/// <summary>
/// Perform extraction of trading data, write results in csv
/// </summary>
internal async Task Extract()
{
if (_paused)
{
return;
}
var now = DateTime.Now;
IEnumerable <Trade> trades = null;
try
{
trades = await _tradingService.GetTradesAsync(now);
}
catch (Exception ex)
{
Log(ex.Message);
//cant miss extract
Log($"Repeating extract in {_serviceErrorDelay} ms");
var worker = new BackgroundWorker();
worker.DoWork += async delegate
{
Thread.Sleep(_serviceErrorDelay);
await Extract();
worker.Dispose();
};
worker.RunWorkerAsync();
}
if (trades == null)
{
return;
}
try
{
var aggregations = AggregateTrades(trades);
if (aggregations.Count != 24)
{
Log("Amount of periods is not 24");
}
var lines = PrepareOutput(aggregations);
//write to csv
_csvWriter.Dump($"{now.ToString("yyyyMMdd_HHmm")}.csv", lines);
}
catch (Exception ex)
{
Log(ex.Message);
}
}
