public SymbolViewModel(Exchange exchange, IWpfExchangeService exchangeService, IChartHelper chartHelper,
IOrderBookHelper orderBookHelper, ITradeHelper tradeHelper,
Preferences preferences, ILoggerFacade logger)
: base(exchangeService, logger)
{
this.exchange = exchange;
this.orderBookHelper = orderBookHelper;
this.tradeHelper = tradeHelper;
TradeLimit = preferences.TradeLimit;
TradesDisplayCount = preferences.TradesDisplayCount;
TradesChartDisplayCount = preferences.TradesChartDisplayCount;
ShowAggregateTrades = preferences.ShowAggregateTrades;
OrderBookLimit = preferences.OrderBookLimit;
OrderBookDisplayCount = preferences.OrderBookDisplayCount;
OrderBookChartDisplayCount = preferences.OrderBookChartDisplayCount;
TimeFormatter = chartHelper.TimeFormatter;
PriceFormatter = chartHelper.PriceFormatter;
symbolCancellationTokenSource = new CancellationTokenSource();
OnPropertyChanged(string.Empty);
}
public override async Task OrderNotificationsAsync(List <StrategyNotification> orderNotifications)
{
if (orderNotifications == null)
{
throw new ArgumentNullException(nameof(orderNotifications));
}
if (cancellationTokenSource.IsCancellationRequested)
{
return;
}
await orderBookSemaphoreSlim.WaitAsync(cancellationTokenSource.Token).ConfigureAwait(true);
try
{
if (cancellationTokenSource.IsCancellationRequested)
{
return;
}
if (Symbols != null)
{
IsLoadingOrderBook = false;
var orderBookDisplayCount = Strategy.OrderBookDisplayCount;
var orderBookChartDisplayCount = Strategy.OrderBookChartDisplayCount;
if (OrderBook == null)
{
var orderBookNotification = orderNotifications.Last();
var ob = JsonConvert.DeserializeObject <TradeView.Core.Model.OrderBook>(orderBookNotification.Message);
var orderBookHelper = orderBookHelperFactory.GetOrderBookHelper(ob.Exchange);
var symbol = Symbols.First(s => s.ExchangeSymbol.Equals(ob.Symbol, StringComparison.Ordinal));
var pricePrecision = symbol.PricePrecision;
var quantityPrecision = symbol.QuantityPrecision;
OrderBook = await orderBookHelper.CreateLocalOrderBook(symbol, ob, orderBookDisplayCount, orderBookChartDisplayCount).ConfigureAwait(true);
}
else
{
bool first = true;
IOrderBookHelper orderBookHelper = null;
Symbol symbol = null;
int quantityPrecision;
int pricePrecision;
var orderBookUpdates = new List <TradeView.Core.Model.OrderBook>();
foreach (var notification in orderNotifications)
{
var ob = JsonConvert.DeserializeObject <TradeView.Core.Model.OrderBook>(notification.Message);
if (first)
{
orderBookHelper = orderBookHelperFactory.GetOrderBookHelper(ob.Exchange);
symbol = Symbols.First(s => s.ExchangeSymbol.Equals(ob.Symbol, StringComparison.Ordinal));
quantityPrecision = symbol.QuantityPrecision;
pricePrecision = symbol.PricePrecision;
}
orderBookUpdates.Add(ob);
}
var newOrderBookUpdates
= orderBookUpdates
.OrderBy(ob => ob.LastUpdateId)
.Where(ob => ob.LastUpdateId > OrderBook.LastUpdateId).ToList();
foreach (var ob in newOrderBookUpdates)
{
orderBookHelper.UpdateLocalOrderBook(OrderBook, ob,
symbol.PricePrecision, symbol.QuantityPrecision,
orderBookDisplayCount, orderBookChartDisplayCount);
}
}
}
}
catch (Exception ex)
{
OnException($"{Strategy.Name} : OrderNotificationsAsync - {ex.Message}", ex);
}
finally
{
orderBookSemaphoreSlim.Release();
}
await Task.FromResult <object>(null).ConfigureAwait(false);
}
