internal static void Display(SymbolPrice price)
{
lock (ConsoleSync)
{
Console.WriteLine($" {price.Symbol.PadLeft(8)}: {price.Value}");
}
}
//Metodo que retorna os ultimos 25 preços obtidos
public List <SymbolPrice> SelectLastPrices()
{
//Instancia ViewModel
List <SymbolPrice> listSymbolPrice = new List <SymbolPrice>();
//selecionar os últimos 25 preços cadastrados
var listSymbolSelect = db_UzzoBinance.SymbolPrice
.Select(SP => SP)
.OrderByDescending(SP => SP.dateAndTimePrice)
.Take(25)
.ToList();
foreach (var item in listSymbolSelect)
{
SymbolPrice columnSymbolPrice = new SymbolPrice();
columnSymbolPrice.symbol = item.symbol;
columnSymbolPrice.bidPrice = item.bidPrice;
columnSymbolPrice.askPrice = item.askPrice;
columnSymbolPrice.dateAndTimePrice = item.dateAndTimePrice;
listSymbolPrice.Add(columnSymbolPrice);
}
//Retorna o resultado da seleção
return(listSymbolPrice);
}
public void Properties()
{
var symbol = Symbol.BTC_USDT;
const decimal value = 1.2345m;
var price = new SymbolPrice(symbol, value);
Assert.Equal(symbol, price.Symbol);
Assert.Equal(value, price.Value);
}
private static List <IslemListe> StratejiSonucHesapla(SymbolPrice coin, TimeInterval periyot, int emaUzunluk, double yuzde, List <MostDLL.Most> mostListe, List <double> iftsListe, List <decimal> macdListe)
{
List <IslemListe> islemListe = new List <IslemListe>();
var sgIslemSay = 0;
var sgPozisyon = "SAT";
for (int i = 4; i < mostListe.Count; i++)
{
var itemMost = mostListe[i];
if (itemMost.MostDurum == "AL")
{
if (sgPozisyon == "SAT")
{
var iftsOnay = iftsListe[i - 1] >= -0.5 && iftsListe[i - 2] < -0.5 && iftsListe[i - 3] < -0.5;
var macdOnay = macdListe[i - 1] > 0;
if (iftsOnay && macdOnay)
{
sgIslemSay++;
sgPozisyon = "AL";
}
}
}
else
{
if (sgPozisyon == "AL")
{
sgPozisyon = "SAT";
}
}
DateTime utc = itemMost.Bar.DateTime.UtcDateTime;
islemListe.Add(new IslemListe
{
Sembol = coin.Symbol,
MostParametreleri = "(" + emaUzunluk + "," + yuzde * 100 + ")",
Periyot = periyot.GetDescription(),
AcilisZamani = utc.ToLocalTime(),
Durum = sgPozisyon,
EmaDeger = itemMost.EmaDegeri,
Fiyat = itemMost.Bar.Open,
MostDeger = itemMost.MostDegeri,
IslemSayisi = sgIslemSay,
Bar = itemMost.Bar
});
}
//Son işlemi sat durumuna geçip o anda eğer al durumunda ise kar oranını hesaba dahil ediyoruz
if (islemListe.Count > 0)
{
islemListe.Last().Durum = "SAT";
}
return(islemListe);
}
public virtual string Serialize(SymbolPrice symbolPrice)
{
Throw.IfNull(symbolPrice, nameof(symbolPrice));
var jObject = new JObject
{
new JProperty(KeySymbol, symbolPrice.Symbol),
new JProperty(KeyPrice, symbolPrice.Value)
};
return(jObject.ToString(Formatting.None));
}
/// <summary>
/// Get the current price for the given symbol
/// </summary>
/// <param name="symbol">Asset symbol e.g.ETHBTC</param>
/// <returns>The price. Double.</returns>
public static double GetOnePrice(string symbol)
{
var symbolPrices = GetAllPrices();
SymbolPrice symbolPrice = (from sym in symbolPrices where sym.Symbol == symbol select sym).FirstOrDefault();
if (symbolPrice == null)
{
throw new ApplicationException($"No symbol, {symbol}, exists");
}
return(symbolPrice.Price);
}
private void UpdatePriceChange(SymbolPrice sp)
{
var symbol = sp.Symbol;
if (!_htStocks.ContainsKey(symbol))
{
return;
}
var stock = _htStocks[symbol];
_htStocks[symbol] = new Stock(symbol, stock.Quantity, sp.Price);
OnValueChanged(stock);
}
public void Serialization()
{
var symbol = Symbol.BTC_USDT;
const decimal value = 1.2345m;
var price = new SymbolPrice(symbol, value);
var json = JsonConvert.SerializeObject(price);
price = JsonConvert.DeserializeObject <SymbolPrice>(json);
Assert.Equal(symbol, price.Symbol);
Assert.Equal(value, price.Value);
}
public void Equality()
{
var symbol = Symbol.BTC_USDT;
const decimal value = 1.2345m;
var price = new SymbolPrice(symbol, value);
var serializer = new SymbolPriceSerializer();
var json = serializer.Serialize(price);
var other = serializer.Deserialize(json);
Assert.True(price.Equals(other));
}
public async Task <string> SearchPrice()
{
try
{
SearchPrice obj_SearchPrice = new SearchPrice();
//Utilizando HttClient para a chamada da requisição
using (var httpClient = new HttpClient())
{
httpClient.DefaultRequestHeaders.Accept.Clear();
httpClient.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
//Realizando o post para criação de uma nova ordem na Binance
HttpResponseMessage httpResponse = httpClient.GetAsync($"{_configuration.GetSection("Binance:SymbolPrice").Value}{"BTCUSDT"}").Result;
var varReceiveStream = await httpResponse.Content.ReadAsStringAsync();
//Serealizando o retorno em um objeto do tipo Model SeachPrice
dynamic objReturn = Newtonsoft.Json.JsonConvert.DeserializeObject <SearchPrice>(varReceiveStream);
if (objReturn != null)
{
//Inserindo Preço de Compra e Preço de Venda da Criptomoeda no banco de dados
var var_InsertSymbolPrice = new SymbolPrice
{
symbol = objReturn.symbol,
bidPrice = Convert.ToDecimal(objReturn.bidPrice), //Compra
askPrice = Convert.ToDecimal(objReturn.askPrice), //Venda
dateAndTimePrice = DateTime.Now
};
db_UzzoBinance.Add(var_InsertSymbolPrice);
db_UzzoBinance.SaveChanges();
//Retirar o Tracked da tabela para que seja possivel instanciar a mesma novamente
db_UzzoBinance.Entry(var_InsertSymbolPrice).State = EntityState.Detached;
}
}
return(obj_SearchPrice.lastId.ToString());
}
catch (Exception ex)
{
throw ex.InnerException;
}
}
private async void SimulateChanges(Random random)
{
while (!_cts.Token.IsCancellationRequested)
{
await Task.Delay(20);
for (var i = 0; i < 2; i++)
{
var index = random.Next(0, _allSymbols.Count);
var symbol = _allSymbols[index];
var price = random.NextDouble() * 100;
var symbolPrice = _htPrices[symbol] = new SymbolPrice(symbol, price);
var handler = PriceChanged;
handler?.Invoke(null, symbolPrice);
}
}
}
void oecClient_OnPriceChanged(OEC.API.Contract Contract, OEC.API.Price Price)
{
Symbol symbol = GetSymbolFromContract(Contract);
if (symbol != null)
{
Trace.WriteLine(Contract.ToString() + " Price (" + symbol.ToString() + ")");
SymbolPrice symbolPrice = null;
if (!_symbolPrices.TryGetValue(symbol, out symbolPrice))
{
symbolPrice = new SymbolPrice();
symbolPrice.symbol = symbol;
symbolPrice.TotalVol = Price.TotalVol;
_symbolPrices[symbol] = symbolPrice;
}
TickData data;
if (symbolPrice.AskPrice != Price.AskPrice || symbolPrice.AskSize != Price.AskVol)
{
symbolPrice.AskPrice = Price.AskPrice;
symbolPrice.AskSize = Price.AskVol;
data = new TickData();
data.time = Price.LastDateTime;
data.tickType = TickType.Ask;
data.price = Price.AskPrice;
data.size = (UInt64)Price.AskVol;
if (tickListener != null)
{
tickListener(symbol, data);
}
}
if (symbolPrice.BidPrice != Price.BidPrice || symbolPrice.BidSize != Price.BidVol)
{
symbolPrice.BidPrice = Price.BidPrice;
symbolPrice.BidSize = Price.BidVol;
data = new TickData();
data.time = Price.LastDateTime;
data.tickType = TickType.Bid;
data.price = Price.BidPrice;
data.size = (UInt64)Price.BidVol;
if (tickListener != null)
{
tickListener(symbol, data);
}
}
if (symbolPrice.TotalVol != Price.TotalVol || symbolPrice.LastPrice != Price.LastPrice)
{
data = new TickData();
data.time = Price.LastDateTime;
data.tickType = TickType.Trade;
data.price = Price.LastPrice;
if (symbolPrice.TotalVol > Price.TotalVol)
{
data.size = 0;
}
else
{
data.size = (UInt64)(Price.TotalVol - symbolPrice.TotalVol);
}
symbolPrice.LastPrice = Price.LastPrice;
symbolPrice.TotalVol = Price.TotalVol;
if (tickListener != null)
{
tickListener(symbol, data);
}
}
//data = new TickData();
//data.time = DateTime.Now;
//data.tickType = TickType.LastSize;
//data.value = Price.LastVol;
//if (tickListener != null)
//{
// tickListener(symbol, data);
//}
if (symbolPrice.LowPrice != Price.LowPrice)
{
symbolPrice.LowPrice = Price.LowPrice;
data = new TickData();
data.time = Price.LastDateTime;
data.tickType = TickType.LowPrice;
data.price = Price.LowPrice;
if (tickListener != null)
{
tickListener(symbol, data);
}
}
if (symbolPrice.HighPrice != Price.HighPrice)
{
symbolPrice.HighPrice = Price.HighPrice;
data = new TickData();
data.time = Price.LastDateTime;
data.tickType = TickType.HighPrice;
data.price = Price.HighPrice;
if (tickListener != null)
{
tickListener(symbol, data);
}
}
//data = new TickData();
//data.time = DateTime.Now;
//data.tickType = TickType.OpenPrice;
//data.value = Price.OpenPrice;
//if (tickListener != null)
//{
// tickListener(symbol, data);
//}
//data = new TickData();
//data.time = DateTime.Now;
//data.tickType = TickType.AskSize;
//data.value = Price.AskVol;
//if (tickListener != null)
//{
// tickListener(symbol, data);
//}
//data = new TickData();
//data.time = DateTime.Now;
//data.tickType = TickType.BidSize;
//data.value = Price.BidVol;
//if (tickListener != null)
//{
// tickListener(symbol, data);
//}
//data = new TickData();
//data.time = DateTime.Now;
//data.tickType = TickType.Change;
//data.value = Price.Change;
//if (tickListener != null)
//{
// tickListener(symbol, data);
//}
}
else
{
//Trace.WriteLine(Contract.ToString() + " Price (unwatched)");
}
}
private void ProcessSecurityPriceRequest(IModel channel, BasicDeliverEventArgs msg)
{
try
{
logger.Log(LogLevel.Info, $"Processing SecurityPriceRequest {msg.BasicProperties.MessageId}");
using (var session = sessionFactory.OpenSession())
{
var requestFromQueue = msg.GetMessage <SecurityPriceRequest>();
string requestFromQueueSymbol = requestFromQueue.Symbol?.ToUpper();
DateTime requestFromQueueNavDate = requestFromQueue.NavDate;
string requestFromQueueMessageId = requestFromQueue.MessageId;
string securityPriceRequestLog = $"[SecurityPriceRequest: NavDate {requestFromQueueNavDate}, Symbol {requestFromQueueSymbol}, MessageId {requestFromQueueMessageId}]";
logger.Log(LogLevel.Info, securityPriceRequestLog);
Request requestFromDb = requestService.GetOrCreateRequest(session, requestFromQueue, RequestType.SecurityPriceRequest, requestFromQueueNavDate);
Entities.Security security = securityService.GetSecurityBySymbol(session, requestFromQueueSymbol);
if (security == null)
{
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: missing Security with Symbol {requestFromQueueSymbol}");
requestService.SetRequestStatus(session, requestFromDb, RequestStatus.Error);
channel.SendNack(msg.DeliveryTag);
return;
}
if (requestFromDb.RequestStatus == RequestStatus.Done)
{
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: already processed with success, see Request {requestFromDb.RequestId}");
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: retrieving SecurityPrice with same nav date and symbol");
SecurityPrice securityPrice = securityPriceService.GetSecurityPriceBySymbol(session, requestFromQueueSymbol, requestFromQueueNavDate.Date);
if (securityPrice != null)
{
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: sending SecurityPrice Id: {securityPrice.SecurityPriceId}, NavDate: {securityPrice.NavDate}, Symbol: {securityPrice.Security.Symbol}, OpenPrice: {securityPrice.OpenPrice}, ClosePrice: {securityPrice.ClosePrice}");
PublishSecurityPrice(channel, securityPrice, requestFromQueue.MessageId);
channel.SendAck(msg.DeliveryTag);
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: sent SecurityPrice Id: {securityPrice.SecurityPriceId}, NavDate: {securityPrice.NavDate}, Symbol: {securityPrice.Security.Symbol}, OpenPrice: {securityPrice.OpenPrice}, ClosePrice: {securityPrice.ClosePrice}");
return;
}
requestService.SetRequestStatus(session, requestFromDb, RequestStatus.Error);
channel.SendNack(msg.DeliveryTag);
return;
}
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: retrieving SecurityPrice from IEXCloud for NavDate {requestFromQueueNavDate}");
SymbolPrice symbolPrice = iexCloudRequestManager.GetSymbolPrice(requestFromQueueSymbol);
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: SecurityPrice from IEXCloud retrived - Symbol: {symbolPrice.symbol}, OpenPrice: {symbolPrice.open}, ClosePrice: {symbolPrice.close} ");
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: Saving SecurityPrice from IEXCloud");
SecurityPrice dbSecurityPrice = SaveSecurityPrice(session, symbolPrice, security, requestFromQueueNavDate);
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: SecurityPrice Id: {dbSecurityPrice.SecurityPriceId} saved");
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: Sending SecurityPrice Id: {dbSecurityPrice.SecurityPriceId}, NavDate: {dbSecurityPrice.NavDate}, Symbol: {dbSecurityPrice.Security.Symbol}, OpenPrice: {dbSecurityPrice.OpenPrice}, ClosePrice: {dbSecurityPrice.ClosePrice} on {Queues.SecurityPriceResponseQueue}");
PublishSecurityPrice(channel, dbSecurityPrice, requestFromQueue.MessageId);
logger.Log(LogLevel.Info, $"{securityPriceRequestLog}: SecurityPrice Id: {dbSecurityPrice.SecurityPriceId} on {Queues.SecurityPriceResponseQueue} sent");
requestService.SetRequestStatus(session, requestFromDb, RequestStatus.Done);
channel.SendAck(msg.DeliveryTag);
}
}
catch (JsonException jsonException)
{
logger.Log(LogLevel.Error, jsonException, jsonException.Message);
channel.SendAck(msg.DeliveryTag);
}
catch (Exception exception)
{
logger.Log(LogLevel.Error, exception, exception.Message);
channel.SendNack(msg.DeliveryTag);
}
}
private Entities.SecurityPrice SaveSecurityPrice(ISession session, SymbolPrice symbolPrice, Entities.Security security, DateTime navDate)
{
SecurityPrice securityPrice = securityPriceBuilder.BuildSecurityPrice(security, symbolPrice.open ?? 0, symbolPrice.close ?? 0, navDate);
return(securityPriceService.SaveSecurityPrice(session, securityPrice));
}
