private void Unsubscribe()
{
if (!symbolCancellationTokenSource.IsCancellationRequested)
{
symbolCancellationTokenSource.Cancel();
symbolCancellationTokenSource.Dispose();
}
orderBookSemaphoreSlim.Dispose();
tradesSemaphoreSlim.Dispose();
if (OrderBook != null)
{
OrderBook.Clear();
}
OrderBook = null;
if (TradesChart != null)
{
TradesChart.Clear();
}
TradesChart = null;
Trades = null;
IsActive = false;
}
public override async Task CandlestickNotificationsAsync(List <StrategyNotification> candlestickNotifications)
{
await candlestickSemaphoreSlim.WaitAsync(cancellationTokenSource.Token);
try
{
if (cancellationTokenSource.IsCancellationRequested)
{
return;
}
var candlestickNotification = candlestickNotifications.Last();
var cs = JsonConvert.DeserializeObject <List <TradeView.Interface.Model.Candlestick> >(candlestickNotification.Message);
Candlestick last = null;
if (CandlesticksChart != null)
{
last = CandlesticksChart.LastOrDefault();
}
if (last == null)
{
var firstTrade = TradesChart.First();
var candlesticks = cs.OrderBy(c => c.OpenTime).Select(c => c.ToViewCandlestick()).ToList();
CandlesticksChart = new ChartValues <Candlestick>(candlesticks);
var labels = candlesticks.Select(c => c.CloseTime.ToString("H:mm:ss"));
CandlestickLabels = new ObservableCollection <string>(labels);
}
else
{
var candlesticks = cs.Where(c => c.OpenTime.ToLocalTime() >= last.OpenTime)
.OrderBy(c => c.OpenTime)
.ToList();
var first = candlesticks.FirstOrDefault();
if (first != null &&
first.OpenTime.ToLocalTime().Equals(last.OpenTime))
{
last.High = first.High;
last.Low = first.Low;
last.Close = first.Close;
last.CloseTime = first.CloseTime.ToLocalTime();
last.Volume = first.Volume;
last.QuoteAssetVolume = first.QuoteAssetVolume;
last.TakerBuyBaseAssetVolume = first.TakerBuyBaseAssetVolume;
last.TakerBuyQuoteAssetVolume = first.TakerBuyQuoteAssetVolume;
last.NumberOfTrades = first.NumberOfTrades;
}
if (candlesticks.Count > 1)
{
var newCandlesticks = candlesticks.Skip(1).Select(c => c.ToViewCandlestick()).ToList();
CandlesticksChart.AddRange(newCandlesticks);
var labels = newCandlesticks.Select(c => c.CloseTime.ToString("H:mm:ss"));
CandlestickLabels.AddRange(labels);
}
}
}
catch (Exception ex)
{
OnException($"{Strategy.Name} : CandlestickNotificationsAsync - {ex.Message}", ex);
}
finally
{
candlestickSemaphoreSlim.Release();
}
await Task.FromResult <object>(null);
}
