public override EERROR OnTick()
{
double dBid = 0;
double dAsk = 0;
double dBidVol = 0;
double dAskVol = 0;
foreach (string sSymbol in m_sSymbols)
{
BitMexAPI.bitmex_getRates(sSymbol, ref dAsk, ref dAskVol, ref dBid, ref dBidVol);
if (dBid < CFATCommon.ESP || dAsk < CFATCommon.ESP)
{
CFATLogger.output_proc("BitMex_getRates : Error!");
return(EERROR.RATE_INVALID);
}
m_rates[sSymbol].dAsk = dAsk;
m_rates[sSymbol].dBid = dBid;
m_rates[sSymbol].m_dtTime = CFATCommon.m_dtCurTime;
}
return(base.OnTick());
}
public override void OnDeInit()
{
BitMexAPI.bitmex_logout();
base.OnDeInit();
}
public override bool OnInit()
{
BitMexAPI.init("https://www.bitmex.com", "bpRUsUmQfm2KqeMthN2qfZzz", "-9WuKoYuvxN9uKH-mAI6zJpztgIWSmx14ATRFdKMs3vNRWnP");
BitMexAPI.subScribe(m_sSymbols);
return(base.OnInit());
}
