public static void CheckForMarketDataRecreation(string mainMarket, Dictionary <string, Market> markets, PTMagicConfiguration systemConfiguration, LogHelper log)
{
string binanceFuturesDataDirectoryPath = Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar;
if (!Directory.Exists(binanceFuturesDataDirectoryPath))
{
Directory.CreateDirectory(binanceFuturesDataDirectoryPath);
}
DirectoryInfo dataDirectory = new DirectoryInfo(binanceFuturesDataDirectoryPath);
// Check for existing market files
DateTime latestMarketDataFileDateTime = Constants.confMinDate;
List <FileInfo> marketFiles = dataDirectory.EnumerateFiles("MarketData*").ToList();
FileInfo latestMarketDataFile = null;
if (marketFiles.Count > 0)
{
latestMarketDataFile = marketFiles.OrderByDescending(mdf => mdf.LastWriteTimeUtc).First();
latestMarketDataFileDateTime = latestMarketDataFile.LastWriteTimeUtc;
}
if (latestMarketDataFileDateTime < DateTime.UtcNow.AddMinutes(-20))
{
int lastMarketDataAgeInSeconds = (int)Math.Ceiling(DateTime.UtcNow.Subtract(latestMarketDataFileDateTime).TotalSeconds);
// Go back in time and create market data
DateTime startDateTime = DateTime.UtcNow;
DateTime endDateTime = DateTime.UtcNow.AddHours(-systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
if (latestMarketDataFileDateTime != Constants.confMinDate && latestMarketDataFileDateTime > endDateTime)
{
// Existing market files too old => Recreate market data for configured timeframe
log.DoLogInfo("BinanceFutures - Recreating market data for " + markets.Count + " markets over " + SystemHelper.GetProperDurationTime(lastMarketDataAgeInSeconds) + ". This may take a while...");
endDateTime = latestMarketDataFileDateTime;
}
else
{
// No existing market files found => Recreate market data for configured timeframe
log.DoLogInfo("BinanceFutures - Recreating market data for " + markets.Count + " markets over " + systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours + " hours. This may take a while...");
}
int totalTicks = (int)Math.Ceiling(startDateTime.Subtract(endDateTime).TotalMinutes);
// Get Ticks for main market
List <MarketTick> mainMarketTicks = new List <MarketTick>();
if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase))
{
mainMarketTicks = BinanceFutures.GetMarketTicks(mainMarket + "USDT", totalTicks, systemConfiguration, log);
}
// Get Ticks for all markets
log.DoLogDebug("BinanceFutures - Getting ticks for '" + markets.Count + "' markets");
ConcurrentDictionary <string, List <MarketTick> > marketTicks = new ConcurrentDictionary <string, List <MarketTick> >();
int ParallelThrottle = 4;
if (systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours > 200)
{
ParallelThrottle = 2;
log.DoLogInfo("----------------------------------------------------------------------------");
log.DoLogInfo("StoreDataMaxHours is greater than 200. Historical data requests will be");
log.DoLogInfo("throttled to avoid exceeding exchange data request limits. This initial ");
log.DoLogInfo("run could take more than 30 minutes. Please go outside for a walk...");
log.DoLogInfo("----------------------------------------------------------------------------");
}
Parallel.ForEach(markets.Keys,
new ParallelOptions {
MaxDegreeOfParallelism = ParallelThrottle
},
(key) =>
{
if (!marketTicks.TryAdd(key, GetMarketTicks(key, totalTicks, systemConfiguration, log)))
{
// Failed to add ticks to dictionary
throw new Exception("Failed to add ticks for " + key + " to the memory dictionary, results may be incorrectly calculated!");
}
if ((marketTicks.Count % 10) == 0)
{
log.DoLogInfo("BinanceFutures - No worries, I am still alive... " + marketTicks.Count + "/" + markets.Count + " markets done...");
}
});
log.DoLogInfo("BinanceFutures - Ticks completed.");
log.DoLogInfo("BinanceFutures - Creating initial market data ticks. This may take another while...");
// Go back in time and create market data
int completedTicks = 0;
if (marketTicks.Count > 0)
{
for (DateTime tickTime = startDateTime; tickTime >= endDateTime; tickTime = tickTime.AddMinutes(-1))
{
completedTicks++;
double mainCurrencyPrice = 1;
if (mainMarketTicks.Count > 0)
{
List <MarketTick> mainCurrencyTickRange = mainMarketTicks.FindAll(t => t.Time <= tickTime);
if (mainCurrencyTickRange.Count > 0)
{
MarketTick mainCurrencyTick = mainCurrencyTickRange.OrderByDescending(t => t.Time).First();
mainCurrencyPrice = mainCurrencyTick.Price;
}
}
Dictionary <string, Market> tickMarkets = new Dictionary <string, Market>();
foreach (string key in markets.Keys)
{
List <MarketTick> tickRange = marketTicks[key] != null ? marketTicks[key].FindAll(t => t.Time <= tickTime) : new List <MarketTick>();
if (tickRange.Count > 0)
{
MarketTick marketTick = tickRange.OrderByDescending(t => t.Time).First();
Market market = new Market();
market.Position = markets.Count + 1;
market.Name = key;
market.Symbol = key;
market.Price = marketTick.Price;
//market.Volume24h = marketTick.Volume24h;
market.MainCurrencyPriceUSD = mainCurrencyPrice;
tickMarkets.Add(market.Name, market);
}
}
DateTime fileDateTime = new DateTime(tickTime.ToLocalTime().Year, tickTime.ToLocalTime().Month, tickTime.ToLocalTime().Day, tickTime.ToLocalTime().Hour, tickTime.ToLocalTime().Minute, 0).ToUniversalTime();
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(tickMarkets), fileDateTime, fileDateTime);
log.DoLogDebug("BinanceFutures - Market data saved for tick " + fileDateTime.ToString() + " - MainCurrencyPrice=" + mainCurrencyPrice.ToString("#,#0.00") + " USD.");
if ((completedTicks % 100) == 0)
{
log.DoLogInfo("BinanceFutures - Our magicbots are still at work, hang on... " + completedTicks + "/" + totalTicks + " ticks done...");
}
}
}
log.DoLogInfo("BinanceFutures - Initial market data created. Ready to go!");
}
}
