public void Start()
{
_logger.Info(GetScheduledEventMessageToLog());
while (!_hasFinished)
{
foreach (KeyValuePair <Coin, Coin> pair in _coins)
{
// NO HISTORICAL DATA NEEDED AS WE GET THIS SEPARATLEY IN THE PRELOAD WHEN BOT STARTS
try
{
// set the minutes to :00
DateTime fromDate = new DateTime(DateTime.UtcNow.AddMinutes(-5).Year, DateTime.UtcNow.AddMinutes(-5).Month, DateTime.UtcNow.AddMinutes(-5).Day, DateTime.UtcNow.AddMinutes(-5).Hour, DateTime.UtcNow.AddMinutes(-5).Minute, 0);
if (fromDate.Minute % 5 > 0)
{
int diff = fromDate.Minute % 5;
fromDate = new DateTime(fromDate.AddMinutes(-diff).Year, fromDate.AddMinutes(-diff).Month, fromDate.AddMinutes(-diff).Day, fromDate.AddMinutes(-diff).Hour, fromDate.AddMinutes(-diff).Minute, 0);
}
DateTime toDate = new DateTime(fromDate.AddMinutes(5).Year, fromDate.AddMinutes(5).Month, fromDate.AddMinutes(5).Day, fromDate.AddMinutes(5).Hour, fromDate.AddMinutes(5).Minute, 0);
IEnumerable <Candle> candles = _exchangeApi.GetCandles(pair.Key, pair.Value, _candlePeriodInSeconds, fromDate, toDate);
if (candles.Any())
{
var candleMessage = new CandleMessage
{
Candles = candles.Skip(candles.Count() - 2), // sometimes the request brings back more records than are needed
BaseCoin = pair.Key,
Coin = pair.Value
};
_messageispatcher.Dispatch(candleMessage);
}
}
catch (Exception e)
{
_logger.Error(e.Message);
_logger.Error(e.StackTrace);
}
}
var nextCandle = new DateTime(DateTime.UtcNow.AddMinutes(5).Year, DateTime.UtcNow.AddMinutes(5).Month, DateTime.UtcNow.AddMinutes(5).Day, DateTime.UtcNow.AddMinutes(5).Hour, DateTime.UtcNow.AddMinutes(5).Minute, 0);
if (nextCandle.Minute % 5 > 0)
{
int diff = nextCandle.Minute % 5;
nextCandle = new DateTime(nextCandle.AddMinutes(-diff).Year, nextCandle.AddMinutes(-diff).Month, nextCandle.AddMinutes(-diff).Day, nextCandle.AddMinutes(-diff).Hour, nextCandle.AddMinutes(-diff).Minute, 0);
}
nextCandle = new DateTime(nextCandle.AddMinutes(1).Year, nextCandle.AddMinutes(1).Month, nextCandle.AddMinutes(1).Day, nextCandle.AddMinutes(1).Hour, nextCandle.AddMinutes(1).Minute, 0);
var timeToSleepFor = nextCandle.Subtract(DateTime.UtcNow);
//var timeToSleepFor = DateTime.UtcNow.AddMinutes() GetTimeSpanToSleepFor(_schedulerType, _schedulerValueInSeconds);
_logger.Info($"Going to sleep until the next run on {nextCandle.ToLocalTime()}");
Thread.Sleep(timeToSleepFor);
}
}
public async Task <HistoryResponseDto> History(string symbol, Int32 from, Int32 to, string resolution)
{
_exchangeApi = ExchangeFactory.GetExchangeApi(Enumerations.ExchangesEnum.Gdax, null);
IEnumerable <Candle> candles =
_exchangeApi.GetCandles(new Coin {
Code = "EUR"
}, new Coin {
Code = "BTC"
}, 60 * 60 * 24, UnixTimeStampToDateTime(from), UnixTimeStampToDateTime(to));
candles = candles.OrderBy(x => x.Timestamp);
//var asTable = ToDataTable(candles.ToList());
var response = new HistoryResponseDto
{
TimeStamps = candles.Select(x => (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(x.Timestamp)).ToArray(),
Opens = candles.Select(x => x.OpenPrice).ToArray(),
Highs = candles.Select(x => x.HighPrice).ToArray(),
Lows = candles.Select(x => x.LowPrice).ToArray(),
Closes = candles.Select(x => x.ClosePrice).ToArray(),
Volumes = candles.Select(x => Convert.ToDecimal(x.VolumeQuantity)).ToArray(),
Status = "ok"
};
return(response);
//var json = System.IO.File.ReadAllText("D:\\Development\\CryptoBot\\CryptoBot.Api\\Data\\Sample\\history.json");
//var result = JsonConvert.DeserializeObject<HistoryResponseDto>(json);
//var fromDates = result.TimeStamps.Where(x => x > from);
//var toDates = result.TimeStamps.Where(x => x < to);
//if(!fromDates.Any() || !toDates.Any())
// return new HistoryResponseDto{ Status = "no_data"};
//return JsonConvert.DeserializeObject<HistoryResponseDto>(json);
}
public async Task BackTestAllBots()
{
// get user
User user = _dbContext
.Users
.Include(x => x.ApiSettings.Select(y => y.Exchange))
.Include(x => x.MessagingApps)
.Include(x => x.MessagingApps.Select(y => y.MessagingAppSettings))
.Single(x => x.UserId == 1);
// get watches, get coins, get exchange
List <Bot> bots =
_dbContext
.Bots
.Include("User")
.Include("User.ApiSettings")
.Include("User.ApiSettings.Exchange")
.Include("User.MessagingApps")
.Include("User.MessagingApps.MessagingAppSettings")
.Include("Exchange")
.Include("Coin")
.Include("BaseCoin")
.Include("Positions")
.Include("Indicators")
.Include("Indicators.RuleSets")
.Include("Indicators.RuleSets.Rules")
.AsNoTracking()
.Where(x => x.User.UserId == user.UserId)
.Where(x => x.Active)
.ToList();
// get the messaging app if any
if (user.MessagingApps.Any(x => x.Active))
{
var app = user.MessagingApps.First(x => x.Active);
_messagingApp = MessagingAppFactory.GetMessagingApp(app, _logger, _dbContext);
}
int oneMinute = 60;
int fifteenMinute = oneMinute * 15;
int thirtyMinute = oneMinute * 30;
int sixtyMinute = oneMinute * 60;
foreach (Bot bot in bots)
{
IExchangeApi exchangeApi = ExchangeEngine.ExchangeFactory.GetExchangeApi(
(Enumerations.ExchangesEnum)bot.Exchange.ExchangeId,
_mapper.Map <ApiSetting, ExchangeSettings>(
user.ApiSettings.Single(x => x.Exchange.ExchangeId == bot.Exchange.ExchangeId),
new ExchangeSettings()));
/*
* Note from GDAX...
*
* The maximum number of data points for a single request is 200 candles.
* If your selection of start/end time and granularity will result in more than 200 data points, your request will be rejected.
* If you wish to retrieve fine granularity data over a larger time range, you will need to make multiple requests with new start/end ranges.
*
*/
int requiredWeeks = 1;
List <Candle> candles = new List <Candle>();
var requiredHours = 36;
for (int k = requiredHours; k > 0; k--)
{
var fromDate = DateTime.UtcNow.Subtract(TimeSpan.FromMinutes(60 * k));
fromDate = new DateTime(fromDate.Year, fromDate.Month, fromDate.Day, fromDate.Hour, 0, 0); // the start of the hour
var toDate = fromDate.AddHours(1);
toDate = new DateTime(toDate.Year, toDate.Month, toDate.Day, toDate.Hour, 0, 0);
int candleSize = 60 * 5; // 60 second x ?
try
{
candles.AddRange(exchangeApi.GetCandles(bot.BaseCoin, bot.Coin, candleSize, fromDate, toDate));
}
catch (Exception e)
{
_logger.Error(e);
}
if (k % 2 == 0) // only three requests allowed per second on GDAX
{
Thread.Sleep(1000);
}
}
candles = candles.OrderBy(x => x.Timestamp).ToList();
TradeBot tradeBot = new TradeBot(bot, _logger, _dbContext, _mapper, _IndicatorFactoryWrapper, _messagingApp);
_messageDispatcher.AddMessageHandler(tradeBot);
foreach (Candle candle in candles)
{
_messageDispatcher.Dispatch(new CandleMessage
{
Candles = new List <Candle>()
{
candle
},
BaseCoin = bot.BaseCoin,
Coin = bot.Coin
});
}
// close last order in case its open
if (bot.CurrentPosition?.Status == Enumerations.PositionStatusEnum.Bought)
{
Position position =
_dbContext.Positions.Single(x => x.PositionId == bot.CurrentPosition.PositionId);
position.Status = Enumerations.PositionStatusEnum.Sold;
_dbContext.SaveChanges();
}
tradeBot.OnStop();
tradeBot = null;
}
}