public static Message GetMessage(this StrategyNotification strategyNotification)
{
MessageType messageType;
switch (strategyNotification.NotificationLevel)
{
case NotificationLevel.Error:
messageType = MessageType.Error;
break;
case NotificationLevel.Warning:
messageType = MessageType.Warn;
break;
default:
messageType = MessageType.Info;
break;
}
return(new Message
{
MessageType = messageType,
Text = strategyNotification.Message,
Timestamp = strategyNotification.Timestamp,
TextVerbose = strategyNotification.ToString()
});
}
public static StrategyNotification GetNotification(this TradeStrategy.Strategy strategy, NotificationLevel notificationLevel, int notificationEvent, string message)
{
if (strategy == null)
{
throw new ArgumentNullException(nameof(strategy));
}
var strategyNotification = new StrategyNotification
{
Id = strategy.Id,
Name = strategy.Name,
Status = strategy.Status,
TargetAssembly = strategy.TargetAssembly,
TargetType = strategy.TargetType,
Parameters = strategy.Parameters,
Machine = Environment.MachineName,
NotificationEvent = notificationEvent,
NotificationLevel = notificationLevel,
Message = message
};
strategyNotification.StrategySubscriptions.AddRange(strategy.StrategySubscriptions);
return(strategyNotification);
}
public override void SubscribeTrades(TradeEventArgs tradeEventArgs)
{
if (Strategy == null)
{
return;
}
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, NotificationLevel = NotificationLevel.Trade
};
string message;
try
{
var previousLastTrade = tradeCache.GetLastTrade();
ITrade[] trades;
MovingAverageTrade[] movingAverageTrades;
if (previousLastTrade == null)
{
trades = (from t in tradeEventArgs.Trades
orderby t.Time, t.Id
select t).ToArray();
movingAverageTrades = tradeCache.AddRange(trades);
}
else
{
trades = (from t in tradeEventArgs.Trades
where t.Time > previousLastTrade.Time && t.Id > previousLastTrade.Id
orderby t.Time, t.Id
select t).ToArray();
movingAverageTrades = tradeCache.AddRange(trades);
}
var lastTrade = tradeCache.GetLastTrade();
if (!suspend)
{
PlaceOrder(lastTrade);
}
message = JsonConvert.SerializeObject(movingAverageTrades);
}
catch (Exception ex)
{
message = JsonConvert.SerializeObject(ex);
}
strategyNotification.Message = message;
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public static Message GetMessage(this StrategyNotification strategyNotification)
{
if (strategyNotification == null)
{
throw new ArgumentNullException(nameof(strategyNotification));
}
MessageType messageType = strategyNotification.NotificationLevel switch
{
NotificationLevel.Error => MessageType.Error,
NotificationLevel.Warning => MessageType.Warn,
_ => MessageType.Info
};
return(new Message
{
MessageType = messageType,
Text = strategyNotification.Message,
Timestamp = strategyNotification.Timestamp,
TextVerbose = strategyNotification.ToString()
});
}
}
