Exemple #1
0
        private void HandleMyTradeMessage(JToken data)
        {
            List <MyTrade> new_my_trades = BybitTradesCreator.CreateMyTrades(data.SelectToken("data"));

            foreach (var trade in new_my_trades)
            {
                OnMyTradeEvent(trade);
            }
        }
Exemple #2
0
        private List <Trade> GetTrades(string security, DateTime start_time, DateTime end_time)
        {
            lock (locker_candles)
            {
                List <Trade> result_trades = new List <Trade>();
                DateTime     end_over      = end_time;

                List <Trade> point_trades  = BybitTradesCreator.GetTradesCollection(client, security, 1, -1);
                int          last_trade_id = Convert.ToInt32(point_trades.Last().Id);

                while (true)
                {
                    List <Trade> new_trades = BybitTradesCreator.GetTradesCollection(client, security, 1000, last_trade_id - 1000);

                    if (new_trades != null && new_trades.Count != 0)
                    {
                        last_trade_id = Convert.ToInt32(new_trades.First().Id);

                        new_trades.AddRange(result_trades);
                        result_trades = new_trades;

                        if (result_trades.First().Time <= start_time)
                        {
                            break;
                        }
                    }
                    else
                    {
                        break;
                    }

                    Thread.Sleep(20);
                }

                for (int i = result_trades.Count - 1; i > 0; i--)
                {
                    if (result_trades[i].Time > end_time)
                    {
                        result_trades.Remove(result_trades[i]);
                    }
                }

                result_trades.Reverse();

                for (int i = result_trades.Count - 1; i > 0; i--)
                {
                    if (result_trades[i].Time < start_time)
                    {
                        result_trades.Remove(result_trades[i]);
                    }
                }

                result_trades.Reverse();

                return(result_trades);
            }
        }
Exemple #3
0
        private void HandleTradesMessage(JToken response)
        {
            List <Trade> new_trades = BybitTradesCreator.CreateFromWS(response.SelectToken("data"));

            foreach (var trade in new_trades)
            {
                OnTradeEvent(trade);
            }
        }