private void BeginReceiveTradesWebSocket() => Task.Run(() => { ExchangeTradeCatchupWorker.Start(ExchangeWorker, Limit); var symbols = ExchangeWorker.Configuration.Symbol.Select(s => SymbolFactory.Get(s)).ToList(); using (Logger.BeginProtocolScope("Web Socket")) { Logger.LogInformation($"Establishing connection"); WebSocketClient.OnOpen += delegate(object sender, EventArgs e) { Logger.LogInformation($"Established connection"); Logger.LogInformation($"Begin listening for trades"); if (WebSocketClient.IsSubscribeModel) { WebSocketClient.BeginListenTrades(symbols); } }; WebSocketClient.OnClose += delegate(object sender, CloseEventArgs e) { if (ExchangeWorker.Online) { Logger.LogWarning($"Connection has been closed"); } RetryWebSocketConnect(); }; WebSocketClient.OnTradesReceived += async delegate(object sender, TradesReceivedEventArgs e) { using (Logger.BeginSymbolScope(e.Data.SymbolCode)) { Logger.LogInformation($"Trades received"); using (var transaction = await StorageTransactionFactory.Begin()) { await ExchangeTradeProvider.AddTrades(transaction, Logger, e.Data); await HistorianRepository.SetTradeFilter(transaction, Exchange.Name, e.Data.SymbolCode, e.Data.Filter); await transaction.Commit(); } } }; WebSocketClient.Begin(); if (!WebSocketClient.IsSubscribeModel) { WebSocketClient.BeginListenTrades(symbols); } } });
private void BeginReceiveTradesHttp() => Task.Run(async() => { using (Logger.BeginProtocolScope("Https")) { var symbols = ExchangeWorker.Configuration.Symbol.Select(symbolCode => SymbolFactory.Get(symbolCode)).Where(symbol => symbol.Tradable); while (true) { if (!ExchangeWorker.Online) { await Task.Delay(1000); continue; } foreach (var symbol in symbols) { using (Logger.BeginSymbolScope(symbol.Code)) { try { var lastTradeFilter = await HistorianRepository.GetTradeFilter(Exchange.Name, symbol.Code); TradeResult result; using (var transaction = await StorageTransactionFactory.Begin()) { result = await ExchangeTradeProvider.ReceiveTradesHttp(transaction, Logger, Exchange.Name, symbol, HttpClient, Limit, lastTradeFilter); if (result != null) { await HistorianRepository.SetTradeFilter(transaction, Exchange.Name, symbol.Code, result.Filter); } await transaction.Commit(); } if (result == null) { await Task.Delay(1000); } } catch (Exception ex) { Logger.LogError(ex, "Unexpected error occurred"); } } } } } });
public async Task <bool> Run(ILogger logger) { logger.LogInformation("Running repository bootstrapper"); try { foreach (var currency in CurrencyFactory.List()) { await CurrencyRepository.Add(currency); } foreach (var symbol in SymbolFactory.List()) { await SymbolRepository.Add(symbol); } foreach (var group in IntervalFactory.ListGroups()) { foreach (var ik in IntervalFactory.ListIntervalKeys(group.IntervalGroup)) { await IntervalRepository.Add(ik); } } foreach (var exchange in ExchangeFactory.List()) { await ExchangeRepository.Add(exchange); var httpClient = exchange.GetHttpClient(); foreach (var symbolCode in exchange.Symbol) { var symbol = SymbolFactory.Get(symbolCode); await SymbolRepository.Add(symbol); await ExchangeRepository.AddSymbol(exchange.Name, symbolCode); var tradeFilter = await HistorianRepository.GetTradeFilter(exchange.Name, symbolCode); if (tradeFilter == null) { using (var transaction = await StorageTransactionFactory.Begin()) { await HistorianRepository.SetTradeFilter(transaction, exchange.Name, symbolCode, httpClient.InitialTradeFilter); await transaction.Commit(); } } } } foreach (var orderSide in OrderSideFactory.List()) { await OrderSideRepository.Add(orderSide); } return(true); } catch (Exception ex) { logger.LogCritical(ex, "Unable to run repository bootstrapper"); return(false); } }