private void PartialDepthListen() { try { WebSocketClient.SubscribePartialDepthStream(this.Symbol.Key.ToLower(), PartialDepthLevels.Five, HandlePartialDepthUpdate); } catch (Exception ex) { Logger.Error("Exception during PartialDepthListen: " + BinanceMarketApi.GetExceptionErrorInfo(ex)); } }
private void KlineListen() { try { WebSocketClient.SubscribeKlineStream(this.Symbol.Key.ToLower(), KlineInterval.OneMinute, HandleKlineEvent); } catch (Exception ex) { Logger.Error("Exception during KlineListen: " + BinanceMarketApi.GetExceptionErrorInfo(ex)); } }
public override async Task Update(TimeSlice slice) { foreach (var op in Algo.ActiveOperations) { try { await ManageOperation(op); } catch (Exception ex) { var msg = BinanceMarketApi.GetExceptionErrorInfo(ex); Logger.Error($"SimpleStopLossRiskManager: exception while managin {op.ToString("c")}\n Error: {msg}"); } } }
public static void Run() { BinanceMarketApi api = new BinanceMarketApi(null, null, ".\\Data2"); CombinedWebSocketClient cli = new CombinedWebSocketClient(); var symbols = api.GetSymbols().ToArray(); Stopwatch sw = new Stopwatch(); List <string> remaining = new List <string>(symbols.Select(s => s.Key)); var subscriber = new asd(); foreach (var sym in symbols) { //cli.SubscribePartialDepthStream(sym.Symbol, BinanceExchange.API.Enums.PartialDepthLevels.Five, // d => Console.WriteLine(sym.Symbol + "data")); //cli.SubscribeKlineStream(sym.Symbol, KlineInterval.OneMinute, d => //{ // if (d.Kline.IsBarFinal) // { // Console.WriteLine($"{DateTime.Now:mm.ss.fff} - {sym.Symbol}"); // if (remaining.Contains(d.Symbol)) // remaining.Remove(d.Symbol); // sw.Restart(); // } //}); cli.SubscribeKlineStream(sym.Key, KlineInterval.OneMinute, subscriber.Handle); } while (true) { Thread.Sleep(50); if (sw.ElapsedMilliseconds > 5000) { foreach (var sym in remaining) { Console.Write(sym + ","); } Console.WriteLine(); remaining = new List <string>(symbols.Select(s => s.Key)); sw.Reset(); cli.Unsubscribe <BinanceKlineData>(subscriber.Handle); } } }