private static void writeExecutionsData()
{
if (MarketDataLog.getNumExecutionsLog() > 10000)
{
DBManager.insertExecutions(MarketDataLog.getExecutionsData());
}
}
private async static void marketDataThread()
{
A:
disconnect_flg = false;
//var api = new API();
//var api2 = new API();
var api3 = new API();
//api.Subscribe<Tick>(api.TickerFxBtcJpy, OnReceive, OnConnect, OnError);
//api2.Subscribe<BoardDiff>(api.boardFxBtcJpy, OnReceiveBoard, OnConnectBoard, OnError);
api3.Subscribe <List <Executions> >(api3.ExecutionsFxBtcJpy, OnReceiveExecutions, OnConnectExecutions, OnErrorExecutions);
while (SystemFlg.getMarketDataFlg())
{
await Task.Delay(300);
//Thread.Sleep(10);
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel("num executions log=" + MarketDataLog.getNumExecutionsLog().ToString());
Form1.Form1Instance.setLabel2("num board data log=" + MarketDataLog.getNumBoardData().ToString());
}));
if (disconnect_flg)
{
goto A;//make new instance when unexpectedlly disconnected
}
}
api3.unsubscribe();
}
public async Task <string> checkExecutionAndUpdateOrders()
{
var res = "";
if (MarketDataLog.getNumExecutionsLog() < last_ind_marketdata)
{
last_ind_marketdata = 0;
}
var exe_data = MarketDataLog.getExecutionsDataRange(last_ind_marketdata);
last_ind_marketdata += exe_data.Count;
var ord = getAllOrders();
for (int i = 0; i < ord.Count; i++)
{
for (int j = 0; j < exe_data.Count; j++)
{
if (exe_data[j].buy_child_order_acceptance_id == ord[i].order_id || exe_data[j].sell_child_order_acceptance_id == ord[i].order_id)
{
addHolding(ord[i].order_price, exe_data[j].size, ord[i].order_side);
takeLog(DateTime.Now + ": executed " + ord[i].order_side + " for " + exe_data[j].price + " x " + exe_data[j].size);
Log.addLog("Account-checkExecutionAndUpdateOrders", ": executed " + ord[i].order_side + " for " + exe_data[j].price + " x " + exe_data[j].size);
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("executed " + ord[i].order_side + " for " + exe_data[j].price + " x " + exe_data[j].size); }));
if ((ord[i].order_lot - exe_data[j].size) <= 0)
{
takeLog(DateTime.Now + ": order " + ord[i].order_id + " was full filled and removed");
Log.addLog("Account-checkExecutionAndUpdateOrders", ": order " + ord[i].order_id + " was full filled and removed");
Form1.Form1Instance.Invoke((Action)(() => { Form1.Form1Instance.addListBox2("order " + ord[i].order_id + " was full filled and removed"); }));
removeOrder(ord[i].order_id);
num_trade++;
}
else
{
Log.addLog("Account-checkExecutionAndUpdateOrders", ": order " + ord[i].order_id + " was partially executed");
updateOrderSize(ord[i].order_lot - exe_data[j].size, ord[i].order_id);
}
}
}
}
return(res);
}