private void OrdersHandler(OrderOrTradeUpdatedMessage messageData)
{
if (messageData == null)
{
return;
}
lock (OrderQueueAddObj)
{
var existOrder = queueOrder.FirstOrDefault(_ => _.Orderid == messageData.Orderid);
if (existOrder != null)
{
existOrder.Commission = messageData.Commission;
existOrder.FilledTradesAccumulatedQuantity = messageData.LastFilledTradePrice;
existOrder.LastFilledTradeQuantity = messageData.LastFilledTradeQuantity;
existOrder.Status = messageData.Status;
existOrder.EventTime = messageData.EventTime;
existOrder.TradeTime = messageData.TradeTime;
existOrder.TradeId = messageData.TradeId;
var cacheItem = queueOrderTraderRelation.FirstOrDefault(_ => _.OrderID == messageData.Orderid);
var timeSpan = (long)(DateTime.Now - StartTime).TotalMilliseconds;
if (cacheItem != null && cacheItem.LastQueryTime < timeSpan)
{
cacheItem.LastQueryTime = timeSpan;
}
}
else
{
var trader = GetOrderTrader(messageData.Orderid);
if (!string.IsNullOrEmpty(trader))
{
queueOrder.Enqueue(messageData);
}
}
}
}
private void TradesHandler(OrderOrTradeUpdatedMessage messageData)
{
if (messageData == null)
{
return;
}
var existTrade = queueTrade.FirstOrDefault(_ => _.TradeId == messageData.TradeId);
if (existTrade != null)
{
existTrade.Commission = messageData.Commission;
existTrade.FilledTradesAccumulatedQuantity = messageData.LastFilledTradeQuantity;
existTrade.LastFilledTradePrice = messageData.LastFilledTradePrice;
existTrade.LastFilledTradeQuantity = messageData.LastFilledTradeQuantity;
existTrade.EventTime = messageData.EventTime;
existTrade.TradeTime = messageData.TradeTime;
}
else
{
var trader = GetOrderTrader(messageData.Orderid);
if (!string.IsNullOrEmpty(trader))
{
var order = queueOrder.FirstOrDefault(_ => _.Orderid == messageData.Orderid);
if (order != null)
{
messageData.Symbol = order.Symbol;
messageData.Side = order.Side;
}
queueTrade.Enqueue(messageData);
}
}
}
private void QueryTraders(string symbol)
{
try
{
IEnumerable <Binance.API.Csharp.Client.Models.Account.Trade> symbolTrades = null;
DateTime st = DateTime.Now;
lock (sync)
{
symbolTrades = binanceClient.GetTradeList(symbol).Result;
lastRequesTime = DateTime.Now;
Sleep(st);
}
foreach (var tradeItem in symbolTrades)
{
var tradeCache = queueTrade.FirstOrDefault(_ => _.TradeId == tradeItem.Id);
if (tradeCache == null)
{
var traderInfo = GetOrderTrader(tradeItem.OrderId);
if (!string.IsNullOrEmpty(traderInfo))
{
var order = queueOrder.First(_ => _.Orderid == tradeItem.OrderId);
var tradeMsg = new OrderOrTradeUpdatedMessage()
{
Orderid = tradeItem.OrderId,
TradeId = tradeItem.Id,
Price = tradeItem.Price,
FilledTradesAccumulatedQuantity = tradeItem.Quantity,
LastFilledTradeQuantity = tradeItem.Quantity,
LastFilledTradePrice = tradeItem.Price,
Commission = tradeItem.Commission,
CommissionAsset = tradeItem.CommissionAsset,
TradeTime = tradeItem.Time,
Symbol = order.Symbol,
Side = order.Side,
};
queueTrade.Enqueue(tradeMsg);
}
}
else
{
tradeCache.Price = tradeItem.Price;
tradeCache.FilledTradesAccumulatedQuantity = tradeItem.Quantity;
tradeCache.LastFilledTradeQuantity = tradeItem.Quantity;
tradeCache.LastFilledTradePrice = tradeItem.Price;
tradeCache.Commission = tradeItem.Commission;
tradeCache.CommissionAsset = tradeItem.CommissionAsset;
tradeCache.TradeTime = tradeItem.Time;
}
}
}
catch (Exception ex)
{
LogException(ex, "BinanceAdapter.QueryTraders Exception");
Thread.Sleep(10000);
}
}
private static void OrdersHandler(OrderOrTradeUpdatedMessage messageData)
{
var ordersData = messageData;
Console.WriteLine(ordersData.TradeId.ToString());
Console.WriteLine(ordersData.Orderid.ToString());
Console.WriteLine(ordersData.Symbol.ToString());
Console.WriteLine(ordersData.Side.ToString());
Console.WriteLine(ordersData.EventTime.ToString());
Console.WriteLine(ordersData.Type.ToString());
Console.WriteLine(ordersData.Status.ToString());
}
private static void OrdersHandler(OrderOrTradeUpdatedMessage messageData)
{
var ordersData = messageData;
//Console.WriteLine(ordersData.TradeId.ToString());
//Console.WriteLine(ordersData.Orderid.ToString());
//Console.WriteLine(ordersData.Symbol.ToString());
//Console.WriteLine(ordersData.Side.ToString());
//Console.WriteLine(ordersData.EventTime.ToString());
//Console.WriteLine(ordersData.Type.ToString());
//Console.WriteLine(ordersData.Status.ToString());
Console.WriteLine(Newtonsoft.Json.JsonConvert.SerializeObject(messageData));
}
private void OrdersHandler(OrderOrTradeUpdatedMessage messageData)
{
var ordersData = messageData;
}
private void TradesHandler(OrderOrTradeUpdatedMessage messageData)
{
var tradesData = messageData;
}
private static void TradesHandler(OrderOrTradeUpdatedMessage messageData)
{
var tradesData = messageData;
Console.WriteLine(Newtonsoft.Json.JsonConvert.SerializeObject(messageData));
}
