public TradingServerListener(
ConnectionParams connection,
IMT5Api api,
ITradesMonitor monitor
)
{
_connection = connection;
_api = api;
_monitor = monitor;
_rawTradeEvents = new ConcurrentQueue <RawTradeEvent>();
}
private void HookConnectionEventHandlers(IMT5Api mt5Api, string name)
{
mt5Api.ConnectionEvents.ConnectedEventHandler += (sender, args) =>
{
_logger.Log($"Connected {name}.");
};
mt5Api.ConnectionEvents.DisconnectedEventHandler += (sender, args) =>
{
_logger.Log($"Disconnected {name}.");
};
}
public List <DealWarning> CheckDeal(IMT5Api mt5Api, Deal deal, IEnumerable <Deal> previousDeals)
{
if (mt5Api == null)
{
throw new ArgumentNullException(nameof(mt5Api));
}
if (deal == null)
{
throw new ArgumentNullException(nameof(deal));
}
List <DealWarning> warnings = new List <DealWarning>();
if (previousDeals == null)
{
return(warnings);
}
foreach (Deal previousDeal in previousDeals)
{
if (deal.Action != previousDeal.Action)
{
continue;
}
if (deal.DealId == previousDeal.DealId && deal.ServerName == previousDeal.ServerName)
{
continue;
}
long timescaleChange = deal.Timestamp - previousDeal.Timestamp;
bool timescaleSuspect = timescaleChange <= _timescaleMs;
if (!timescaleSuspect)
{
continue;
}
if (deal.Symbol != previousDeal.Symbol)
{
continue;
}
decimal dealBalance = mt5Api.GetUserBalance(deal.UserId);
decimal previousDealBalance = mt5Api.GetUserBalance(previousDeal.UserId);
var dealRatio = deal.Volume / dealBalance;
var previousDealRatio = previousDeal.Volume / previousDealBalance;
var change = Math.Abs((dealRatio - previousDealRatio) / previousDealRatio * 100);
bool volumeToBalanceRatioSuspect = change <= _volumeToBalanceRatio;
if (!volumeToBalanceRatioSuspect)
{
continue;
}
DealWarning warning = new DealWarning()
{
Deal = deal,
SuspectDeal = previousDeal,
Reasons = new List <string>()
{
$"Occured {timescaleChange} ms after, treshold is {_timescaleMs}",
$"Currency on both is {deal.Symbol}",
$"VolumeToBalance ratio change is {change}, treshold is {_volumeToBalanceRatio}"
}
};
warnings.Add(warning);
}
return(warnings);
}
