protected override void DoRequestMarketDataOrderBook(Object param)
{
string symbol = (string)param;
try
{
DoLog(string.Format("@{0}:Requesting market data order book por symbol {1}", BitmexConfiguration.Name, symbol), Main.Common.Util.Constants.MessageType.Information);
if (ActiveSecuritiesOrderBook.Values.Where(x => x.Active).Any(x => x.Symbol == symbol))
{
lock (tLock)
{
PriceLevelHandler.GetPriceLevelDict(symbol).Clear();
WSMarketDataManager.SubscribeOrderBookL2(symbol);
}
}
else
{
DoLog(string.Format("@{0}:Unsubscribing market data order book for symbol {1}", BitmexConfiguration.Name, symbol), Main.Common.Util.Constants.MessageType.Information);
}
}
catch (Exception ex)
{
DoLog(string.Format("@{0}: Error Requesting market data order book por symbol {1}:{2}", BitmexConfiguration.Name, symbol, ex.Message), Main.Common.Util.Constants.MessageType.Error);
}
}
protected void CancelMarketDataTrades(Security sec)
{
DoLog(string.Format("@{0}:Requesting Unsubscribe Market Data trades On Demand for Symbol: {0}", GetConfig().Name, sec.Symbol), Main.Common.Util.Constants.MessageType.Information);
if (ActiveSecuritiesTrades.Values.Any(x => x.Symbol == sec.Symbol))
{
lock (ActiveSecuritiesTrades)
{
DoRemove(ActiveSecuritiesTrades, sec.Symbol);
WSMarketDataManager.UnsubscribeTrades(sec.Symbol);
}
}
else
{
throw new Exception(string.Format("@{0}: Could not find active security to unsubscribe trades for symbol {1}", GetConfig().Name, sec.Symbol));
}
}
protected void CancelMarketDataOrderBook(Security sec)
{
DoLog(string.Format("@{0}:Requesting Unsubscribe Market Data order book On Demand for Symbol: {0}", GetConfig().Name, sec.Symbol), Main.Common.Util.Constants.MessageType.Information);
if (ActiveSecuritiesOrderBook.Values.Any(x => x.Symbol == sec.Symbol))
{
lock (ActiveSecuritiesOrderBook)
{
DoRemove(ActiveSecuritiesOrderBook, sec.Symbol);
WSMarketDataManager.UnsubscribeOrderBookL2(sec.Symbol);
PriceLevelHandler.GetPriceLevelDict(sec.Symbol).Clear();
}
}
else
{
throw new Exception(string.Format("@{0}: Could not find active security to unsubscribe order book for symbol {1}", GetConfig().Name, sec.Symbol));
}
}
protected override void DoRequestMarketDataTrades(Object param)
{
string symbol = (string)param;
try
{
DoLog(string.Format("@{0}:Requesting market data trades por symbol {1}", BitmexConfiguration.Name, symbol), Main.Common.Util.Constants.MessageType.Information);
if (ActiveSecuritiesTrades.Values.Where(x => x.Active).Any(x => x.Symbol == symbol))
{
lock (tLock)
{
WSMarketDataManager.SubscribeTrades(symbol);
}
}
else
{
DoLog(string.Format("@{0}:Unsubscribing market data trades for symbol {1}", BitmexConfiguration.Name, symbol), Main.Common.Util.Constants.MessageType.Information);
}
}
catch (Exception ex)
{
DoLog(string.Format("@{0}: Error Requesting market data trades por symbol {1}:{2}", BitmexConfiguration.Name, symbol, ex.Message), Main.Common.Util.Constants.MessageType.Error);
}
}
