public async Task Pulse()
{
foreach (var level in _levels)
{
await _semaphoreSlim.WaitAsync();
try
{
bool shouldPulse;
string currentOrderId;
currentOrderId = level.CurrentOrderId;
shouldPulse = level.Status == MarketLevelStatus.Placed;
if (shouldPulse)
{
var size = await _trader.GetRemainingSizeOfActiveOrder(currentOrderId, _symbol);
if (size.HasValue)
{
var price = level.ActualOrderPrice;
var orderId = _trader.RePlaceOrderAsync(
currentOrderId,
_symbol,
price,
size.Value,
level.ActualOrderSide).GetAwaiter().GetResult();
Console.WriteLine($"Pulse {level.PriceBuy}, {level.Side}: Price: {price}, Side: {level.ActualOrderSide}, Size: {size.Value}");
if (!string.IsNullOrEmpty(orderId) && level.CurrentOrderId == currentOrderId)
{
level.CurrentOrderId = orderId;
_levelsByOrder[orderId] = level;
}
}
}
}
catch (Exception ex)
{
Console.WriteLine($"ERROR: cannot exec pulse for {level.PriceBuy} ({level.Side})");
Console.WriteLine(ex);
}
finally
{
_semaphoreSlim.Release();
}
}
}