private void UpdateMarketRealTimeQuotes(string providerName, string marketName, string data)
{
Configs_Market marketConfigs = this.dbcontext.GetMarketConfig(marketName);
LOG.Log($">>> MARKET Configs: {marketConfigs.Name}|{marketConfigs.LastSync}|{marketConfigs.NextSync}|{marketConfigs.UTCOffset}|{marketConfigs.QuotesUpdatesActive}|");
DateTime date = DateTime.UtcNow.AddHours(marketConfigs.UTCOffset);
if (Configs_Market.QuoteUpdateAvailabe(marketConfigs, this.dbcontext.IsHoliday, date))
{
QuotesProvider quotesProvider = QuotesProvider.GetQuotesProviderInstance(providerName);
Tuple <List <IRealTimeQuote>, List <IHistoricalQuote> > quotes = quotesProvider.GetQuotesFromJson(data);
this.dbcontext.SaveRealTimeQuoteV1(quotes.Item1);
this.dbcontext.SaveHistoricalQuoteV1(quotes.Item2);
this.dbcontext.UpdateConfig($"{marketName}_LastSync", date.ToString());
}
this.dbcontext.UpdateConfig($"{marketName}_NextSync", date.AddMinutes(15).ToString());
}
public static bool QuoteUpdateAvailabe(Configs_Market marketConfig, Func <DateTime, string, bool> isHoliday, DateTime currentDate)
{
bool result = false;
if (marketConfig.QuotesUpdatesActive)
{
if (currentDate.DayOfWeek == DayOfWeek.Saturday || currentDate.DayOfWeek == DayOfWeek.Sunday)
{
result = false;
}
else if (marketConfig.NextSync <= currentDate)
{
if (!isHoliday(currentDate, marketConfig.Name))
{
int startHour = int.Parse(marketConfig.WorkHours.Split(';')[0].Split(':')[0]);
int startMinutes = int.Parse(marketConfig.WorkHours.Split(';')[0].Split(':')[1]);
int closeHour = int.Parse(marketConfig.WorkHours.Split(';')[1].Split(':')[0]);
int closeMinutes = int.Parse(marketConfig.WorkHours.Split(';')[1].Split(':')[1]);
if (currentDate.Hour < startHour)
{
result = false;
}
else if (currentDate.Hour == startHour && currentDate.Minute < startMinutes)
{
result = false;
}
else if (currentDate.Hour > closeHour)
{
result = false;
}
else if (currentDate.Hour == closeHour && currentDate.Minute > closeMinutes)
{
result = false;
}
else
{
result = true;
}
}
}
}
return(result);
}
public Configs_Market GetMarketConfig(string name)
{
Configs_Market market = new Configs_Market();
market.Name = name;
using (SqlConnection connection = new SqlConnection(this.configs.ConnectionString))
{
connection.Open();
string queryString = $"SELECT ConfigName, ConfigValue FROM Config WHERE ConfigName like '{name}_%'";
SqlCommand command = new SqlCommand(queryString, connection);
SqlDataReader reader = command.ExecuteReader();
while (reader.Read())
{
if (reader["ConfigName"].ToString().EndsWith("_LastSync"))
{
market.LastSync = DateTime.Parse(reader["ConfigValue"].ToString());
}
else if (reader["ConfigName"].ToString().EndsWith("_NextSync"))
{
market.NextSync = DateTime.Parse(reader["ConfigValue"].ToString());
}
else if (reader["ConfigName"].ToString().EndsWith("_UTCOffset"))
{
market.UTCOffset = int.Parse(reader["ConfigValue"].ToString());
}
else if (reader["ConfigName"].ToString().EndsWith("_QuotesUpdateActive"))
{
market.QuotesUpdatesActive = bool.Parse(reader["ConfigValue"].ToString());
}
else if (reader["ConfigName"].ToString().EndsWith("_WorkHours"))
{
market.WorkHours = reader["ConfigValue"].ToString();
}
else if (reader["ConfigName"].ToString().EndsWith("_QuoteProviderName"))
{
market.QuoteProviderName = reader["ConfigValue"].ToString();
}
}
reader.Close();
connection.Close();
}
return(market);
}
private void UpdateMarketRealTimeQuotes(string marketName)
{
LOG.Log($" >> {marketName} Starting - {DateTime.Now}");
Configs_Market marketConfigs = this.dbcontext.GetMarketConfig(marketName);
LOG.Log($" MARKET: {marketConfigs.Name}|{marketConfigs.LastSync}|{marketConfigs.NextSync}|{marketConfigs.UTCOffset}|{marketConfigs.QuotesUpdatesActive}|");
Configs_QuoteDataProvider dataproviderConfigs = this.dbcontext.GetQuoteDataProviderConfig(marketConfigs.QuoteProviderName);
LOG.Log($" QUOTES:{dataproviderConfigs.Name}|{dataproviderConfigs.APIToken}|{dataproviderConfigs.HistoricalURL}|{dataproviderConfigs.RealTimeURL}|");
List <mdlStock> stocks = this.dbcontext.GetMarketActiveStocks(marketName);
LOG.Log($" STOCKS: Count={stocks.Count}|");
DateTime date = DateTime.UtcNow.AddHours(marketConfigs.UTCOffset);
if (Configs_Market.QuoteUpdateAvailabe(marketConfigs, this.dbcontext.IsHoliday, date))
{
QuotesDataProvider quotesDataProvider = QuotesDataProvider.GetQuoteDataProvider(dataproviderConfigs, marketConfigs);
List <HistoricalQuoteDBModel> historical;
List <RealTimeQuoteDBModel> realtime = quotesDataProvider.GetRealTimeQuotes(stocks, date, this.dbcontext, out historical);
LOG.Log($" REALTIME: Count={realtime.Count}|");
LOG.Log($" HISTORICAL: Count={historical.Count}|");
this.dbcontext.SaveRealTimeQuote(realtime);
this.dbcontext.SaveHistoricalQuote(historical);
this.dbcontext.UpdateConfig($"{marketName}_LastSync", date.ToString());
}
this.dbcontext.UpdateConfig($"{marketName}_NextSync", date.AddMinutes(15).ToString());
if (date.Hour == 5)
{
string result = this.dbcontext.DeleteIntradiaryQuotes();
LOG.Log($" {result}");
}
LOG.Log($" << {marketName} End - {DateTime.Now}");
}
public static QuotesDataProvider GetQuoteDataProvider(Configs_QuoteDataProvider dataproviderConfigs, Configs_Market marketConfigs)
{
if (marketConfigs.QuoteProviderName == "EOD")
{
return(new QuotesDataProvider_EOD(dataproviderConfigs, marketConfigs));
}
if (marketConfigs.QuoteProviderName == "BOLSAR")
{
return(new QuotesDataProvider_BOLSAR(dataproviderConfigs, marketConfigs));
}
return(null);
}
protected QuotesDataProvider(Configs_QuoteDataProvider dataproviderConfigs, Configs_Market marketConfigs)
{
this.MarketConfigs = marketConfigs;
this.QuoteDataProviderConfigs = dataproviderConfigs;
}
public QuotesDataProvider_BOLSAR(Configs_QuoteDataProvider dataproviderConfigs, Configs_Market marketConfigs) : base(dataproviderConfigs, marketConfigs)
{
}