protected override async Task DoWork(PairConfig config, CancellationToken stoppingToken)
{
_logger.LogTrace($"{Exchange.Description} Candles monitor is started");
while (!stoppingToken.IsCancellationRequested)
{
try
{
using (BinanceClient client = new BinanceClient())
{
DateTime now = DateTime.UtcNow;
IPeriodCode candlePeriod = config.Timeframe.HasValue ? PeriodCode.Create(config.Timeframe.Value) : DefaultCandleInterval;
WebCallResult <IEnumerable <BinanceKline> > klines = client.GetKlines(config.Symbol, candlePeriod.ToPeriodCode(), now.AddDays(-30), now, 500);
_logger.LogTrace($"Received candles from {Exchange.Description}");
List <Candle> candles = klines.Data.Select(x => x.ToCandle(config.Symbol, candlePeriod)).ToList();
foreach (Candle candle in candles)
{
await _candleProcessor.Create(candle);
}
}
await Task.Delay(TimeSpan.FromHours(1));
}
catch (Exception ex)
{
_logger.LogError($"{Exchange.Description} Candles service failed with message: {ex.Message}", ex);
}
}
}
private async Task SaveCandle(BinanceStreamKline kline, NatsClient natsClient)
{
if (kline.Final)
{
Candle candle = kline.ToCandle();
long? id = await _candlesProcessor.Create(candle);
_logger.LogTrace($"Saved candle from {Exchange.Description} - {candle.Symbol}");
await natsClient.PubAsJsonAsync(_settings.Value.CandlesQueueName, new Notification <Candle>() { Code = ActionCode.CREATED.Code, Payload = candle });
}
}