public IEnumerable <CandleBidAsk> GetLastCandlesBidAskHistoryDesc(string brokerId, string symbol, int count, CandleType type)
{
var now = DateTime.UtcNow;
var day = new DateTime(now.Year, now.Month, now.Day);
var to = now.AddYears(-10);
var index = 0;
var reader = GetReaderBidAsk(brokerId, type);
while (index < count && day > to)
{
var data = reader.Get(CandleBidAskNoSql.GeneratePartitionKey(symbol, day));
if (data != null)
{
foreach (var item in data.Select(e => e.Candle).OrderByDescending(e => e.DateTime))
{
index++;
yield return(item);
if (index >= count)
{
break;
}
}
}
day = day.AddDays(-1);
}
}
public IEnumerable <CandleBidAsk> GetCandlesBidAskHistoryDesc(string brokerId, string symbol, DateTime from, DateTime to, CandleType type)
{
var reader = GetReaderBidAsk(brokerId, type);
var day = new DateTime(to.Year, to.Month, to.Day);
var end = from.AddDays(-1);
while (day >= end)
{
var data = reader.Get(CandleBidAskNoSql.GeneratePartitionKey(symbol, day),
entity => entity.Candle.DateTime >= from && entity.Candle.DateTime <= to);
if (data != null)
{
foreach (var item in data.Select(e => e.Candle).OrderByDescending(e => e.DateTime))
{
yield return(item);
}
}
day = day.AddDays(-1);
}
}
private async Task DoProcess()
{
try
{
while (!_token.IsCancellationRequested)
{
try
{
foreach (var pair in _brokers.ToList())
{
var brokerId = pair.Key;
var symbol = pair.Value;
var writerBidAsk = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameMinute(brokerId), true);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 1).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 2).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 3).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 4).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 5).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 6).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 7).Date), 0);
var writerTrade = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleTradeNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleTradeNoSql.TableNameMinute(brokerId), true);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 1).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 2).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 3).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 4).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 5).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 6).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 7).Date), 0);
_logger.LogInformation("Cleanup minutes for broker: {brokerId} and symbol: {symbol}", brokerId, symbol);
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Cannot cleanup minutes");
}
await Task.Delay(TimeSpan.FromHours(1), _token.Token);
}
}
catch (Exception)
{ }
}