private void Init()
{
foreach (string symbolName in SymbolsContainer.GetSymbolNames())
{
TraderStatistic.Add(new TraderInfo(SymbolsContainer.GetSymbol(symbolName)));
}
_connection.OrderStatusEvent += OrderStatusHandler;
_connection.OrderFilledEvent += OrderFilledHandler;
_connection.TraderBalanceEvent += TraderBalanceHandler;
_connection.TraderStatusEvent += TraderStatusHandler;
_connection.FundingEvent += FundingHandler;
_connection.OrderCanceledEvent += OrderCanceledHandler;
_connection.LeverageEvent += LeverageHandler;
_connection.ErrorEvent += ErrorHandler;
_connection.ControlConnected += () =>
{
UpdateTraderStatus();
Connected?.Invoke();
};
_connection.ControlReconnected += () => {
UpdateTraderStatus();
Reconnected?.Invoke();
};
_connection.ControlDisconnected += () => Disconnected?.Invoke();
}
/// <summary>
/// Create OrderBook that track for selected symbol
/// </summary>
/// <param name="symbol">Tracked symbol. <see cref="Symbol"/></param>
/// <param name="spotPriceUpdatedHandler">Call if spot price is updated.</param>
/// <param name="orderBookUpdatedHandler">Call if orderbook is updated.</param>
/// <param name="orderBookUpdatedInListHandler">Call if orderbook is updated (with tuple of updates).</param>
/// <param name="ohlcvReceivedHandler">Call if OHLCV is received.</param>
/// <param name="orderBookConnectedHandler">Call if orderbook is connected to exchange.</param>
/// <param name="orderBookDisconnectedHandler">Call if orderbook is disconnected from exchange.</param>
/// <param name="orderBookReconnecctedHandler">Call if orderbook is reconnected to exchange.</param>
/// <returns>Instance of OrderBook which track for selected symbol. <see cref="OrderBook"/></returns>
public OrderBook TrackSymbol(
Symbol symbol, Action <OrderBook> spotPriceUpdatedHandler = null, Action <OrderBook> orderBookUpdatedHandler = null,
Action <List <Tuple <decimal, decimal> >, List <Tuple <decimal, decimal> > > orderBookUpdatedInListHandler = null,
Action <List <OHLCVData> > ohlcvReceivedHandler = null, Action <OrderBook> orderBookConnectedHandler = null,
Action <OrderBook> orderBookDisconnectedHandler = null, Action <OrderBook> orderBookReconnecctedHandler = null)
{
if (symbol == null)
{
return(null);
}
OrderBook orderBook = null;
if (_orderBooks.ContainsKey(symbol))
{
orderBook = _orderBooks[symbol];
}
else if (SymbolsContainer.Contains(symbol))
{
orderBook = new OrderBook(_connection, symbol);
orderBook.SpotPriceUpdated += CheckTrailingstopOrders;
orderBook.SpotPriceUpdated += spotPriceUpdatedHandler;
orderBook.OrderBookUpdated += orderBookUpdatedHandler;
orderBook.OrderBookUpdatedList += orderBookUpdatedInListHandler;
orderBook.OhlcvReceivedEvent += ohlcvReceivedHandler;
orderBook.Connected += orderBookConnectedHandler;
orderBook.Disconnected += orderBookDisconnectedHandler;
orderBook.Reconnected += orderBookReconnecctedHandler;
_orderBooks.Add(symbol, orderBook);
}
return(orderBook);
}
public override void Prepare()
{
Smbl = SymbolsContainer.GetSymbol(SymbolName);
SpotPriceUpdated += SpotPriceHandler;
OrderBookUpdated += OrderBookHandler;
TraderInfoUpdated += TraderInfoHandler;
OBook = TrackSymbol(Smbl);
TradingTimer = new Timer((object obj) => PlaceOrder(), null, Interval * 1000, Interval * 1000);
}
