PTMagic/Core/MarketAnalyzer/BaseAnalyzer.cs

using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Net;
using System.Text;
using Newtonsoft.Json;
using Core.Main;
using Core.Helper;
using Core.Main.DataObjects.PTMagicData;

namespace Core.MarketAnalyzer {
  public class BaseAnalyzer {
    public static Dictionary<string, dynamic> GetJsonFromURL(string url, LogHelper log) {
      Dictionary<string, dynamic> jsonObject = null;

      HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
      request.ContentType = "application/json";
      request.UserAgent = "PTMagic.Import";

      try {
        HttpWebResponse httpResponse = (HttpWebResponse)request.GetResponse();

        StreamReader jsonReader = new StreamReader(httpResponse.GetResponseStream());
        string jsonString = jsonReader.ReadToEnd();
        jsonReader.Close();

        jsonObject = JsonConvert.DeserializeObject<Dictionary<string, dynamic>>(jsonString);

        return jsonObject;
      } catch (WebException ex) {
        log.DoLogCritical(ex.Message, ex);
        throw ex;
      } catch (Exception ex) {
        log.DoLogCritical(ex.Message, ex);
      }

      return jsonObject;
    }

    public static Newtonsoft.Json.Linq.JObject GetSimpleJsonObjectFromURL(string url, LogHelper log, bool swallowException) {
      Newtonsoft.Json.Linq.JObject jsonObject = null;

      HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
      request.ContentType = "application/json";
      request.UserAgent = "PTMagic.Import";

      try {
        HttpWebResponse httpResponse = (HttpWebResponse)request.GetResponse();

        StreamReader jsonReader = new StreamReader(httpResponse.GetResponseStream());
        string jsonString = jsonReader.ReadToEnd();
        jsonReader.Close();

        jsonObject = JsonConvert.DeserializeObject<Newtonsoft.Json.Linq.JObject>(jsonString);

        return jsonObject;
      } catch (WebException ex) {
        if (swallowException) {
          // Do nothing, as we do not want to get this logged. Only uncritical functions uses this
        } else {
          log.DoLogCritical("Url: " + url + " Message: " + ex.Message, ex);
          throw ex;
        }
      } catch (Exception ex) {
        if (swallowException) {
          // Do nothing, as we do not want to get this logged. Only uncritical functions uses this
        } else {
          log.DoLogCritical("Url: " + url + " Message: " + ex.Message, ex);
          throw ex;
        }
      }

      return jsonObject;
    }

    public static List<dynamic> GetSimpleJsonListFromURL(string url, LogHelper log) {
      List<dynamic> jsonObject = null;

      HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
      request.ContentType = "application/json";
      request.UserAgent = "PTMagic.Import";

      try {
        HttpWebResponse httpResponse = (HttpWebResponse)request.GetResponse();

        StreamReader jsonReader = new StreamReader(httpResponse.GetResponseStream());
        string jsonString = jsonReader.ReadToEnd();
        jsonReader.Close();

        jsonObject = JsonConvert.DeserializeObject<List<dynamic>>(jsonString);

        return jsonObject;
      } catch (WebException ex) {
        log.DoLogCritical(ex.Message, ex);
        throw ex;
      } catch (Exception ex) {
        log.DoLogCritical(ex.Message, ex);
      }

      return jsonObject;
    }

    public static Newtonsoft.Json.Linq.JArray GetSimpleJsonArrayFromURL(string url, LogHelper log) {
      Newtonsoft.Json.Linq.JArray jsonObject = null;

      HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
      request.ContentType = "application/json";
      request.UserAgent = "PTMagic.Import";

      try {
        HttpWebResponse httpResponse = (HttpWebResponse)request.GetResponse();

        StreamReader jsonReader = new StreamReader(httpResponse.GetResponseStream());
        string jsonString = jsonReader.ReadToEnd();
        jsonReader.Close();

        jsonObject = JsonConvert.DeserializeObject<Newtonsoft.Json.Linq.JArray>(jsonString);

        return jsonObject;
      } catch (WebException ex) {
        log.DoLogCritical(ex.Message, ex);
        throw ex;
      } catch (Exception ex) {
        log.DoLogCritical(ex.Message, ex);
      }

      return jsonObject;
    }

    public static string GetLatestGitHubRelease(LogHelper log, string defaultVersion) {
      string result = defaultVersion;

      try {
        string baseUrl = "https://api.github.com/repos/legedric/ptmagic/releases/latest";

        Newtonsoft.Json.Linq.JObject jsonObject = GetSimpleJsonObjectFromURL(baseUrl, log, true);
        if (jsonObject != null) {
          result = jsonObject.GetValue("tag_name").ToString();
        }
      } catch (WebException ex) {
        log.DoLogDebug("GitHub version check error: " + ex.Message);
      } catch (Exception ex) {
        log.DoLogDebug("GitHub version check error: " + ex.Message);
      }

      return result;
    }

    public static double GetMainFiatCurrencyRate(string currency, LogHelper log) {
      double result = 1;

      string baseUrl = "http://free.currencyconverterapi.com/api/v5/convert?q=USD_" + currency + "&compact=y";

      log.DoLogDebug("http://free.currencyconverterapi.com - Getting latest exchange rates...");
      Newtonsoft.Json.Linq.JObject jsonObject = GetSimpleJsonObjectFromURL(baseUrl, log, false);
      if (jsonObject != null) {
        log.DoLogDebug("http://free.currencyconverterapi.com - Received latest exchange rates.");

        result = (double)jsonObject["USD_" + currency]["val"];
        log.DoLogInfo("http://free.currencyconverterapi.com - Latest exchange rate for USD to " + currency + " is " + result);
      }

      return result;
    }

    public static Dictionary<string, MarketInfo> GetMarketInfosFromFile(PTMagicConfiguration systemConfiguration, LogHelper log) {
      Dictionary<string, MarketInfo> result = new Dictionary<string, MarketInfo>();

      string marketInfoFilePath = Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar + "MarketInfo.json";
      if (File.Exists(marketInfoFilePath)) {
        try {
          result = JsonConvert.DeserializeObject<Dictionary<string, MarketInfo>>(System.IO.File.ReadAllText(marketInfoFilePath));
        } catch (Exception ex) {
          log.DoLogDebug(ex.Message);
        }
      }

      if (result == null) {
        result = new Dictionary<string, MarketInfo>();
      }

      return result;
    }

    public static void SaveMarketInfosToFile(Dictionary<string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log) {
      FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, "MarketInfo.json", JsonConvert.SerializeObject(marketInfos));
    }

    public static Dictionary<string, Market> GetMarketDataFromFile(PTMagicConfiguration systemConfiguration, LogHelper log, string platform, DateTime maxDateTime, string marketCaption) {
      Dictionary<string, Market> result = new Dictionary<string, Market>();

      DirectoryInfo dataDirectory = new DirectoryInfo(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + platform + Path.DirectorySeparatorChar);

      // Get market files older than max datetime in descending order (newest file up top)
      List<FileInfo> marketFiles = dataDirectory.EnumerateFiles("MarketData*")
                         .Select(x => { x.Refresh(); return x; })
                         .Where(x => x.LastWriteTimeUtc <= maxDateTime)
                         .ToArray().OrderByDescending(f => f.LastWriteTimeUtc).ToList();

      FileInfo marketFile = null;
      if (marketFiles.Count > 0) {
        marketFile = marketFiles.First();

        log.DoLogDebug(platform + " - " + marketCaption + " market data loaded (" + marketFile.LastWriteTimeUtc.ToString() + ")");
      } else {
        log.DoLogDebug(platform + " - Not able to load " + marketCaption + " market data. Loading next youngest market file instead.");

        // Get market files younger than max datetime in ascending order (oldest file up top)
        marketFiles = dataDirectory.EnumerateFiles("MarketData*")
                       .Select(x => { x.Refresh(); return x; })
                       .Where(x => x.LastWriteTimeUtc >= maxDateTime)
                       .ToArray().OrderBy(f => f.LastWriteTimeUtc).ToList();
        if (marketFiles.Count > 0) {
          marketFile = marketFiles.First();
          log.DoLogDebug(platform + " - " + marketCaption + " market data loaded (" + marketFile.LastWriteTimeUtc.ToString() + ")");
        }
      }

      try {
        // Get JSON object
        result = JsonConvert.DeserializeObject<Dictionary<string, Market>>(marketFile.OpenText().ReadToEnd());
      } catch (Exception ex) {
        log.DoLogCritical(ex.Message, ex);
      }

      return result;
    }

    public static Dictionary<string, List<MarketTrendChange>> BuildMarketTrends(string platform, string mainMarket, List<string> marketList, string sortBy, bool isGlobal, Dictionary<string, List<MarketTrendChange>> output, PTMagicConfiguration systemConfiguration, LogHelper log) {

      try {
        List<MarketTrend> marketTrends = systemConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends.FindAll(mt => mt.Platform.Equals(platform, StringComparison.InvariantCultureIgnoreCase));
        if (marketTrends.Count > 0) {
          Dictionary<string, Market> recentMarkets = BaseAnalyzer.GetMarketDataFromFile(systemConfiguration, log, platform, DateTime.Now.ToUniversalTime(), "Recent");

          foreach (MarketTrend marketTrend in marketTrends) {
            if (platform.Equals("Exchange", StringComparison.InvariantCultureIgnoreCase)) {
              log.DoLogInfo(platform + " - Building market trend changes for '" + marketTrend.Name + "' on main market '" + mainMarket + "' with " + marketList.Count.ToString() + " markets...");
            } else {
              log.DoLogInfo(platform + " - Building market trend changes for '" + marketTrend.Name + "'...");
            }

            Dictionary<string, Market> trendMarkets = BaseAnalyzer.GetMarketDataFromFile(systemConfiguration, log, platform, DateTime.Now.ToUniversalTime().AddMinutes(-marketTrend.TrendMinutes), marketTrend.Name);

            List<MarketTrendChange> marketTrendChanges = BaseAnalyzer.GetMarketTrendChanges(platform, mainMarket, marketTrend, marketList, recentMarkets, trendMarkets, sortBy, isGlobal, systemConfiguration, log);

            output.Add(marketTrend.Name, marketTrendChanges);

            log.DoLogInfo(platform + " - " + marketTrendChanges.Count.ToString() + " Market trend changes built for '" + marketTrend.Name + "'.");
          }
        }

      } catch (Exception ex) {
        log.DoLogCritical(ex.Message, ex);
      }

      return output;
    }

    public static List<MarketTrendChange> GetMarketTrendChanges(string platform, string mainMarket, MarketTrend marketTrend, List<string> marketList, Dictionary<string, Market> recentMarkets, Dictionary<string, Market> trendMarkets, string sortBy, bool isGlobal, PTMagicConfiguration systemConfiguration, LogHelper log) {
      List<MarketTrendChange> result = new List<MarketTrendChange>();

      var sortedMarkets = new SortedDictionary<string, Market>(recentMarkets).OrderBy(m => m.Value.Position);
      if (sortBy.Equals("Volume")) {
        sortedMarkets = new SortedDictionary<string, Market>(recentMarkets).OrderByDescending(m => m.Value.Volume24h);
      }

      int marketCount = 1;
      foreach (KeyValuePair<string, Market> recentMarketPair in sortedMarkets) {
        if (marketList.Count == 0 || marketList.Contains(recentMarketPair.Key)) {
          bool excludeMainCurrency = systemConfiguration.AnalyzerSettings.MarketAnalyzer.ExcludeMainCurrency;
          if (!marketTrend.ExcludeMainCurrency) {
            excludeMainCurrency = marketTrend.ExcludeMainCurrency;
          }

          if (platform.Equals("CoinMarketCap", StringComparison.InvariantCulture) && excludeMainCurrency) {

            // Check if this is the main currency (only for CoinMarketCap)
            if (recentMarketPair.Value.Symbol.Equals(mainMarket, StringComparison.InvariantCultureIgnoreCase)) {

              // If the current market is the main currency, skip it
              continue;
            }
          }
          Market recentMarket = recentMarkets[recentMarketPair.Key];

          if (trendMarkets.ContainsKey(recentMarketPair.Key)) {
            List<string> ignoredMarkets = SystemHelper.ConvertTokenStringToList(marketTrend.IgnoredMarkets, ",");
            if (ignoredMarkets.Contains(recentMarketPair.Value.Symbol)) {
              log.DoLogDebug(platform + " - Market trend '" + marketTrend.Name + "' for '" + recentMarketPair.Key + "' is ignored in this trend.");
              continue;
            }

            List<string> allowedMarkets = SystemHelper.ConvertTokenStringToList(marketTrend.AllowedMarkets, ",");
            if (allowedMarkets.Count > 0 && !allowedMarkets.Contains(recentMarketPair.Value.Symbol)) {
              log.DoLogDebug(platform + " - Market trend '" + marketTrend.Name + "' for '" + recentMarketPair.Key + "' is not allowed in this trend.");
              continue;
            }

            Market trendMarket = trendMarkets[recentMarketPair.Key];

            if (trendMarket != null) {
              double recentMarketPrice = recentMarket.Price;
              double trendMarketPrice = trendMarket.Price;

              if (!platform.Equals("CoinMarketCap", StringComparison.InvariantCulture) && marketTrend.TrendCurrency.Equals("Fiat", StringComparison.InvariantCultureIgnoreCase)) {
                if (recentMarket.MainCurrencyPriceUSD > 0 && trendMarket.MainCurrencyPriceUSD > 0) {
                  recentMarketPrice = recentMarketPrice * recentMarket.MainCurrencyPriceUSD;
                  trendMarketPrice = trendMarketPrice * trendMarket.MainCurrencyPriceUSD;
                }
              }

              double trendMarketChange = (recentMarketPrice - trendMarketPrice) / trendMarketPrice * 100;

              MarketTrendChange mtc = new MarketTrendChange();
              mtc.MarketTrendName = marketTrend.Name;
              mtc.TrendMinutes = marketTrend.TrendMinutes;
              mtc.TrendChange = trendMarketChange;
              mtc.Market = recentMarket.Name;
              mtc.LastPrice = recentMarket.Price;
              mtc.Volume24h = recentMarket.Volume24h;
              mtc.TrendDateTime = DateTime.Now;

              result.Add(mtc);

              log.DoLogDebug(platform + " - Market trend '" + marketTrend.Name + "' for '" + recentMarketPair.Key + "' (Vol. " + recentMarket.Volume24h.ToString("#,#0.00") + ") is " + trendMarketChange.ToString("#,#0.00") + "% in " + SystemHelper.GetProperDurationTime(marketTrend.TrendMinutes * 60).ToLower() + ".");

              marketCount++;
            }
          }
        }
      }

      if (marketTrend.MaxMarkets > 0 && isGlobal) {
        int maxMarkets = (marketTrend.MaxMarkets <= result.Count) ? marketTrend.MaxMarkets : result.Count;

        result = result.GetRange(0, maxMarkets);
      }

      return result;
    }

    public static Dictionary<string, double> BuildGlobalMarketTrends(Dictionary<string, List<MarketTrendChange>> globalMarketTrendChanges, PTMagicConfiguration systemConfiguration, LogHelper log) {
      Dictionary<string, double> result = new Dictionary<string, double>();

      List<MarketTrend> marketTrends = systemConfiguration.AnalyzerSettings.MarketAnalyzer.MarketTrends;
      if (marketTrends.Count > 0) {
        foreach (MarketTrend marketTrend in marketTrends) {
          log.DoLogInfo("Building market trend average for '" + marketTrend.Name + "'");

          if (globalMarketTrendChanges.ContainsKey(marketTrend.Name)) {
            List<MarketTrendChange> marketTrendChanges = globalMarketTrendChanges[marketTrend.Name];
            if (marketTrendChanges != null && marketTrendChanges.Count > 0) {

              double averageTrendChange = marketTrendChanges.Average(mtc => mtc.TrendChange);

              result.Add(marketTrend.Name, averageTrendChange);

              log.DoLogInfo("Built average market trend change '" + marketTrend.Name + "' (" + averageTrendChange.ToString("#,#0.00") + "% in " + marketTrend.TrendMinutes.ToString() + " minutes) for " + marketTrendChanges.Count.ToString() + " markets.");
            } else {
              result.Add(marketTrend.Name, 0);

              log.DoLogWarn("No market trend changes found for  '" + marketTrend.Name + "' - returning 0%");
            }
          } else {
            result.Add(marketTrend.Name, 0);

            log.DoLogWarn("Market trend '" + marketTrend.Name + "' not found in globalMarketTrendChanges[] - returning 0%");
          }
        }
      }

      return result;
    }
  }
}