private async Task DoTimer(ITimerTrigger timer, TimerTriggeredHandlerArgs args, CancellationToken ct)
{
if (!StartWork())
{
return;
}
try
{
using (var context = CreateContext())
{
var tradeRequest = new TradesHistoryRequest {
Limit = 10
};
var data = await _b2C2RestClient.GetTradeHistoryAsync(tradeRequest, ct);
var added = 0;
do
{
added = 0;
foreach (var log in data.Data)
{
foreach (var assetMapping in _assetMappings)
{
log.AssetPair = log.AssetPair.Replace(assetMapping.Key, assetMapping.Value);
}
var item = await context.Trades.FirstOrDefaultAsync(e => e.TradeId == log.TradeId, ct);
if (item != null)
{
continue;
}
item = new TradeEntity(log);
context.Trades.Add(item);
added++;
}
await context.SaveChangesAsync(ct);
tradeRequest.Cursor = data.Next;
data = await _b2C2RestClient.GetTradeHistoryAsync(tradeRequest, ct);
} while (added > 0);
}
}
finally
{
StopWork();
}
}
private AccountEntity toAccountEntity(Document doc, bool includeTrades = false)
{
AccountEntity en = null;
if (doc != null)
{
en = new AccountEntity();
en.Id = doc["id"].ToString();
en.Name = doc.ContainsKey("name") ? doc["name"].ToString() : "";
if (includeTrades)
{
en.Trades = new List <TradeEntity>();
if (doc.ContainsKey("trades"))
{
var tradesDoc = doc["trades"] as DynamoDBList;
foreach (var item in tradesDoc.Entries)
{
Document tradeDoc = item as Document;
TradeEntity trade = new TradeEntity();
trade.Id = tradeDoc["id"].AsString();
trade.Code = tradeDoc["code"].AsString();
trade.Direction = tradeDoc["direction"].AsInt();
trade.EntryDate = tradeDoc["entryDate"].AsInt();
trade.EntryPrice = tradeDoc["entryPrice"].AsDouble();
if (tradeDoc.ContainsKey("exitDate"))
{
trade.ExitDate = tradeDoc["exitDate"].AsInt();
}
if (tradeDoc.ContainsKey("exitPrice"))
{
trade.ExitPrice = tradeDoc["exitPrice"].AsDouble();
}
if (tradeDoc.ContainsKey("pl"))
{
trade.PL = tradeDoc["pl"].AsDouble();
}
en.Trades.Add(trade);
}
}
}
}
return(en);
}
private Document toTradeDocument(TradeEntity trade)
{
Document doc = new Document();
doc["id"] = trade.Id;
doc["code"] = trade.Code;
doc["direction"] = trade.Direction;
doc["entryDate"] = trade.EntryDate;
doc["entryPrice"] = trade.EntryPrice;
doc["exitDate"] = trade.ExitDate;
doc["exitPrice"] = trade.ExitPrice;
doc["pl"] = trade.PL;
return(doc);
}
public static void TradeTree_RecursiveAdd(Trade trade, TradeEntity t)
{
if (trade == null)
{
return;
}
if (trade.level == t.ts_id.Length - 2) // 目标节点 t 的 候选 parents 所在的 trade
{
trade.trades.FirstOrDefault(tr => t.ts_id.StartsWith(tr.code))?.trades?.Add(new Trade(t.ts_id, t.ts_name));
}
else
{
TradeTree_RecursiveAdd(trade.trades.FirstOrDefault(tr => t.ts_id.StartsWith(tr.code)), t);
}
}
private async Task DoTimer(ITimerTrigger timer, TimerTriggeredHandlerArgs args, CancellationToken ct)
{
if (!StartWork())
{
return;
}
var offset = 0;
var page = 100;
try
{
using (var context = CreateContext())
{
// Update trades from last time
var data = await _b2C2RestClient.GetTradeHistoryAsync(offset, page, ct);
var added = 0;
do
{
added = 0;
foreach (var log in data)
{
var item = await context.Trades.FirstOrDefaultAsync(e => e.TradeId == log.TradeId, ct);
if (item != null)
{
continue;
}
item = new TradeEntity(log);
context.Trades.Add(item);
added++;
}
await context.SaveChangesAsync(ct);
offset += data.Count;
data = await _b2C2RestClient.GetTradeHistoryAsync(offset, page, ct);
} while (added > 0);
}
}
finally
{
StopWork();
}
}
static TradeEntity Parse(string str)
{
var result = new TradeEntity();
var fields = str.Split(',');
result.TradeId = fields[0];
result.User = fields[1];
result.Price = decimal.Parse(fields[2], CultureInfo.InvariantCulture);
result.Volume = decimal.Parse(fields[3], CultureInfo.InvariantCulture);
result.Direction = fields[4];
result.AssetPair = fields[5];
result.RequestForQuoteId = "";
result.Created = DateTime.Parse(fields[8], CultureInfo.InvariantCulture);
return(result);
}
private async Task DoAdd(SqlConnection conn, SqlTransaction transaction, IOrderHistory order, ITrade trade)
{
var orderHistoryEntity = OrderHistoryEntity.Create(order);
await conn.ExecuteAsync(
$"insert into {TableName} ({GetColumns}) values ({GetFields})",
orderHistoryEntity,
transaction);
if (trade != null)
{
var tradeEntity = TradeEntity.Create(trade);
await conn.ExecuteAsync(
$"insert into {TradesSqlRepository.TableName} ({TradesSqlRepository.GetColumns}) values ({TradesSqlRepository.GetFields})",
tradeEntity,
transaction);
}
}
public async Task OpenPosition(string accountId, string tradeId, string code, int direction, double entryPrice, int entryDate)
{
AccountEntity account = await this.dal.GetItem(accountId);
if (account.Trades == null)
{
account.Trades = new List <TradeEntity>();
}
TradeEntity trade = new TradeEntity
{
Id = tradeId,
Code = code,
Direction = direction,
EntryDate = entryDate,
EntryPrice = entryPrice
};
account.Trades.Add(trade);
await this.dal.Update(account);
}
/// <summary>
/// Trade
/// </summary>
/// <param name="symbolId">Symbol id</param>
/// <param name="side">buy or sell</param>
/// <param name="price">Base Price</param>
/// <param name="amount">Amount</param>
/// <param name="retryCount">Retry count when failed</param>
/// <returns>Trade entity</returns>
private TradeEntity Trade(int symbolId, TradeTypes side, decimal price, decimal amount, int retryCount = 1)
{
if (retryCount > ConfigTool.TradeFailedRetryCount)
{
// If retry ended, return
return(null);
}
TradeEntity te = new TradeEntity();
bool isSucceeded = false;
try
{
if (ConfigTool.RunMode == RunMode.TEST)
{
if (side == TradeTypes.BUY && TestConfigTool.TradeBaseToCoinFailed)
{
return(null);
}
else if (side == TradeTypes.SELL && TestConfigTool.TradeCoinToBaseFailed)
{
return(null);
}
else
{
// If test
var receivedValue = amount.ToString();
var remainsValue = amount.ToString();
var orderId = "1";
var receivedD = (decimal)double.Parse(receivedValue);
var remainsD = (decimal)double.Parse(remainsValue);
te.Received = receivedD;
te.Remains = remainsD;
te.OrderId = orderId;
isSucceeded = true;
}
}
else
{
XElement data = null;
if (side == TradeTypes.BUY)
{
//Try to buy
data = privateApiInstance.BuyOrder(symbolId, price.ToString(), amount.ToString());
}
else
{
//Try to sell
data = privateApiInstance.SellOrder(symbolId, price.ToString(), amount.ToString());
}
var id = data.Element("data").Element("order_id");
if (id != null && !string.IsNullOrEmpty(id.Value))
{
// If id is returned
var receivedValue = data.Element("data").Element("trade_volume").Value;
var remainsValue = data.Element("data").Element("volume").Value;
var orderId = id.Value;
var receivedD = (decimal)double.Parse(receivedValue);
var remainsD = (decimal)double.Parse(remainsValue);
te.Received = receivedD;
te.Remains = remainsD;
te.OrderId = orderId;
isSucceeded = true;
}
else
{
// If result is incorrect, output error log and retry if retry count is set
var logMsg = "Error happened when trading in dragonex.The result is:" + data.ToString();
LogTool.LogTradeInfo(logMsg, LogLevels.ERROR);
return(Trade(symbolId, side, price, amount, ++retryCount));
}
}
}
catch (Exception ex)
{
// If any error happened when Trading, out error log
var logMsg = "Exception happened when trading in dragonex.Exception:" + Environment.NewLine
+ ex.Message + Environment.NewLine + ex.StackTrace + Environment.NewLine;
LogTool.LogTradeInfo(logMsg, LogLevels.ERROR);
return(Trade(symbolId, side, price, amount, ++retryCount));
}
te.Success = isSucceeded;
return(te);
}