public static void RaiseUpdateTradeEvent(string symbol, CommonLab.Trade t)
{
if (UpdateTradeEvent != null)
{
UpdateTradeEvent(symbol, t);
}
}
private static void Config_UpdateTradeEvent(string symbol, CommonLab.Trade t)
{
try
{
tradeDataManage.AddTrade(symbol, t);
}
catch (Exception e)
{
log.log(e.Message + e.StackTrace);
}
}
private void Config_UpdateTradeEvent(string symbol, CommonLab.Trade t)
{
double sec = (DateTime.Now - s).TotalSeconds;
if (sec == 0)
{
sec = 1;
}
num++;
string jsont = JsonConvert.SerializeObject(t);
totall += jsont.Length;
Config.RaiseUpdateConsoleEvent(System.Drawing.Color.Blue, t.ToString() + "\r\n avglen:" + totall / num + " deals:" + num / sec);
}
/// <summary>
/// 新增交易信息
/// </summary>
/// <param name="symbol"></param>
/// <param name="t"></param>
public void AddTrade(string symbol, CommonLab.Trade t)
{
DateTime timeStamp = CommonLab.TimerHelper.ConvertStringToDateTime(t.ExchangeTimeStamp);
string key = "";
if (timeStamp.Year < 2018)
{
return;
}
int count = 0;
try
{
foreach (CommonLab.TimePeriodType type in Enum.GetValues(typeof(CommonLab.TimePeriodType)))
{
key = CommonLab.RedisKeyConvert.GetRedisKey(CommonLab.RedisKeyType.Trade, type, CommonLab.ExchangeNameConvert.GetShortExchangeName("binance"), symbol, timeStamp);
//if (DateTime.Now.Hour == 0 && DateTime.Now.Minute < 5)
//{
// log.log("key:" + key + " TradeData："+ TradeData.Count);
//}
//count++;
lock (TradeData)
{
count++;
if (TradeData.ContainsKey(key))
{
count++;
TradeData[key].Update(t, GetLegalCurrency(symbol));
}
else
{
count++;
CommonLab.TradePeriod tpm = new CommonLab.TradePeriod(symbol, t, GetLegalCurrency(symbol));
count++;
TradeData.TryAdd(key, tpm);
}
}
}
}
catch (IndexOutOfRangeException e)
{
string json = Newtonsoft.Json.JsonConvert.SerializeObject(TradeData);
log.log(count + "key:" + key + "\r\nORE" + e.Message + e.StackTrace + e.Source + "\r\n" + json);
Console.WriteLine("key:" + key + "\r\nORE" + e.Message + e.StackTrace + e.Source + "\r\n" + json);
//Console.ReadKey();
}
}
private static void Exchange_TradeEvent(object sender, CommonLab.Trade t, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
tradeCacheManage.Add(t);
//Console.WriteLine("tradeCacheManage- Count:{0},AvgPrice{1}",tradeCacheManage.Trades.Count,tradeCacheManage.Avg());
}
public void StartListenTrade(List <string> Symbols)
{
if (Symbols.Count == 0)
{
return;
}
string CombinedStr = "/stream?streams=";
for (int i = 0; i < Symbols.Count; i++)
{
CombinedStr += Symbols[i] + "@trade";
if (i < Symbols.Count - 1)
{
CombinedStr += "/";
}
}
wstrade = new WebSocket(spotwssurl + CombinedStr);
if (Config.Proxy != null)
{
wstrade.SetProxy("http://" + Config.Proxy.IP + ":" + Config.Proxy.Port, "", "");
}
wstrade.OnMessage += (sender, e) =>
{
if (e.IsText)
{
LastCommTimeStamp = DateTime.Now;
JObject Jobject = JObject.Parse(e.Data);
string streamName = Jobject["stream"].ToString();
if (streamName.IndexOf("trade") < 0)
{
return;
}
string rawData = Jobject["data"].ToString();
string symbol = streamName.Split('@')[0];
try
{
JObject trade = JObject.Parse(rawData);
CommonLab.Trade t = new CommonLab.Trade();
t.Amount = Convert.ToDouble(trade["q"].ToString());
t.Price = Convert.ToDouble(trade["p"].ToString());
t.TradeID = trade["t"].ToString();
t.BuyOrderID = trade["b"].ToString();
t.SellOrderID = trade["a"].ToString();
if (Convert.ToBoolean(trade["m"].ToString()))
{
t.Type = CommonLab.TradeType.Buy;
}
else
{
t.Type = CommonLab.TradeType.Sell;
}
t.ExchangeTimeStamp = Convert.ToDouble(trade["T"].ToString()) / 1000;
t.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
Config.RaiseUpdateTradeEvent(symbol, t);
//UpdateTicker(tradingpair, t);
}
catch (Exception err)
{
Console.WriteLine("trade err:" + err.Message + e.Data);
}
}
};
wstrade.Connect();
}
private static void Exchange_TradeEvent(object sender, CommonLab.Trade t, CommonLab.EventTypes et, CommonLab.TradePair tp)
{
Console.BackgroundColor = ConsoleColor.DarkGreen;
Console.ForegroundColor = ConsoleColor.White;
Console.WriteLine(DateTime.Now.ToString() + " trade-e:{0},{1}", t.ExchangeTimeStamp, t.ToString());
}
