public static List <string> GetMarketData(string mainMarket, Dictionary <string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log)
{
List <string> result = new List <string>();
string lastMarket = "";
Newtonsoft.Json.Linq.JObject lastTicker = null;
try
{
string baseUrl = "https://fapi.binance.com/fapi/v1/ticker/24hr";
log.DoLogInfo("BinanceFutures - Getting market data...");
Newtonsoft.Json.Linq.JArray jsonArray = GetSimpleJsonArrayFromURL(baseUrl, log);
if (jsonArray.Count > 0)
{
double mainCurrencyPrice = 1;
if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase))
{
mainCurrencyPrice = BinanceFutures.GetMainCurrencyPrice(mainMarket, systemConfiguration, log);
}
log.DoLogInfo("BinanceFutures - Market data received for " + jsonArray.Count.ToString() + " currencies");
if (mainCurrencyPrice > 0)
{
Dictionary <string, Market> markets = new Dictionary <string, Market>();
foreach (Newtonsoft.Json.Linq.JObject currencyTicker in jsonArray)
{
string marketName = currencyTicker["symbol"].ToString();
//New variables for filtering out bad markets
float marketLastPrice = currencyTicker["lastPrice"].ToObject <float>();
float marketVolume = currencyTicker["volume"].ToObject <float>();
if (marketName.EndsWith(mainMarket, StringComparison.InvariantCultureIgnoreCase))
{
if (marketLastPrice > 0 && marketVolume > 0)
{
// Set last values in case any error occurs
lastMarket = marketName;
lastTicker = currencyTicker;
Market market = new Market();
market.Position = markets.Count + 1;
market.Name = marketName;
market.Symbol = currencyTicker["symbol"].ToString();
market.Price = SystemHelper.TextToDouble(currencyTicker["lastPrice"].ToString(), 0, "en-US");
market.Volume24h = SystemHelper.TextToDouble(currencyTicker["quoteVolume"].ToString(), 0, "en-US");
market.MainCurrencyPriceUSD = mainCurrencyPrice;
markets.Add(market.Name, market);
result.Add(market.Name);
}
else
{
//Let the user know that the problem market was ignored.
log.DoLogInfo("BinanceFutures - Ignoring bad market data for " + marketName);
}
}
}
BinanceFutures.CheckFirstSeenDates(markets, ref marketInfos, systemConfiguration, log);
BaseAnalyzer.SaveMarketInfosToFile(marketInfos, systemConfiguration, log);
BinanceFutures.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
DateTime fileDateTime = DateTime.UtcNow;
FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, "MarketData_" + fileDateTime.ToString("yyyy-MM-dd_HH.mm") + ".json", JsonConvert.SerializeObject(markets), fileDateTime, fileDateTime);
log.DoLogInfo("BinanceFutures - Market data saved for " + markets.Count.ToString() + " markets with " + mainMarket + ".");
FileHelper.CleanupFiles(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
log.DoLogInfo("BinanceFutures - Market data cleaned.");
}
else
{
log.DoLogError("BinanceFutures - Failed to get main market price for " + mainMarket + ".");
result = null;
}
}
}
catch (WebException ex)
{
if (ex.Response != null)
{
using (HttpWebResponse errorResponse = (HttpWebResponse)ex.Response)
{
using (StreamReader reader = new StreamReader(errorResponse.GetResponseStream()))
{
Dictionary <string, string> errorData = JsonConvert.DeserializeObject <Dictionary <string, string> >(reader.ReadToEnd());
if (errorData != null)
{
string errorMessage = "Unable to get data from BinanceFutures with URL '" + errorResponse.ResponseUri + "'!";
if (errorData.ContainsKey("code"))
{
errorMessage += " - Code: " + errorData["code"];
}
if (errorData.ContainsKey("msg"))
{
errorMessage += " - Message: " + errorData["msg"];
}
log.DoLogError(errorMessage);
}
}
}
}
result = null;
}
catch (Exception ex)
{
log.DoLogCritical("Exception while getting data for '" + lastMarket + "': " + ex.Message, ex);
result = null;
}
return(result);
}
