Bitmex, Получение сделок, API 4.4.12_ru

Bitmex, Получение сделок, API 4.4.12_ru
Atom
7/29/2018
tsuranov


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() { Key = bitmexKey, Secret = bitmexSecret };

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)
image7391.png 435 KB (291) image2893.png 160 KB (269)



Thanks:


1 2  >
Support

Avatar
Date: 7/30/2018
Reply


Добрый день

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

Support

Avatar
Date: 7/30/2018
Reply


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

tsuranov

Avatar
Date: 7/30/2018
Reply


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

Support

Avatar
Date: 7/30/2018
Reply


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

tsuranov

Avatar
Date: 7/30/2018
Reply


Да, все работает! Благодарю!
Thanks:

tsuranov

Avatar
Date: 7/30/2018
Reply


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() { Key = bitmexKey, Secret = bitmexSecret };
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)");
}
}
}
}
image5526.png 224 KB (251)
Thanks:

Support

Avatar
Date: 7/31/2018
Reply


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.
Thanks:

tsuranov

Avatar
Date: 7/31/2018
Reply


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).
Thanks:

tsuranov

Avatar
Date: 7/31/2018
Reply


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
Thanks:

tsuranov

Avatar
Date: 7/31/2018
Reply


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)
Thanks:
1 2  >

Attach files by dragging & dropping, , or pasting from the clipboard.

loading
clippy