public static void Update(UpdateNavsParam p_updateParam)
{
Utils.Logger.Info($"UpdateNavsService.Update()");
DateTime etNow = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow);
if (etNow.IsWeekend())
{
return;
}
Dictionary <GatewayId, uint> GatewayId2SubTableId = new Dictionary <GatewayId, uint>()
{
{ GatewayId.GyantalMain, 1 }, { GatewayId.CharmatMain, 2 }, { GatewayId.DeBlanzacMain, 3 }
};
foreach (var gw2SubTableId in GatewayId2SubTableId)
{
GatewayId gatewayId = gw2SubTableId.Key;
List <BrAccSum>?accSums = BrokersWatcher.gWatcher.GetAccountSums(gatewayId);
if (accSums == null)
{
continue;
}
var navRounded = accSums.GetValue(AccountSummaryTags.NetLiquidation);
UpdateAssetInDb(p_updateParam, new AssetId32Bits(AssetType.BrokerNAV, gw2SubTableId.Value), navRounded);
}
}
public static void SetTimer(UpdateNavsParam p_state)
{
DateTime etNow = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow);
DateTime targetTimeEt = new DateTime(etNow.Year, etNow.Month, etNow.Day, 16, 1, 0); // 1 minute after market close to avoid too busy periods when VirtualBroker trades happen or when IB is busy
TimeSpan tsTillTarget = targetTimeEt - etNow;
if (tsTillTarget < TimeSpan.FromSeconds(10)) // if negative timespan or too close to targetTime, it means etNow is after target time. Then target next day.
{
targetTimeEt = targetTimeEt.AddDays(1);
targetTimeEt = new DateTime(targetTimeEt.Year, targetTimeEt.Month, targetTimeEt.Day, 16, 1, 0);
tsTillTarget = targetTimeEt - etNow;
}
Utils.Logger.Info($"UpdateNavsService next targetdate: {targetTimeEt.ToSqDateTimeStr()} ET");
if (g_updateTimer == null)
{
// g_updateTimer = new System.Threading.Timer(new TimerCallback(Timer_Elapsed), p_state, TimeSpan.FromMilliseconds(1*1000), TimeSpan.FromMilliseconds(-1.0)); // first time: start almost immediately
g_updateTimer = new System.Threading.Timer(new TimerCallback(Timer_Elapsed), p_state, tsTillTarget, TimeSpan.FromMilliseconds(-1.0)); // first time: start almost immediately
}
else
{
g_updateTimer.Change(tsTillTarget, TimeSpan.FromMilliseconds(-1.0)); // runs only once per day
}
}
private static void UpdateAssetInDb(UpdateNavsParam p_updateParam, AssetId32Bits p_assetId, double p_todayNav)
{
var dailyNavStr = p_updateParam.Db !.GetAssetQuoteRaw(p_assetId); // "D/C" for Date/Closes: "D/C,20090102/16461,20090105/16827,..."
int iFirstComma = dailyNavStr !.IndexOf(',');
string formatString = dailyNavStr.Substring(0, iFirstComma); // "D/C" for Date/Closes
if (formatString != "D/C")
{
return;
}
int nearestIntValue = (int)Math.Round(p_todayNav, MidpointRounding.AwayFromZero); // 0.5 is rounded to 1, -0.5 is rounded to -1. Good.
// var dailyNavStrSplit = dailyNavStr.Substring(iFirstComma + 1, dailyNavStr.Length - (iFirstComma + 1)).Split(',', StringSplitOptions.RemoveEmptyEntries);
// DateOnly[] dates = dailyNavStrSplit.Select(r => new DateOnly(Int32.Parse(r.Substring(0, 4)), Int32.Parse(r.Substring(4, 2)), Int32.Parse(r.Substring(6, 2)))).ToArray();
// double[] unadjustedClosesNav = dailyNavStrSplit.Select(r => Double.Parse(r.Substring(9))).ToArray();
//unadjustedClosesNav[dates.Length - 1] = todayNav; // update the last item.
int iLastComma = dailyNavStr.LastIndexOf(',');
string lastRecord = dailyNavStr.Substring(iLastComma + 1);
DateTime lastDate = Utils.FastParseYYYYMMDD(lastRecord.Substring(0, 8));
DateTime todayEt = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow).Date;
int lengthToUseFromOld = dailyNavStr.Length;
if (lastDate == todayEt) // if updater runs twice a day, last item is the today already. Remove the last item from the old string.
{
lengthToUseFromOld = iLastComma;
}
// dailyNavStr = dailyNavStr.Substring(0, lengthToUseFromOld);
var useFromOldSg = new StringSegment(dailyNavStr, 0, lengthToUseFromOld); // StringSegment doesn't duplicate the long string
string newDailyNavStr = useFromOldSg + $",{todayEt.ToString("yyyyMMdd")}/{nearestIntValue}"; // append last record at end
p_updateParam.Db !.SetAssetQuoteRaw(p_assetId, newDailyNavStr);
}
