public async Task Subscribe()
{
try
{
if (_igStreamApiClient != null)
{
if (_tradeSubscriptionStk == null)
{
_tradeSubscriptionStk = _igStreamApiClient.SubscribeToPositions(this);
Log.Instance.WriteEntry("TradeSubscription : Subscribe");
}
if (Config.ReplayEnabled)
{
await Task.Delay(0);
return;
}
var response = await _igRestApiClient.getOTCOpenPositionsV2();
foreach (var pos in response.Response.positions)
{
var ptfPos = GetPosition(pos.market.epic);
if (ptfPos != null)
{
var trade = new Trade(DateTime.Parse(pos.market.updateTime), pos.market.epic,
pos.position.direction == "BUY" ? SIGNAL_CODE.BUY : SIGNAL_CODE.SELL, (int)pos.position.size.Value,
pos.position.direction == "BUY" ? pos.market.offer.Value : pos.market.bid.Value);
trade.Id = pos.position.dealId;
trade.Reference = "RECOVER_" + pos.position.dealId;
trade.ConfirmationTime = trade.TradingTime;
ReplayPositionUpdateInfo updateInfo = new ReplayPositionUpdateInfo(DateTime.Parse(pos.market.updateTime), pos.market.epic,
pos.position.dealId, trade.Reference, "OPEN", "ACCEPTED", (int)pos.position.size.Value,
pos.position.direction == "BUY" ? pos.market.offer.Value : pos.market.bid.Value,
pos.position.direction == "BUY" ? SIGNAL_CODE.BUY : SIGNAL_CODE.SELL);
_trades.Add(trade);
ptfPos.AddIncomingTrade(trade);
ptfPos.OnUpdate(updateInfo);
}
else
{
Log.Instance.WriteEntry("Trade subscription error: mktdata: " + pos.market.epic + ", direction: " + pos.position.direction + ", size: " + pos.position.size.Value +
", dealid:" + pos.position.dealId, System.Diagnostics.EventLogEntryType.Error);
}
}
}
}
catch (Exception ex)
{
Log.Instance.WriteEntry("Portfolio subscription error: " + ex.Message, System.Diagnostics.EventLogEntryType.Error);
if (Portfolio.Instance.ShutDownFunc != null)
{
Log.Instance.WriteEntry("Terminating...", System.Diagnostics.EventLogEntryType.Error);
Portfolio.Instance.ShutDownFunc();
}
}
}
