public Candle(int x, CandlePayload candle)
{
Close = (double)candle.Close;
Open = (double)candle.Open;
High = (double)candle.High;
Low = (double)candle.Low;
DateTime = candle.Time;
X = x;
}
public void LogCandle(CandlePayload candle)
{
MinuteCandles[candle.Time.ToLocalTime()] = candle;
if (MinuteCandles.Count > 100)
{
MinuteCandles.OrderBy(p => p.Key).Take(50).ToList()
.ForEach(p => MinuteCandles.Remove(p.Key, out _));
}
}
public void LogCandle(CandlePayload candle)
{
var t = DateTime.Now;
t = t.AddMilliseconds(-t.Millisecond).AddSeconds(-t.Second);
MinuteCandles[t] = candle;
if (MinuteCandles.Count > 100)
{
MinuteCandles.OrderBy(p => p.Key).Take(50).ToList()
.ForEach(p => MinuteCandles.Remove(p.Key));
}
}
public static YesterdayCandleData Create(MarketInstrument stock, CandlePayload candle)
{
return(new YesterdayCandleData(
stock.Figi,
stock.Name,
Convert.ToInt32(candle.Volume),
candle.Open,
candle.Close,
candle.Low,
candle.High,
stock.Currency,
stock.MinPriceIncrement
));
}
public static Infrastructure.Common.Models.Market.Candle ToOuterModel(this CandlePayload source)
{
var target = new Infrastructure.Common.Models.Market.Candle
{
Moment = source.Time,
OpenPrice = source.Open,
ClosePrice = source.Close,
MaxPrice = source.High,
MinPrice = source.Low,
VolumeInBaseCurrency = source.Volume,
VolumeInQuoteCurrency = source.Volume
};
return(target);
}
public void AddCandle(CandlePayload candle)
{
if (_candles == null)
{
_candles = new HashSet <ICandleModel>();
}
_candles.Add(new CandleViewModel()
{
Interval = candle.Interval,
Open = candle.Open,
Close = candle.Close,
Low = candle.Low,
High = candle.High,
Time = candle.Time
});
}
private static string MakeNotificationMessage(NotificationRule notificationRule, MarketInstrument instrument, CandlePayload firstCandle, CandlePayload lastCandle)
{
var priceChange = lastCandle.Close - firstCandle.Close;
var priceChangeInPercent = 100 * priceChange / firstCandle.Close;
var msg =
$"{(notificationRule.PriceDirection == PriceDirection.Decrased ? "📉" : "📈") } " +
$"${instrument.Ticker} {lastCandle.Close} {instrument.Currency}\r\n" +
$"{notificationRule.TimePeriodInHours}h / {priceChangeInPercent.ToString("F2")} % / {(priceChange >= 0 ? "+" : "")}{priceChange.ToString("F2")} {instrument.Currency}\r\n" +
$"{"https://www.tinkoff.ru/invest/stocks/"}{instrument.Ticker}";
return(msg);
}
public async Task SendNotification(NotificationRule notificationRule, MarketInstrument instrument, CandlePayload firstCandle, CandlePayload lastCandle)
{
if (_notificationTimestampToTicker == null)
{
await LoadLastSendTimes();
}
try
{
if (!_notificationTimestampToTicker.ContainsKey(instrument.Ticker) ||
(_notificationTimestampToTicker.ContainsKey(instrument.Ticker) &&
DateTime.UtcNow - _notificationTimestampToTicker[instrument.Ticker] >= TimeSpan.FromHours(notificationRule.TimePeriodInHours)))
{
var msg = MakeNotificationMessage(notificationRule, instrument, firstCandle, lastCandle);
await _telegramBot.SendNotification(msg);
_notificationTimestampToTicker[instrument.Ticker] = DateTime.UtcNow;
await SaveLastSendTimes();
}
}
catch (Exception ex)
{
Log.Error(ex.ToString());
await Task.Delay(TimeSpan.FromSeconds(1));
}
}
public CandleMessage(string @event, CandlePayload payload)
{
Event = @event;
Payload = payload;
}
private static void LogTicker(MarketInstrument instrument, NotificationRule notificationRule, CandlePayload lastCandle, CandlePayload firstCandle)
{
var priceChange = lastCandle.Close - firstCandle.Close;
var priceChangeInPercent = 100 * priceChange / firstCandle.Close;
var msg =
$"${instrument.Ticker} " +
$"{notificationRule.TimePeriodInHours}h / {priceChangeInPercent.ToString("F2")} % / {(priceChange >= 0 ? "+" : "")}{priceChange.ToString("F2")} {instrument.Currency} / " +
$"{firstCandle.Close} {instrument.Currency} -> {lastCandle.Close} {instrument.Currency} / " +
$"{firstCandle.Time:dd.MM.yyyy HH:mm} -> {lastCandle.Time:dd.MM.yyyy HH:mm}";
Log.Write(notificationRule.IsActual(firstCandle.Close, lastCandle.Close)
? Serilog.Events.LogEventLevel.Warning
: Serilog.Events.LogEventLevel.Information,
msg);
}
