public static async Task UpdateHistData()
{
Console.WriteLine();
//Start ProcessQueue thread:
var SQLthread = new Thread(() => ProcessDataQueue());
SQLthread.IsBackground = true;
SQLthread.Name = "Saving-Market-Histories";
SQLthread.Start();
//Call list of available markets from Btrex:
GetMarketsResponse markets = await BtrexREST.GetMarkets();
if (markets.success != true)
{
Console.WriteLine(" !!!!ERR GET-MARKETS>>> " + markets.message);
return;
}
//Create string list of BTC market deltas only:
List <string> BTCmarketDeltas = new List <string>();
foreach (GetMarketsResult market in markets.result)
{
if (market.MarketName.Split('-')[0] == "BTC")
{
BTCmarketDeltas.Add(market.MarketName);
}
}
totalCount = BTCmarketDeltas.Count;
//Download all histories, enqueue responses:
var downloadHists = BTCmarketDeltas.Select(EnqueueData).ToArray();
await Task.WhenAll(downloadHists);
//Wait for Save-Data thread to complete:
while (!savedComplete)
{
Thread.Sleep(100);
}
SQLthread.Abort();
Console.WriteLine();
//Update CSV files:
Console.Write("Updating .CSVs - Just a moment...");
UpdateOrCreateCSVs();
//Garbage Collection to clean up SQLiteConnection
GC.Collect();
GC.WaitForPendingFinalizers();
Console.WriteLine("\rUpdating .CSVs - [COMPLETE] ");
}
private async Task SubTopMarketsByVol(int n)
{
List <string> topMarkets = await BtrexREST.GetTopMarketsByBVbtcOnly(n);
foreach (string mk in topMarkets)
{
await BtrexWS.SubscribeMarket("BTC-" + mk);
}
await PreloadCandlesDict(6);
}
private static async Task EnqueueData(string delta)
{
HistDataResponse histData = await BtrexREST.GetMarketHistoryV2(delta, "fiveMin");
if (histData.success != true)
{
Console.WriteLine(" !!!!ERR GET-HISTORY>>> " + histData.message);
return;
}
//downloaded++;
DataQueue.Enqueue(histData);
}
public static async Task StartDataUpdates()
{
//set USD value for conversions
USDrate = await BtrexREST.getUSD();
//Start crontriggered jobs:
sched.Start();
sched.ScheduleJob(BuildCandles, candleTrigger);
//sched.ScheduleJob(DataCleanup, cleanUpTrigger);
//Begin Dequeue Thread:
var DequeueThread = new Thread(() => ProcessQueue());
DequeueThread.IsBackground = true;
DequeueThread.Name = "Update-Dequeue-Thread";
DequeueThread.Start();
}
private async Task SubTopMarketsByVol(int n)
{
List <string> topMarkets = await BtrexREST.GetTopMarketsByBVbtcOnly(n);
//ADD DELTAS FROM HOLDINGS TABLE
foreach (DataTable dt in Holdings.Tables)
{
foreach (DataRow row in dt.Rows)
{
if (!topMarkets.Exists(o => o == row["MarketDelta"].ToString().Split('-')[1]))
{
topMarkets.Add((string)row["MarketDelta"].ToString().Split('-')[1]);
}
}
}
//SUBSCRIBE ALL MARKETS, RETRY FAILED AT END:
List <MarketQueryResponse> timeGapMarkets = await BtrexWS.SubscribeMarketsList(topMarkets.Except(OPTIONS.ExcludeTheseDeltas).ToList());
if (timeGapMarkets.Count > 0)
{
await RetryTimeGappedMarkets(timeGapMarkets);
}
}
public async Task <bool> Resolve5mCandles(bool retryOnFail = true)
{
DateTime NextCandleTime = LastStoredCandle.AddMinutes(5);
DateTime NextCandleCurrTime = LastStoredCandle.AddMinutes(10);
if (CandlesResolved)
{
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
return(true);
}
while (!CandlesResolved)
{
HistDataResponse response = await BtrexREST.GetMarketHistoryV2(MarketDelta, "oneMin");
if (!response.success)
{
Trace.WriteLine(" !!!!ERR GET-1m-CANDLES: [{0}]", MarketDelta);
return(false);
}
DateTime last1mCandleCurrTime = response.result.Last().T.AddMinutes(1);
DateTime firstFillTime = RecentFills.First().TimeStamp;
if (last1mCandleCurrTime >= firstFillTime)
{
//Build latest 5m candle with 1m data and RecentFills:
List <HistDataLine> Candles1m = new List <HistDataLine>();
foreach (HistDataLine line in response.result)
{
if (line.T >= LastStoredCandle.AddMinutes(5))
{
Candles1m.Add(line);
}
}
//Grab O:H:L:V (noC) from 1mCandles
//simulate 2 mdFills (H&L:V) and add to beginning of RecentFills
Decimal O = Candles1m.First().O,
H = Candles1m.Max(x => x.H),
L = Candles1m.Min(x => x.L),
V = Candles1m.Sum(x => x.V),
C = Candles1m.Last().C;
List <mdFill> RevisedFills = new List <mdFill>();
RevisedFills.Add(new mdFill(LastStoredCandle.AddMinutes(5), O, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), H, (V / 4M), "SELL"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), L, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(301), C, (V / 4M), "SELL"));
if (last1mCandleCurrTime >= NextCandleCurrTime)
{
RecentFills = new List <mdFill>(RevisedFills);
}
else
{
foreach (mdFill fill in RecentFills)
{
if (fill.TimeStamp >= last1mCandleCurrTime && last1mCandleCurrTime < NextCandleCurrTime)
{
RevisedFills.Add(fill);
}
}
RecentFills = new List <mdFill>(RevisedFills);
}
BuildCandleFromRecentFills(NextCandleTime);
CandlesResolved = true;
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
}
else
{
//Trace.WriteLine(" !!!!ERR RESOLVE_CANDLES>>Current: {0} < LastFill: {1} :: [{2}]", last1mCandleCurrTime, firstFillTime, MarketDelta);
if (!retryOnFail)
{
return(false);
}
for (int s = 15; s > 0; s--)
{
Trace.Write(string.Format("\r Resolving [{0}] TradeHist->Candles time gap. Retry in {1} seconds...", MarketDelta, s));
Thread.Sleep(1000);
}
Trace.Write("\r \r");
}
}
return(true);
}
