private void InitializeSubs()
{
_subLiquidation = BitmetSocketSubscriptions.CreateLiquidationSubsription(message =>
{
foreach (var dto in message.Data)
{
dataQueue.Add(dto);
}
});
_bitmexApiSocketService.Subscribe(_subLiquidation);
_subInstrument = BitmetSocketSubscriptions.CreateInstrumentSubsription(message =>
{
foreach (var dto in message.Data)
{
_lastupdate = DateTime.Now;
}
});
_bitmexApiSocketService.Subscribe(_subInstrument);
dataQueue.CompleteAdding();
dataQueue = new BlockingCollection <LiquidationDto>(new ConcurrentQueue <LiquidationDto>());
Task.Run(async() =>
{
while (!dataQueue.IsCompleted)
{
LiquidationDto liquidationDto = null;
try
{
liquidationDto = dataQueue.Take();
}
catch (InvalidOperationException) { }
if (liquidationDto != null)
{
await HandleLiquidation(liquidationDto);
}
}
Console.WriteLine("\r\nNo more items to take.");
});
}
private async Task HandleLiquidation(LiquidationDto dto)
{
try
{
using (var context = new CollectorContext())
{
_lastupdate = DateTime.Now;
if (dto.Price != null)
{
if (dto.LeavesQty != null)
{
if (await _collectorContext.Liquidations.FirstOrDefaultAsync(a => a.LiquidationId == dto.OrderId) == null)
{
Console.WriteLine(DateTime.Now + ": " + dto.Symbol + " " + (dto.Side == "Sell" ? "long" : "short") +
" liquidation at " + dto.Price.Value + " with quantity " + dto.LeavesQty.Value);
Debug.WriteLine(DateTime.Now + ": " + dto.Symbol + " " + (dto.Side == "Sell" ? "long" : "short") +
" liquidation at " + dto.Price.Value + " with quantity " + dto.LeavesQty.Value);
await context.Liquidations.AddAsync(new Liquidation()
{
LiquidationId = dto.OrderId,
Symbol = dto.Symbol,
Timestamp = DateTime.Now.ToUniversalTime(),
Direction = dto.Side == "Sell" ? "Long" : "Short",
Price = dto.Price.Value,
Quantity = dto.LeavesQty.Value
});
await context.SaveChangesAsync();
}
}
}
}
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
