public IEnumerable <CandleBidAsk> GetLastCandlesBidAskHistoryDesc(string brokerId, string symbol, int count, CandleType type)
{
var now = DateTime.UtcNow;
var day = new DateTime(now.Year, now.Month, now.Day);
var to = now.AddYears(-10);
var index = 0;
var reader = GetReaderBidAsk(brokerId, type);
while (index < count && day > to)
{
var data = reader.Get(CandleBidAskNoSql.GeneratePartitionKey(symbol, day));
if (data != null)
{
foreach (var item in data.Select(e => e.Candle).OrderByDescending(e => e.DateTime))
{
index++;
yield return(item);
if (index >= count)
{
break;
}
}
}
day = day.AddDays(-1);
}
}
public IEnumerable <CandleBidAsk> GetCandlesBidAskHistoryDesc(string brokerId, string symbol, DateTime from, DateTime to, CandleType type)
{
var reader = GetReaderBidAsk(brokerId, type);
var day = new DateTime(to.Year, to.Month, to.Day);
var end = from.AddDays(-1);
while (day >= end)
{
var data = reader.Get(CandleBidAskNoSql.GeneratePartitionKey(symbol, day),
entity => entity.Candle.DateTime >= from && entity.Candle.DateTime <= to);
if (data != null)
{
foreach (var item in data.Select(e => e.Candle).OrderByDescending(e => e.DateTime))
{
yield return(item);
}
}
day = day.AddDays(-1);
}
}
public IMyNoSqlServerDataWriter <CandleBidAskNoSql> GetWriter(string brokerId, CandleType type)
{
if (type == CandleType.Minute)
{
if (_minuteWriterByBroker.TryGetValue(brokerId, out var writer))
{
return(writer);
}
writer = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameMinute(brokerId), true);
_minuteWriterByBroker[brokerId] = writer;
return(writer);
}
if (type == CandleType.Hour)
{
if (_hourWriterByBroker.TryGetValue(brokerId, out var writer))
{
return(writer);
}
writer = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameHour(brokerId), true);
_hourWriterByBroker[brokerId] = writer;
return(writer);
}
if (type == CandleType.Day)
{
if (_dayWriterByBroker.TryGetValue(brokerId, out var writer))
{
return(writer);
}
writer = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameDay(brokerId), true);
_dayWriterByBroker[brokerId] = writer;
return(writer);
}
if (type == CandleType.Month)
{
if (_monthWriterByBroker.TryGetValue(brokerId, out var writer))
{
return(writer);
}
writer = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameMonth(brokerId), true);
_monthWriterByBroker[brokerId] = writer;
return(writer);
}
throw new Exception($"Unknown candle type {type}");
}
private async Task DoProcess()
{
try
{
while (!_token.IsCancellationRequested)
{
try
{
foreach (var pair in _brokers.ToList())
{
var brokerId = pair.Key;
var symbol = pair.Value;
var writerBidAsk = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleBidAskNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleBidAskNoSql.TableNameMinute(brokerId), true);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 1).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 2).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 3).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 4).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 5).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 6).Date), 0);
await writerBidAsk.CleanAndKeepMaxRecords(CandleBidAskNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 7).Date), 0);
var writerTrade = new MyNoSqlServer.DataWriter.MyNoSqlServerDataWriter <CandleTradeNoSql>(
Program.ReloadedSettings(model => model.MyNoSqlWriterUrl),
CandleTradeNoSql.TableNameMinute(brokerId), true);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 1).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 2).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 3).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 4).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 5).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 6).Date), 0);
await writerTrade.CleanAndKeepMaxRecords(CandleTradeNoSql.GeneratePartitionKey(symbol, DateTime.UtcNow.AddDays(-Program.Settings.DaysToKeepMinutes - 7).Date), 0);
_logger.LogInformation("Cleanup minutes for broker: {brokerId} and symbol: {symbol}", brokerId, symbol);
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Cannot cleanup minutes");
}
await Task.Delay(TimeSpan.FromHours(1), _token.Token);
}
}
catch (Exception)
{ }
}
private void RegisterNoSqlClient(string brokerId)
{
MyNoSqlTcpClient client;
lock (_gate)
{
if (_myNoSqlSubscriberByBroker.TryGetValue(brokerId, out client))
{
return;
}
client = new MyNoSqlTcpClient(_getMyNoSqlHostPort, $"{_appName}-{brokerId}");
_minuteBidAskReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleBidAskNoSql>(client, CandleBidAskNoSql.TableNameMinute(brokerId));
_hourBidAskReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleBidAskNoSql>(client, CandleBidAskNoSql.TableNameHour(brokerId));
_dayBidAskReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleBidAskNoSql>(client, CandleBidAskNoSql.TableNameDay(brokerId));
_monthBidAskReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleBidAskNoSql>(client, CandleBidAskNoSql.TableNameMonth(brokerId));
_minuteTradeReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleTradeNoSql>(client, CandleTradeNoSql.TableNameMinute(brokerId));
_hourTradeReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleTradeNoSql>(client, CandleTradeNoSql.TableNameHour(brokerId));
_dayTradeReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleTradeNoSql>(client, CandleTradeNoSql.TableNameDay(brokerId));
_monthTradeReaderByBroker[brokerId] = new MyNoSqlReadRepository <CandleTradeNoSql>(client, CandleTradeNoSql.TableNameMonth(brokerId));
_myNoSqlSubscriberByBroker[brokerId] = client;
}
client.Start();
//todo: use wait initialization
var index = 0;
while (index < 50)
{
if (_minuteBidAskReaderByBroker[brokerId].Count() > 0 &&
_hourBidAskReaderByBroker[brokerId].Count() > 0 &&
_dayBidAskReaderByBroker[brokerId].Count() > 0 &&
_monthBidAskReaderByBroker[brokerId].Count() > 0 &&
_minuteTradeReaderByBroker[brokerId].Count() > 0 &&
_hourTradeReaderByBroker[brokerId].Count() > 0 &&
_dayTradeReaderByBroker[brokerId].Count() > 0 &&
_monthTradeReaderByBroker[brokerId].Count() > 0)
{
break;
}
Thread.Sleep(100);
index++;
}
}