private static void Display(SymbolStatistics statsistics)
{
lock (_sync)
{
_statistics[statsistics.Symbol] = statsistics;
if (_displayTask.IsCompleted)
{
// Delay to allow multiple data updates between display updates.
_displayTask = Task.Delay(100)
.ContinueWith(_ =>
{
SymbolStatistics[] latestStatistics;
lock (_sync)
{
latestStatistics = _statistics.Values.ToArray();
}
Console.SetCursorPosition(0, 0);
foreach (var stats in latestStatistics)
{
Console.WriteLine($" 24-hour statistics for {stats.Symbol}:");
Console.WriteLine($" %: {stats.PriceChangePercent:0.00} | O: {stats.OpenPrice:0.00000000} | H: {stats.HighPrice:0.00000000} | L: {stats.LowPrice:0.00000000} | V: {stats.Volume:0.}");
Console.WriteLine($" Bid: {stats.BidPrice:0.00000000} | Last: {stats.LastPrice:0.00000000} | Ask: {stats.AskPrice:0.00000000} | Avg: {stats.WeightedAveragePrice:0.00000000}");
Console.WriteLine();
}
Console.WriteLine(_message);
});
}
}
}
public void Equality()
{
var symbol = Symbol.BTC_USDT;
var period = TimeSpan.FromHours(24);
const decimal priceChange = 50;
const decimal priceChangePercent = 1;
const decimal weightedAveragePrice = 5001;
const decimal previousClosePrice = 4900;
const decimal lastPrice = 5000;
const decimal lastQuantity = 1;
const decimal bidPrice = 4995;
const decimal bidQuantity = 2;
const decimal askPrice = 5005;
const decimal askQuantity = 3;
const decimal openPrice = 4950;
const decimal highPrice = 5025;
const decimal lowPrice = 4925;
const decimal volume = 100000;
const decimal quoteVolume = 200000;
var openTime = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
var closeTime = openTime.AddHours(24);
const long firstTradeId = 123456;
const long lastTradeId = 234567;
const long tradeCount = lastTradeId - firstTradeId + 1;
var stats = new SymbolStatistics(symbol, period, priceChange, priceChangePercent, weightedAveragePrice, previousClosePrice, lastPrice, lastQuantity, bidPrice, bidQuantity, askPrice, askQuantity, openPrice, highPrice, lowPrice, volume, quoteVolume, openTime, closeTime, firstTradeId, lastTradeId, tradeCount);
var serializer = new SymbolStatisticsSerializer();
var json = serializer.Serialize(stats);
var other = serializer.Deserialize(json);
Assert.True(stats.Equals(other));
}
private void InitializeSymbolStatisticsList()
{
symbolStatisticsList = new List <SymbolStatistics>();
SymbolStatistics symbolA = new SymbolStatistics();
symbolA.InputFileBitsLength = 8;
symbolA.OutputFileBitsLength = 2;
symbolA.Probability = 0.2;
symbolStatisticsList.Add(symbolA);
SymbolStatistics symbolB = new SymbolStatistics();
symbolB.InputFileBitsLength = 8;
symbolB.OutputFileBitsLength = 2;
symbolB.Probability = 0.3;
symbolStatisticsList.Add(symbolB);
SymbolStatistics symbolC = new SymbolStatistics();
symbolC.InputFileBitsLength = 8;
symbolC.OutputFileBitsLength = 2;
symbolC.Probability = 0.5;
symbolStatisticsList.Add(symbolC);
}
private Interface.Model.SymbolStats NewSymbolStats(SymbolStatistics s)
{
return(new Interface.Model.SymbolStats
{
FirstTradeId = s.FirstTradeId,
CloseTime = s.CloseTime,
OpenTime = s.OpenTime,
QuoteVolume = s.QuoteVolume,
Volume = s.Volume,
LowPrice = s.LowPrice,
HighPrice = s.HighPrice,
OpenPrice = s.OpenPrice,
AskQuantity = s.AskQuantity,
AskPrice = s.AskPrice,
BidQuantity = s.BidQuantity,
BidPrice = s.BidPrice,
LastQuantity = s.LastQuantity,
LastPrice = s.LastPrice,
PreviousClosePrice = s.PreviousClosePrice,
WeightedAveragePrice = s.WeightedAveragePrice,
PriceChangePercent = s.PriceChangePercent,
PriceChange = s.PriceChange,
Period = s.Period,
Symbol = s.Symbol,
LastTradeId = s.LastTradeId,
TradeCount = s.TradeCount
});
}
public virtual string Serialize(SymbolStatistics statistics)
{
Throw.IfNull(statistics, nameof(statistics));
var jObject = new JObject
{
new JProperty(KeySymbol, statistics.Symbol),
new JProperty(KeyPriceChange, statistics.PriceChange.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyPriceChangePercent, statistics.PriceChangePercent.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyWeightedAveragePrice, statistics.WeightedAveragePrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyPreviousClosePrice, statistics.PreviousClosePrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyLastPrice, statistics.LastPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyLastQuantity, statistics.LastQuantity.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyBidPrice, statistics.BidPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyBidQuantity, statistics.BidQuantity.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyAskPrice, statistics.AskPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyAskQuantity, statistics.AskQuantity.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyOpenPrice, statistics.OpenPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyHighPrice, statistics.HighPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyLowPrice, statistics.LowPrice.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyVolume, statistics.Volume.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyQuoteVolume, statistics.QuoteVolume.ToString(CultureInfo.InvariantCulture)),
new JProperty(KeyOpenTime, statistics.OpenTime.ToTimestamp()),
new JProperty(KeyCloseTime, statistics.CloseTime.ToTimestamp()),
new JProperty(KeyFirstTradeId, statistics.FirstTradeId),
new JProperty(KeyLastTradeId, statistics.LastTradeId),
new JProperty(KeyTradeCount, statistics.TradeCount)
};
return(jObject.ToString(Formatting.None));
}
public void Serialization()
{
var symbol = Symbol.BTC_USDT;
var period = TimeSpan.FromHours(24);
const decimal priceChange = 50;
const decimal priceChangePercent = 1;
const decimal weightedAveragePrice = 5001;
const decimal previousClosePrice = 4900;
const decimal lastPrice = 5000;
const decimal lastQuantity = 1;
const decimal bidPrice = 4995;
const decimal bidQuantity = 2;
const decimal askPrice = 5005;
const decimal askQuantity = 3;
const decimal openPrice = 4950;
const decimal highPrice = 5025;
const decimal lowPrice = 4925;
const decimal volume = 100000;
const decimal quoteVolume = 200000;
var openTime = DateTimeOffset.FromUnixTimeMilliseconds(DateTime.UtcNow.ToTimestamp()).UtcDateTime;
var closeTime = openTime.AddHours(24);
const long firstTradeId = 123456;
const long lastTradeId = 234567;
const long tradeCount = lastTradeId - firstTradeId + 1;
var stats = new SymbolStatistics(symbol, period, priceChange, priceChangePercent, weightedAveragePrice, previousClosePrice, lastPrice, lastQuantity, bidPrice, bidQuantity, askPrice, askQuantity, openPrice, highPrice, lowPrice, volume, quoteVolume, openTime, closeTime, firstTradeId, lastTradeId, tradeCount);
var settings = new JsonSerializerSettings();
settings.Converters.Add(new TimestampJsonConverter());
var json = JsonConvert.SerializeObject(stats, settings);
stats = JsonConvert.DeserializeObject <SymbolStatistics>(json, settings);
Assert.Equal(symbol, stats.Symbol);
Assert.Equal(priceChange, stats.PriceChange);
Assert.Equal(priceChangePercent, stats.PriceChangePercent);
Assert.Equal(weightedAveragePrice, stats.WeightedAveragePrice);
Assert.Equal(previousClosePrice, stats.PreviousClosePrice);
Assert.Equal(lastPrice, stats.LastPrice);
Assert.Equal(lastQuantity, stats.LastQuantity);
Assert.Equal(bidPrice, stats.BidPrice);
Assert.Equal(bidQuantity, stats.BidQuantity);
Assert.Equal(askPrice, stats.AskPrice);
Assert.Equal(askQuantity, stats.AskQuantity);
Assert.Equal(openPrice, stats.OpenPrice);
Assert.Equal(highPrice, stats.HighPrice);
Assert.Equal(lowPrice, stats.LowPrice);
Assert.Equal(volume, stats.Volume);
Assert.Equal(quoteVolume, stats.QuoteVolume);
Assert.Equal(openTime, stats.OpenTime);
Assert.Equal(closeTime, stats.CloseTime);
Assert.Equal(firstTradeId, stats.FirstTradeId);
Assert.Equal(lastTradeId, stats.LastTradeId);
Assert.Equal(tradeCount, stats.TradeCount);
}
internal static void Display(SymbolStatistics stats)
{
lock (ConsoleSync)
{
Console.WriteLine($" 24-hour statistics for {stats.Symbol}:");
Console.WriteLine($" %: {stats.PriceChangePercent:0.00} | O: {stats.OpenPrice:0.00000000} | H: {stats.HighPrice:0.00000000} | L: {stats.LowPrice:0.00000000} | V: {stats.Volume:0.}");
Console.WriteLine($" Bid: {stats.BidPrice:0.00000000} | Last: {stats.LastPrice:0.00000000} | Ask: {stats.AskPrice:0.00000000} | Avg: {stats.WeightedAveragePrice:0.00000000}");
Console.WriteLine();
}
}
public static Symbol JoinStatistics(this Symbol sy, SymbolStatistics st)
{
if (sy == null)
{
throw new ArgumentNullException(nameof(sy));
}
sy.SymbolStatistics = st ?? throw new ArgumentNullException(nameof(st));
sy.PriceChangePercentDirection = sy.SymbolStatistics.PriceChangePercent > 0 ? 1 : sy.SymbolStatistics.PriceChangePercent < 0 ? -1 : 0;
return(sy);
}
public void Properties()
{
var symbol = Symbol.BTC_USDT;
var period = TimeSpan.FromHours(24);
const decimal priceChange = 50;
const decimal priceChangePercent = 1;
const decimal weightedAveragePrice = 5001;
const decimal previousClosePrice = 4900;
const decimal lastPrice = 5000;
const decimal lastQuantity = 1;
const decimal bidPrice = 4995;
const decimal bidQuantity = 2;
const decimal askPrice = 5005;
const decimal askQuantity = 3;
const decimal openPrice = 4950;
const decimal highPrice = 5025;
const decimal lowPrice = 4925;
const decimal volume = 100000;
const decimal quoteVolume = 200000;
var openTime = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
var closeTime = DateTimeOffset.FromUnixTimeMilliseconds(openTime).AddHours(24).ToUnixTimeMilliseconds();
const long firstTradeId = 123456;
const long lastTradeId = 234567;
const long tradeCount = lastTradeId - firstTradeId + 1;
var stats = new SymbolStatistics(symbol, period, priceChange, priceChangePercent, weightedAveragePrice, previousClosePrice, lastPrice, lastQuantity, bidPrice, bidQuantity, askPrice, askQuantity, openPrice, highPrice, lowPrice, volume, quoteVolume, openTime, closeTime, firstTradeId, lastTradeId, tradeCount);
Assert.Equal(symbol, stats.Symbol);
Assert.Equal(priceChange, stats.PriceChange);
Assert.Equal(priceChangePercent, stats.PriceChangePercent);
Assert.Equal(weightedAveragePrice, stats.WeightedAveragePrice);
Assert.Equal(previousClosePrice, stats.PreviousClosePrice);
Assert.Equal(lastPrice, stats.LastPrice);
Assert.Equal(lastQuantity, stats.LastQuantity);
Assert.Equal(bidPrice, stats.BidPrice);
Assert.Equal(bidQuantity, stats.BidQuantity);
Assert.Equal(askPrice, stats.AskPrice);
Assert.Equal(askQuantity, stats.AskQuantity);
Assert.Equal(openPrice, stats.OpenPrice);
Assert.Equal(highPrice, stats.HighPrice);
Assert.Equal(lowPrice, stats.LowPrice);
Assert.Equal(volume, stats.Volume);
Assert.Equal(quoteVolume, stats.QuoteVolume);
Assert.Equal(openTime, stats.OpenTime);
Assert.Equal(closeTime, stats.CloseTime);
Assert.Equal(firstTradeId, stats.FirstTradeId);
Assert.Equal(lastTradeId, stats.LastTradeId);
Assert.Equal(tradeCount, stats.TradeCount);
}
public List <SymbolStatistics> CreateSymbolStatisticsList(Dictionary <string, OutputValues> symbolsMap, int symbolsCount)
{
List <SymbolStatistics> symbolStatisticsList = new List <SymbolStatistics>();
foreach (KeyValuePair <string, OutputValues> entry in symbolsMap)
{
SymbolStatistics symbol = new SymbolStatistics();
symbol.Probability = (double)entry.Value.Counts / (double)symbolsCount;
symbol.OutputFileBitsLength = entry.Value.BitsLength;
symbol.InputFileBitsLength = GetBitsLengthFromStringSymbol(entry.Key);
symbolStatisticsList.Add(symbol);
}
return(symbolStatisticsList);
}
public static Symbol JoinStatistics(this Symbol sy, SymbolStatistics st)
{
sy.SymbolStatistics = st;
sy.PriceChangePercentDirection = sy.SymbolStatistics.PriceChangePercent > 0 ? 1 : sy.SymbolStatistics.PriceChangePercent < 0 ? -1 : 0;
return(sy);
}