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://bittrex.com/api/v2.0/pub/markets/GetMarketSummaries"; log.DoLogInfo("Bittrex - Getting market data..."); Dictionary <string, dynamic> jsonObject = GetJsonFromURL(baseUrl, log); if (jsonObject.Count > 0) { if (jsonObject["success"]) { log.DoLogInfo("Bittrex - Market data received for " + jsonObject["result"].Count.ToString() + " currencies"); double mainCurrencyPrice = 1; if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase)) { mainCurrencyPrice = Bittrex.GetMainCurrencyPrice(mainMarket, systemConfiguration, log); } if (mainCurrencyPrice > 0) { Dictionary <string, Market> markets = new Dictionary <string, Market>(); foreach (Newtonsoft.Json.Linq.JObject currencyTicker in jsonObject["result"]) { string marketName = currencyTicker["Summary"]["MarketName"].ToString(); if (marketName.StartsWith(mainMarket, StringComparison.InvariantCultureIgnoreCase)) { // 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["Summary"]["MarketName"].ToString(); if (currencyTicker["Summary"]["Last"].Type == Newtonsoft.Json.Linq.JTokenType.Float) { market.Price = (double)currencyTicker["Summary"]["Last"]; } if (currencyTicker["Summary"]["BaseVolume"].Type == Newtonsoft.Json.Linq.JTokenType.Float) { market.Volume24h = (double)currencyTicker["Summary"]["BaseVolume"]; } market.MainCurrencyPriceUSD = mainCurrencyPrice; markets.Add(market.Name, market); result.Add(market.Name); // Save market info MarketInfo marketInfo = null; if (marketInfos.ContainsKey(marketName)) { marketInfo = marketInfos[marketName]; } if (marketInfo == null) { marketInfo = new MarketInfo(); marketInfo.Name = marketName; marketInfos.Add(marketName, marketInfo); } if (currencyTicker["Summary"]["Created"].Type == Newtonsoft.Json.Linq.JTokenType.Date) { marketInfo.FirstSeen = (DateTime)currencyTicker["Summary"]["Created"]; } marketInfo.LastSeen = DateTime.Now.ToUniversalTime(); } } BaseAnalyzer.SaveMarketInfosToFile(marketInfos, systemConfiguration, log); Bittrex.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log); DateTime fileDateTime = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour, DateTime.Now.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(markets), fileDateTime, fileDateTime); log.DoLogInfo("Bittrex - 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("Bittrex - Market data cleaned."); } else { log.DoLogError("Bittrex - Failed to get main market price for " + mainMarket + "."); result = null; } } } } catch (Exception ex) { log.DoLogCritical("Exception while getting data for '" + lastMarket + "': " + ex.Message, ex); result = null; } return(result); }
public static void CheckForMarketDataRecreation(string mainMarket, Dictionary <string, Market> markets, PTMagicConfiguration systemConfiguration, LogHelper log) { string bittrexDataDirectoryPath = Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar; if (!Directory.Exists(bittrexDataDirectoryPath)) { Directory.CreateDirectory(bittrexDataDirectoryPath); } DirectoryInfo dataDirectory = new DirectoryInfo(bittrexDataDirectoryPath); // 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.Now.ToUniversalTime().AddMinutes(-20)) { int lastMarketDataAgeInSeconds = (int)Math.Ceiling(DateTime.Now.ToUniversalTime().Subtract(latestMarketDataFileDateTime).TotalSeconds); // Go back in time and create market data DateTime startDateTime = DateTime.Now.ToUniversalTime(); DateTime endDateTime = DateTime.Now.ToUniversalTime().AddHours(-systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours); if (latestMarketDataFileDateTime != Constants.confMinDate && latestMarketDataFileDateTime > endDateTime) { // Existing market files too old => Recreate market data for configured timeframe log.DoLogInfo("Bittrex - 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("Bittrex - Recreating market data for " + markets.Count + " markets over " + systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours + " hours. This may take a while..."); } // Get Ticks for main market List <MarketTick> mainMarketTicks = new List <MarketTick>(); if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase)) { mainMarketTicks = Bittrex.GetMarketTicks("USDT-" + mainMarket, systemConfiguration, log); } // Get Ticks for all markets log.DoLogDebug("Bittrex - Getting ticks for '" + markets.Count + "' markets"); Dictionary <string, List <MarketTick> > marketTicks = new Dictionary <string, List <MarketTick> >(); foreach (string key in markets.Keys) { marketTicks.Add(key, Bittrex.GetMarketTicks(key, systemConfiguration, log)); if ((marketTicks.Count % 10) == 0) { log.DoLogInfo("Bittrex - No worries, I am still alive... " + marketTicks.Count + "/" + markets.Count + " markets done..."); } } log.DoLogInfo("Bittrex - Ticks completed."); log.DoLogInfo("Bittrex - Creating initial market data ticks. This may take another while..."); int totalTicks = (int)Math.Ceiling(startDateTime.Subtract(endDateTime).TotalMinutes); int completedTicks = 0; if (marketTicks.Count > 0) { for (DateTime tickTime = startDateTime.ToUniversalTime(); tickTime >= endDateTime.ToUniversalTime(); 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].FindAll(t => t.Time <= tickTime); 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("Bittrex - Market data saved for tick " + fileDateTime.ToString() + " - MainCurrencyPrice=" + mainCurrencyPrice.ToString("#,#0.00") + " USD."); if ((completedTicks % 100) == 0) { log.DoLogInfo("Bittrex - Our magicbots are still at work, hang on... " + completedTicks + "/" + totalTicks + " ticks done..."); } } } log.DoLogInfo("Bittrex - Initial market data created. Ready to go!"); } }