public async virtual Task <Strategy> RunAsync(CancellationToken cancellationToken)
{
if (Strategy == null)
{
throw new NullReferenceException(typeof(Strategy).Name);
}
this.CancellationToken = cancellationToken;
await TryUpdateStrategyAsync(Strategy.Parameters).ConfigureAwait(false);
while (Run)
{
if (this.CancellationToken.IsCancellationRequested)
{
Run = false;
}
else
{
await Task.Delay(500).ConfigureAwait(false);
}
}
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = $"Stopping {Strategy.Name}", NotificationLevel = NotificationLevel.DisconnectClient
};
StrategyNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
return(Strategy);
}
public virtual void SubscribeAccountInfo(AccountInfoEventArgs accountInfoEventArgs)
{
if (accountInfoEventArgs == null)
{
throw new ArgumentNullException(nameof(accountInfoEventArgs));
}
lock (AccountLock)
{
AccountInfo = accountInfoEventArgs.AccountInfo.Clone();
PlacingOrder = false;
if (Strategy == null)
{
return;
}
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = $"Update {Strategy.Name} performance.", NotificationLevel = NotificationLevel.Account
};
StrategyAccountInfoNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
}
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 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 virtual void SubscribeStatistics(StatisticsEventArgs statisticsEventArgs)
{
if (statisticsEventArgs == null)
{
throw new ArgumentNullException(nameof(statisticsEventArgs));
}
var message = JsonConvert.SerializeObject(statisticsEventArgs.Statistics);
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = message, NotificationLevel = NotificationLevel.Statistics
};
StrategyStatisticsNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public virtual void SubscribeCandlesticks(CandlestickEventArgs candlestickEventArgs)
{
if (candlestickEventArgs == null)
{
throw new ArgumentNullException(nameof(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 SubscribeOrderBook(OrderBookEventArgs orderBookEventArgs)
{
if (orderBookEventArgs == null)
{
throw new ArgumentNullException(nameof(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)
{
if (tradeEventArgs == null)
{
throw new ArgumentNullException(nameof(tradeEventArgs));
}
var message = JsonConvert.SerializeObject(tradeEventArgs.Trades);
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = message, NotificationLevel = NotificationLevel.Trade
};
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
