public static void CheckFirstSeenDates(Dictionary <string, Market> markets, ref Dictionary <string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log)
{
log.DoLogInfo("BinanceFutures - Checking first seen dates for " + markets.Count + " markets. This may take a while...");
int marketsChecked = 0;
foreach (string key in markets.Keys)
{
// Save market info
MarketInfo marketInfo = null;
if (marketInfos.ContainsKey(key))
{
marketInfo = marketInfos[key];
}
if (marketInfo == null)
{
marketInfo = new MarketInfo();
marketInfo.Name = key;
marketInfos.Add(key, marketInfo);
marketInfo.FirstSeen = BinanceFutures.GetFirstSeenDate(key, systemConfiguration, log);
}
else
{
if (marketInfo.FirstSeen == Constants.confMinDate)
{
marketInfo.FirstSeen = BinanceFutures.GetFirstSeenDate(key, systemConfiguration, log);
}
}
marketInfo.LastSeen = DateTime.UtcNow;
marketsChecked++;
if ((marketsChecked % 20) == 0)
{
log.DoLogInfo("BinanceFutures - Yes, I am still checking first seen dates... " + marketsChecked + "/" + markets.Count + " markets done...");
}
}
}
public static List <string> GetMarketData(string mainMarket, Dictionary <string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log)
{
List <string> result = new List <string>();
string lastMarket = "";
Newtonsoft.Json.Linq.JObject lastTicker = null;
try
{
string baseUrl = "https://fapi.binance.com/fapi/v1/ticker/24hr";
log.DoLogInfo("BinanceFutures - Getting market data...");
Newtonsoft.Json.Linq.JArray jsonArray = GetSimpleJsonArrayFromURL(baseUrl, log);
if (jsonArray.Count > 0)
{
double mainCurrencyPrice = 1;
if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase))
{
mainCurrencyPrice = BinanceFutures.GetMainCurrencyPrice(mainMarket, systemConfiguration, log);
}
log.DoLogInfo("BinanceFutures - Market data received for " + jsonArray.Count.ToString() + " currencies");
if (mainCurrencyPrice > 0)
{
Dictionary <string, Market> markets = new Dictionary <string, Market>();
foreach (Newtonsoft.Json.Linq.JObject currencyTicker in jsonArray)
{
string marketName = currencyTicker["symbol"].ToString();
//New variables for filtering out bad markets
float marketLastPrice = currencyTicker["lastPrice"].ToObject <float>();
float marketVolume = currencyTicker["volume"].ToObject <float>();
if (marketName.EndsWith(mainMarket, StringComparison.InvariantCultureIgnoreCase))
{
if (marketLastPrice > 0 && marketVolume > 0)
{
// Set last values in case any error occurs
lastMarket = marketName;
lastTicker = currencyTicker;
Market market = new Market();
market.Position = markets.Count + 1;
market.Name = marketName;
market.Symbol = currencyTicker["symbol"].ToString();
market.Price = SystemHelper.TextToDouble(currencyTicker["lastPrice"].ToString(), 0, "en-US");
market.Volume24h = SystemHelper.TextToDouble(currencyTicker["quoteVolume"].ToString(), 0, "en-US");
market.MainCurrencyPriceUSD = mainCurrencyPrice;
markets.Add(market.Name, market);
result.Add(market.Name);
}
else
{
//Let the user know that the problem market was ignored.
log.DoLogInfo("BinanceFutures - Ignoring bad market data for " + marketName);
}
}
}
BinanceFutures.CheckFirstSeenDates(markets, ref marketInfos, systemConfiguration, log);
BaseAnalyzer.SaveMarketInfosToFile(marketInfos, systemConfiguration, log);
BinanceFutures.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
DateTime fileDateTime = DateTime.UtcNow;
FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, "MarketData_" + fileDateTime.ToString("yyyy-MM-dd_HH.mm") + ".json", JsonConvert.SerializeObject(markets), fileDateTime, fileDateTime);
log.DoLogInfo("BinanceFutures - Market data saved for " + markets.Count.ToString() + " markets with " + mainMarket + ".");
FileHelper.CleanupFiles(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
log.DoLogInfo("BinanceFutures - Market data cleaned.");
}
else
{
log.DoLogError("BinanceFutures - Failed to get main market price for " + mainMarket + ".");
result = null;
}
}
}
catch (WebException ex)
{
if (ex.Response != null)
{
using (HttpWebResponse errorResponse = (HttpWebResponse)ex.Response)
{
using (StreamReader reader = new StreamReader(errorResponse.GetResponseStream()))
{
Dictionary <string, string> errorData = JsonConvert.DeserializeObject <Dictionary <string, string> >(reader.ReadToEnd());
if (errorData != null)
{
string errorMessage = "Unable to get data from BinanceFutures with URL '" + errorResponse.ResponseUri + "'!";
if (errorData.ContainsKey("code"))
{
errorMessage += " - Code: " + errorData["code"];
}
if (errorData.ContainsKey("msg"))
{
errorMessage += " - Message: " + errorData["msg"];
}
log.DoLogError(errorMessage);
}
}
}
}
result = null;
}
catch (Exception ex)
{
log.DoLogCritical("Exception while getting data for '" + lastMarket + "': " + ex.Message, ex);
result = null;
}
return(result);
}
public static void CheckForMarketDataRecreation(string mainMarket, Dictionary <string, Market> markets, PTMagicConfiguration systemConfiguration, LogHelper log)
{
string binanceFuturesDataDirectoryPath = Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar;
if (!Directory.Exists(binanceFuturesDataDirectoryPath))
{
Directory.CreateDirectory(binanceFuturesDataDirectoryPath);
}
DirectoryInfo dataDirectory = new DirectoryInfo(binanceFuturesDataDirectoryPath);
// Check for existing market files
DateTime latestMarketDataFileDateTime = Constants.confMinDate;
List <FileInfo> marketFiles = dataDirectory.EnumerateFiles("MarketData*").ToList();
FileInfo latestMarketDataFile = null;
if (marketFiles.Count > 0)
{
latestMarketDataFile = marketFiles.OrderByDescending(mdf => mdf.LastWriteTimeUtc).First();
latestMarketDataFileDateTime = latestMarketDataFile.LastWriteTimeUtc;
}
if (latestMarketDataFileDateTime < DateTime.UtcNow.AddMinutes(-20))
{
int lastMarketDataAgeInSeconds = (int)Math.Ceiling(DateTime.UtcNow.Subtract(latestMarketDataFileDateTime).TotalSeconds);
// Go back in time and create market data
DateTime startDateTime = DateTime.UtcNow;
DateTime endDateTime = DateTime.UtcNow.AddHours(-systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
if (latestMarketDataFileDateTime != Constants.confMinDate && latestMarketDataFileDateTime > endDateTime)
{
// Existing market files too old => Recreate market data for configured timeframe
log.DoLogInfo("BinanceFutures - Recreating market data for " + markets.Count + " markets over " + SystemHelper.GetProperDurationTime(lastMarketDataAgeInSeconds) + ". This may take a while...");
endDateTime = latestMarketDataFileDateTime;
}
else
{
// No existing market files found => Recreate market data for configured timeframe
log.DoLogInfo("BinanceFutures - Recreating market data for " + markets.Count + " markets over " + systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours + " hours. This may take a while...");
}
int totalTicks = (int)Math.Ceiling(startDateTime.Subtract(endDateTime).TotalMinutes);
// Get Ticks for main market
List <MarketTick> mainMarketTicks = new List <MarketTick>();
if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase))
{
mainMarketTicks = BinanceFutures.GetMarketTicks(mainMarket + "USDT", totalTicks, systemConfiguration, log);
}
// Get Ticks for all markets
log.DoLogDebug("BinanceFutures - Getting ticks for '" + markets.Count + "' markets");
ConcurrentDictionary <string, List <MarketTick> > marketTicks = new ConcurrentDictionary <string, List <MarketTick> >();
int ParallelThrottle = 4;
if (systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours > 200)
{
ParallelThrottle = 2;
log.DoLogInfo("----------------------------------------------------------------------------");
log.DoLogInfo("StoreDataMaxHours is greater than 200. Historical data requests will be");
log.DoLogInfo("throttled to avoid exceeding exchange data request limits. This initial ");
log.DoLogInfo("run could take more than 30 minutes. Please go outside for a walk...");
log.DoLogInfo("----------------------------------------------------------------------------");
}
Parallel.ForEach(markets.Keys,
new ParallelOptions {
MaxDegreeOfParallelism = ParallelThrottle
},
(key) =>
{
if (!marketTicks.TryAdd(key, GetMarketTicks(key, totalTicks, systemConfiguration, log)))
{
// Failed to add ticks to dictionary
throw new Exception("Failed to add ticks for " + key + " to the memory dictionary, results may be incorrectly calculated!");
}
if ((marketTicks.Count % 10) == 0)
{
log.DoLogInfo("BinanceFutures - No worries, I am still alive... " + marketTicks.Count + "/" + markets.Count + " markets done...");
}
});
log.DoLogInfo("BinanceFutures - Ticks completed.");
log.DoLogInfo("BinanceFutures - Creating initial market data ticks. This may take another while...");
// Go back in time and create market data
int completedTicks = 0;
if (marketTicks.Count > 0)
{
for (DateTime tickTime = startDateTime; tickTime >= endDateTime; tickTime = tickTime.AddMinutes(-1))
{
completedTicks++;
double mainCurrencyPrice = 1;
if (mainMarketTicks.Count > 0)
{
List <MarketTick> mainCurrencyTickRange = mainMarketTicks.FindAll(t => t.Time <= tickTime);
if (mainCurrencyTickRange.Count > 0)
{
MarketTick mainCurrencyTick = mainCurrencyTickRange.OrderByDescending(t => t.Time).First();
mainCurrencyPrice = mainCurrencyTick.Price;
}
}
Dictionary <string, Market> tickMarkets = new Dictionary <string, Market>();
foreach (string key in markets.Keys)
{
List <MarketTick> tickRange = marketTicks[key] != null ? marketTicks[key].FindAll(t => t.Time <= tickTime) : new List <MarketTick>();
if (tickRange.Count > 0)
{
MarketTick marketTick = tickRange.OrderByDescending(t => t.Time).First();
Market market = new Market();
market.Position = markets.Count + 1;
market.Name = key;
market.Symbol = key;
market.Price = marketTick.Price;
//market.Volume24h = marketTick.Volume24h;
market.MainCurrencyPriceUSD = mainCurrencyPrice;
tickMarkets.Add(market.Name, market);
}
}
DateTime fileDateTime = new DateTime(tickTime.ToLocalTime().Year, tickTime.ToLocalTime().Month, tickTime.ToLocalTime().Day, tickTime.ToLocalTime().Hour, tickTime.ToLocalTime().Minute, 0).ToUniversalTime();
FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, "MarketData_" + fileDateTime.ToString("yyyy-MM-dd_HH.mm") + ".json", JsonConvert.SerializeObject(tickMarkets), fileDateTime, fileDateTime);
log.DoLogDebug("BinanceFutures - Market data saved for tick " + fileDateTime.ToString() + " - MainCurrencyPrice=" + mainCurrencyPrice.ToString("#,#0.00") + " USD.");
if ((completedTicks % 100) == 0)
{
log.DoLogInfo("BinanceFutures - Our magicbots are still at work, hang on... " + completedTicks + "/" + totalTicks + " ticks done...");
}
}
}
log.DoLogInfo("BinanceFutures - Initial market data created. Ready to go!");
}
}