Exemple #1
0
        public async Task <Instrument> GetInstrument(Url <Instrument> instrumentUrl)
        {
            Instrument instrument = null;

            if (!_instrumentKeyToIntrument.TryGetValue(instrumentUrl.ToString(), out instrument))
            {
                instrument = await _client.DownloadInstrument(instrumentUrl).ConfigureAwait(false);

                addInstrument(instrument);
            }
            return(instrument);
        }
        /// <summary>
        /// Updates the status of active orders
        /// </summary>
        private void RefreshActiveOrders()
        {
            // Periodically update the entire list of orders
            if ((DateTime.Now - OrderLastUpdated).TotalSeconds > 60)
            {
                OrderLastUpdated = DateTime.MaxValue;
                System.Threading.Tasks.Task <IList <OrderSnapshot> > response;
                if (ActiveOrders.Count > 0)
                {
                    response = Client.DownloadOrders(ActiveOrders[0].UpdatedAt.AddDays(-1));
                }
                else
                {
                    response = Client.DownloadAllOrders();
                }

                response.ContinueWith((result) =>
                {
                    ActiveOrderMutex.WaitOne();
                    if ((result.Status != System.Threading.Tasks.TaskStatus.Canceled) && result.IsCompleted && !result.IsFaulted)
                    {
                        foreach (OrderSnapshot s in result.Result)
                        {
                            RobinhoodOrder order = ActiveOrders.Find(a => a.OrderId.Equals(s.OrderId));
                            if (order == null)
                            {
                                order = new RobinhoodOrder(Client.DownloadInstrument(s.InstrumentId).Result.Symbol, s);
                                ActiveOrders.Add(order);
                            }
                            order.Update(s);
                        }
                    }
                    OrderLastUpdated = DateTime.Now;
                    ActiveOrderMutex.ReleaseMutex();
                });
            }
            else
            {
                // Update pending orders more frequently
                for (int orderIdx = 0; orderIdx < ActiveOrders.Count; orderIdx++)
                {
                    RobinhoodOrder order = ActiveOrders[orderIdx];
                    if ((order.Status == Broker.Order.OrderStatus.PENDING) &&
                        ((DateTime.Now - order.RefreshedAt).TotalSeconds >= 5))
                    {
                        // Update the status of this order
                        Client.DownloadSingleOrder(order.OrderId).ContinueWith((result) =>
                        {
                            if (result.IsCompleted && !result.IsFaulted)
                            {
                                order.Update(result.Result);
                            }
                        });
                        break;
                    }
                }
            }
        }