public async Task InitializeCandles(int exchangeId)
{
using (var scope = _serviceProvider.GetRequiredService <IServiceScopeFactory>().CreateScope())
{
var marketRepo = scope.ServiceProvider.GetRequiredService <IMarketRepository>();
var candleChartRepo = scope.ServiceProvider.GetRequiredService <ICandleChartRepository>();
var exchangeAccessService = scope.ServiceProvider.GetRequiredService <IExchangeAccessService>();
var marketSymbols = this.GetMarketsNeeded();
foreach (var symbol in marketSymbols)
{
var market = await marketRepo.GetByCurrencyPairAsync(symbol.Value, symbol.Key, exchangeId);
if (market != null)
{
foreach (var period in CandlePeriod.List())
{
var existingCandleChart = await candleChartRepo.GetByCurrencyPairAsync(symbol.Value, symbol.Key, exchangeId, period);
if (existingCandleChart == null)
{
var toAdd = CandleChart.FromMarket(market, period);
candleChartRepo.Add(toAdd);
await candleChartRepo.UnitOfWork.SaveEntitiesAsync();
}
}
}
}
}
}
public async Task Handle(BacktestingTraceStartedIntegrationEvent @event)
{
try
{
var exchangeId = @event.ExchangeId;
var baseCurrency = @event.BaseCurrency;
var quoteCurrency = @event.QuoteCurrency;
//DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);
var from = @event.From;
var to = @event.To;
var result = new Dictionary <string, List <CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle> >();
foreach (var period in CandlePeriod.List())
{
var candleChart = await _candleChartRepository.GetByCurrencyPairAsync(baseCurrency, quoteCurrency, exchangeId, period);
if (candleChart != null)
{
var updatedChart = candleChart;
DateTime fromWithWarmingPeriod = from;
var oneCandleMinutes = CandlePeriodService.GetOneCandleMinutesByPeriod(period);
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-oneCandleMinutes);
if (@event.MinAmountOfCandles.TryGetValue(period.Name, out int warmingPeriod))
{
fromWithWarmingPeriod = fromWithWarmingPeriod.AddMinutes(-(oneCandleMinutes * warmingPeriod));
}
if (!candleChart.HasCompleteCandlesBetween(fromWithWarmingPeriod, to))
{
var candles = await this._exchangeAccessService.GetCandlesData(
exchangeId,
baseCurrency,
quoteCurrency,
period,
fromWithWarmingPeriod,
to);
foreach (var candle in candles)
{
candleChart.UpdateCandle(candle.Timestamp, candle.High, candle.Low, candle.Open, candle.Close, candle.Volume);
}
updatedChart = this._candleChartRepository.Update(candleChart);
await this._candleChartRepository.UnitOfWork.SaveEntitiesAsync();
}
var candlesData = updatedChart.GetCandles(fromWithWarmingPeriod, to);
var data = new List <CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle>();
foreach (var candle in candlesData)
{
data.Add(new CryptoTrading.Services.ExchangeAccess.API.Application.Models.Candle
{
Timestamp = candle.Timestamp,
Open = candle.Open,
Close = candle.Close,
High = candle.High,
Low = candle.Low,
Volume = candle.Volume
});
}
result.Add(period.Name, data);
}
}
await this._exchangeAccessIntegrationEventService.PublishThroughEventBusAsync(
new BacktestingDataCreatedIntegrationEvent(
@event.TraceId,
@event.InvestmentId,
@event.ExchangeId,
@event.BaseCurrency,
@event.QuoteCurrency,
@event.From.ToTimestamp(),
@event.To.ToTimestamp(),
result));
}
catch (Exception ex)
{
Console.WriteLine("Handle Integration Event: BacktestingTraceStartedIntegrationEvent.");
Console.WriteLine("Result: Failure.");
Console.WriteLine("Error Message: " + ex.Message);
}
}
