public void StartProcessingLiveTrades()
{
if (_isStarted)
{
throw new InvalidOperationException($"{nameof(TradeProcessingService)} was already started processing live trades.");
}
_isStarted = true;
_logger.Debug("Starting processing live trades.");
_tradeRegistrar.UserTraded += OnUserTraded;
var symbolPair = SymbolPair.Create(_config.FirstSymbol, _config.SecondSymbol);
_client.SubscribeToTradesStream(symbolPair.ToString(), trade =>
{
var ping = (DateTime.UtcNow - trade.TradeTime).TotalSeconds;
if (ping > _config.Limiters.MaximalAllowedTradeSyncSeconds / 2 ||
ping < _config.Limiters.MaximalAllowedTradeSyncSeconds / -2)
{
_logger.Warning($"Detected trade sync time downgrade with ping {ping} seconds. Try synchronizing machine time or checking the config value with name: {nameof(_config.Limiters.MaximalAllowedTradeSyncSeconds)}");
}
if (trade.Quantity <= _config.Limiters.MinimalTradeQuantity)
{
return;
}
_logger.Verbose($"Detected trade with Id {trade.TradeId}");
_tradeRegistrar.RegisterTrade(trade.ToTradeModel(symbolPair));
});
}
public BinanceAutoTrader(CoreConfiguration config, AttempCalculatorService attempCalculator, IRepository repo, ILogger logger)
{
_config = config ?? throw new ArgumentNullException(nameof(config));
_attempCalculator = attempCalculator ?? throw new ArgumentNullException(nameof(attempCalculator));
_repo = repo ?? throw new ArgumentNullException(nameof(repo));
_logger = logger ?? throw new ArgumentNullException(nameof(logger));
_symbolPair = SymbolPair.Create(_config.FirstSymbol, _config.SecondSymbol);
UpdateCurrentWallet();
ProfitableUserTradedHandler = EventHandlerPredicate;
}
public static Trade ToTradeModel(this BinanceStreamTrade streamTrade, SymbolPair symbolPair)
{
return(new Trade()
{
SymbolPair = symbolPair,
TradeId = streamTrade.TradeId,
TradeTime = streamTrade.TradeTime,
Price = streamTrade.Price,
Quantity = streamTrade.Quantity,
BuyerOrderId = streamTrade.BuyerOrderId,
SellerOrderId = streamTrade.SellerOrderId,
});
}