public async Task ImportAllMinutePairCandles(string fromSymbol, string toSymbol, string exchange)
{
ExchangePair pair = await _coreDBContext.Pairs
.FirstOrDefaultAsync(x =>
x.CurrencyTo.Symbol == toSymbol &&
x.CurrencyFrom.Symbol == fromSymbol &&
x.Exchange.Name == exchange);
if (pair != null)
{
var command = new HistoricalCandleCommand
{
Exchange = exchange,
FromSymbol = fromSymbol,
ToSymbol = toSymbol,
Period = AlphaVantageHistoricalPeriod.OneMinute
};
var commandResult = await _cryptoCompareGateway.HistoricalCandle(command);
if (commandResult?.IsSuccess == true && commandResult.Content.Count > 0)
{
List <Candle> candles = _mapper.Map <List <Candle> >(commandResult.Content);
candles.ForEach(c => c.ExchangePairId = pair.Id);
if (candles?.Count > 0)
{
await _coreDBContext.AddRangeAsync(candles);
await _coreDBContext.SaveChangesAsync();
}
}
}
}
public async Task <CommandResult <List <CandleDTO> > > HistoricalCandle(HistoricalCandleCommand command)
{
var request = new HistoricalCandleRequest(_defaultRequest)
{
FromSymbol = command.FromSymbol,
ToSymbol = command.ToSymbol,
Exchange = command.Exchange,
ToTimeStamp = command.BeforeTimestamp ?? DateTime.Now.ToUnixTimeStamp(),
Limit = command.Limit
};
CommandResult <List <CandleDTO> > response = null;
switch (command.Period)
{
case AlphaVantageHistoricalPeriod.OneMinute:
{
response = await _minuteCandleUseCase.Execute(request, _uriBuilder);
break;
}
case AlphaVantageHistoricalPeriod.Hour:
{
response = await _hourlyCandleUseCase.Execute(request, _uriBuilder);
break;
}
case AlphaVantageHistoricalPeriod.Day:
{
response = await _dailyCandleUseCase.Execute(request, _uriBuilder);
break;
}
}
return(response);
}
public async Task <CommandResult <List <CandleDTO> > > HistoricalData([FromQuery] HistoricalCandleCommand command)
{
var result = await _cryptoCompareGateway.HistoricalCandle(command);
return(result);
}
public async Task ImportAllMinutePairCandles_Old(string fromSymbol, string toSymbol, string exchange)
{
if (string.IsNullOrEmpty(fromSymbol) == false && string.IsNullOrEmpty(toSymbol) == false && string.IsNullOrEmpty(exchange) == false)
{
ExchangePair pair = await _coreDBContext.Pairs
.FirstOrDefaultAsync(x =>
x.CurrencyTo.Symbol == toSymbol &&
x.CurrencyFrom.Symbol == fromSymbol &&
x.Exchange.Name == exchange);
bool isActive = true;
if (pair != null)
{
int currentRequestNumber = 0;
int maxRequestNumber = 10000;
long currentTimestamp = DateTime.Now.ToUnixTimeStamp();
List <Candle> candles = new List <Candle>(2000);
while (isActive && currentRequestNumber < maxRequestNumber)
{
long interval = 60;
//var result = await _cryptoCompareGateway.MinuteCandle(fromSymbol, toSymbol, exchange, currentTimestamp, 3);
var command = new HistoricalCandleCommand
{
FromSymbol = fromSymbol,
ToSymbol = toSymbol,
Exchange = exchange,
BeforeTimestamp = currentTimestamp,
Limit = 3,
Period = AlphaVantageHistoricalPeriod.OneMinute
};
var result = await _cryptoCompareGateway.HistoricalCandle(command);
if (result?.IsSuccess == true)
{
List <CandleDTO> candleDTOs = result?.Content;
currentRequestNumber++;
candles.Clear();
if (candleDTOs?.Count > 0)
{
if (currentRequestNumber > 1)
{
candleDTOs = candleDTOs.Take(candleDTOs.Count - 1).ToList();
}
foreach (var candleDTO in candleDTOs)
{
Candle candle = _mapper.Map <Candle>(candleDTO);
candle.ExchangePairId = pair.Id;
candle.TimeClose = candle.TimeOpen + interval;
candle.Interval = interval;
candles.Add(candle);
}
currentTimestamp = candleDTOs.First().Time;
try
{
var dif = _coreDBContext.Candles
.Include(x => x.ExchangePair)
.AsEnumerable()
.Where(c => c.ExchangePairId == pair.Id && candles.Any(x => x.TimeOpen == c.TimeOpen && x.TimeClose == c.TimeClose))
.ToList();
await _coreDBContext.AddRangeAsync(candles);
await _coreDBContext.SaveChangesAsync();
_logger.Information($"Load {candles.Count} candles for {fromSymbol}-{toSymbol} from {exchange}");
}
catch (DbUpdateException ex)
{
_logger.Error(ex.GetBaseException(), ex?.InnerException?.Message ?? ex.Message);
}
catch (InvalidOperationException ex)
{
var dif = _coreDBContext.Candles
.Include(x => x.ExchangePair)
.AsEnumerable()
.Where(c => c.ExchangePairId == pair.Id && candles.Any(x => x.TimeOpen == c.TimeOpen && x.TimeClose == c.TimeClose))
.ToList();
//var c = candles.GroupBy(x => new { x.TimeOpen, x.TimeClose, x.PairId }).ToArray().Count();
_logger.Error(ex, "");
}
catch (Exception ex)
{
//var c = candles.GroupBy(x => new { x.TimeOpen, x.TimeClose, x.PairId }).ToArray().Count();
_logger.Error(ex, "");
}
}
else
{
isActive = false;
}
}
}
}
else
{
//пара отсутствует на бирже
}
}
}