PTMagic/Core/DataObjects/ProfitTrailerData.cs

567 lines
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C#
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using System;
using System.IO;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
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using System.Net;
using System.Threading.Tasks;
using System.Diagnostics;
using Newtonsoft.Json.Linq;
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using Core.Main.DataObjects.PTMagicData;
namespace Core.Main.DataObjects
{
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public class ProfitTrailerData
{
private SummaryData _summary = null;
private Properties _properties = null;
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private List<SellLogData> _sellLog = new List<SellLogData>();
private List<DCALogData> _dcaLog = new List<DCALogData>();
private List<BuyLogData> _buyLog = new List<BuyLogData>();
private string _ptmBasePath = "";
private PTMagicConfiguration _systemConfiguration = null;
private TransactionData _transactionData = null;
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private DateTime _buyLogRefresh = DateTime.UtcNow, _sellLogRefresh = DateTime.UtcNow, _dcaLogRefresh = DateTime.UtcNow, _summaryRefresh = DateTime.UtcNow, _propertiesRefresh = DateTime.UtcNow;
private volatile object _buyLock = new object(), _sellLock = new object(), _dcaLock = new object(), _summaryLock = new object(), _propertiesLock = new object();
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private TimeSpan? _offsetTimeSpan = null;
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// Constructor
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public ProfitTrailerData(PTMagicConfiguration systemConfiguration)
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{
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_systemConfiguration = systemConfiguration;
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}
// Get a time span for the UTC offset from the settings
private TimeSpan OffsetTimeSpan
{
get
{
if (!_offsetTimeSpan.HasValue)
{
// Get offset for settings.
_offsetTimeSpan = TimeSpan.Parse(_systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
}
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return _offsetTimeSpan.Value;
}
}
// Get the time with the settings UTC offset applied
private DateTimeOffset LocalizedTime
{
get
{
return DateTimeOffset.UtcNow.ToOffset(OffsetTimeSpan);
}
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}
public SummaryData Summary
{
get
{
if (_summary == null || (DateTime.UtcNow > _summaryRefresh))
{
lock (_summaryLock)
{
// Thread double locking
if (_summary == null || (DateTime.UtcNow > _summaryRefresh))
{
_summary = BuildSummaryData(GetDataFromProfitTrailer("api/v2/data/misc"));
_summaryRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds - 1);
}
}
}
return _summary;
}
}
public Properties Properties
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{
get
{
if (_properties == null || (DateTime.UtcNow > _propertiesRefresh))
{
lock (_propertiesLock)
{
// Thread double locking
if (_properties == null || (DateTime.UtcNow > _propertiesRefresh))
{
_properties = BuildProptertiesData(GetDataFromProfitTrailer("api/v2/data/properties"));
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_propertiesRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds - 1);
}
}
}
return _properties;
}
}
public List<SellLogData> SellLog
{
get
{
if (_sellLog == null || (DateTime.UtcNow > _sellLogRefresh))
{
lock (_sellLock)
{
// Thread double locking
if (_sellLog == null || (DateTime.UtcNow > _sellLogRefresh))
{
_sellLog.Clear();
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// Page through the sales data summarizing it.
bool exitLoop = false;
int pageIndex = 1;
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int maxPages = _systemConfiguration.GeneralSettings.Monitor.MaxSalesRecords;
int requestedPages = 0;
while (!exitLoop && requestedPages < maxPages)
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{
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var sellDataPage = GetDataFromProfitTrailer("/api/v2/data/sales?Page=1&perPage=1&sort=SOLDDATE&sortDirection=DESCENDING&page=" + pageIndex);
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if (sellDataPage != null && sellDataPage.data.Count > 0)
{
// Add sales data page to collection
this.BuildSellLogData(sellDataPage);
pageIndex++;
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requestedPages++;
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}
else
{
// All data retrieved
exitLoop = true;
}
}
// Update sell log refresh time
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_sellLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds -1);
}
}
}
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return _sellLog;
}
}
public List<SellLogData> SellLogToday
{
get
{
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return SellLog.FindAll(sl => sl.SoldDate.Date == LocalizedTime.DateTime.Date);
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}
}
public List<SellLogData> SellLogYesterday
{
get
{
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return SellLog.FindAll(sl => sl.SoldDate.Date == LocalizedTime.DateTime.AddDays(-1).Date);
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}
}
public List<SellLogData> SellLogLast7Days
{
get
{
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return SellLog.FindAll(sl => sl.SoldDate.Date >= LocalizedTime.DateTime.AddDays(-7).Date);
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}
}
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public List<SellLogData> SellLogLast30Days
{
get
{
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return SellLog.FindAll(sl => sl.SoldDate.Date >= LocalizedTime.DateTime.AddDays(-30).Date);
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}
}
public List<DCALogData> DCALog
{
get
{
if (_dcaLog == null || (DateTime.UtcNow > _dcaLogRefresh))
{
lock (_dcaLock)
{
// Thread double locking
if (_dcaLog == null || (DateTime.UtcNow > _dcaLogRefresh))
{
dynamic dcaData = null, pairsData = null, pendingData = null, watchData = null;
_dcaLog.Clear();
Parallel.Invoke(() =>
{
dcaData = GetDataFromProfitTrailer("/api/v2/data/dca", true);
},
() =>
{
pairsData = GetDataFromProfitTrailer("/api/v2/data/pairs", true);
},
() =>
{
pendingData = GetDataFromProfitTrailer("/api/v2/data/pending", true);
},
() =>
{
watchData = GetDataFromProfitTrailer("/api/v2/data/watchmode", true);
});
this.BuildDCALogData(dcaData, pairsData, pendingData, watchData);
_dcaLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.BagAnalyzerRefreshSeconds - 1);
}
}
}
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return _dcaLog;
}
}
public List<BuyLogData> BuyLog
{
get
{
if (_buyLog == null || (DateTime.UtcNow > _buyLogRefresh))
{
lock (_buyLock)
{
// Thread double locking
if (_buyLog == null || (DateTime.UtcNow > _buyLogRefresh))
{
_buyLog.Clear();
this.BuildBuyLogData(GetDataFromProfitTrailer("/api/v2/data/pbl", true));
_buyLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.BuyAnalyzerRefreshSeconds - 1);
}
}
}
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return _buyLog;
}
}
public TransactionData TransactionData
{
get
{
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if (_transactionData == null) _transactionData = new TransactionData(_ptmBasePath);
return _transactionData;
}
}
public double GetCurrentBalance()
{
return
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(this.Summary.Balance);
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}
public double GetPairsBalance()
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{
return
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(this.Summary.PairsValue);
}
public double GetDCABalance()
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{
return
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(this.Summary.DCAValue);
}
public double GetPendingBalance()
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{
return
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(this.Summary.PendingValue);
}
public double GetDustBalance()
{
return
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(this.Summary.DustValue);
}
public double GetSnapshotBalance(DateTime snapshotDateTime)
{
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double result = _systemConfiguration.GeneralSettings.Application.StartBalance;
result += this.SellLog.FindAll(sl => sl.SoldDate.Date < snapshotDateTime.Date).Sum(sl => sl.Profit);
result += this.TransactionData.Transactions.FindAll(t => t.UTCDateTime < snapshotDateTime).Sum(t => t.Amount);
// Calculate holdings for snapshot date
result += this.DCALog.FindAll(pairs => pairs.FirstBoughtDate <= snapshotDateTime).Sum(pairs => pairs.CurrentValue);
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return result;
}
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private dynamic GetDataFromProfitTrailer(string callPath, bool arrayReturned = false)
{
string rawBody = "";
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string url = string.Format("{0}{1}{2}token={3}", _systemConfiguration.GeneralSettings.Application.ProfitTrailerMonitorURL,
callPath,
callPath.Contains("?") ? "&" : "?",
_systemConfiguration.GeneralSettings.Application.ProfitTrailerServerAPIToken);
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// Get the data from PT
Debug.WriteLine(String.Format("{0} - Calling '{1}'", DateTime.UtcNow, url));
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HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
request.AutomaticDecompression = DecompressionMethods.GZip;
request.KeepAlive = true;
WebResponse response = request.GetResponse();
using (Stream dataStream = response.GetResponseStream())
{
StreamReader reader = new StreamReader(dataStream);
rawBody = reader.ReadToEnd();
reader.Close();
}
response.Close();
// Parse the JSON and build the data sets
if (!arrayReturned)
{
return JObject.Parse(rawBody);
}
else
{
return JArray.Parse(rawBody);
}
}
private SummaryData BuildSummaryData(dynamic PTData)
{
return new SummaryData()
{
Market = PTData.market,
Balance = PTData.realBalance,
PairsValue = PTData.totalPairsCurrentValue,
DCAValue = PTData.totalDCACurrentValue,
PendingValue = PTData.totalPendingCurrentValue,
DustValue = PTData.totalDustCurrentValue
};
}
private Properties BuildProptertiesData(dynamic PTProperties)
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{
return new Properties()
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{
Currency = PTProperties.currency,
Shorting = PTProperties.shorting,
Margin = PTProperties.margin,
UpTime = PTProperties.upTime,
Port = PTProperties.port,
IsLeverageExchange = PTProperties.isLeverageExchange,
BaseUrl = PTProperties.baseUrl
};
}
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private void BuildSellLogData(dynamic rawSellLogData)
{
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foreach (var rsld in rawSellLogData.data)
{
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SellLogData sellLogData = new SellLogData();
sellLogData.SoldAmount = rsld.soldAmount;
sellLogData.BoughtTimes = rsld.boughtTimes;
sellLogData.Market = rsld.market;
sellLogData.ProfitPercent = rsld.profit;
sellLogData.SoldPrice = rsld.currentPrice;
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sellLogData.AverageBuyPrice = rsld.avgPrice;
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sellLogData.TotalCost = rsld.totalCost;
sellLogData.Profit = rsld.profitCurrency;
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//Convert Unix Timestamp to Datetime
System.DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, System.DateTimeKind.Utc);
dtDateTime = dtDateTime.AddSeconds((double)rsld.soldDate).ToUniversalTime();
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// Profit Trailer sales are saved in UTC
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DateTimeOffset ptSoldDate = DateTimeOffset.Parse(dtDateTime.Year.ToString() + "-" + dtDateTime.Month.ToString("00") + "-" + dtDateTime.Day.ToString("00") + "T" + dtDateTime.Hour.ToString("00") + ":" + dtDateTime.Minute.ToString("00") + ":" + dtDateTime.Second.ToString("00"), CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal);
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// Convert UTC sales time to local offset time
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ptSoldDate = ptSoldDate.ToOffset(OffsetTimeSpan);
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sellLogData.SoldDate = ptSoldDate.DateTime;
_sellLog.Add(sellLogData);
}
}
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private void BuildDCALogData(dynamic rawDCALogData, dynamic rawPairsLogData, dynamic rawPendingLogData, dynamic rawWatchModeLogData)
{
// Parse DCA data
_dcaLog.AddRange(ParsePairsData(rawDCALogData, true));
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// Parse Pairs data
_dcaLog.AddRange(ParsePairsData(rawPairsLogData, false));
// Parse pending pairs data
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_dcaLog.AddRange(ParsePairsData(rawPendingLogData, false));
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// Parse watch only pairs data
_dcaLog.AddRange(ParsePairsData(rawWatchModeLogData, false));
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}
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// Parse the pairs data from PT to our own common data structure.
private List<DCALogData> ParsePairsData(dynamic pairsData, bool processBuyStrategies)
{
List<DCALogData> pairs = new List<DCALogData>();
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foreach (var pair in pairsData)
{
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DCALogData dcaLogData = new DCALogData();
dcaLogData.Amount = pair.totalAmount;
dcaLogData.BoughtTimes = pair.boughtTimes;
dcaLogData.Market = pair.market;
dcaLogData.ProfitPercent = pair.profit;
dcaLogData.AverageBuyPrice = pair.avgPrice;
dcaLogData.TotalCost = pair.totalCost;
dcaLogData.BuyTriggerPercent = pair.buyProfit;
dcaLogData.CurrentLowBBValue = pair.bbLow == null ? 0 : pair.bbLow;
dcaLogData.CurrentHighBBValue = pair.highBb == null ? 0 : pair.highBb;
dcaLogData.BBTrigger = pair.bbTrigger == null ? 0 : pair.bbTrigger;
dcaLogData.CurrentPrice = pair.currentPrice;
dcaLogData.SellTrigger = pair.triggerValue == null ? 0 : pair.triggerValue;
dcaLogData.PercChange = pair.percChange;
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dcaLogData.Leverage = pair.leverage == null ? 0 : pair.leverage;
dcaLogData.BuyStrategy = pair.buyStrategy == null ? "" : pair.buyStrategy;
dcaLogData.SellStrategy = pair.sellStrategy == null ? "" : pair.sellStrategy;
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dcaLogData.IsTrailing = false;
// See if they are using PT 2.5 (buyStrategiesData) or 2.4 (buyStrategies)
var buyStrats = pair.buyStrategies != null ? pair.buyStrategies : pair.buyStrategiesData.data;
if (buyStrats != null && processBuyStrategies)
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{
foreach (var bs in buyStrats)
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{
Strategy buyStrategy = new Strategy();
buyStrategy.Type = bs.type;
buyStrategy.Name = bs.name;
buyStrategy.EntryValue = bs.entryValue;
buyStrategy.EntryValueLimit = bs.entryValueLimit;
buyStrategy.TriggerValue = bs.triggerValue;
buyStrategy.CurrentValue = bs.currentValue;
buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
buyStrategy.Decimals = bs.decimals;
buyStrategy.IsTrailing = bs.trailing;
buyStrategy.IsTrue = bs.strategyResult;
dcaLogData.BuyStrategies.Add(buyStrategy);
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}
}
// See if they are using PT 2.5 (sellStrategiesData) or 2.4 (sellStrategies)
var sellStrats = pair.sellStrategies != null ? pair.sellStrategies : pair.sellStrategiesData.data;
if (sellStrats != null)
{
foreach (var ss in sellStrats)
{
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Strategy sellStrategy = new Strategy();
sellStrategy.Type = ss.type;
sellStrategy.Name = ss.name;
sellStrategy.EntryValue = ss.entryValue;
sellStrategy.EntryValueLimit = ss.entryValueLimit;
sellStrategy.TriggerValue = ss.triggerValue;
sellStrategy.CurrentValue = ss.currentValue;
sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
sellStrategy.Decimals = ss.decimals;
sellStrategy.IsTrailing = ss.trailing;
sellStrategy.IsTrue = ss.strategyResult;
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dcaLogData.SellStrategies.Add(sellStrategy);
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// Find the target percentage gain to sell.
if (sellStrategy.Name.Contains("GAIN", StringComparison.InvariantCultureIgnoreCase))
{
if (!dcaLogData.TargetGainValue.HasValue || dcaLogData.TargetGainValue.Value > sellStrategy.EntryValue)
{
// Set the target sell percentage
dcaLogData.TargetGainValue = sellStrategy.EntryValue;
}
}
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}
}
// Calculate current value
dcaLogData.CurrentValue = dcaLogData.CurrentPrice * dcaLogData.Amount;
// Convert Unix Timestamp to Datetime
System.DateTime rdldDateTime = new DateTime(1970, 1, 1, 0, 0, 0, System.DateTimeKind.Utc);
rdldDateTime = rdldDateTime.AddSeconds((double)pair.firstBoughtDate).ToUniversalTime();
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// Profit Trailer bought times are saved in UTC
if (pair.firstBoughtDate > 0)
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{
DateTimeOffset ptFirstBoughtDate = DateTimeOffset.Parse(rdldDateTime.Year.ToString() + "-" + rdldDateTime.Month.ToString("00") + "-" + rdldDateTime.Day.ToString("00") + "T" + rdldDateTime.Hour.ToString("00") + ":" + rdldDateTime.Minute.ToString("00") + ":" + rdldDateTime.Second.ToString("00"), CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal);
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// Convert UTC bought time to local offset time
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ptFirstBoughtDate = ptFirstBoughtDate.ToOffset(OffsetTimeSpan);
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dcaLogData.FirstBoughtDate = ptFirstBoughtDate.DateTime;
}
else
{
dcaLogData.FirstBoughtDate = Constants.confMinDate;
}
_dcaLog.Add(dcaLogData);
}
return pairs;
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}
private void BuildBuyLogData(dynamic rawBuyLogData)
{
foreach (var rbld in rawBuyLogData)
{
BuyLogData buyLogData = new BuyLogData() { IsTrailing = false, IsTrue = false, IsSom = false, TrueStrategyCount = 0 };
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buyLogData.Market = rbld.market;
buyLogData.ProfitPercent = rbld.profit;
buyLogData.CurrentPrice = rbld.currentPrice;
buyLogData.PercChange = rbld.percChange;
buyLogData.Volume24h = rbld.volume;
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if (rbld.positive != null)
{
buyLogData.IsTrailing = ((string)(rbld.positive)).IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
buyLogData.IsTrue = ((string)(rbld.positive)).IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
}
else
{
// Parse buy strategies
// See if they are using PT 2.5 (buyStrategiesData) or 2.4 (buyStrategies)
var buyStrats = rbld.buyStrategies != null ? rbld.buyStrategies : rbld.buyStrategiesData.data;
if (buyStrats != null)
{
foreach (var bs in buyStrats)
{
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Strategy buyStrategy = new Strategy();
buyStrategy.Type = bs.type;
buyStrategy.Name = bs.name;
buyStrategy.EntryValue = bs.entryValue;
buyStrategy.EntryValueLimit = bs.entryValueLimit;
buyStrategy.TriggerValue = bs.triggerValue;
buyStrategy.CurrentValue = bs.currentValue;
buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
buyStrategy.Decimals = bs.decimals;
buyStrategy.IsTrailing = bs.trailing;
buyStrategy.IsTrue = bs.strategyResult;
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// Is SOM?
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buyLogData.IsSom = buyLogData.IsSom || buyStrategy.Name.Contains("som enabled", StringComparison.OrdinalIgnoreCase);
// Is the pair trailing?
buyLogData.IsTrailing = buyLogData.IsTrailing || buyStrategy.IsTrailing;
buyLogData.IsTrue = buyLogData.IsTrue || buyStrategy.IsTrue;
// True status strategy count total
buyLogData.TrueStrategyCount += buyStrategy.IsTrue ? 1 : 0;
// Add
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buyLogData.BuyStrategies.Add(buyStrategy);
}
}
}
_buyLog.Add(buyLogData);
}
}
}
}