public async Task <SelectedSymbolsChanges> UpdateAsync(TimeSlice slice)
{
if (NextSwapTime < Algo.Market.Time)
{
NextSwapTime = Algo.Market.Time + UpdatePeriod;
var filtered = OnUpdate(slice);
var removedSymbols =
(from sym in _SymbolsSelected.Values where !filtered.Any(s => s.Key == sym.Key) select sym)
.ToArray();
var added = (from sym in filtered where !_SymbolsSelected.ContainsKey(sym.Key) select sym).ToArray();
//remove unused symbols
foreach (var sym in removedSymbols)
{
_SymbolsSelected.Remove(sym.Key);
}
//add new symbols
foreach (var sym in added)
{
ISymbolFeed feed = await Algo.GetSymbolFeed(sym.Key);
_SymbolsSelected.Add(feed.Symbol.Key, feed.Symbol as SymbolInfo);
}
var retVal = new SelectedSymbolsChanges(added.ToArray(), removedSymbols.ToArray());
return(retVal);
}
return(SelectedSymbolsChanges.None);
}
public void RaisePendingEvents(ISymbolFeed sender)
{
if (NewData.Count > 0)
{
foreach (var data in NewData)
{
OnData?.Invoke(this, data);
}
NewData.Clear();
}
}
public static decimal Convert(AssetAmount amount, string targetAsset, ISymbolFeed feed)
{
if (amount.Asset == targetAsset)
{
return(amount.Amount);
}
if (feed == null)
{
throw new ArgumentException("No feed provieded for the conversion");
}
if (feed.Symbol.Asset == targetAsset && feed.Symbol.QuoteAsset == amount.Asset)
{
return(amount.Amount / (decimal)feed.Ask);
}
else if (feed.Symbol.QuoteAsset == targetAsset && feed.Symbol.Asset == amount.Asset)
{
return(amount.Amount * (decimal)feed.Bid);
}
else
{
throw new ArgumentException("The symbol feed is doesn't correspond to the assets pair");
}
}
public void DisposeFeed(ISymbolFeed feed)
{
throw new NotImplementedException();
}
public void ReleaseFeed(ISymbolFeed feed)
{
Market.DisposeFeed(feed);
}
private void Feed_OnData(ISymbolFeed symFeed, IBaseData dataRecord)
{
//todo bisogna accertartci che i dati che riceviamo sono del giusto timeframe!
lock (WorkingSliceLock)
WorkingSlice.Add(symFeed.Symbol, dataRecord);
}
public void DisposeFeed(ISymbolFeed feed)
{
}
private static void Feed_OnTick(ISymbolFeed obj)
{
Console.WriteLine($"Tick {obj.Ask} - {obj.Bid}");
}
