public void Start()
{
try
{
_collectorContext = new CollectorContext();
_collectorContext.Database.Migrate();
started = true;
}
catch (Exception e)
{
started = false;
Debug.WriteLine("Startup failed, trying again in 5 seconds..");
Thread.Sleep(5000);
if (!started)
{
Start();
}
}
CreateServices();
try
{
InitializeSubs();
}
catch (Exception e)
{
Console.WriteLine(e);
}
StartTimer();
}
private async void FetchTradeBins(Object source, System.Timers.ElapsedEventArgs e)
{
Console.WriteLine("Fetching bins.");
Debug.WriteLine("Fetching bins.");
using (var context = new CollectorContext())
{
try
{
var latestBin = context.TradeBins.OrderByDescending(x => x.Timestamp).FirstOrDefault();
var @params = new TradeBucketedGETRequestParams
{
BinSize = "1m",
Symbol = "XBTUSD",
Count = 200,
Reverse = true
};
// act
var result = new List <TradeBucketedDto>();
try
{
result = _bitmexApiService.Execute(BitmexApiUrls.Trade.GetTradeBucketed, @params).Result;
}
catch (Exception exception)
{
Console.WriteLine(exception);
}
foreach (var bin in result)
{
if (latestBin == null || bin.Timestamp.LocalDateTime > latestBin.Timestamp)
{
await context.TradeBins.AddAsync(new TradeBin()
{
Symbol = bin.Symbol,
Timestamp = bin.Timestamp.UtcDateTime,
Open = bin.Open.Value,
High = bin.High.Value,
Low = bin.Low.Value,
Close = bin.Close.Value,
Trades = bin.Trades,
Volume = bin.Volume.Value,
ForeignNotional = bin.ForeignNotional,
HomeNotional = bin.HomeNotional
});
}
}
await context.SaveChangesAsync();
}
catch (Exception exception)
{
Console.WriteLine(exception);
}
}
}
private async Task HandleLiquidation(LiquidationDto dto)
{
try
{
using (var context = new CollectorContext())
{
_lastupdate = DateTime.Now;
if (dto.Price != null)
{
if (dto.LeavesQty != null)
{
if (await _collectorContext.Liquidations.FirstOrDefaultAsync(a => a.LiquidationId == dto.OrderId) == null)
{
Console.WriteLine(DateTime.Now + ": " + dto.Symbol + " " + (dto.Side == "Sell" ? "long" : "short") +
" liquidation at " + dto.Price.Value + " with quantity " + dto.LeavesQty.Value);
Debug.WriteLine(DateTime.Now + ": " + dto.Symbol + " " + (dto.Side == "Sell" ? "long" : "short") +
" liquidation at " + dto.Price.Value + " with quantity " + dto.LeavesQty.Value);
await context.Liquidations.AddAsync(new Liquidation()
{
LiquidationId = dto.OrderId,
Symbol = dto.Symbol,
Timestamp = DateTime.Now.ToUniversalTime(),
Direction = dto.Side == "Sell" ? "Long" : "Short",
Price = dto.Price.Value,
Quantity = dto.LeavesQty.Value
});
await context.SaveChangesAsync();
}
}
}
}
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
