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PTMagic
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Merge pull request #87 from djbadders/develop 

Fixes to marketdata in non UTC timezones + small tweaks
This commit is contained in:
HojouFotytu 2019-03-10 11:18:57 +09:00 committed by GitHub
parent 77b6801e1d f68ae43f41
commit 9e04e59007
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GPG Key ID: 4AEE18F83AFDEB23
6 changed files with 79 additions and 68 deletions
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60
Core/Main/PTMagic.cs
View File

@ -604,6 +604,7 @@ namespace Core.Main
this.Log.DoLogInfo("Detected a '" + e.ChangeType.ToString() + "' change in the following preset file: " + e.FullPath);
// Reprocess now
this.EnforceSettingsReapply = true;
PTMagicIntervalTimer_Elapsed(new object(), null);
// Enable the file watcher again
@ -964,7 +965,7 @@ namespace Core.Main
FileInfo generalSettingsFile = new FileInfo(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + "settings.general.json");
FileInfo analyzerSettingsFile = new FileInfo(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + "settings.analyzer.json");
if (generalSettingsFile.LastWriteTimeUtc > this.LastSettingFileCheck || analyzerSettingsFile.LastWriteTimeUtc > this.LastSettingFileCheck || EnforceSettingsReapply)
if (generalSettingsFile.LastWriteTimeUtc > this.LastSettingFileCheck || analyzerSettingsFile.LastWriteTimeUtc > this.LastSettingFileCheck)
{
Log.DoLogInfo("Detected configuration changes. Reloading settings...");
@ -1202,7 +1203,6 @@ namespace Core.Main
}
else if (this.PTMagicConfiguration.GeneralSettings.Application.Exchange.Equals("Binance", StringComparison.InvariantCultureIgnoreCase))
{
// Get most recent market data from Binance
this.ExchangeMarketList = Binance.GetMarketData(this.LastRuntimeSummary.MainMarket, this.MarketInfos, this.PTMagicConfiguration, this.Log);
}
@ -1382,14 +1382,7 @@ namespace Core.Main
if (this.EnforceSettingsReapply || !activeSettingName.Equals(triggeredSetting.SettingName, StringComparison.InvariantCultureIgnoreCase))
{
// Check if we need to force a refresh of the settings
if (this.EnforceSettingsReapply)
{
this.Log.DoLogInfo("Reapplying '" + activeSettingName + "' as the settings.analyzer.json or a preset file got changed.");
}
else
{
this.Log.DoLogInfo("Setting '" + activeSettingName + "' currently active. Checking for flood protection...");
}
this.Log.DoLogInfo("Setting '" + activeSettingName + "' currently active. Checking for flood protection...");
// If the setting we are about to activate is the default one, do not list matched triggers
if (triggeredSetting.SettingName.Equals(this.DefaultSettingName, StringComparison.InvariantCultureIgnoreCase))
@ -1405,6 +1398,10 @@ namespace Core.Main
{
this.Log.DoLogInfo("Switching global settings to '" + triggeredSetting.SettingName + "'...");
}
else
{
this.Log.DoLogInfo("Applying '" + triggeredSetting.SettingName + "' as the settings.analyzer.json or a preset file got changed.");
}
SettingsHandler.CompileProperties(this, triggeredSetting);
this.GlobalSettingWritten = true;
@ -1415,35 +1412,31 @@ namespace Core.Main
// Build Telegram message
string telegramMessage;
if (!EnforceSettingsReapply)
telegramMessage = this.PTMagicConfiguration.GeneralSettings.Application.InstanceName + ": Setting switched to '*" + SystemHelper.SplitCamelCase(triggeredSetting.SettingName) + "*'.";
if (matchedTriggers.Count > 0)
{
telegramMessage = this.PTMagicConfiguration.GeneralSettings.Application.InstanceName + ": Setting switched to '*" + SystemHelper.SplitCamelCase(triggeredSetting.SettingName) + "*'.";
if (matchedTriggers.Count > 0)
telegramMessage += "\n\n*Matching Triggers:*";
foreach (string triggerResult in matchedTriggers)
{
telegramMessage += "\n\n*Matching Triggers:*";
foreach (string triggerResult in matchedTriggers)
{
telegramMessage += "\n" + triggerResult;
}
}
if (this.AverageMarketTrendChanges.Keys.Count > 0)
{
telegramMessage += "\n\n*Market Trends:*";
foreach (string key in this.AverageMarketTrendChanges.Keys)
{
telegramMessage += "\n" + key + ": " + this.AverageMarketTrendChanges[key].ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
}
telegramMessage += "\n" + triggerResult;
}
}
else
if (this.AverageMarketTrendChanges.Keys.Count > 0)
{
telegramMessage = this.PTMagicConfiguration.GeneralSettings.Application.InstanceName + ": Reapplying settings '*" + SystemHelper.SplitCamelCase(triggeredSetting.SettingName) + "*'.";
telegramMessage += "\n\n*Market Trends:*";
foreach (string key in this.AverageMarketTrendChanges.Keys)
{
telegramMessage += "\n" + key + ": " + this.AverageMarketTrendChanges[key].ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
}
}
// Send Telegram message
if (this.PTMagicConfiguration.GeneralSettings.Telegram.IsEnabled) TelegramHelper.SendMessage(this.PTMagicConfiguration.GeneralSettings.Telegram.BotToken, this.PTMagicConfiguration.GeneralSettings.Telegram.ChatId, telegramMessage, this.PTMagicConfiguration.GeneralSettings.Telegram.SilentMode, this.Log);
if (this.PTMagicConfiguration.GeneralSettings.Telegram.IsEnabled)
{
TelegramHelper.SendMessage(this.PTMagicConfiguration.GeneralSettings.Telegram.BotToken, this.PTMagicConfiguration.GeneralSettings.Telegram.ChatId, telegramMessage, this.PTMagicConfiguration.GeneralSettings.Telegram.SilentMode, this.Log);
}
// Record last settings run
this.LastSetting = activeSettingName;
@ -2486,10 +2479,7 @@ namespace Core.Main
}
}
if (!this.LastRuntimeSummary.MarketSummary.ContainsKey(marketPair))
{
this.LastRuntimeSummary.MarketSummary.Add(marketPair, mpSummary);
}
this.LastRuntimeSummary.MarketSummary.Add(marketPair, mpSummary);
}
this.Log.DoLogInfo("Summary: Current single market properties saved.");

14
Core/MarketAnalyzer/BaseAnalyzer.cs
View File

@ -345,7 +345,17 @@ namespace Core.MarketAnalyzer
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)
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>();
@ -368,7 +378,6 @@ namespace Core.MarketAnalyzer
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))
{
@ -377,6 +386,7 @@ namespace Core.MarketAnalyzer
continue;
}
}
Market recentMarket = recentMarkets[recentMarketPair.Key];
if (trendMarkets.ContainsKey(recentMarketPair.Key))

39
Core/MarketAnalyzer/Binance.cs
View File

@ -11,6 +11,7 @@ using Core.ProfitTrailer;
using System.Net;
using System.Threading;
using System.Threading.Tasks;
using System.Collections.Concurrent;
namespace Core.MarketAnalyzer
{
@ -75,24 +76,24 @@ namespace Core.MarketAnalyzer
float marketVolume = currencyTicker["volume"].ToObject<float>();
if (marketName.EndsWith(mainMarket, StringComparison.InvariantCultureIgnoreCase))
{
if(marketLastPrice > 0 && marketVolume > 0 )
if (marketLastPrice > 0 && marketVolume > 0)
{
// Set last values in case any error occurs
lastMarket = marketName;
lastTicker = currencyTicker;
// 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;
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);
markets.Add(market.Name, market);
result.Add(market.Name);
result.Add(market.Name);
}
else
{
@ -108,7 +109,7 @@ namespace Core.MarketAnalyzer
Binance.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
DateTime fileDateTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day, DateTime.UtcNow.Hour, DateTime.UtcNow.Minute, 0).ToUniversalTime();
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);
@ -360,13 +361,17 @@ namespace Core.MarketAnalyzer
// Get Ticks for all markets
log.DoLogDebug("Binance - Getting ticks for '" + markets.Count + "' markets");
Dictionary<string, List<MarketTick>> marketTicks = new Dictionary<string, List<MarketTick>>();
ConcurrentDictionary<string, List<MarketTick>> marketTicks = new ConcurrentDictionary<string, List<MarketTick>>();
Parallel.ForEach( markets.Keys,
Parallel.ForEach(markets.Keys,
new ParallelOptions { MaxDegreeOfParallelism = 5 },
(key) =>
{
marketTicks.Add(key, Binance.GetMarketTicks(key, totalTicks, systemConfiguration, log));
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)
{

10
Core/MarketAnalyzer/Bittrex.cs
View File

@ -115,7 +115,7 @@ namespace Core.MarketAnalyzer
Bittrex.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
DateTime fileDateTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day, DateTime.UtcNow.Hour, DateTime.UtcNow.Minute, 0).ToUniversalTime();
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);
@ -235,11 +235,15 @@ namespace Core.MarketAnalyzer
log.DoLogDebug("Bittrex - Getting ticks for '" + markets.Count + "' markets");
Dictionary<string, List<MarketTick>> marketTicks = new Dictionary<string, List<MarketTick>>();
Parallel.ForEach( markets.Keys,
Parallel.ForEach(markets.Keys,
new ParallelOptions { MaxDegreeOfParallelism = 5 },
(key) =>
{
marketTicks.Add(key, Bittrex.GetMarketTicks(key, systemConfiguration, log));
if (!marketTicks.TryAdd(key, Bittrex.GetMarketTicks(key, 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)
{

10
Core/MarketAnalyzer/CoinMarketCap.cs
View File

@ -53,11 +53,10 @@ namespace Core.MarketAnalyzer
CoinMarketCap.CheckForMarketDataRecreation(markets, systemConfiguration, log);
DateTime fileDateTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day, DateTime.UtcNow.Hour, DateTime.UtcNow.Minute, 0).ToUniversalTime();
// Save the data
DateTime fileDateTime = DateTime.UtcNow;
FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathCoinMarketCap + Path.DirectorySeparatorChar, "MarketData_" + fileDateTime.ToString("yyyy-MM-dd_HH.mm") + ".json", JsonConvert.SerializeObject(markets), fileDateTime, fileDateTime);
log.DoLogInfo("CoinMarketCap - Market data saved.");
FileHelper.CleanupFiles(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathCoinMarketCap + Path.DirectorySeparatorChar, systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
@ -139,11 +138,10 @@ namespace Core.MarketAnalyzer
markets24h.Add(markets[key].Name, market24h);
}
DateTime fileDateTime = new DateTime(DateTime.UtcNow.ToLocalTime().AddHours(-24).Year, DateTime.UtcNow.ToLocalTime().AddHours(-24).Month, DateTime.UtcNow.ToLocalTime().AddHours(-24).Day, DateTime.UtcNow.ToLocalTime().AddHours(-24).Hour, DateTime.UtcNow.ToLocalTime().AddHours(-24).Minute, 0).ToUniversalTime();
// Save the 24hr market data
DateTime fileDateTime = DateTime.UtcNow.AddHours(-24);
FileHelper.WriteTextToFile(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathCoinMarketCap + Path.DirectorySeparatorChar, "MarketData_" + fileDateTime.ToString("yyyy-MM-dd_HH.mm") + ".json", JsonConvert.SerializeObject(markets24h), fileDateTime, fileDateTime);
log.DoLogInfo("CoinMarketCap - 24h market data rebuilt.");
}
}

10
Core/MarketAnalyzer/Poloniex.cs
View File

@ -99,7 +99,7 @@ namespace Core.MarketAnalyzer
Poloniex.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
DateTime fileDateTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day, DateTime.UtcNow.Hour, DateTime.UtcNow.Minute, 0).ToUniversalTime();
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);
@ -269,11 +269,15 @@ namespace Core.MarketAnalyzer
log.DoLogDebug("Poloniex - Getting ticks for '" + markets.Count + "' markets");
Dictionary<string, List<MarketTick>> marketTicks = new Dictionary<string, List<MarketTick>>();
Parallel.ForEach( markets.Keys,
Parallel.ForEach(markets.Keys,
new ParallelOptions { MaxDegreeOfParallelism = 5 },
(key) =>
{
marketTicks.Add(key, Poloniex.GetMarketTicks(key, systemConfiguration, log));
if (!marketTicks.TryAdd(key, Bittrex.GetMarketTicks(key, 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)
{