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);
}
}
}
