public async Task Subscribe(string strategyName, List <StrategySubscription> strategySubscriptions, ITradeStrategy tradeStrategy)
{
if (strategySubscriptions == null)
{
throw new ArgumentNullException(nameof(strategySubscriptions));
}
if (tradeStrategy == null)
{
throw new ArgumentNullException(nameof(tradeStrategy));
}
await tradeStrategy.AddExchangeService(strategySubscriptions, exchange, exchangeService).ConfigureAwait(false);
var exchangeApi = exchangeService.GetExchangeApi(exchange);
foreach (var strategySubscription in strategySubscriptions)
{
if (strategySubscription.Subscribes.HasFlag(Subscribes.Trades) ||
strategySubscription.Subscribes.HasFlag(Subscribes.OrderBook) ||
strategySubscription.Subscribes.HasFlag(Subscribes.Candlesticks))
{
if (!Caches.TryGetValue(strategySubscription.Symbol, out ISubscriptionCache symbolCache))
{
symbolCache = new SymbolSubscriptionCache(strategySubscription.Symbol, strategySubscription.Limit, strategySubscription.CandlestickInterval, exchangeApi);
Caches.TryAdd(strategySubscription.Symbol, symbolCache);
}
symbolCache.Subscribe(strategyName, strategySubscription, tradeStrategy);
}
if (strategySubscription.Subscribes.HasFlag(Subscribes.AccountInfo))
{
var user = new User
{
ApiKey = strategySubscription.ApiKey,
ApiSecret = strategySubscription.SecretKey,
ApiPassPhrase = strategySubscription.ApiPassPhrase,
Exchange = strategySubscription.Exchange
};
var accountInfo = await exchangeService.GetAccountInfoAsync(exchange, user, new CancellationToken()).ConfigureAwait(false);
tradeStrategy.SubscribeAccountInfo(new AccountInfoEventArgs {
AccountInfo = accountInfo
});
if (!Caches.TryGetValue(strategySubscription.ApiKey, out ISubscriptionCache accountInfoCache))
{
accountInfoCache = new AccountInfoSubscriptionCache(exchangeApi);
Caches.TryAdd(strategySubscription.ApiKey, accountInfoCache);
}
accountInfoCache.Subscribe(strategyName, strategySubscription, tradeStrategy);
}
}
}
