public void TestBfxTimes()
{
DateTime dt = CUtilTime.DateTimeFromUnixTimestampMillis(1518516579415);
if (dt != null)
{
System.Threading.Thread.Sleep(0);
}
}
public void Update(ResponseTrades[] rt)
{
for (int i = rt.Length - 1; i >= 0; i--)
{
ResponseTrades trade = rt[i];
Log(trade.ToString());
DateTime dtCreate = CUtilTime.DateTimeFromUnixTimestampMillis(
Convert.ToInt64(trade.MtsCreate));
if ((DateTime.UtcNow - dtCreate).TotalHours > _parHourOld)
{
continue;
}
if (_lst.Find(el => el.Id == trade.Id) == null) //not found
{
long botId = _client.GetBotIdBfxRest(trade.OrderId);
if (botId > 0)// botId found
{
CDBBfxTrades bfxTrade = new CDBBfxTrades
{
Id = trade.Id,
BotId = botId,
MtsCreate = trade.MtsCreate,
OrderId = trade.OrderId,
Pair = trade.Pair.Remove(0, 1),
ExecAmount = Convert.ToDecimal(trade.ExecAmount),
ExecPrice = Convert.ToDecimal(trade.ExecPrice),
Maker = trade.Maker,
Fee = Convert.ToDecimal(trade.Fee),
FeeCurrency = trade.FeeCurrency,
OrderPrice = Convert.ToDecimal(trade.OrderPrice),
DtCreate = dtCreate
};
_lst.Add(bfxTrade);
_client.DBCommunicator.QueueData(bfxTrade);
if (_lst.Count > 0)
{
if ((DateTime.UtcNow - _lst[0].DtCreate).TotalHours > _parHourOld)
{
_lst.RemoveAt(0);
Log(String.Format("Remove first. Count={0}", _lst.Count));
}
}
}
}
}
}
private void ProcessTradeExecute(string inpInstrWithPrefix, JArray jarrTe)
{
string instrument = CBfxUtils.RemoveFirstT(inpInstrWithPrefix);
int decimalVolume = GetDecimalVolume(instrument);
long lngMilis = (long)jarrTe[1];
decimal dcmlAmountRaw = (decimal)jarrTe[2];
decimal dcmlAmount = Math.Abs(dcmlAmountRaw);
decimal dcmlPrice = (decimal)jarrTe[3];
long amount = CUtilConv.GetIntVolume(dcmlAmount, decimalVolume);
//2018-02-22
//Amount is too small. Not possible to understand how it
//could be. Was seen on LTC. For now just ignore these trades
if (amount == 0)
{
return;
}
DateTime dt = CUtilTime.DateTimeFromUnixTimestampMillis(lngMilis);
CRawDeal rd = new CRawDeal {
Amount = amount,
Price = dcmlPrice,
Moment = dt
};
if (dcmlAmountRaw > 0)
{
rd.Id_ord_buy = 1;
}
else
{
rd.Id_ord_sell = 1;
}
_client.UpdateDeal(instrument, rd);
/* DateTime dtCurr = DateTime.Now;
* double ddt = (dtCurr - dt).TotalSeconds;
*
* if (ddt != 00)
* Thread.Sleep(0);
*
*/
}
/// <summary>
/// Calling on "te" (TradeExecute) bifinex events.
/// Ask UserOrderBoxCrypto to get botId based on OrderId.
/// If BotId found -do call Update if not do save to
/// _lstNotProcessedDeals for using this data later.
///
///
/// Call from CBitfinexWebSockConnector.ProcessUserTradeExecute
/// </summary>
/// <param name="rt"></param>
public void UpdateUserDeals(ResponseTrades rt)
{
Log("[UpdateUserDeals] " + rt.ToString());
EnmOrderDir dir = rt.ExecAmount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell;
string instrument = rt.Pair.Remove(0, 1); //remove 't'
//long iAmount = CUtilConv.GetIntVolume(Convert.ToDecimal(rt.ExecAmount), GetDecimalVolume(instrument));
decimal dcmlAmount = Convert.ToDecimal(rt.ExecAmount);
DateTime moment = CUtilTime.DateTimeFromUnixTimestampMillis(rt.MtsCreate);
int botId = _userOrderBoxCrypto.GetBotIdOfOrder(instrument, rt.OrderId);
if (botId > 0) //botId found
{
Log("[UpdateUserDeals] botId=" + botId);
_userDealsPosBoxCrypto.Update(rt.Id,
rt.OrderId,
instrument,
dir,
dcmlAmount,
botId,
Convert.ToDecimal(rt.ExecPrice),
moment,
rt.MtsCreate,
(decimal)rt.Fee);
//2018-06-13 common situation - remember that no fee
//to remove it if fee will be recieved and get from rest if not
if ((decimal)rt.Fee == 0)
{
lock (_lstDealsWithNoFee)
_lstDealsWithNoFee.Add(rt);
}
}
else //botId not found
{
//Write error for now (debugging). In the future - remove error msg.
Error("UpdateUserDeals. Bot id not found");
//Put to list of deals to process it later (on "tu")
_lstNotProcessedDeals.Add(rt);
//add 2018-05-24
AddDealNoBotId(rt);
// _lstDealsNoBotId.Add(rt);
}
}
public static void TestDateTime()
{
DateTime dt = DateTime.Now;
long ltm = CUtilTime.GetUnixTimestampMillis(dt) + 1;
if (ltm != null)
{
System.Threading.Thread.Sleep(0);
}
DateTime dt2 = CUtilTime.DateTimeFromUnixTimestampMillis(ltm);
if (CUtilTime.IsEqualTimesMillisAcc(dt, dt2)) //(DateTime.Equals(dt,dt2))//(dt == dt2)
{
System.Threading.Thread.Sleep(0);
}
}
public void Update(ResponseOrders [] ro)
{
//foreach (ResponseOrders order in ro)
for (int i = ro.Length - 1; i >= 0; i--)
{
ResponseOrders order = ro[i];
Log(order.ToString());
DateTime dtUpdate = CUtilTime.DateTimeFromUnixTimestampMillis(
Convert.ToInt64(order.MtsUpdate));
if ((DateTime.UtcNow - dtUpdate).TotalHours > _parHourOld)
{
continue;
}
lock (_lstOrders)
{
var res = _lstOrders.Find(el => el.Id == order.Id);
if (res == null) //not found do insert
{
CDBBfxOrder bfxOrder = new CDBBfxOrder
{
Id = Convert.ToInt64(order.Id),
Gid = Convert.ToInt64(order.Gid),
Symbol = order.Symbol.Remove(0, 1),
MtsCreate = Convert.ToInt64(order.MtsCreate),
MtsUpdate = Convert.ToInt64(order.MtsUpdate),
Amount = Convert.ToDecimal(order.Amount),
AmountOrig = Convert.ToDecimal(order.AmountOrig),
OrderStatus = order.OrderStatus,
Price = Convert.ToDecimal(order.Price),
PriceAvg = Convert.ToDecimal(order.PriceAvg),
DtCreate =
CUtilTime.DateTimeFromUnixTimestampMillis(
Convert.ToInt64(order.MtsCreate)),
DtUpdate = dtUpdate
};
_lstOrders.Add(bfxOrder);
_client.DBCommunicator.QueueData(bfxOrder);
Log(String.Format("Adding to id={0}", order.Id));
if (_lstOrders.Count > 0)
{
if ((DateTime.UtcNow - _lstOrders[0].DtUpdate).TotalHours > _parHourOld)
{
_lstOrders.RemoveAt(0);
Log(String.Format("Remove first. Count={0}", _lstOrders.Count));
}
}
}
else //found process upate
{
//TODO update
}
}
}
}
/// <summary>
/// Call when:
///
/// Trade update message triggered. Possible two cases:
///
/// 1) When we've not recieved trade execute message - do full update
/// 2) When we already recieved Trade execute message (TE) - just update fee
///
/// Call from:
///
/// CBitfinexWeebSockConnector.ProcessUserTradeUpdate
///
///
/// </summary>
/// <param name="rt"></param>
public void UpdateUserDealsLateUpd(ResponseTrades rt)
{
Log("[UpdateUserDealsLateUpd] " + rt.ToString());
EnmOrderDir dir = rt.ExecAmount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell; //TODO change to deal dir
EnmDealDir dealDir = rt.ExecAmount > 0 ? EnmDealDir.Buy : EnmDealDir.Sell; //TODO change to deal dir
string instrument = rt.Pair.Remove(0, 1); //remove 't'
decimal dcmlAmount = Convert.ToDecimal(rt.ExecAmount);
DateTime moment = CUtilTime.DateTimeFromUnixTimestampMillis(rt.MtsCreate);
int botId = _userOrderBoxCrypto.GetBotIdOfOrder(instrument, rt.OrderId);
//fee recieved no worry about "no fee" deals
if (rt.Fee != 0)
{
lock (_lstDealsWithNoFee)
{
_lstDealsWithNoFee.RemoveAll(el => el.Id == rt.Id);
}
}
//if deal is not processed by "trade execute message" yet -
//do full update.
bool bNotProcessedYet = (_lstNotProcessedDeals.Find(el => el.Id == rt.Id) != null);
//Deal was not processed yet - do full update
if (bNotProcessedYet)
{
if (botId > 0) //botId found
{
Log("[UpdateUserDealsLateUpd]. First processing deal. botId=" + botId);
_userDealsPosBoxCrypto.Update(rt.Id,
rt.OrderId,
instrument,
dir,
dcmlAmount,
botId,
Convert.ToDecimal(rt.ExecPrice),
moment,
rt.MtsCreate,
(decimal)rt.Fee);
//deal processed no need update it - do remove
_lstNotProcessedDeals.RemoveAll(el => el.Id == rt.Id);
}
else //botId not found - now having a REAL problem
{
Error("CAUTION ! UpdateUserDealsLateUpd. BotId not found !");
//2018-05-14 remember deals with no botId for future processing
//2018-05-24 refact to funct
AddDealNoBotId(rt);
}
}
//if deal has already processed by "trade execute message" just update fee data
else
{
Log("[UpdateUserDealsLateUpd] Update fee");
_userDealsPosBoxCrypto.UpdateFee(botId,
instrument,
rt.Id,
Math.Abs(Convert.ToDecimal(rt.Fee)),
dealDir
);
//TODO update fee if order if not found
}
}
private void CheckNotPorcessedTrades()
{
int parOffsetTimeHr = 3;
int parMaxOldDataSec = 20;
//strange logics may be remove in the future
foreach (var el in _lstNotProcessedDeals)
{
if (el.Fee == 0)
{
Log(String.Format("CheckNotPorcessedTrades Zero fee DealId={0}", el.Id));
DateTime dtDeal = CUtilTime.DateTimeFromUnixTimestampMillis(el.MtsCreate);
if ((DateTime.Now.AddHours(parOffsetTimeHr) - dtDeal).TotalSeconds > parMaxOldDataSec)
{
Error(String.Format("CheckNotPorcessedTrades Zero fee DealId ={0} dt={1}",
el.Id, //0
dtDeal //1
));
//2018-06-13 changed
//double fee = _tradeHistStor.GetFee(el.Pair, el.Id);
double fee = _tradeHistStorV2.GetFee(el.Pair, el.Id);
if (fee != 0)
{
el.Fee = fee;
UpdateUserDealsLateUpd(el);
Log("Fee was processed. Remove from _lstNotProcessedDeals");
_lstNotProcessedDeals.RemoveAll(deal => deal.Id == el.Id);
return;
}
else
{
Log("CheckNotPorcessedTrades. Fee not found or zero");
}
}
}
}
List <long> lstIdRemove = new List <long>();
lock (_lstDealsWithNoFee)
{
foreach (var el in _lstDealsWithNoFee)
{
Log(String.Format("Processing with no fee id={0}",
el.Id));
double fee = _tradeHistStorV2.GetFee(el.Pair, el.Id);
if (fee != 0)
{
el.Fee = fee;
Log(String.Format("Getting Fee from rest DealID={0} fee={1}",
el.Id, fee));
UpdateUserDealsLateUpd(el);
lstIdRemove.Add(el.Id);
}
else
{
Log("CheckNotPorcessedTrades. Fee not found or zero");
}
}
//remove all processed
foreach (var id in lstIdRemove)
{
Log(String.Format("Remove from _lstDealsWithNoFee DealID={0}", id));
_lstDealsWithNoFee.RemoveAll(deal => deal.Id == id);
}
}
}
/// <summary>
///
///
/// Algorithm is described here:
/// https://github.com/bitfinexcom/bitfinex-api-node/issues/153
/// </summary>
/// <param name="respOrders"></param>
/// <param name="orderAction"></param>
public void ProcessOrder(ResponseOrders respOrders, EnmOrderAction orderAction)
{
//TODO normal
string instrument = respOrders.Symbol.Remove(0, 1);
int decimalsOfVolume = _client.GetDecimalVolume(instrument);
//int iAmount = (int)Math.Abs(CUtilConv.GetIntVolume((decimal)respOrders.Amount, decimalsOfVolume));
//int iAmountOrig = (int)Math.Abs(CUtilConv.GetIntVolume((decimal)respOrders.AmountOrig, decimalsOfVolume));
decimal amount = Convert.ToDecimal(Math.Abs((double)respOrders.Amount));
decimal amountOrig = Convert.ToDecimal(Math.Abs((double)respOrders.AmountOrig));
//int iAmountRest = (int) CBfxUtils.GetIntVolume( Math.Abs((decimal)respOrders.AmountOrig) - Math.Abs((decimal)respOrders.Amount),decimalsOfVolume);
DateTime momentOrderCreate = CUtilTime.DateTimeFromUnixTimestampMillis((long)respOrders.MtsCreate);
DateTime momentOrderUpdate = CUtilTime.DateTimeFromUnixTimestampMillis((long)respOrders.MtsUpdate);
//check advance data in status field
//Could by like "Cancelled" or more complex "EXECUTED @ 10908.0(-0.0)
EnmBfxOrderStatus orderStatus = CBfxUtils.GetOrderStatus(respOrders.OrderStatus);
//common parametters same for all order update type
CRawOrdersLogStruct userOrdLogStruct = new CRawOrdersLogStruct
{
Id_ord = respOrders.Id,
Ext_id = (int)respOrders.Gid,
Price = Math.Abs((decimal)respOrders.Price),
// Amount = (int)iAmount,
// Amount_rest = iAmountRest,
Instrument = instrument,
Action = (sbyte)BfxOrdStatusToEnmOrderAction(orderStatus),
// Moment = momentOrderCreate
};
//case of add order
if (orderAction == EnmOrderAction.Added)
{
//2018-04-04 NOTE. Added order could be two cases:
//1) Jast Added limit order - we do use amount
//2) Put limit order by market and it is partialy filled - we alse do
// use amount as we initial order in bot with rest of order.
// One important thing - we do override Action from "Partialy filled" to "OrderAccepted"
userOrdLogStruct.Amount = amount;
userOrdLogStruct.Dir = respOrders.Amount > 0 ? (sbyte)EnmOrderDir.Buy : (sbyte)EnmOrderDir.Sell;
//Override to "OrderAccepted" for "partially filled" case
if (orderStatus == EnmBfxOrderStatus.PartiallyFilled)
{
userOrdLogStruct.Action = (sbyte)EnmOrderAction.Added;
}
_client.TriggerRecalculateBot(userOrdLogStruct.Ext_id,
userOrdLogStruct.Instrument,
EnmBotEventCode.OnOrderAccepted,
userOrdLogStruct);
//added 2018-06-06
//first process deal if exist
//old place of CheckForDealsWithNoBotId before 2018-08-03
CUserOrder userOrder = new CUserOrder
{
Amount = amount,
BotId = userOrdLogStruct.Ext_id,
Instrument = userOrdLogStruct.Instrument,
OrderActionLast = EnmOrderAction.Added,
OrderId = userOrdLogStruct.Id_ord,
Status = respOrders.OrderStatus
};
_userOrderLog.Update(userOrder);
//2018-06-03 move AFTER adding order (as is _userOrderLog later)
_client.CheckForDealsWithNoBotId(userOrdLogStruct.Id_ord, userOrdLogStruct.Ext_id);
_dbg.DBGProcessOrderAdded(userOrder);
}
//case of fully deleted order
else if (orderAction == EnmOrderAction.Deleted && orderStatus == EnmBfxOrderStatus.Canceled)
{
//just tell bot to cancell order
_client.TriggerRecalculateBot(userOrdLogStruct.Ext_id,
userOrdLogStruct.Instrument,
EnmBotEventCode.OnOrderCancel,
userOrdLogStruct);
//added 2018-05-13
//first process deal if exist
//old place of CheckForDealsWithNoBotId before 2018-08-03
//no order is not need even for "very late" update.
//2018-05-31 removed (user cancel before "te" and "tu"- having a problem)
//_userOrderLog.Delete(userOrdLogStruct.Ext_id,
// userOrdLogStruct.Instrument,
// userOrdLogStruct.Id_ord);
//2018-05-31 set order deleted
CUserOrder userOrder = new CUserOrder
{
Amount = amount,
BotId = userOrdLogStruct.Ext_id,
Instrument = userOrdLogStruct.Instrument,
OrderActionLast = EnmOrderAction.Deleted,
OrderId = userOrdLogStruct.Id_ord,
Status = respOrders.OrderStatus
};
_userOrderLog.Update(userOrder);
//2018-06-03 move AFTER adding order (as is _userOrderLog later)
_client.CheckForDealsWithNoBotId(userOrdLogStruct.Id_ord, userOrdLogStruct.Ext_id);
_dbg.DBGDeleted(userOrdLogStruct);
//TODO check not processed deals
}
//case of full or partial executed order
else if ((orderAction == EnmOrderAction.Deleted && orderStatus == EnmBfxOrderStatus.Executed) ||
//case of partial filled
(orderAction == EnmOrderAction.Update && orderStatus == EnmBfxOrderStatus.PartiallyFilled))
{
decimal amountUse = amountOrig - amount;
//check for partially filled
userOrdLogStruct.Dir = respOrders.AmountOrig > 0 ? (sbyte)EnmOrderDir.Buy : (sbyte)EnmOrderDir.Sell;
//2018-04-04 possible cases:
//1) Deleted and executed order by market when limit order was not set yet, on that case amount=0
// but as no order exist in BotBase.MonitorOrders - nothing happens
//2) Deal for order that exists, we do encrease amounts of orders on that case -NOT TESTED-
userOrdLogStruct.Amount = amount;
//first tell bot order deal
_client.TriggerRecalculateBot(userOrdLogStruct.Ext_id,
userOrdLogStruct.Instrument,
EnmBotEventCode.OnOrderDeal,
userOrdLogStruct);
//_userOrderTracker.Update(userOrdLogStruct.Ext_id, userOrdLogStruct.Id_ord, respOrders.OrderStatus);
//2018-06-13 the same as in all two other conditions
//old place of CheckForDealsWithNoBotId before 2018-08-03
EnmOrderAction ordActUse = EnmOrderAction.Unknown;
if (orderStatus == EnmBfxOrderStatus.Executed)
{
ordActUse = EnmOrderAction.Deal;
}
else if (orderStatus == EnmBfxOrderStatus.PartiallyFilled)
{
ordActUse = EnmOrderAction.PartialFilled;
}
CUserOrder userOrder = new CUserOrder
{
Amount = amount,
BotId = userOrdLogStruct.Ext_id,
Instrument = userOrdLogStruct.Instrument,
OrderActionLast = ordActUse,
OrderId = userOrdLogStruct.Id_ord,
Status = respOrders.OrderStatus
};
_userOrderLog.Update(userOrder);
_client.CheckForDealsWithNoBotId(userOrdLogStruct.Id_ord, userOrdLogStruct.Ext_id);
_dbg.DBGExecPartFilled(ordActUse, userOrder);
}
}
