internal async void UpdateTrades(IEnumerable <ITrade> tradesUpdate)
{
await tradesSemaphoreSlim.WaitAsync(symbolCancellationTokenSource.Token);
try
{
if (Trades == null)
{
var result = await tradeHelper.CreateLocalTradeList <Trade>(Symbol, tradesUpdate, TradesDisplayCount, TradesChartDisplayCount, TradeLimit);
Trades = result.Trades;
TradesChart = result.TradesChart;
if (IsLoadingTrades)
{
IsLoadingTrades = false;
}
}
else
{
List <Trade> newTrades;
tradeHelper.UpdateTrades(Symbol, tradesUpdate, Trades, TradesDisplayCount, TradesChartDisplayCount, out newTrades, ref tradesChart);
Trades = newTrades;
}
}
finally
{
tradesSemaphoreSlim.Release();
}
}
public override async Task TradeNotificationsAsync(List <StrategyNotification> tradeNotifications)
{
await tradesSemaphoreSlim.WaitAsync(cancellationTokenSource.Token);
try
{
if (cancellationTokenSource.IsCancellationRequested)
{
return;
}
if (Symbols != null)
{
IsLoadingTrades = false;
List <MovingAverageTrade> tradesUpdate = null;
foreach (var notification in tradeNotifications)
{
if (tradesUpdate == null)
{
tradesUpdate = JsonConvert.DeserializeObject <List <MovingAverageTrade> >(notification.Message);
continue;
}
var updateTrades = JsonConvert.DeserializeObject <List <MovingAverageTrade> >(notification.Message);
var newTrades = updateTrades.Except(tradesUpdate).ToList();
tradesUpdate.AddRange(newTrades.OrderBy(t => t.Time));
}
var trade = tradesUpdate.First();
var symbol = Symbols.First(s => s.ExchangeSymbol.Equals(trade.Symbol));
var pricePrecision = symbol.PricePrecision;
var quantityPrecision = symbol.QuantityPrecision;
Func <ITrade, int, int, Trade> createSmaTrade = (t, p, q) => new Trade {
Price = ((MovingAverageTrade)t).MovingAveragePrice.Trim(p), Time = t.Time.ToLocalTime(), Exchange = t.Exchange
};
Func <ITrade, int, int, Trade> createBuyIndicator = (t, p, q) => new Trade {
Price = ((MovingAverageTrade)t).BuyPrice.Trim(p), Time = t.Time.ToLocalTime(), Exchange = t.Exchange
};
Func <ITrade, int, int, Trade> createSellIndicator = (t, p, q) => new Trade {
Price = ((MovingAverageTrade)t).SellPrice.Trim(p), Time = t.Time.ToLocalTime(), Exchange = t.Exchange
};
var tradesDisplayCount = Strategy.TradesDisplayCount;
var tradesChartDisplayCount = Strategy.TradesChartDisplayCount;
if (TradesChart == null)
{
var result = await tradeHelper.CreateLocalTradeList <Trade>(symbol, tradesUpdate, tradesDisplayCount, tradesChartDisplayCount, 0);
Trades = result.Trades;
TradesChart = result.TradesChart;
SmaTradesChart = tradeHelper.CreateLocalChartTrades(tradesUpdate, createSmaTrade, tradesChartDisplayCount, pricePrecision, quantityPrecision);
BuyIndicatorChart = tradeHelper.CreateLocalChartTrades(tradesUpdate, createBuyIndicator, tradesChartDisplayCount, pricePrecision, quantityPrecision);
SellIndicatorChart = tradeHelper.CreateLocalChartTrades(tradesUpdate, createSellIndicator, tradesChartDisplayCount, pricePrecision, quantityPrecision);
}
else
{
List <Trade> newTrades;
// Get the latest available trade - the first trade on the
// trade list (which is also the last trade in the chart).
var seed = Trades.First();
var seedTime = seed.Time;
var seedId = seed.Id;
tradeHelper.UpdateTrades(symbol, tradesUpdate, Trades, tradesDisplayCount, tradesChartDisplayCount, out newTrades, ref tradesChart);
Trades = newTrades;
tradeHelper.UpdateLocalChartTrades(tradesUpdate, createSmaTrade, seedTime, seedId, tradesChartDisplayCount, pricePrecision, quantityPrecision, ref smaTradesChart);
tradeHelper.UpdateLocalChartTrades(tradesUpdate, createBuyIndicator, seedTime, seedId, tradesChartDisplayCount, pricePrecision, quantityPrecision, ref buyIndicatorChart);
tradeHelper.UpdateLocalChartTrades(tradesUpdate, createSellIndicator, seedTime, seedId, tradesChartDisplayCount, pricePrecision, quantityPrecision, ref sellIndicatorChart);
}
}
}
catch (Exception ex)
{
OnException($"{Strategy.Name} : TradeNotificationsAsync - {ex.Message}", ex);
}
finally
{
tradesSemaphoreSlim.Release();
}
}