/// <summary>
/// Add a new supported granularity to an existing instrument
/// </summary>
/// <param name="instrumentName">Name of the instrument to add the granularity to</param>
/// <param name="granularity">Granularity to add</param>
/// <returns>The whole instrument with the new granularity added</returns>
public Contracts.Instrument AddGranularity(Contracts.InstrumentName instrumentName, Contracts.InstrumentGranularityCreation granularity)
{
// Check if instrument is in the DB
var instrumentInDb = GetInstumentFromDbByName(instrumentName);
if (instrumentInDb == null)
{
throw new ProblemDetailsException(HttpStatusCode.NotFound, $"Instrument '{instrumentName}' not found.");
}
// Check if granularity is in DB
var granularityInDb = GetGranularityFromDbByName(instrumentName, granularity.Granularity);
if (granularityInDb != null)
{
// If yes just return the whole instrument object
return(_mapper.Map <Database.Instrument, Contracts.Instrument>(instrumentInDb));
}
// If not then create it in the DB
var granularityToAdd = _mapper.Map <Contracts.InstrumentGranularityCreation, Database.InstrumentGranularity>(granularity);
granularityToAdd.State = Database.GranularityState.New; // With the state of new
instrumentInDb.Granularities.Add(granularityToAdd);
_dbContext.Update(instrumentInDb);
_dbContext.SaveChanges();
// Return the entity saved in the DB
return(_mapper.Map <Database.Instrument, Contracts.Instrument>(instrumentInDb));
}
/// <summary>
/// Check if there are any new instruments granularities present in the DB
/// and if yes then load it's historical data
/// </summary>
/// <returns>A async task</returns>
public async Task CheckInstrumentGranularitiesAndLoadData()
{
// Collect all new granularities
var newGranularities = GetNewGranularities().ToList();
// Mark them as in process
foreach (var granularity in newGranularities)
{
granularity.State = Database.GranularityState.InDataLoading;
}
if (newGranularities.Count() > 0)
{
// Commit changes in the DB
_dbContext.SaveChanges();
// Get the data loading ones
var dataLoadingGranularities = GetInDatLoadingGranularities().ToList();
// Actually start processing them
foreach (var granularity in dataLoadingGranularities)
{
// Monthly processing
var utcBeginningOfTheMonth = new DateTime(START_TIME.Year, START_TIME.Month, 1, 0, 0, 0, DateTimeKind.Utc);
var utcEndTime = DateTime.UtcNow;
while (utcBeginningOfTheMonth <= utcEndTime)
{
var endOfTheMonth = new DateTime(utcBeginningOfTheMonth.Year, utcBeginningOfTheMonth.Month, utcBeginningOfTheMonth.AddMonths(1).AddDays(-1).Day, 0, 0, 0, DateTimeKind.Utc);
if (endOfTheMonth > utcEndTime)
{
endOfTheMonth = utcEndTime;
}
var candlesOfAMonth = await GetCandlesBetween(granularity.Instrument.Name, granularity.Granularity, utcBeginningOfTheMonth, endOfTheMonth);
// Push it to the engine
await PostCandlesToTheEngine(granularity.Instrument.Name, granularity.Granularity, candlesOfAMonth);
// Push it to the storage account
await _instrumentStorageService.StoreInstrumentCandles(new Contracts.InstrumentWithCandles()
{
InstrumentName = granularity.Instrument.Name,
Granularity = granularity.Granularity,
Candles = candlesOfAMonth
});
utcBeginningOfTheMonth = utcBeginningOfTheMonth.AddMonths(1);
}
// Update granularity state to data loaded
granularity.State = Database.GranularityState.Tradeable;
// Save changes to DB
_dbContext.Update(granularity);
_dbContext.SaveChanges();
}
}
}
