public override async Task Publish()
{
var client = _marketMakerReportsClient.Client.LykkeTradesApi;
var dataraw = await client.GetAsync(_lastTradeTime, DateTime.UtcNow, null, null);
var data = dataraw.Entities.OrderBy(e => e.Time).ToList();
Log.Info($"Found {data.Count} trades from {_lastTradeTime:yyyy-MM-dd HH:mm:ss}. Api: {_marketMakerReportsClient.ApiUrl}");
try
{
foreach (var trade in data)
{
var message = $"{trade.AssetPairId}, {trade.Type.ToString()}, price: {trade.Price}, Volume: {trade.Volume}; {trade.Time:HH:mm:ss}";
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId, message);
}
}
catch (Exception ex)
{
Log.Info("Error at sent trade message", exception: ex);
}
if (data.Any())
{
_lastTradeTime = data.Max(e => e.Time);
}
}
public override async Task Publish()
{
try
{
var balancesWithIssues = await FindBalancesWithIssues();
if (balancesWithIssues.Count > 0)
{
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId,
await _externalBalanceWarningProvider.GetWarningMessageAsync(balancesWithIssues));
}
}
catch (Exception ex)
{
await Log.WriteErrorAsync(nameof(BalancePublisher), nameof(Publish), "", ex);
}
}
public override async Task Publish()
{
EnsureInitialized();
try
{
var snapshot = await GetCurrentInventorySnapshot();
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId,
await _nettingEngineStateProvider.GetStateMessageAsync(PrevSnapshot, snapshot));
PrevSnapshot = snapshot;
}
catch (Exception ex)
{
Log.Error(ex);
}
}
public override async Task Publish()
{
try
{
var warning = await GetWarningIfExists();
if (warning == null)
{
return;
}
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId,
await _marketMakerArbitragesWarningProvider.GetWarningMessageAsync(warning));
}
catch (Exception ex)
{
await Log.WriteErrorAsync(nameof(MarketMakerArbitragesPublisher), nameof(Publish), "", ex);
}
}
private async Task CheckApi(string indexName, IWarningsApi warningsApi)
{
if (!_lastTimes.TryGetValue(indexName, out var lastTime))
{
lastTime = DateTime.UtcNow;
_lastTimes[indexName] = lastTime;
}
var fromDate = lastTime;
var toDate = DateTime.UtcNow;
Log.Info($"Started requesting warning history. Api: {indexName}. LastTime: {lastTime:yyyy-MM-dd HH:mm:ss}");
IReadOnlyCollection <Warning> warnings = new List <Warning>();
try
{
warnings = await warningsApi.GetHistoryAsync(fromDate, toDate);
foreach (var warning in warnings)
{
var message = $"{indexName}: {warning.Message} {warning.Time.ToIsoDateTime()}";
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId, message);
_lastTimes[indexName] = toDate;
}
}
catch (Exception ex)
{
Log.Error(ex);
_lastTimes[indexName] = DateTime.UtcNow;
}
Log.Info($"Finished request for warning history. Found: {warnings.Count} warnings. Api: {indexName}. LastTime: {lastTime:yyyy-MM-dd HH:mm:ss}");
}
private async Task CheckApi(string key, IReportsApi reportsApi)
{
if (_lastTime == default(DateTime))
{
_lastTime = DateTime.UtcNow;
return;
}
var fromDate = _lastTime;
var toDate = DateTime.UtcNow;
Log.Info($"Check api Start. summary. Api: {key}. LastTime: {_lastTime:yyyy-MM-dd HH:mm:ss}");
var sb = new StringBuilder();
sb.AppendLine($"=== {fromDate:yyyy/MM/dd HH:mm:ss} ===");
sb.AppendLine($"=== {toDate:yyyy/MM/dd HH:mm:ss} ===");
sb.Append(Environment.NewLine);
sb.AppendLine("Liquidity Engine Summary Statistics");
sb.Append(Environment.NewLine);
var countTrade = 0;
try
{
var report = (await reportsApi.GetPositionsReportAsync(fromDate, toDate, int.MaxValue))
.Where(x => x.IsClosed)
.Where(x => x.CloseDate > fromDate)
.Where(x => x.CloseDate <= toDate)
.ToList();
if (report.Count == 0)
{
return;
}
var grouped = report.GroupBy(x => x.AssetPairId).OrderBy(x => x.Key);
var result = new List <string>();
foreach (var assetPairTrades in grouped)
{
var assetPairId = assetPairTrades.Key;
var count = assetPairTrades.Count();
var buyVolume = assetPairTrades.Where(x => x.Type == PositionType.Long).Sum(x => x.Volume);
var sellVolume = assetPairTrades.Where(x => x.Type == PositionType.Short).Sum(x => x.Volume);
var isPnLInUsd = assetPairTrades.All(x => x.PnLUsd.HasValue);
var pnLInUsd = isPnLInUsd ? assetPairTrades.Sum(x => x.PnLUsd.Value) : (decimal?)null;
var pnL = assetPairTrades.Sum(x => x.PnL.Value);
var assetPair = await _assetsServiceWithCache.TryGetAssetPairAsync(assetPairId);
var quoteAssetId = assetPair?.QuotingAssetId;
var asset = await _assetsServiceWithCache.TryGetAssetAsync(quoteAssetId);
var quoteAssetDisplayId = quoteAssetId == null ? null : asset.Id;
var quoteAssetStr = string.IsNullOrWhiteSpace(quoteAssetDisplayId) ? "[quote asset]" : quoteAssetDisplayId;
var pnLStr = pnLInUsd.HasValue ? $"{Math.Round(pnLInUsd.Value, 4)}$" : $"{Math.Round(pnL, 4)} {quoteAssetStr}";
var assetPairMessage = $"{assetPairId}; " +
$"PL={pnLStr}; " +
$"Count: {count}; " +
$"Sell: {Math.Round(sellVolume, 6)}; " +
$"Buy: {Math.Round(buyVolume, 6)}; ";
result.Add(assetPairMessage);
}
sb.AppendLine(string.Join(Environment.NewLine, result));
_lastTime = DateTime.UtcNow;
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId, sb.ToString());
}
catch (Exception ex)
{
Log.Error(ex);
}
Log.Info($"Check api complete. Found: {countTrade} asset pairs. Api: {key}. LastTime: {_lastTime:yyyy-MM-dd HH:mm:ss}");
}
private async Task CheckApi(string key, ILiquidityEngineClient client)
{
var fromDate = DateTime.UtcNow.Date.AddDays(-1);
var toDate = DateTime.UtcNow.Date.AddDays(+1);
if (!_lastClose.TryGetValue(key, out var lastClose))
{
lastClose = DateTime.UtcNow;
_lastClose[key] = lastClose;
}
Log.Info($"Check api started. Trades. Api: {key}. LastTime: {lastClose:yyyy-MM-dd HH:mm:ss}");
var countTrade = 0;
try
{
var data = await client.Reports.GetPositionsReportAsync(fromDate, toDate, 5000);
var markups = await client.InstrumentMarkupsApi.GetAllAsync();
var positions = data.Where(e => e.CloseDate > lastClose).ToList();
foreach (var position in positions.OrderBy(e => e.CloseDate))
{
var assetPair = await _assetsServiceWithCache.TryGetAssetPairAsync(position.AssetPairId);
var quoteAssetId = assetPair?.QuotingAssetId;
var asset = await _assetsServiceWithCache.TryGetAssetAsync(quoteAssetId);
var quoteAssetDisplayId = quoteAssetId == null ? null : asset.Id;
var quoteAssetStr = string.IsNullOrWhiteSpace(quoteAssetDisplayId) ? "[quote asset]" : quoteAssetDisplayId;
var markupModel = markups.Single(x => x.AssetPairId == position.AssetPairId);
var markupValue = position.Type == PositionType.Short ? markupModel.TotalAskMarkup : markupModel.TotalBidMarkup;
var markup = markupValue == -1 ? "stopped" : (markupValue * 100).ToString("0.##") + "%";
var pnL = position.PnL ?? 0;
var closePrice = position.ClosePrice ?? 0;
var pnLStr = position.PnLUsd.HasValue ? $"{Math.Round(position.PnLUsd.Value, 4)}$" : $"{Math.Round(pnL, 4)} {quoteAssetStr}";
var message =
$"{position.AssetPairId}; " +
$"PL={pnLStr}; " +
$"{(position.Type == PositionType.Short ? "Sell" : "Buy")}; " +
$"Volume: {Math.Round(position.Volume, 6)}; " +
$"OpenPrice: {Math.Round(position.Price, 6)}; " +
$"ClosePrice: {Math.Round(closePrice, 6)}; " +
$"Close: {position.CloseDate:MM-dd HH:mm:ss}; " +
$"Markup: {markup}";
if (positions.Count >= 4800)
{
message += "; !!!max count of position in day, please add limit!!!";
}
await TelegramSender.SendTextMessageAsync(PublisherSettings.ChatId, message);
if (position.CloseDate.HasValue)
{
_lastClose[key] = position.CloseDate.Value;
}
countTrade++;
}
}
catch (Exception ex)
{
Log.Error(ex);
_lastClose[key] = DateTime.UtcNow;
}
Log.Info($"Check api completed. Found: {countTrade} trades. Api: {key}. LastTime: {lastClose:yyyy-MM-dd HH:mm:ss}");
}