public async Task <IEnumerable <CandleModel> > ImportCandlesAsync(string tradingPair, int intervalInHour, CandlePeriod candlePeriod)
{
var candles = new List <CandleModel>();
var remainedHours = intervalInHour % 24;
var initDateTime = DateTimeOffset.UtcNow.AddHours(-1 * intervalInHour);
for (int i = 0; i < intervalInHour / 24; i++)
{
var startDateTime = initDateTime.AddDays(i);
var endDateTime = initDateTime.AddDays(i + 1);
candles.AddRange(await _exchangeProvider.GetCandlesAsync(tradingPair, candlePeriod, startDateTime.ToUnixTimeSeconds(), endDateTime.ToUnixTimeSeconds()));
Console.WriteLine($"Iteration: {i}; StartDt: {startDateTime}; EndDt: {endDateTime}; Total count: {candles.Count}");
}
if (remainedHours > 0)
{
candles.AddRange(await _exchangeProvider.GetCandlesAsync(tradingPair, candlePeriod, DateTimeOffset.UtcNow.AddHours(-1 * remainedHours).ToUnixTimeSeconds(), null));
}
await _candleDbRepository.SaveCandleAsync(tradingPair, Mapper.Map <List <CandleDto> >(candles));
return(candles);
}
public async Task StartTradingAsync(string tradingPair, CandlePeriod candlePeriod, CancellationToken cancellationToken)
{
_cancellationToken = cancellationToken;
_tradingPair = tradingPair;
_delayInMilliseconds = (int)candlePeriod * _delayInMilliseconds;
var lastSince = GetSinceUnixTime(candlePeriod);
var lastScanId = _candleRepository.GetLatestScanId();
CandleModel currentCandle = null;
if (_strategy.DelayInCandlePeriod > 1)
{
await ExecutePastCandleCheck(tradingPair, candlePeriod, lastScanId);
}
while (!cancellationToken.IsCancellationRequested)
{
var startWatcher = new Stopwatch();
startWatcher.Start();
var candles = await _exchangeProvider.GetCandlesAsync(tradingPair, candlePeriod, lastSince, lastSince + (int)candlePeriod * 60);
var candlesList = candles.ToList();
if (candlesList.Count == 1)
{
currentCandle = candlesList.Last();
if (!_isSetFirstPrice)
{
_userBalanceService.FirstPrice = currentCandle;
_isSetFirstPrice = true;
}
var trendDirection = await _strategy.CheckTrendAsync(tradingPair, currentCandle);
await _candleRepository.SaveCandleAsync(tradingPair, Mapper.Map <List <CandleDto> >(new List <CandleModel> {
currentCandle
}), lastScanId);
_lastTrendDirection = trendDirection;
if (trendDirection == TrendDirection.Long)
{
await BuyAsync(currentCandle);
}
else if (trendDirection == TrendDirection.Short)
{
await SellAsync(currentCandle);
}
}
else
{
Console.WriteLine($"DateTs: {DateTimeOffset.FromUnixTimeSeconds(lastSince):s}; Trend: [NO TRADES]; Close price: [NO TRADES]; Volumen: [NO TRADES]; Elapsed time: {startWatcher.ElapsedMilliseconds} ms");
}
var utcNow = DateTime.UtcNow;
var delayStartInSeconds = (int)candlePeriod * 60 - utcNow.Minute % (int)candlePeriod * 60 - utcNow.Second;
// ReSharper disable once MethodSupportsCancellation
await Task.Delay(delayStartInSeconds * 1000);
lastSince += (int)candlePeriod * 60;
startWatcher.Stop();
}
if (cancellationToken.IsCancellationRequested)
{
if (currentCandle != null)
{
_userBalanceService.LastPrice = currentCandle;
if (_lastTrendDirection == TrendDirection.Long)
{
// ReSharper disable once MethodSupportsCancellation
SellAsync(currentCandle).Wait();
}
}
}
}