English
Register →
← Back

Bitmex, Получение сделок, API 4.4.12_ru

tsuranov tsuranov · 1 min read · 2,362 views

Здравствуйте! Подготовил простой код для вопроса. Консольное приложение, подключаюсь к бирже, подписываюсь на инструмент и сделки, и сделок не получаю, хотя на бирже они идут. Весь код консольного приложния:

using System; using System.Diagnostics;

using StockSharp.Algo; using StockSharp.Bitmex; using StockSharp.BusinessEntities;

namespace ConsoleApp1 { class Program { private static string bitmexKey = "VYADy5Od27ZiKKtuSQ09rVM9"; private static string bitmexSecret = "dUoqGLZJnXeMOB67R430PZQnZ1Y3jzJITh4cek02o0GLHpnn"; private static Connector _connector = new BitmexTrader() ;

    static void Main(string[] args)
    {
        _connector.NewTrade += (trade) => Debug.WriteLine($"Сделка: {trade.Id}, {trade.Time} , {trade}"); 
        _connector.NewSecurity += _connector_NewSecurity;
        _connector.Connect();
        Console.ReadKey();
        _connector.Disconnect();
    }

    private static void _connector_NewSecurity(Security security)
    {
        if (security.Code == "XBTUSD")
        {
            _connector.RegisterSecurity(security);
            _connector.RegisterTrades(security);
            Debug.WriteLine($"Инструмент {security.Code} найден!");
            Debug.WriteLine((_connector.RegisteredSecurities as List<Security>).Count);
            foreach (var item in _connector.RegisteredSecurities)
                Debug.WriteLine($"Инструмент {item.Code} успешно зарегистрирован!");
            foreach (var item in _connector.RegisteredTrades)
                Debug.WriteLine($"Сделки по инструменту {item.Code} успешно зарегистрированы!");
        }
    }
}

}

(На всякий случай прилалгаю скрин "референсов".) Собственно вопрос: почему не удается получить сделки?

ПС: проверил, зарегистрирован ли на самом деле инструмент - _connector.RegisteredSecurities - пуст. Т.е. похоже на то, что не работает функция регистрации инструмента (RegisterSecurity)? (Исходный код обновил - добавил проверку на наличие зарегистрированных инструментов)

Comments (18)

Login or Create account, Log in or register to leave a comment

Support
Support

Добрый день

Спасибо за информацию. Архив крипто коннекторов был обновлён, исправлена ошибка в т.ч. и Битмекс тиковыми данными. Пожалуйста, обновите файлы.

tsuranov
Support
Support

Рекомендуем вам обновить ключи доступа, так как вы опубликовали их в публичном доступе.

tsuranov
tsuranov
tsuranov Author

Благодарю! Сделки заработали(стали приходить). Но для кода выше(ключи только обновил уже) свойства RegisteredSecurities и RegisteredTrades вроде бы остались пустыми, это правильно ?

Support
Support

Подписка и отписка асинхронные. Поэтому необходимо в вашем случае отслеживать событие Connector.MarketDataSubscriptionSucceeded

tsuranov
tsuranov
tsuranov Author

Да, все работает! Благодарю!

tsuranov
tsuranov Author

Скажите, пожалуйста, почему свечки выдает до текущего момента, а дальше - нет?

using System; using System.Diagnostics;

using StockSharp.Algo; using StockSharp.Algo.Candles; using StockSharp.Bitmex; using StockSharp.BusinessEntities; using StockSharp.Messages;

namespace ConsoleApp1 { class Program { private static string bitmexKey = "11111"; private static string bitmexSecret = "22222"; private static Connector _connector = new BitmexTrader() ; private static CandleSeries _candleSeries;

    static void Main(string[] args)
    {
        _connector.NewSecurity += _connector_NewSecurity;
        _connector.CandleSeriesProcessing += (a,candle) => Debug.WriteLine($"{candle.OpenTime} , {candle}"); 
        _connector.Connect();
        Console.ReadKey();
        _connector.Disconnect();
    }

    private static void _connector_NewSecurity(Security security)
    {
        if (security.Code == "XBTUSD")
        {
            _connector.RegisterSecurity(security);
            _connector.RegisterTrades(security);
            Debug.WriteLine($"Инструмент {security.Code} найден!");

            _candleSeries =
                new CandleSeries(typeof(TimeFrameCandle), security, TimeSpan.FromMinutes(1))
                {
                    BuildCandlesMode = MarketDataBuildModes.Build,
                    BuildCandlesFrom = MarketDataTypes.Trades,
            };
            _connector.SubscribeCandles(_candleSeries, DateTime.Now.Subtract(TimeSpan.FromMinutes(5)));//, DateTime.Now);
            _connector.CandleSeriesStopped += (a) => Debug.WriteLine("Обработка свечей завершена!(CandleSeriesStopped)");
        }
    }
}

}

Support
Support

Добрый день

Попробуйте нашу ночную сборку API https://yadi.sk/d/0uHnqEmN3ZhR8Y (крипто коннекторы менять не нужно). У нас проблема не воспроизводиться и в лог пишутся обновления для следующих свечей.

tsuranov
tsuranov Author

С ночной ошибку дает: (Exception thrown: 'System.InvalidOperationException' in StockSharp.Bitmex.dll в середине текста ниже)

'ConsoleApp1.exe' (CLR v4.0.30319: DefaultDomain): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\mscorlib\v4.0_4.0.0.0__b77a5c561934e089\mscorlib.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: DefaultDomain): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\ConsoleApp1.exe'. Symbols loaded. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Bitmex.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Algo.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Logging.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Common.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Serialization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.BusinessEntities.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Messages.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.ComponentModel.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System\v4.0_4.0.0.0__b77a5c561934e089\System.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Interop.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Collections.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Localization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Localization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Core\v4.0_4.0.0.0__b77a5c561934e089\System.Core.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ComponentModel.DataAnnotations\v4.0_4.0.0.0__31bf3856ad364e35\System.ComponentModel.DataAnnotations.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\MoreLinq.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\System.Data\v4.0_4.0.0.0__b77a5c561934e089\System.Data.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xml\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Drawing\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Drawing.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\PresentationCore\v4.0_4.0.0.0__31bf3856ad364e35\PresentationCore.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\WindowsBase\v4.0_4.0.0.0__31bf3856ad364e35\WindowsBase.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xml.Linq\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.Linq.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\AppData\Local\Temp\VisualStudio.XamlDiagnostics.11712\Microsoft.VisualStudio.DesignTools.WpfTap.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Reflection.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\mscorlib.resources\v4.0_4.0.0.0_ru_b77a5c561934e089\mscorlib.resources.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\PresentationFramework\v4.0_4.0.0.0__31bf3856ad364e35\PresentationFramework.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\Common7\IDE\PrivateAssemblies\Runtime\Microsoft.VisualStudio.Debugger.Runtime.dll'. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Configuration\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Configuration.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xaml\v4.0_4.0.0.0__b77a5c561934e089\System.Xaml.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Serialization\v4.0_4.0.0.0__b77a5c561934e089\System.Runtime.Serialization.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\SMDiagnostics\v4.0_4.0.0.0__b77a5c561934e089\SMDiagnostics.dll'. Symbol loading disabled by Include/Exclude setting. Exception thrown: 'System.InvalidOperationException' in StockSharp.Bitmex.dll 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Internals\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Internals.dll'. Symbol loading disabled by Include/Exclude setting. The thread 0x3ec0 has exited with code 0 (0x0). 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Serialization.resources\v4.0_4.0.0.0_ru_b77a5c561934e089\System.Runtime.Serialization.resources.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Security.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Community.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Data.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel\v4.0_4.0.0.0__b77a5c561934e089\System.ServiceModel.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Windows.Forms\v4.0_4.0.0.0__b77a5c561934e089\System.Windows.Forms.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\ICSharpCode.SharpZipLib.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\UIAutomationProvider\v4.0_4.0.0.0__31bf3856ad364e35\UIAutomationProvider.dll'. Symbol loading disabled by Include/Exclude setting. The thread 0x3df0 has exited with code 0 (0x0). The thread 0x3e0c has exited with code 0 (0x0).

tsuranov
tsuranov Author

А со старой версией еще вот такое стало давать(в самом конце, пока не знаю что это):

'ConsoleApp1.exe' (CLR v4.0.30319: DefaultDomain): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\mscorlib\v4.0_4.0.0.0__b77a5c561934e089\mscorlib.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: DefaultDomain): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\ConsoleApp1.exe'. Symbols loaded. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Bitmex.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Algo.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Logging.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Common.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Serialization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.BusinessEntities.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Messages.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.ComponentModel.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System\v4.0_4.0.0.0__b77a5c561934e089\System.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Interop.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Collections.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Localization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Localization.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Core\v4.0_4.0.0.0__b77a5c561934e089\System.Core.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ComponentModel.DataAnnotations\v4.0_4.0.0.0__31bf3856ad364e35\System.ComponentModel.DataAnnotations.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\MoreLinq.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\System.Data\v4.0_4.0.0.0__b77a5c561934e089\System.Data.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xml\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Drawing\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Drawing.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\PresentationCore\v4.0_4.0.0.0__31bf3856ad364e35\PresentationCore.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\WindowsBase\v4.0_4.0.0.0__31bf3856ad364e35\WindowsBase.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xml.Linq\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.Linq.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\AppData\Local\Temp\VisualStudio.XamlDiagnostics.11992\Microsoft.VisualStudio.DesignTools.WpfTap.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Reflection.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\mscorlib.resources\v4.0_4.0.0.0_ru_b77a5c561934e089\mscorlib.resources.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\PresentationFramework\v4.0_4.0.0.0__31bf3856ad364e35\PresentationFramework.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\Common7\IDE\PrivateAssemblies\Runtime\Microsoft.VisualStudio.Debugger.Runtime.dll'. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Configuration\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Configuration.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xaml\v4.0_4.0.0.0__b77a5c561934e089\System.Xaml.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Serialization\v4.0_4.0.0.0__b77a5c561934e089\System.Runtime.Serialization.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\SMDiagnostics\v4.0_4.0.0.0__b77a5c561934e089\SMDiagnostics.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Internals\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Internals.dll'. Symbol loading disabled by Include/Exclude setting. The thread 0x3a58 has exited with code 0 (0x0). 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Serialization.resources\v4.0_4.0.0.0_ru_b77a5c561934e089\System.Runtime.Serialization.resources.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Licensing.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Security.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\StockSharp.Community.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Security\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Security.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Data.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel\v4.0_4.0.0.0__b77a5c561934e089\System.ServiceModel.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Configuration.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\System.Web\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Web.dll'. Symbol loading disabled by Include/Exclude setting. ConfigManager FilePath=C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\ConsoleApp1.exe.Config 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Windows.Forms\v4.0_4.0.0.0__b77a5c561934e089\System.Windows.Forms.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_32\System.Transactions\v4.0_4.0.0.0__b77a5c561934e089\System.Transactions.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Web.Extensions\v4.0_4.0.0.0__31bf3856ad364e35\System.Web.Extensions.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Web.Mobile\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Web.Mobile.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Web.Services\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Web.Services.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Caching\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Runtime.Caching.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Xaml.Hosting\v4.0_4.0.0.0__31bf3856ad364e35\System.Xaml.Hosting.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Activities\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Activities.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\ICSharpCode.SharpZipLib.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Activities\v4.0_4.0.0.0__31bf3856ad364e35\System.Activities.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Routing\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Routing.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\UIAutomationProvider\v4.0_4.0.0.0__31bf3856ad364e35\UIAutomationProvider.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Channels\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Channels.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Web\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Web.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.ServiceModel.Discovery\v4.0_4.0.0.0__31bf3856ad364e35\System.ServiceModel.Discovery.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Management\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Management.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\RestSharp.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.resources\v4.0_4.0.0.0_ru_b77a5c561934e089\System.resources.dll'. Module was built without symbols. Connected! 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Net.dll'. Module was built without symbols. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Newtonsoft.Json.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\Microsoft.CSharp\v4.0_4.0.0.0__b03f5f7f11d50a3a\Microsoft.CSharp.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Numerics\v4.0_4.0.0.0__b77a5c561934e089\System.Numerics.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\System.Dynamic\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Dynamic.dll'. Symbol loading disabled by Include/Exclude setting. 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\WINDOWS\Microsoft.Net\assembly\GAC_MSIL\Microsoft.CSharp.resources\v4.0_4.0.0.0_ru_b03f5f7f11d50a3a\Microsoft.CSharp.resources.dll'. Module was built without symbols. Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'Anonymously Hosted DynamicMethods Assembly'. Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll 'ConsoleApp1.exe' (CLR v4.0.30319: ConsoleApp1.exe): Loaded 'C:\Users\ed\Documents\Crypto\StrategiesForStockSharp\ConsoleApp1\ConsoleApp1\bin\Debug\Ecng.Web.dll'. Module was built without symbols. Инструмент XBTUSD найден! 07/31/2018 12:56:00 +00:00 , 12:56:00 TimeFrameCandle_XBTUSD@BMEX_00:01:00 (O:7782.5, H:7782.5, L:7750, C:7759.5, V:28261631) 07/31/2018 12:57:00 +00:00 , 12:57:00 TimeFrameCandle_XBTUSD@BMEX_00:01:00 (O:7759.5, H:7783, L:7759, C:7783, V:13560308) 07/31/2018 12:58:00 +00:00 , 12:58:00 TimeFrameCandle_XBTUSD@BMEX_00:01:00 (O:7783, H:7807.5, L:7782.5, C:7799, V:14443056) 07/31/2018 12:59:00 +00:00 , 12:59:00 TimeFrameCandle_XBTUSD@BMEX_00:01:00 (O:7799, H:7803, L:7790, C:7803, V:8928375) 07/31/2018 13:00:00 +00:00 , 13:00:00 TimeFrameCandle_XBTUSD@BMEX_00:01:00 (O:7803, H:7805, L:7796.5, C:7799.5, V:6704572) Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll Exception thrown: 'Microsoft.CSharp.RuntimeBinder.RuntimeBinderException' in Microsoft.CSharp.dll

tsuranov
tsuranov Author

Выявил следующую закономерность. Если включить строку IsCalcVolumeProfile = true То свечи идут нормально, все работает. если этой строки нет, дальше текущего момента свечи не возвращаются, но при этом событие CandleSeriesStopped НЕ срабатывает. Т.е. "отдача" свечек активна, но ничего не отдается. (можно было бы работать с включенным IsCalcVolumeProfile, но там идет не маленький поток данных на высоко активных инструментах и отдача свечей происходит медленней - это лишние временные задержки, поэтому хотелось бы разобраться с вопросом)

Support
Support

Добрый день

Просьба включить логи Connector.LogLevel = LogLevels.Verbose и прислать на почту support@stocksharp.com

Support
Support

Событие CandleSeriesStopped не будет срабатывать никогда при построении свечей. Только при отписке.

tsuranov
tsuranov Author

"Событие CandleSeriesStopped не будет срабатывать никогда при построении свечей. Только при отписке." - у меня оно срабатывает, если проставить дату "to" _connector.SubscribeCandles(_candleSeries, DateTime.Now.Subtract(TimeSpan.FromMinutes(5)), DateTime.Now); Как я понял, в этом случае свечи получаются только с "from" до "to" Если "to" не проставить, то вроде как дата окончания не проставлена и свечи будут формироваться бесконечно. Мне показалось это логичным.

Support
Support

Добрый день

К сожалению в присланном логе нет информации об ошибках, которые вы приводили ранее.

tsuranov
tsuranov Author

убрал ,чтобы не засорять главное.

tsuranov
tsuranov Author

Прощу прощения, по логам я неправильно понял и прислал не для ночной сборки. Выслал для ночной.(правда там пишет, что коннектор является заглушкой... странно)

Support
Support

Добрый день

Событие CandleSeriesStopped будет вызываться только в случае остановки серии. Это может быть сделано принудительно через метод отписки или при окончании данных. Если вы не указали дату окончания у подписки и источник предоставляет изменения свечей в реальном времени, то событие не будет вызвано никогда.

tsuranov
tsuranov
tsuranov Author

Благодарю! (по поводу результата по основному вопросу отпишусь позже, сегодня не успеваю)