private async Task HandleInstrument(Context context, MarketInstrument instrument, NotificationRule notificationRule)
{
// try get candles
var timePeriodInHours = notificationRule.TimePeriodInHours;
var interval = CandleInterval.FiveMinutes;
if (timePeriodInHours >= 12)
{
interval = CandleInterval.Hour;
}
var start = DateTime.UtcNow.AddHours(-2.5 * timePeriodInHours);
var end = DateTime.UtcNow;
var candles = await context.MarketCandlesAsync(instrument.Figi, start, end, interval);
if (candles.Candles.Count == 0)
{
Log.Debug($"No candles for {instrument.Ticker}\t{start:dd.MM.yy HH:mm} - {end:dd.MM.yy HH:mm}");
await Task.Delay(_sleepTime);
return;
}
// handle a candle with maximum timestamp
var lastCandle = candles.Candles.OrderByDescending(i => i.Time).First();
// try to find a previuos candle
var previousCandleTimestamp = lastCandle.Time.AddHours(-1 * timePeriodInHours);
var previousCandles = candles.Candles.Where(i => i.Time <= previousCandleTimestamp).ToList();
var attempNumber = 1;
//in case it is the start of the day then try to get the last price from the first previous working day
while (previousCandles.Count == 0)
{
start = previousCandleTimestamp.AddHours(-12 * attempNumber);
end = previousCandleTimestamp.AddHours(-12 * (attempNumber - 1));
Log.Debug($"Can not find a previous candle for {instrument.Ticker} for {end:dd.MM.yy HH:mm}");
Log.Debug($"Try to fetch candles for {instrument.Ticker} for {previousCandleTimestamp.AddHours(-12 * attempNumber):dd.MM.yy HH:mm} - {previousCandleTimestamp:dd.MM.yy HH:mm}");
previousCandles = (await context.MarketCandlesAsync(instrument.Figi,
start,
end,
interval)).Candles;
attempNumber++;
continue;
}
var firstCandle = previousCandles.OrderByDescending(i => i.Time).First();
if (notificationRule.IsActual(firstCandle.Close, lastCandle.Close))
{
await _sendNotification(notificationRule, instrument, firstCandle, lastCandle);
}
LogTicker(instrument, notificationRule, lastCandle, firstCandle);
}
private static void LogTicker(MarketInstrument instrument, NotificationRule notificationRule, CandlePayload lastCandle, CandlePayload firstCandle)
{
var priceChange = lastCandle.Close - firstCandle.Close;
var priceChangeInPercent = 100 * priceChange / firstCandle.Close;
var msg =
$"${instrument.Ticker} " +
$"{notificationRule.TimePeriodInHours}h / {priceChangeInPercent.ToString("F2")} % / {(priceChange >= 0 ? "+" : "")}{priceChange.ToString("F2")} {instrument.Currency} / " +
$"{firstCandle.Close} {instrument.Currency} -> {lastCandle.Close} {instrument.Currency} / " +
$"{firstCandle.Time:dd.MM.yyyy HH:mm} -> {lastCandle.Time:dd.MM.yyyy HH:mm}";
Log.Write(notificationRule.IsActual(firstCandle.Close, lastCandle.Close)
? Serilog.Events.LogEventLevel.Warning
: Serilog.Events.LogEventLevel.Information,
msg);
}
