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($"{Exchange.Description} Candles service failed with message: {ex.Message}", ex);
}
}
}
public static KlineInterval ToPeriodCode(this IPeriodCode period)
{
if (period == (IPeriodCode)PeriodCode.MINUTE)
{
return(KlineInterval.OneMinute);
}
else if (period == (IPeriodCode)PeriodCode.FIVE_MINUTES)
{
return(KlineInterval.FiveMinutes);
}
else if (period == (IPeriodCode)PeriodCode.QUARTER_HOUR)
{
return(KlineInterval.FifteenMinutes);
}
else if (period == (IPeriodCode)PeriodCode.HALF_HOUR)
{
return(KlineInterval.ThirtyMinutes);
}
else if (period == (IPeriodCode)PeriodCode.HOUR)
{
return(KlineInterval.OneHour);
}
else if (period == (IPeriodCode)PeriodCode.FOUR_HOUR)
{
return(KlineInterval.FourHour);
}
else if (period == (IPeriodCode)PeriodCode.DAY)
{
return(KlineInterval.OneDay);
}
throw new Exception($"Not supported perion {period.ToString()}");
}
public static Candle ToCandle(this BinanceKline kline, string symbol, IPeriodCode period)
{
Candle candle = new Candle();
candle.ExchangeCode = ExchangeCode.BINANCE.Code;
candle.Symbol = symbol;
candle.OpenTime = kline.OpenTime;
candle.Open = kline.Open;
candle.CloseTime = kline.CloseTime;
candle.Close = kline.Close;
candle.High = kline.High;
candle.Low = kline.Low;
candle.Volume = kline.Volume;
candle.NumberOfTrades = kline.TradeCount;
candle.PeriodCode = period.Code;
candle.Time = new DateTime(kline.OpenTime.Year, kline.OpenTime.Month, kline.OpenTime.Day, kline.OpenTime.Hour, kline.OpenTime.Minute, 0);
return(candle);
}
protected override async Task DoWork(PairConfig pair, CancellationToken stoppingToken)
{
_logger.LogInformation($"{Exchange.Description} Candles worker is started");
IPeriodCode candlePeriod = pair.Timeframe.HasValue ? PeriodCode.Create(pair.Timeframe.Value) : DefaultCandleInterval;
while (!stoppingToken.IsCancellationRequested)
{
try
{
using (BinanceSocketClient client = new BinanceSocketClient())
{
ConnectionInfo cnInfo = new ConnectionInfo(_settings.Value.BusConnectionString);
using (NatsClient natsClient = new NatsClient(cnInfo))
{
if (!natsClient.IsConnected)
{
natsClient.Connect();
}
CallResult <UpdateSubscription> successKline = client.SubscribeToKlineUpdates(pair.Symbol, candlePeriod.ToPeriodCode(), async(data) =>
{
await SaveCandle(data.Data, natsClient);
});
successKline.Data.ConnectionLost += () => { _logger.LogError($"Connection to {Exchange} is lost"); };
successKline.Data.ConnectionRestored += (data) => { _logger.LogError($"Connection to {Exchange} is Restored"); };
while (!stoppingToken.IsCancellationRequested)
{
}
natsClient.Disconnect();
await client.Unsubscribe(successKline.Data);
}
}
}
catch (Exception ex)
{
_logger.LogError($"{Exchange.Description} Candles service failed with message: {ex.Message}", ex);
}
}
}
