public SymbolFeed(BinanceClient client, CombinedWebSocketClient websocket, BinanceTradeBarsRepository hist, string market, SymbolInfo symbol, DateTime timeNow)
{
HistoryDb = hist;
this.Client = client;
this.WebSocketClient = websocket;
this.Symbol = symbol;
this.Market = market;
this.Time = timeNow;
Logger = LogManager.GetLogger("Bin" + Symbol + "Feed");
HistoryId = new SymbolHistoryId(this.Market, Symbol.Key, TimeSpan.FromSeconds(60));
}
public static void Run()
{
BinanceMarketApi api = new BinanceMarketApi(null, null, ".\\Data2");
CombinedWebSocketClient cli = new CombinedWebSocketClient();
var symbols = api.GetSymbols().ToArray();
Stopwatch sw = new Stopwatch();
List <string> remaining = new List <string>(symbols.Select(s => s.Key));
var subscriber = new asd();
foreach (var sym in symbols)
{
//cli.SubscribePartialDepthStream(sym.Symbol, BinanceExchange.API.Enums.PartialDepthLevels.Five,
// d => Console.WriteLine(sym.Symbol + "data"));
//cli.SubscribeKlineStream(sym.Symbol, KlineInterval.OneMinute, d =>
//{
// if (d.Kline.IsBarFinal)
// {
// Console.WriteLine($"{DateTime.Now:mm.ss.fff} - {sym.Symbol}");
// if (remaining.Contains(d.Symbol))
// remaining.Remove(d.Symbol);
// sw.Restart();
// }
//});
cli.SubscribeKlineStream(sym.Key, KlineInterval.OneMinute, subscriber.Handle);
}
while (true)
{
Thread.Sleep(50);
if (sw.ElapsedMilliseconds > 5000)
{
foreach (var sym in remaining)
{
Console.Write(sym + ",");
}
Console.WriteLine();
remaining = new List <string>(symbols.Select(s => s.Key));
sw.Reset();
cli.Unsubscribe <BinanceKlineData>(subscriber.Handle);
}
}
}
