public OrderBookCollector(EventServer eventServer)
{
this.eventServer = eventServer;
oandaApi = new OandaAPI();
this.connection = DBUtils.OpenConnection();
foreach (var instrument in INSTRUMENTS)
{
var orderbook = oandaApi.GetOrderbookData(instrument, 3600);
SaveOrderbook(orderbook, instrument);
}
var now = DateTime.Now;
var millisecond = (now.Minute * 60 + now.Second) * 1000 + now.Millisecond;
var remainMillisecond = INTERVAL_MINUTE * 60 * 1000 - millisecond % (INTERVAL_MINUTE * 60 * 1000) + 60 * 1000;
Trace.WriteLine("now:" + now);
Trace.WriteLine("remain:" + remainMillisecond);
Trace.Flush();
var timer = new System.Timers.Timer()
{
Interval = (double)remainMillisecond,
AutoReset = false,
};
timer.Elapsed += Timer_FirstElapsed;
timer.Start();
}
private void Timer_FirstElapsed(object sender, ElapsedEventArgs e)
{
try {
Trace.WriteLine("Timer_FirstElapsed");
var timer = new Timer()
{
Interval = (double)INTERVAL_MINUTE * 60 * 1000,
AutoReset = true,
};
timer.Elapsed += Timer_Elapsed;
timer.Start();
SaveOrderbook(oandaApi.GetOrderbookData(3600));
Trace.WriteLine("Timer_FirstElapsed end");
} catch (Exception ex) {
Trace.WriteLine(ex);
}
}
private void Timer_FirstElapsed(object sender, ElapsedEventArgs e)
{
try {
Trace.WriteLine("Timer_FirstElapsed");
var timer = new System.Timers.Timer()
{
Interval = (double)INTERVAL_MINUTE * 60 * 1000,
AutoReset = true,
};
timer.Elapsed += Timer_Elapsed;
timer.Start();
foreach (var instrument in INSTRUMENTS)
{
for (int i = 0; SaveOrderbook(oandaApi.GetOrderbookData(instrument, 3600), instrument) == false && i < 3; i++)
{
Thread.Sleep(1000);
}
}
Trace.WriteLine("Timer_FirstElapsed end");
} catch (Exception ex) {
Trace.WriteLine(ex);
}
}
