public async Task <ExchangeMarket> GetSymbolInfo(string symbol)
{
if (_exchangeInfo == null)
{
var result = (await _api.GetMarketSymbolsMetadataAsync()).ToList();
_exchangeInfo = result;
}
//var eSymbol = _api.GlobalSymbolToExchangeSymbol(symbol);
//return _exchangeInfo.FirstOrDefault(x => x.MarketName == eSymbol);
return(_exchangeInfo.FirstOrDefault(x => x.MarketSymbol == symbol));
}
/// <summary>
/// Downloads all symbols from the exchanges and filters out the coins with enough 24hr Volume
/// </summary>
/// <returns></returns>
private void FindCoinsWithEnoughVolume()
{
_symbols = new List <ExtendedSymbol>();
var allSymbolsMeta = _api.GetMarketSymbolsMetadataAsync().Result;
var allTickers = _api.GetTickersAsync().Result;
// for each symbol
foreach (var metadata in allSymbolsMeta)
{
string symbol = metadata.MarketSymbol.ToUpperInvariant();
if (!IsValidCurrency(symbol))
{
// ignore, symbol has wrong currency
continue;
}
// check 24hr volume
var ticker = allTickers.FirstOrDefault(e => e.Key == symbol).Value;
var volume = ticker.Volume.QuoteCurrencyVolume;
if (_api is ExchangeBittrexAPI)
{
// bittrex reports wrong volume :-(
volume = ticker.Volume.BaseCurrencyVolume;
}
if (volume < _settings.Min24HrVolume)
{
// ignore since 24hr volume is too low
continue;
}
if (ticker.Ask < _settings.MinPrice)
{
Trace.WriteLine($"Ignoring because price is too low: {ticker.Ask}");
continue;
}
SymbolTrend fourHourTrend = new SymbolTrend(4);
SymbolTrend oneHourTrend = new SymbolTrend(1);
// add to list
ExtendedSymbol extendedSymbol = new ExtendedSymbol()
{
Symbol = metadata,
Ticker = ticker,
Trends = new SymbolTrend[2]
};
extendedSymbol.Trends[0] = fourHourTrend;
extendedSymbol.Trends[1] = oneHourTrend;
_symbols.Add(extendedSymbol);
}
_symbols = _symbols.OrderBy(e => e.Symbol.MarketSymbol).ToList();
}
public async Task <Tuple <DateTime, DateTime> > CacheAllData(ExchangeAPI api, Exchange exchange)
{
Global.Logger.Information($"Starting CacheAllData");
var watch1 = System.Diagnostics.Stopwatch.StartNew();
var exchangeCoins = api.GetMarketSymbolsMetadataAsync().Result.Where(m => m.BaseCurrency == Global.Configuration.TradeOptions.QuoteCurrency);
// If there are items on the only trade list remove the rest
if (Global.Configuration.TradeOptions.OnlyTradeList.Count > 0)
{
exchangeCoins = exchangeCoins.Where(m => Global.Configuration.TradeOptions.OnlyTradeList.Any(c => c.Contains(m.MarketSymbol))).ToList();
}
var currentExchangeOption = Global.Configuration.ExchangeOptions.FirstOrDefault();
IExchangeAPI realExchange = ExchangeAPI.GetExchangeAPI(api.Name);
var returns = new Tuple <DateTime, DateTime>(DateTime.MinValue, DateTime.MinValue);
foreach (var coin in exchangeCoins)
{
var symbol = coin.MarketSymbol;
if (realExchange is ExchangeBinanceAPI)
{
symbol = await api.ExchangeMarketSymbolToGlobalMarketSymbolAsync(symbol);
}
var backtestOptions = new BacktestOptions
{
DataFolder = Global.DataPath,
Exchange = exchange,
Coin = symbol,
CandlePeriod = Int32.Parse(currentExchangeOption.SimulationCandleSize)
};
var key1 = api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod;
var data1 = Global.AppCache.Get <List <Candle> >(key1);
if (data1 != null)
{
returns = new Tuple <DateTime, DateTime>(data1.First().Timestamp, data1.Last().Timestamp);
continue;
}
Candle databaseFirstCandle = Global.DataStoreBacktest.GetBacktestFirstCandle(backtestOptions).Result;
Candle databaseLastCandle = Global.DataStoreBacktest.GetBacktestLastCandle(backtestOptions).Result;
if (databaseFirstCandle == null || databaseLastCandle == null)
{
continue;
}
backtestOptions.StartDate = databaseFirstCandle.Timestamp;
backtestOptions.EndDate = databaseLastCandle.Timestamp;
var candleProvider = new DatabaseCandleProvider();
var _candle15 = candleProvider.GetCandles(backtestOptions, Global.DataStoreBacktest).Result;
_candle15 = await _candle15.FillCandleGaps((Period)Enum.Parse(typeof(Period), backtestOptions.CandlePeriod.ToString(), true));
Global.AppCache.Remove(backtestOptions.Coin + backtestOptions.CandlePeriod);
Global.AppCache.Add(api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod, _candle15, new MemoryCacheEntryOptions());
Global.Logger.Information($" Cached {key1}");
backtestOptions.CandlePeriod = 1;
var key2 = api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod;
if (Global.AppCache.Get <List <Candle> >(key2) != null)
{
continue;
}
Candle database1FirstCandle = Global.DataStoreBacktest.GetBacktestFirstCandle(backtestOptions).Result;
Candle database1LastCandle = Global.DataStoreBacktest.GetBacktestLastCandle(backtestOptions).Result;
if (database1FirstCandle == null || database1LastCandle == null)
{
continue;
}
backtestOptions.StartDate = database1FirstCandle.Timestamp;
backtestOptions.EndDate = database1LastCandle.Timestamp;
var _candle1 = candleProvider.GetCandles(backtestOptions, Global.DataStoreBacktest).Result;
_candle1 = await _candle1.FillCandleGaps((Period)Enum.Parse(typeof(Period), backtestOptions.CandlePeriod.ToString(), true));
Global.AppCache.Remove(backtestOptions.Coin + backtestOptions.CandlePeriod);
Global.AppCache.Add(api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod, _candle1, new MemoryCacheEntryOptions());
Global.Logger.Information($" Cached {key2}");
returns = new Tuple <DateTime, DateTime>(backtestOptions.StartDate, backtestOptions.EndDate);
}
watch1.Stop();
Global.Logger.Warning($"Ended CacheAllData in #{watch1.Elapsed.TotalSeconds} seconds");
return(returns);
}
