public async Task Handle(RoundtripTargetPriceHitIntegrationEvent @event)
{
try
{
var trace = await this._traceRepository.GetByInvestmentId(@event.InvestmentId);
if (trace == null)
{
return;
}
var idealPeriod = trace.IdealCandlePeriod;
int minAmounts = 0;
foreach (var strategy in trace.TradeStrategies)
{
if (strategy.GetIdealPeriod().Name == idealPeriod)
{
if (strategy.Strategy.MinimumAmountOfCandles > minAmounts)
{
minAmounts = strategy.Strategy.MinimumAmountOfCandles;
}
}
}
var period = CandlePeriod.FromName(idealPeriod);
DateTime fromWithWarmingPeriod = (DateTime)trace.DateStarted;
var oneCandleMinutes = CandlePeriodService.GetOneCandleMinutesByPeriod(period);
var currentTime = new RealTimeService().GetCurrentDateTime();
var to = currentTime.AddMinutes(-oneCandleMinutes);
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-oneCandleMinutes * (minAmounts + 1));
await this._trendAnalysisIntegrationEventService
.PublishThroughEventBusAsync(new TargetPriceCandleDataRequestedIntegrationEvent(
trace.TraceId,
@event.RoundtripId,
trace.Market.ExchangeId,
trace.Market.BaseCurrency,
trace.Market.QuoteCurrency,
idealPeriod,
@event.HitPrice,
fromWithWarmingPeriod,
to
));
}
catch (Exception ex)
{
Console.WriteLine("Handle Integration Event: RoundtripTargetPriceHitIntegrationEvent.");
Console.WriteLine("Result: Failure.");
Console.WriteLine("Error Message: " + ex.Message);
}
}
public async Task Handle(InvestmentCandleDataRequestedIntegrationEvent @event)
{
try
{
var runningTraces = await _traceRepository.GetByStatus(TraceStatus.Started);
foreach (var trace in runningTraces)
{
var market = new Market(@event.ExchangeId, @event.BaseCurrency.ToUpper(), @event.QuoteCurrency.ToUpper());
if (trace.Market.ExchangeId == @event.ExchangeId &&
trace.Market.BaseCurrency == @event.BaseCurrency &&
trace.Market.QuoteCurrency == @event.QuoteCurrency)
{
foreach (var strategy in trace.TradeStrategies)
{
if (strategy.GetIdealPeriod().Name == @event.CandlePeriod)
{
var minAmounts = strategy.Strategy.MinimumAmountOfCandles;
var period = strategy.GetIdealPeriod();
DateTime fromWithWarmingPeriod = (DateTime)trace.DateStarted;
var oneCandleMinutes = CandlePeriodService.GetOneCandleMinutesByPeriod(period);
var currentTime = new RealTimeService().GetCurrentDateTime();
var to = currentTime.AddMinutes(-oneCandleMinutes);
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-oneCandleMinutes * (minAmounts + 1));
await this._trendAnalysisIntegrationEventService
.PublishThroughEventBusAsync(new TraceDataRequestedIntegrationEvent(
trace.TraceId,
strategy.StrategyId,
trace.Market.ExchangeId,
trace.Market.BaseCurrency,
trace.Market.QuoteCurrency,
strategy.GetIdealPeriod().Name,
fromWithWarmingPeriod,
to
));
}
}
}
}
}
catch (Exception ex)
{
Console.WriteLine("Handle Integration Event: CandleChartUpdatedIntegrationEvent.");
Console.WriteLine("Result: Failure.");
Console.WriteLine("Error Message: " + ex.Message);
}
}
public bool IsUpToDate(ITimeService timeService)
{
var now = timeService.GetCurrentDateTime();
var lastUpdate = this.TradeSignal.SignalCandleDateTime;
var oneCandleMins = CandlePeriodService.GetOneCandleMinutesByPeriod(this.GetIdealPeriod());
if ((now - lastUpdate).TotalSeconds > oneCandleMins * 60 * 2)
{
return(false);
}
else
{
return(true);
}
}
public async Task Handle(BacktestingTraceStartedIntegrationEvent @event)
{
try
{
var exchangeId = @event.ExchangeId;
var baseCurrency = @event.BaseCurrency;
var quoteCurrency = @event.QuoteCurrency;
//DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);
var from = @event.From;
var to = @event.To;
var result = new Dictionary <string, List <CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle> >();
foreach (var period in CandlePeriod.List())
{
var candleChart = await _candleChartRepository.GetByCurrencyPairAsync(baseCurrency, quoteCurrency, exchangeId, period);
if (candleChart != null)
{
var updatedChart = candleChart;
DateTime fromWithWarmingPeriod = from;
var oneCandleMinutes = CandlePeriodService.GetOneCandleMinutesByPeriod(period);
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-oneCandleMinutes);
if (@event.MinAmountOfCandles.TryGetValue(period.Name, out int warmingPeriod))
{
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-(oneCandleMinutes * warmingPeriod));
}
if (!candleChart.HasCompleteCandlesBetween(fromWithWarmingPeriod, to))
{
var candles = await this._exchangeAccessService.GetCandlesData(
exchangeId,
baseCurrency,
quoteCurrency,
period,
fromWithWarmingPeriod,
to);
foreach (var candle in candles)
{
candleChart.UpdateCandle(candle.Timestamp, candle.High, candle.Low, candle.Open, candle.Close, candle.Volume);
}
updatedChart = this._candleChartRepository.Update(candleChart);
await this._candleChartRepository.UnitOfWork.SaveEntitiesAsync();
}
var candlesData = updatedChart.GetCandles(fromWithWarmingPeriod, to);
var data = new List <CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle>();
foreach (var candle in candlesData)
{
data.Add(new CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle
{
Timestamp = candle.Timestamp,
Open = candle.Open,
Close = candle.Close,
High = candle.High,
Low = candle.Low,
Volume = candle.Volume
});
}
result.Add(period.Name, data);
}
}
await this._exchangeAccessIntegrationEventService.PublishThroughEventBusAsync(
new BacktestingDataCreatedIntegrationEvent(
@event.TraceId,
@event.InvestmentId,
@event.ExchangeId,
@event.BaseCurrency,
@event.QuoteCurrency,
@event.From.ToTimestamp(),
@event.To.ToTimestamp(),
result));
}
catch (Exception ex)
{
Console.WriteLine("Handle Integration Event: BacktestingTraceStartedIntegrationEvent.");
Console.WriteLine("Result: Failure.");
Console.WriteLine("Error Message: " + ex.Message);
}
}