public async Task SubscribeChildOrdersAsync(int instrumentId, Func <int, CollectionReceivedEventArgs <BitFlyerChildOrder>, bool> callback, DateTime?deadline = null, CancellationToken cancellationToken = default)
{
using (await _Client.OpenAsync().ConfigureAwait(false))
using (var res = new OrdersService.OrdersServiceClient(_Client.Channel).SubscribeChildOrders(
new Models.Remoting.InstrumentIdRequest()
{
InstrumentId = instrumentId
},
deadline: deadline,
cancellationToken: cancellationToken))
{
while (await res.ResponseStream.MoveNext(cancellationToken).ConfigureAwait(false) &&
!cancellationToken.IsCancellationRequested)
{
var c = res.ResponseStream.Current;
var m = new CollectionReceivedEventArgs <BitFlyerChildOrder>(
c.Action,
c.Orders.Select(e => new BitFlyerChildOrder(instrumentId, e)).Where(e => e.IsValid));
if (callback?.Invoke(instrumentId, m) != true)
{
return;
}
}
}
}
internal void RaiseExecutionsReceived(CollectionReceivedEventArgs <BitFlyerExecution> e)
{
if (e.Action == NotifyCollectionChangedAction.Reset || e?.Data?.Count > 0)
{
ExecutionsReceived?.Invoke(this, e);
}
}
internal void RaiseChildOrdersReceived(CollectionReceivedEventArgs <BitFlyerChildOrder> e)
{
if (e.Action == NotifyCollectionChangedAction.Reset || e?.Data?.Count > 0)
{
ChildOrdersReceived?.Invoke(this, e);
}
}
internal void RaiseTradesReceived(CollectionReceivedEventArgs <BitMexTrade> e)
{
if (e.Action == NotifyCollectionChangedAction.Reset || e?.Data?.Count > 0)
{
TradesReceived?.Invoke(this, e);
}
}
private void Client_PositionsReceived(object sender, CollectionReceivedEventArgs <Position> e)
{
var i = Instruments.FirstOrDefault(m => m.Id == e.Data[0].InstrumentId);
if (i != null)
{
i.LastError = null;
lock (Positions)
{
foreach (var m in e.Data)
{
Positions.Add(new PositionEntry(e.Action, i, m));
}
const int MAX = 100;
while (Positions.Count > 100)
{
Positions.RemoveAt(Positions.Count - 1 - MAX);
}
}
lock (ActivePositions)
{
// 対象のInstrumentのポジションのみを対象に副作用を与える
var activePositions = ActivePositions.Where(p => p.Instrument.Id.Equals(i.Id)).ToList();
if (e.Action == NotifyCollectionChangedAction.Add ||
e.Action == NotifyCollectionChangedAction.Replace)
{
// Add,Replace が来たらスナップショット受信とみなして入れ替える
foreach (var ap in activePositions)
{
ActivePositions.Remove(ap);
}
foreach (var m in e.Data)
{
ActivePositions.Add(new PositionEntry(e.Action, i, m));
}
}
else if (e.Action == NotifyCollectionChangedAction.Remove ||
e.Action == NotifyCollectionChangedAction.Reset)
{
// Remove,Reset が来たらポジションが全て決済されたとみなして削除する
foreach (var ap in activePositions)
{
ActivePositions.Remove(ap);
}
}
else if (e.Action == NotifyCollectionChangedAction.Move)
{
}
}
}
}
private void Client_ExecutionsReceived(object sender, CollectionReceivedEventArgs <Execution> e)
{
var i = Instruments.FirstOrDefault(m => m.Id == e.Data[0].InstrumentId);
if (i != null)
{
i.LastError = null;
lock (Executions)
{
foreach (var m in e.Data)
{
Executions.Add(new ExecutionEntry(e.Action, i, m));
}
const int MAX = 100;
while (Executions.Count > 100)
{
Executions.RemoveAt(Executions.Count - 1 - MAX);
}
}
}
}
private void BitFlyer_ChildOrdersReceived(object sender, CollectionReceivedEventArgs <BitFlyerChildOrder> e)
{
var i = Instruments.FirstOrDefault(m => m.Id == e.Data[0].InstrumentId);
if (i != null)
{
i.LastError = null;
lock (ChildOrders)
{
foreach (var m in e.Data)
{
ChildOrders.Add(new ChildOrderEntry(e.Action, i, m));
}
const int MAX = 100;
while (ChildOrders.Count > 100)
{
ChildOrders.RemoveAt(ChildOrders.Count - 1 - MAX);
}
}
}
}
protected override void Notify(int key, CollectionReceivedEventArgs <BitFlyerExecution> response) => Client.BitFlyer.RaiseExecutionsReceived(response);
protected override void Notify(int key, CollectionReceivedEventArgs <BitFlyerChildOrder> response) => Client.BitFlyer.RaiseChildOrdersReceived(response);
protected override void Notify(int key, CollectionReceivedEventArgs <BitMexTrade> response) => Client.BitMex.RaiseTradesReceived(response);