public void ResetMarke(decimal initPrice, decimal levelSize, decimal delta, int countLevelsPerSide)
{
_levels.Clear();
_levelsByOrder.Clear();
_trader.CancelAllOrders(_symbol);
var price = initPrice;
for (int i = 0; i < countLevelsPerSide; i++)
{
price += delta;
var level = new MarketLevel()
{
OriginalSize = levelSize,
Price = price,
PriceCompensate = price - delta,
Side = MarketSide.Short,
Status = MarketLevelStatus.Empty,
CurrentOrderId = string.Empty,
Delta = delta,
Type = MarketLevelType.Direct
};
_levels.Add(level);
}
price = initPrice;
for (int i = 0; i < countLevelsPerSide; i++)
{
price -= delta;
var level = new MarketLevel()
{
OriginalSize = levelSize,
Price = price,
PriceCompensate = price + delta,
Side = MarketSide.Long,
Status = MarketLevelStatus.Empty,
CurrentOrderId = string.Empty,
Delta = delta,
Type = MarketLevelType.Direct
};
_levels.Add(level);
}
}
public async Task ResetMarke(decimal initPrice, decimal levelMinSize, decimal delta, int countLevelsPerSide,
decimal pricePulseTick, int pricePulseMaxTicks,
decimal sizePulseTick, int sizePulseMaxTick)
{
await _semaphoreSlim.WaitAsync();
try
{
_levels.Clear();
_levelsByOrder.Clear();
await _trader.CancelAllOrders(_symbol);
var price = initPrice;
for (int i = 0; i < countLevelsPerSide; i++)
{
var level = new MarketLevel()
{
MinSize = levelMinSize,
ActualOrderSize = levelMinSize,
PriceBuy = price,
PriceSell = price + delta,
Side = MarketSide.Short,
Status = MarketLevelStatus.Empty,
CurrentOrderId = string.Empty,
Delta = delta,
PricePulseTick = pricePulseTick,
PricePulseMaxTicks = pricePulseMaxTicks,
SizePulseTick = sizePulseTick,
SizePulseMaxTick = sizePulseMaxTick,
CompensateSize = 0
};
level.ApplySizePulse();
_levels.Add(level);
price += delta;
}
price = initPrice - delta;
for (int i = 0; i < countLevelsPerSide; i++)
{
var level = new MarketLevel()
{
MinSize = levelMinSize,
ActualOrderSize = levelMinSize,
PriceBuy = price,
PriceSell = price + delta,
Side = MarketSide.Long,
Status = MarketLevelStatus.Empty,
CurrentOrderId = string.Empty,
Delta = delta,
PricePulseTick = pricePulseTick,
PricePulseMaxTicks = pricePulseMaxTicks,
SizePulseTick = sizePulseTick,
SizePulseMaxTick = sizePulseMaxTick,
CompensateSize = 0
};
level.ApplySizePulse();
_levels.Add(level);
price -= delta;
}
}
finally
{
_semaphoreSlim.Release();
}
}