public void OnTrade(TradeDto trade)
{
_eventLoopScheduler.Schedule(() =>
{
var currencyPair = trade.CurrencyPair;
var currencyPairTracker = GetTrackerFor(currencyPair);
currencyPairTracker.OnTrade(trade, _priceCache);
PublishPositionReport();
});
}
public void OnTrade(TradeDto trade, IDictionary<string, SpotPriceDto> priceCache)
{
if (trade.Status != TradeStatusDto.Done)
return;
if (trade.Direction == DirectionDto.Buy)
{
_baseTradedAmount += trade.Notional;
_counterTradedAmount += trade.Notional*trade.SpotRate;
}
else
{
_baseTradedAmount -= trade.Notional;
_counterTradedAmount -= trade.Notional*trade.SpotRate;
}
TradeCount++;
OnPrice(priceCache, true);
}
public void OnTrade(TradeDto trade)
{
Log.Information("Received done trade");
_analyticsEngine.OnTrade(trade);
}