public async virtual Task <Strategy> RunAsync(Strategy strategy, CancellationToken cancellationToken)
{
this.strategy = strategy;
this.cancellationToken = cancellationToken;
await TryUpdateStrategy(strategy.Parameters);
while (run)
{
if (this.cancellationToken.IsCancellationRequested)
{
run = false;
}
else
{
await Task.Delay(500);
}
}
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = $"Stopping {strategy.Name}", NotificationLevel = NotificationLevel.DisconnectClient
};
StrategyNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
return(this.strategy);
}
public virtual void SubscribeStatisticsException(Exception exception)
{
var message = JsonConvert.SerializeObject(exception);
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = message, NotificationLevel = NotificationLevel.StatisticsError
};
StrategyStatisticsNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public virtual void SubscribeCandlesticks(CandlestickEventArgs candlestickEventArgs)
{
var message = JsonConvert.SerializeObject(candlestickEventArgs.Candlesticks);
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = message, NotificationLevel = NotificationLevel.Candlesticks
};
StrategyCandlesticksNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public void SubscribeOrderBookException(Exception exception)
{
var message = JsonConvert.SerializeObject(exception);
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = message, NotificationLevel = NotificationLevel.OrderBookError
};
StrategyOrderBookNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public void SubscribeOrderBook(OrderBookEventArgs orderBookEventArgs)
{
var message = JsonConvert.SerializeObject(orderBookEventArgs.OrderBook);
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = message, NotificationLevel = NotificationLevel.OrderBook
};
StrategyOrderBookNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public virtual void SubscribeTrades(TradeEventArgs tradeEventArgs)
{
var message = JsonConvert.SerializeObject(tradeEventArgs.Trades);
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = message, NotificationLevel = NotificationLevel.Trade
};
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public virtual void SubscribeAccountInfo(AccountInfoEventArgs accountInfoEventArgs)
{
lock (accountLock)
{
accountInfo = accountInfoEventArgs.AccountInfo.Clone();
placingOrder = false;
if (strategy == null)
{
return;
}
var strategyNotification = new StrategyNotification {
Name = strategy.Name, Message = "Update strategy performance.", NotificationLevel = NotificationLevel.Account
};
StrategyAccountInfoNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
}
