static void StackExecutions(BitFlyerClient client, ICacheFactory factory, BfProductCode productCode, int count)
{
using (var cache = factory.GetExecutionCache(productCode))
{
var recs = cache.GetManageTable();
cache.CommitCount *= 100;
var completed = new ManualResetEvent(false);
var recordCount = 0;
var sw = new Stopwatch();
sw.Start();
new HistoricalExecutionSource(client, productCode, recs[0].EndExecutionId + count, recs[0].EndExecutionId).Subscribe(exec =>
{
cache.Add(exec);
if ((++recordCount % 10000) == 0)
{
Console.WriteLine("{0} {1} Completed {2} Elapsed", exec.ExecutedTime.ToLocalTime(), recordCount, sw.Elapsed);
}
},
() =>
{
cache.SaveChanges();
sw.Stop();
completed.Set();
});
completed.WaitOne();
cache.SaveChanges();
}
}
public void Login(string apiKey, string apiSecret)
{
if (string.IsNullOrEmpty(apiKey) || string.IsNullOrEmpty(apiSecret))
{
throw new ArgumentException("Invalid API key or secret.");
}
if (Client == null)
{
Client = new BitFlyerClient(apiKey, apiSecret);
}
else
{
Client.ApplyApiKeyAndSecrets(apiKey, apiSecret);
}
// Check API permissions
var permissions = Client.GetPermissions().GetResult();
if (!permissions.Where(e => e.Contains("v1/me/")).Any())
{
throw new BitFlyerDotNetException("Any of enabled private API permission is not found.");
}
Initialize();
}
static void FillGaps(BitFlyerClient client, ICacheFactory factory, BfProductCode productCode)
{
using (var cache = factory.GetExecutionCache(productCode))
{
cache.CommitCount *= 100;
var completed = new ManualResetEvent(false);
var recordCount = 0;
var sw = new Stopwatch();
sw.Start();
cache.FillGaps(client).Subscribe(exec =>
{
if ((++recordCount % 10000) == 0)
{
Console.WriteLine("{0} {1} Completed {2} Elapsed", exec.ExecutedTime.ToLocalTime(), recordCount, sw.Elapsed);
}
},
() =>
{
cache.SaveChanges();
sw.Stop();
completed.Set();
});
completed.WaitOne();
}
}
public static void Classinitialize(TestContext context)
{
_productCode = Enum.Parse <BfProductCode>(context.Properties["ProductCode"].ToString());
_key = context.Properties["ApiKey"].ToString();
_secret = context.Properties["ApiSecret"].ToString();
_client = new BitFlyerClient(_key, _secret);
_cacheDirectoryPath = context.Properties["CacheDirectoryPath"].ToString();
_connStr = "data source=" + Path.Combine(_cacheDirectoryPath, "TradingApiTests.db3");
//_connStr = "data source=" + Path.Combine(_cacheDirectoryPath, "account.db3");
}
public void Initialize()
{
_client = new BitFlyerClient(_key, _secret);
_client.ConfirmCallback = (apiName, json) =>
{
var jobject = JsonConvert.DeserializeObject(json);
json = JsonConvert.SerializeObject(jobject, Formatting.Indented, BitFlyerClient.JsonSerializeSettings);
_requestJson = $"{apiName}: " + Environment.NewLine + json;
return(_enableSendOrder); // Disable send order to market
};
}
public ExecutionCachedSource(BitFlyerClient client, IExecutionCache cache, BfProductCode productCode, int before)
{
_client = client;
_productCode = productCode;
_cache = cache;
Debug.WriteLine($"{nameof(ExecutionCachedSource)} constructed Before={before}");
var manageRecords = _cache.GetManageTable();
_source = (manageRecords.Count == 0) ? CreateSimpleCopySource(before, 0) : CreateMergedSource(manageRecords, before);
}
public void Initialize()
{
if (Client == null)
{
Client = new BitFlyerClient();
}
if (RealtimeSource == null)
{
RealtimeSource = new RealtimeSourceFactory(Client);
}
RealtimeSource.AvailableMarkets.ForEach(productCode =>
{
_markets.Add(productCode, new BfTradingMarket(this, productCode));
});
}
public BfxAccount(string apiKey, string apiSecret)
{
if (string.IsNullOrEmpty(apiKey) || string.IsNullOrEmpty(apiKey))
{
Client = new BitFlyerClient().AddTo(_disposables);
RealtimeSource = RealtimeSourceFactory.Singleton;
}
else
{
Client = new BitFlyerClient(apiKey, apiSecret).AddTo(_disposables);
RealtimeSource = RealtimeSourceFactory.Singleton;
RealtimeSource.Authenticate(apiKey, apiSecret);
}
RealtimeSource.ConnectionResumed += OnRealtimeConnectionResumed;
}
static void Main(string[] args)
{
// ログファイル出力設定
// Time / JSON
LoadRunsettings(args[0]);
var key = Properties["ApiKey"];
var secret = Properties["ApiSecret"];
_client = new BitFlyerClient(key, secret);
_factory = new RealtimeSourceFactory(key, secret);
_factory.MessageReceived += OnRealtimeMessageReceived;
_factory.Error += (error) => Console.WriteLine("Error: {0} Socket Error = {1}", error.Message, error.SocketError);
_factory.GetTickerSource(ProductCode).Subscribe(ticker =>
{
_ticker = ticker;
//Console.WriteLine($"Ask:{_ticker.BestAsk} Bid:{_ticker.BestBid}");
}).AddTo(_disposables);
_factory.GetChildOrderEventsSource().Subscribe(OnChildOrderEvent).AddTo(_disposables);
_factory.GetParentOrderEventsSource().Subscribe(OnParentOrderEvent).AddTo(_disposables);
while (true)
{
Console.WriteLine("========================================================================");
Console.WriteLine("C)hild order >");
Console.WriteLine("P)arent order >");
Console.WriteLine("");
Console.WriteLine("Q)uit");
Console.WriteLine("========================================================================");
switch (GetCh())
{
case 'C':
ChildOrderMain();
break;
case 'P':
ParentOrderMain();
break;
case 'Q':
_disposables.Dispose();
return;
}
}
}
public HistoricalExecutionSource(BitFlyerClient client, BfProductCode productCode, int before, int after, int readCount = ReadCountMax)
{
readCount = Math.Min(readCount, ReadCountMax);
_source = Observable.Create <IBfExecution>(observer => {
return(Task.Run(() =>
{
while (true)
{
var result = client.GetExecutions(productCode, ReadCountMax, before, 0);
if (result.IsError)
{
if (result.StatusCode == HttpStatusCode.BadRequest) // no more records
{
observer.OnCompleted();
return;
}
Thread.Sleep(ErrorInterval);
continue;
}
Thread.Sleep(ReadInterval);
var elements = result.GetResult();
foreach (var element in elements)
{
if (_cancel.IsCancellationRequested)
{
observer.OnCompleted();
return;
}
if (element.ExecutionId <= after)
{
observer.OnCompleted();
return;
}
observer.OnNext(element);
}
before = elements.Last().ExecutionId;
}
}));
});
}
public IObservable <IBfExecution> UpdateRecents(BitFlyerClient client)
{
var after = 0L;
var manageRec = _dbctx.ManageTable.ToList();
if (manageRec.Count > 0)
{
after = manageRec[0].EndExecutionId;
}
return(new HistoricalExecutionSource(client, _productCode, 0, after)
.Select(exec =>
{
Add(exec);
return exec;
})
.Finally(() =>
{
SaveChanges();
}));
}
public void CacheFillGapTest()
{
var client = new BitFlyerClient();
var cacheFactory = new SqlServerCacheFactory(@"server=(local);Initial Catalog=bitflyer;Integrated Security=True");
var cache = cacheFactory.GetExecutionCache(BfProductCode.FXBTCJPY);
var completed = new ManualResetEvent(false);
var recentTime = DateTime.UtcNow;
cache.FillGaps(client).Subscribe(exec =>
{
if (exec.ExecutedTime.Day != recentTime.Day)
{
recentTime = exec.ExecutedTime;
Console.WriteLine("{0} Completed", recentTime.ToLocalTime().Date);
}
},
() =>
{
completed.Set();
});
completed.WaitOne();
}
public IObservable <IBfExecution> FillGaps(BitFlyerClient client)
{
return(_dbctx.ManageTable.Buffer(2, 1).SkipLast(1).Select(rec =>
{
var count = 0;
return new HistoricalExecutionSource(client, _productCode, rec[0].StartExecutionId, rec[1].EndExecutionId)
.Select(exec => { count++; return exec; })
.Finally(() =>
{
if (count == 0)
{
InsertGap(rec[0].StartExecutionId, rec[1].EndExecutionId);
}
});
}).Concat().Select(exec =>
{
Add(exec);
return exec;
})
.Finally(() =>
{
SaveChanges();
}));
}
public BfxOrderCache(BitFlyerClient client, BfProductCode productCode)
{
_client = client;
_productCode = productCode;
}
static void Main(string[] args)
{
var productCode = BfProductCode.FXBTCJPY;
var client = new BitFlyerClient();
#if SQLSERVER
var connStr = @"server=(local);Initial Catalog=bitflyer;Integrated Security=True";
var cacheFactory = new SqlServerCacheFactory(connStr);
#elif SQLITE
var folderPath = Path.Combine(
Environment.GetFolderPath(Environment.SpecialFolder.LocalApplicationData),
Path.GetFileNameWithoutExtension(Process.GetCurrentProcess().ProcessName)
);
var cacheFactory = new SqliteCacheFactory(folderPath);
#endif
Console.WriteLine("BitFlyerDotNet cache management utilities");
Console.WriteLine("Copyright (C) 2017-2018 Fiats Inc.");
try
{
while (true)
{
Console.WriteLine();
Console.WriteLine("S)elect product");
Console.WriteLine("U)pdate recent historical executions in cache");
Console.WriteLine("F)ill fragmentations");
Console.WriteLine("A)dd specified count");
Console.WriteLine("R)ange updates");
Console.WriteLine("O)ptimize manage table");
//Console.WriteLine("I)mport SQLite cache");
Console.WriteLine();
Console.WriteLine("Hit Q key to exit.");
switch (GetCh())
{
case 'Q':
return;
case 'S':
productCode = SelectProduct();
break;
case 'U':
UpdateRecent(client, cacheFactory, productCode);
Console.WriteLine("Completed.");
break;
case 'F':
FillGaps(client, cacheFactory, productCode);
Console.WriteLine("Completed.");
break;
case 'A':
{
Console.Write("Count : "); var count = int.Parse(Console.ReadLine());
Console.Write("Are you sure to start? (y/n)");
if (GetCh() == 'Y')
{
StackExecutions(client, cacheFactory, productCode, count);
Console.WriteLine("Completed.");
}
}
break;
case 'R':
{
Console.Write("Before : "); var before = int.Parse(Console.ReadLine());
Console.Write("After : "); var after = int.Parse(Console.ReadLine());
Console.Write("Are you sure to start? (y/n)");
if (GetCh() == 'Y')
{
GetExecutionsRange(client, cacheFactory, productCode, before, after);
Console.WriteLine("Completed.");
}
}
break;
case 'O':
OptimizaManageTable(cacheFactory, productCode);
break;
case 'I':
//ImportCache(sqliteCacheFactory, sqlserverCacheFactory, productCode);
break;
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
Console.WriteLine("Hit Q key to exit.");
while (GetCh() != 'Q')
{
;
}
}
finally
{
}
}
public void Initialize()
{
_client = new BitFlyerClient();
}
static void Main(string[] args)
{
var productCode = BfProductCode.FXBTCJPY;
var client = new BitFlyerClient();
var config = new ConfigurationBuilder()
.SetBasePath(Directory.GetCurrentDirectory())
.AddJsonFile("appsettings.json", true, true)
.Build();
var connStr = config.GetConnectionString("bitflyer");
var cacheFactory = new SqlServerCacheFactory(connStr);
if (args.Length > 0)
{
productCode = Enum.Parse <BfProductCode>(args[0]);
UpdateRecent(client, cacheFactory, productCode);
FillGaps(client, cacheFactory, productCode);
GenerateOhlc(cacheFactory, productCode);
return;
}
Console.WriteLine("BitFlyerDotNet cache management utilities");
Console.WriteLine("Copyright (C) 2017-2021 Fiats Inc.");
try
{
while (true)
{
Console.WriteLine();
Console.WriteLine("S)elect product");
Console.WriteLine("U)pdate recent historical executions in cache");
Console.WriteLine("F)ill fragmentations");
Console.WriteLine("O)ptimize manage table");
Console.WriteLine("G)enerate OHLC");
Console.WriteLine();
Console.WriteLine("Hit Q key to exit.");
switch (GetCh())
{
case 'Q':
return;
case 'S':
productCode = SelectProduct();
break;
case 'U':
UpdateRecent(client, cacheFactory, productCode);
Console.WriteLine("Completed.");
break;
case 'F':
FillGaps(client, cacheFactory, productCode);
Console.WriteLine("Completed.");
break;
case 'O':
OptimizaManageTable(cacheFactory, productCode);
break;
case 'G':
GenerateOhlc(cacheFactory, productCode);
break;
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
Console.WriteLine("Hit Q key to exit.");
while (GetCh() != 'Q')
{
;
}
}
finally
{
}
}
public BfTradingAccount(BitFlyerClient client, RealtimeSourceFactory realtimeSource)
{
Client = client;
RealtimeSource = realtimeSource;
}
public ExecutionCachedSourceFactory(BitFlyerClient client, ICacheFactory cacheFactory)
{
_client = client;
_cacheFactory = cacheFactory;
}
public void Initialize()
{
_client = new BitFlyerClient(_key, _secret);
}