protected void ProcessPublicTrades(IEnumerable <PublicTrade> trades)
{
var tradesList = trades as List <PublicTrade> ?? trades.ToList();
if (RecentTrades.All(x => x.SymbolInformation.Symbol != CurrentSymbol.Symbol))
{
RecentTrades.Clear();
}
long?lastId = RecentTrades.FirstOrDefault()?.Id;
if (lastId != null)
{
tradesList.RemoveAll(x => x.Id <= lastId);
}
using (RecentTrades.SuppressChangeNotifications())
{
if (tradesList.Count > 0)
{
RecentTrades.InsertRange(0, tradesList);
if (RecentTrades.Count > TradesMaxItemCount)
{
RecentTrades.RemoveRange(TradesMaxItemCount, Math.Abs(TradesMaxItemCount - RecentTrades.Count));
}
}
CalcQuantityPercentageTotal(RecentTrades);
}
}
private void Run()
{
//var subServerTime = Observable.Interval(TimeSpan.FromSeconds(2)).Publish();
//var subExchangeInfo = Observable.Interval(TimeSpan.FromMinutes(5)).Publish();
//subServerTime.Subscribe(
// (long x) =>
// {
// var result = client.GetServerTime2();
// UpdateStatus();
// if (result.Success)
// {
// ServerTime = result.Data.serverTime.FromUnixTimestamp();
// }
// }).DisposeWith(Disposables);
//subExchangeInfo.Subscribe(
// (long x) =>
// {
// var result = client.GetExchangeInfo2();
// UpdateStatus();
// if (result.Success)
// {
// ProcessExchangeInfo(result.Data.symbols.Select(CreateSymbolInformation));
// }
// }).DisposeWith(Disposables);
var subServerTime = client.SubscribeServerTime().Publish();
var subExchangeInfo = client.SubscribeExchangeInfo().Publish();
var sub24hrPriceTicker = Observable.Interval(TimeSpan.FromSeconds(10)).Publish();
var subCurrentSymbol = this.WhenAnyValue(vm => vm.CurrentSymbol).Where(id => id != null).DistinctUntilChanged().Publish();
var sub24hrPriceTickerWs = client.SubscribeMarketSummariesAsync(null).Publish();
subServerTime.Subscribe(
(Binance.ServerTime x) =>
{
ServerTime = x.serverTime.FromUnixTimestamp();
UpdateStatus();
}).DisposeWith(Disposables);
subExchangeInfo.Subscribe(
(Binance.ExchangeInfo x) =>
{
ProcessExchangeInfo(x.symbols.Select(CreateSymbolInformation));
UpdateStatus();
}).DisposeWith(Disposables);
sub24hrPriceTicker.Subscribe(
(long x) =>
{
var result = client.Get24hrPriceTicker2();
UpdateStatus();
if (result.Success)
{
Process24hrPriceTicker(result.Data.Select(ToPriceTicker));
}
}).DisposeWith(Disposables);
sub24hrPriceTickerWs.Subscribe(
(Binance.WsPriceTicker24hr ticker) =>
{
OnRefreshMarketSummary2(ToPriceTicker(ticker));
}).DisposeWith(Disposables);
subCurrentSymbol.Subscribe(
(string symbol) =>
{
RecentTrades.Clear();
OrderBook.Clear();
if (HasTradesPush)
{
var obs = SubscribeRecentTrades(symbol, TradesMaxItemCount);
TradesHandle.Disposable = obs.Subscribe(OnTrade);
}
if (HasTradesPull)
{
//var obs = Observable.Timer(TimeSpan.Zero, TimeSpan.FromSeconds(10));
//PublicTradesHandle.Disposable = obs.Subscribe(
// (long x) =>
// {
// var result = client.GetRecentTrades2(symbol, TradesMaxItemCount);
// if (result.Success)
// {
// var trades = result.Data.Select(ToPublicTrade).Reverse().ToList();
// trades.ForEach(t => t.Symbol = symbol);
// ProcessPublicTrades(trades);
// }
// });
}
if (HasOrderBookPull)
{
var obs2 = Observable.Timer(TimeSpan.Zero, TimeSpan.FromSeconds(2));
DepthHandle.Disposable = obs2.Subscribe(
(long x) =>
{
var result = client.GetDepth2(symbol, OrderBookMaxItemCount);
if (result.Success)
{
var depth = result.Data;
var asks = depth.asks.Select(a => new OrderBookEntry()
{
Price = decimal.Parse(a[0]), Quantity = decimal.Parse(a[1]), Side = TradeSide.Sell
});
var bids = depth.bids.Select(b => new OrderBookEntry()
{
Price = decimal.Parse(b[0]), Quantity = decimal.Parse(b[1]), Side = TradeSide.Buy
});
ProcessOrderBook(asks.Reverse().Concat(bids));
}
});
}
}).DisposeWith(Disposables);
subServerTime.Connect().DisposeWith(Disposables);
subExchangeInfo.Connect().DisposeWith(Disposables);
//sub24hrPriceTicker.Connect().DisposeWith(Disposables);
subCurrentSymbol.Connect().DisposeWith(Disposables);
sub24hrPriceTickerWs.Connect().DisposeWith(Disposables);
TradesHandle.DisposeWith(Disposables);
DepthHandle.DisposeWith(Disposables);
}
