private async void EnsureHistoricalTrades()
{
if (!Exchange.SupportsHistoricalLoad)
{
return;
}
Logger.LogInformation("Ensure historical trades are captured.");
foreach (var symbolCode in ExchangeWorker.Configuration.Symbol)
{
var symbol = SymbolFactory.Get(symbolCode);
var lastTradeFilter = await HistorianRepository.GetTradeFilter(Exchange.Name, symbolCode);
var priority = string.Equals(lastTradeFilter, Exchange.GetHttpClient().InitialTradeFilter) ? 2 : 1;
var catchup = new HistorianTradeCatchup
{
Exchange = Exchange.Name,
SymbolCode = symbolCode,
TradeFilter = lastTradeFilter,
EpochTo = Epoch.Now,
CurrentTradeFilter = lastTradeFilter,
Priority = priority
};
await HistorianRepository.AddTradeCatchup(catchup);
}
}
public async Task RemoveTradeCatchup(HistorianTradeCatchup catchup)
{
using (var context = ContextFactory.CreateDbContext(null))
{
var entity = await context.HistorianTradeCatchup.FindAsync((int)catchup.Exchange, (int)catchup.SymbolCode, catchup.TradeFilter);
if (entity != null)
{
context.HistorianTradeCatchup.Remove(entity);
await context.SaveChangesAsync();
}
}
}
public async Task AddTradeCatchup(HistorianTradeCatchup catchup)
{
using (var context = ContextFactory.CreateDbContext(null))
{
var entity = await context.HistorianTradeCatchup.FindAsync((int)catchup.Exchange, (int)catchup.SymbolCode, catchup.TradeFilter);
if (entity == null)
{
await context.HistorianTradeCatchup.AddAsync(new HistorianTradeCatchupEntity
{
ExchangeId = (int)catchup.Exchange,
SymbolId = (int)catchup.SymbolCode,
TradeFilter = catchup.TradeFilter,
TimestampTo = catchup.EpochTo.TimestampMilliseconds,
CurrentTradeFilter = catchup.CurrentTradeFilter,
Priority = catchup.Priority
});
await context.SaveChangesAsync();
}
}
}
private async Task Ping(bool initial = false)
{
try
{
var ping = new Ping();
var uri = new Uri(Exchange.GetHttpClient().ApiUrl);
var reply = await ping.SendPingAsync(uri.Host);
if (reply.Status == IPStatus.Success)
{
// If the exchange is running web socket, and supports historical loads, ensure the historian does not produce gaps
if (!initial && !Online && Exchange.SupportsHistoricalLoad && Exchange.GetWebSocketClient() != null)
{
Logger.LogInformation($"Regained connectivity");
var symbols = await HistorianRepository.GetSymbols(Exchange.Name);
foreach (var historianSymbol in symbols)
{
var symbol = SymbolFactory.Get(historianSymbol.SymbolCode);
if (!symbol.Tradable)
{
continue;
}
using (Logger.BeginSymbolScope(symbol.Code))
{
var now = Epoch.Now;
var catchup = new HistorianTradeCatchup
{
Exchange = Exchange.Name,
SymbolCode = historianSymbol.SymbolCode,
TradeFilter = historianSymbol.TradeFilter,
EpochTo = now,
CurrentTradeFilter = historianSymbol.TradeFilter,
Priority = 1
};
Logger.LogWarning($"Adding trade catch up job with filter '{historianSymbol.TradeFilter}'");
await HistorianRepository.AddTradeCatchup(catchup);
}
}
}
Online = true;
}
else
{
Logger.LogWarning($"Lost connectivity: {reply.Status}");
Online = false;
}
}
catch (Exception ex)
{
Logger.LogWarning(ex, $"Unexpected error occurred when pinging");
Online = false;
}
}
