.MarketCandlesAsync(currencyPairId, dateFrom, dateTo, innerPeriod);
var existingCandles = innerExistingCandles.Candles.Select(candle => candle.ToOuterModel()).ToList();
callback(existingCandles);
var subscription = new Subscription
{
SubscribeRequest = StreamingRequest.SubscribeCandle(currencyPairId, innerPeriod),
UnsubscribeRequest = StreamingRequest.UnsubscribeCandle(currencyPairId, innerPeriod),
EventHandler = (o, e) =>
{
if (!(e.Response is CandleResponse candleResponse) ||
candleResponse.Payload.Figi != currencyPairId ||
candleResponse.Payload.Interval != innerPeriod)
{
return;
}
var candle = candleResponse.Payload.ToOuterModel();
callback(new List <Candle> {
candle
});
}
};
_connection.StreamingEventReceived += (o, e) => subscription.EventHandler(o, e);
await _connection.Context.SendStreamingRequestAsync(subscription.SubscribeRequest);
}