private void RegisterTrade(SymbolFeed feed, Trade trade, bool isTaker)
{
lock (LockObject)
{
var qBal = _Balances[feed.Symbol.QuoteAsset];
var aBal = _Balances[feed.Symbol.Asset];
if (trade.Direction == TradeDirection.Buy)
{
aBal.Free += trade.Amount;
qBal.Locked -= (trade.Amount * trade.Price);
Debug.Assert(qBal.Locked >= 0, "incoerent trade");
}
else if (trade.Direction == TradeDirection.Sell)
{
qBal.Free += trade.Amount * trade.Price;
aBal.Locked -= trade.Amount;
Debug.Assert(_Balances[feed.Symbol.Asset].Locked >= -0.0000000001m, "incoerent trade");
}
//always pay commissions on quote asset
var feeRatio = isTaker ? TakerFee : MakerFee;
trade.Commission = trade.Amount * feeRatio * trade.Price;
trade.CommissionAsset = feed.Symbol.QuoteAsset;
qBal.Free -= trade.Commission;
//set order status
trade.Order.Status = OrderStatus.Filled;
trade.Order.Filled = trade.Amount;
this._Trades.Add(trade);
TradesToSignal.Add(trade);
}
}
private void InitializeDataSourceCallBack(Market market, SymbolFeed feed)
{
if (!IncrementalHistoryLoading)
{
if (feed.DataSource == null)
{
var histInfo = new SymbolHistoryId(market.MarketName, feed.Symbol.Key, TimeSpan.FromSeconds(60));
feed.DataSource = this.HistoryDb.GetSymbolHistory(histInfo, StartTime, EndTime);
//this.HistoryDb.CloseFile(histInfo);
}
}
}
public Task <ISymbolFeed> GetSymbolFeedAsync(string symbol)
{
var feedFound = SymbolsFeeds.TryGetValue(symbol, out SymbolFeed feed);
if (!feedFound)
{
var sInfo = SymbolsTable[symbol];
feed = new SymbolFeed(this.MarketName, sInfo);
initializeDataSourceCallBack(this, feed);
lock (LockObject)
SymbolsFeeds.Add(symbol, feed);
}
if (!_Balances.ContainsKey(feed.Symbol.Asset))
{
_Balances.Add(feed.Symbol.Asset, new AssetBalance());
}
if (!_Balances.ContainsKey(feed.Symbol.QuoteAsset))
{
_Balances.Add(feed.Symbol.QuoteAsset, new AssetBalance());
}
return(Task.FromResult <ISymbolFeed>(feed));
}
public void AddNewCandle(SymbolFeed feed, Candlestick tick)
{
Logger.Trace("New candle {0} - {1}", feed.Symbol, tick);
feed.Spread = tick.Close * Spread;
feed.AddNewData(tick);
}