351 lines
16 KiB
C#
351 lines
16 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.IO;
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using System.Text;
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using Core.Main;
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using Core.Helper;
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using Core.Main.DataObjects.PTMagicData;
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using Newtonsoft.Json;
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using Core.ProfitTrailer;
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using System.Net;
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namespace Core.MarketAnalyzer {
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public class Binance : BaseAnalyzer {
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public static double GetMainCurrencyPrice(string mainMarket, PTMagicConfiguration systemConfiguration, LogHelper log) {
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double result = 0;
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try {
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string baseUrl = "https://api.binance.com/api/v1/ticker/24hr?symbol=" + mainMarket + "USDT";
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log.DoLogInfo("Binance - Getting main market price...");
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Newtonsoft.Json.Linq.JObject jsonObject = GetSimpleJsonObjectFromURL(baseUrl, log, false);
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if (jsonObject != null) {
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log.DoLogInfo("Binance - Market data received for " + mainMarket + "USDT");
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result = (double)jsonObject.GetValue("lastPrice");
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log.DoLogInfo("Binance - Current price for " + mainMarket + "USDT: " + result.ToString("#,#0.00") + " USD");
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}
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} catch (Exception ex) {
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log.DoLogCritical(ex.Message, ex);
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}
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return result;
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}
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public static List<string> GetMarketData(string mainMarket, Dictionary<string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log) {
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List<string> result = new List<string>();
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string lastMarket = "";
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Newtonsoft.Json.Linq.JObject lastTicker = null;
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try {
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string baseUrl = "https://api.binance.com/api/v1/ticker/24hr";
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log.DoLogInfo("Binance - Getting market data...");
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Newtonsoft.Json.Linq.JArray jsonArray = GetSimpleJsonArrayFromURL(baseUrl, log);
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if (jsonArray.Count > 0) {
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double mainCurrencyPrice = 1;
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if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase)) {
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mainCurrencyPrice = Binance.GetMainCurrencyPrice(mainMarket, systemConfiguration, log);
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}
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log.DoLogInfo("Binance - Market data received for " + jsonArray.Count.ToString() + " currencies");
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if (mainCurrencyPrice > 0) {
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Dictionary<string, Market> markets = new Dictionary<string, Market>();
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foreach (Newtonsoft.Json.Linq.JObject currencyTicker in jsonArray) {
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string marketName = currencyTicker["symbol"].ToString();
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if (marketName.EndsWith(mainMarket, StringComparison.InvariantCultureIgnoreCase)) {
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// Set last values in case any error occurs
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lastMarket = marketName;
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lastTicker = currencyTicker;
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Market market = new Market();
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market.Position = markets.Count + 1;
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market.Name = marketName;
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market.Symbol = currencyTicker["symbol"].ToString();
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market.Price = SystemHelper.TextToDouble(currencyTicker["lastPrice"].ToString(), 0, "en-US");
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market.Volume24h = SystemHelper.TextToDouble(currencyTicker["quoteVolume"].ToString(), 0, "en-US");
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market.MainCurrencyPriceUSD = mainCurrencyPrice;
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markets.Add(market.Name, market);
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result.Add(market.Name);
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}
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}
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Binance.CheckFirstSeenDates(markets, ref marketInfos, systemConfiguration, log);
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BaseAnalyzer.SaveMarketInfosToFile(marketInfos, systemConfiguration, log);
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Binance.CheckForMarketDataRecreation(mainMarket, markets, systemConfiguration, log);
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DateTime fileDateTime = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour, DateTime.Now.Minute, 0).ToUniversalTime();
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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);
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log.DoLogInfo("Binance - Market data saved for " + markets.Count.ToString() + " markets with " + mainMarket + ".");
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FileHelper.CleanupFiles(Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar, systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
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log.DoLogInfo("Binance - Market data cleaned.");
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} else {
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log.DoLogError("Binance - Failed to get main market price for " + mainMarket + ".");
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result = null;
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}
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}
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} catch (WebException ex) {
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if (ex.Response != null) {
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using (HttpWebResponse errorResponse = (HttpWebResponse)ex.Response) {
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using (StreamReader reader = new StreamReader(errorResponse.GetResponseStream())) {
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Dictionary<string, string> errorData = JsonConvert.DeserializeObject<Dictionary<string, string>>(reader.ReadToEnd());
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if (errorData != null) {
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string errorMessage = "Unable to get data from Binance with URL '" + errorResponse.ResponseUri + "'!";
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if (errorData.ContainsKey("code")) {
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errorMessage += " - Code: " + errorData["code"];
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}
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if (errorData.ContainsKey("msg")) {
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errorMessage += " - Message: " + errorData["msg"];
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}
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log.DoLogError(errorMessage);
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}
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}
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}
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}
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result = null;
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} catch (Exception ex) {
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log.DoLogCritical("Exception while getting data for '" + lastMarket + "': " + ex.Message, ex);
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result = null;
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}
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return result;
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}
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public static void CheckFirstSeenDates(Dictionary<string, Market> markets, ref Dictionary<string, MarketInfo> marketInfos, PTMagicConfiguration systemConfiguration, LogHelper log) {
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log.DoLogInfo("Binance - Checking first seen dates for " + markets.Count + " markets. This may take a while...");
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int marketsChecked = 0;
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foreach (string key in markets.Keys) {
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// Save market info
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MarketInfo marketInfo = null;
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if (marketInfos.ContainsKey(key)) {
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marketInfo = marketInfos[key];
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}
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if (marketInfo == null) {
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marketInfo = new MarketInfo();
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marketInfo.Name = key;
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marketInfos.Add(key, marketInfo);
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marketInfo.FirstSeen = Binance.GetFirstSeenDate(key, systemConfiguration, log);
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} else {
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if (marketInfo.FirstSeen == Constants.confMinDate) {
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marketInfo.FirstSeen = Binance.GetFirstSeenDate(key, systemConfiguration, log);
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}
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}
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marketInfo.LastSeen = DateTime.Now.ToUniversalTime();
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marketsChecked++;
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if ((marketsChecked % 20) == 0) {
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log.DoLogInfo("Binance - Yes, I am still checking first seen dates... " + marketsChecked + "/" + markets.Count + " markets done...");
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}
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}
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}
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public static DateTime GetFirstSeenDate(string marketName, PTMagicConfiguration systemConfiguration, LogHelper log) {
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DateTime result = Constants.confMinDate;
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string baseUrl = "https://api.binance.com/api/v1/klines?interval=1d&symbol=" + marketName + "&limit=100";
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log.DoLogDebug("Binance - Getting first seen date for '" + marketName + "'...");
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Newtonsoft.Json.Linq.JArray jsonArray = GetSimpleJsonArrayFromURL(baseUrl, log);
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if (jsonArray.Count > 0) {
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result = Constants.Epoch.AddMilliseconds((Int64)jsonArray[0][0]);
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log.DoLogDebug("Binance - First seen date for '" + marketName + "' set to " + result.ToString());
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}
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return result;
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}
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public static List<MarketTick> GetMarketTicks(string marketName, int ticksNeeded, PTMagicConfiguration systemConfiguration, LogHelper log) {
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List<MarketTick> result = new List<MarketTick>();
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try {
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Int64 endTime = (Int64)Math.Ceiling(DateTime.Now.ToUniversalTime().Subtract(Constants.Epoch).TotalMilliseconds);
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int ticksLimit = 500;
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string baseUrl = "";
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int ticksFetched = 0;
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if (ticksNeeded < ticksLimit) {
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ticksLimit = ticksNeeded;
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}
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bool go = true;
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while (ticksFetched < ticksNeeded && go) {
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baseUrl = "https://api.binance.com/api/v1/klines?interval=1m&symbol=" + marketName + "&endTime=" + endTime.ToString() + "&limit=" + ticksLimit.ToString();
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log.DoLogDebug("Binance - Getting " + ticksLimit.ToString() + " ticks for '" + marketName + "'...");
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Newtonsoft.Json.Linq.JArray jsonArray = GetSimpleJsonArrayFromURL(baseUrl, log);
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if (jsonArray.Count > 0) {
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log.DoLogDebug("Binance - " + jsonArray.Count.ToString() + " ticks received.");
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foreach (Newtonsoft.Json.Linq.JArray marketTick in jsonArray) {
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MarketTick tick = new MarketTick();
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tick.Price = (double)marketTick[4];
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tick.Volume24h = (double)marketTick[7];
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tick.Time = Constants.Epoch.AddMilliseconds((Int64)marketTick[0]);
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result.Add(tick);
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}
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ticksFetched = ticksFetched + jsonArray.Count;
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endTime = endTime - ticksLimit * 60 * 1000;
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if (ticksNeeded - ticksFetched < ticksLimit) {
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ticksLimit = ticksNeeded - ticksFetched;
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}
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} else {
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log.DoLogDebug("Binance - No ticks received.");
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go = false;
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}
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}
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} catch (WebException ex) {
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if (ex.Response != null) {
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using (HttpWebResponse errorResponse = (HttpWebResponse)ex.Response) {
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using (StreamReader reader = new StreamReader(errorResponse.GetResponseStream())) {
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Dictionary<string, string> errorData = JsonConvert.DeserializeObject<Dictionary<string, string>>(reader.ReadToEnd());
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if (errorData != null) {
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string errorMessage = "Unable to get data from Binance with URL '" + errorResponse.ResponseUri + "'!";
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if (errorData.ContainsKey("code")) {
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errorMessage += " - Code: " + errorData["code"];
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}
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if (errorData.ContainsKey("msg")) {
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errorMessage += " - Message: " + errorData["msg"];
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}
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log.DoLogError(errorMessage);
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}
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}
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}
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}
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result = null;
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} catch (Exception ex) {
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log.DoLogCritical(ex.Message, ex);
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}
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return result;
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}
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public static void CheckForMarketDataRecreation(string mainMarket, Dictionary<string, Market> markets, PTMagicConfiguration systemConfiguration, LogHelper log) {
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string binanceDataDirectoryPath = Directory.GetCurrentDirectory() + Path.DirectorySeparatorChar + Constants.PTMagicPathData + Path.DirectorySeparatorChar + Constants.PTMagicPathExchange + Path.DirectorySeparatorChar;
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if (!Directory.Exists(binanceDataDirectoryPath)) {
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Directory.CreateDirectory(binanceDataDirectoryPath);
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}
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DirectoryInfo dataDirectory = new DirectoryInfo(binanceDataDirectoryPath);
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// Check for existing market files
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DateTime latestMarketDataFileDateTime = Constants.confMinDate;
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List<FileInfo> marketFiles = dataDirectory.EnumerateFiles("MarketData*").ToList();
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FileInfo latestMarketDataFile = null;
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if (marketFiles.Count > 0) {
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latestMarketDataFile = marketFiles.OrderByDescending(mdf => mdf.LastWriteTimeUtc).First();
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latestMarketDataFileDateTime = latestMarketDataFile.LastWriteTimeUtc;
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}
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if (latestMarketDataFileDateTime < DateTime.Now.ToUniversalTime().AddMinutes(-20)) {
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int lastMarketDataAgeInSeconds = (int)Math.Ceiling(DateTime.Now.ToUniversalTime().Subtract(latestMarketDataFileDateTime).TotalSeconds);
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// Go back in time and create market data
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DateTime startDateTime = DateTime.Now.ToUniversalTime();
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DateTime endDateTime = DateTime.Now.ToUniversalTime().AddHours(-systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours);
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if (latestMarketDataFileDateTime != Constants.confMinDate && latestMarketDataFileDateTime > endDateTime) {
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// Existing market files too old => Recreate market data for configured timeframe
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log.DoLogInfo("Binance - Recreating market data for " + markets.Count + " markets over " + SystemHelper.GetProperDurationTime(lastMarketDataAgeInSeconds) + ". This may take a while...");
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endDateTime = latestMarketDataFileDateTime;
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} else {
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// No existing market files found => Recreate market data for configured timeframe
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log.DoLogInfo("Binance - Recreating market data for " + markets.Count + " markets over " + systemConfiguration.AnalyzerSettings.MarketAnalyzer.StoreDataMaxHours + " hours. This may take a while...");
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}
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int totalTicks = (int)Math.Ceiling(startDateTime.Subtract(endDateTime).TotalMinutes);
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// Get Ticks for main market
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List<MarketTick> mainMarketTicks = new List<MarketTick>();
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if (!mainMarket.Equals("USDT", StringComparison.InvariantCultureIgnoreCase)) {
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mainMarketTicks = Binance.GetMarketTicks(mainMarket + "USDT", totalTicks, systemConfiguration, log);
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}
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// Get Ticks for all markets
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log.DoLogDebug("Binance - Getting ticks for '" + markets.Count + "' markets");
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Dictionary<string, List<MarketTick>> marketTicks = new Dictionary<string, List<MarketTick>>();
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foreach (string key in markets.Keys) {
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marketTicks.Add(key, Binance.GetMarketTicks(key, totalTicks, systemConfiguration, log));
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if ((marketTicks.Count % 10) == 0) {
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log.DoLogInfo("Binance - No worries, I am still alive... " + marketTicks.Count + "/" + markets.Count + " markets done...");
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}
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}
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log.DoLogInfo("Binance - Ticks completed.");
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log.DoLogInfo("Binance - Creating initial market data ticks. This may take another while...");
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// Go back in time and create market data
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int completedTicks = 0;
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if (marketTicks.Count > 0) {
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for (DateTime tickTime = startDateTime; tickTime >= endDateTime; tickTime = tickTime.AddMinutes(-1)) {
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completedTicks++;
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double mainCurrencyPrice = 1;
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if (mainMarketTicks.Count > 0) {
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List<MarketTick> mainCurrencyTickRange = mainMarketTicks.FindAll(t => t.Time <= tickTime);
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if (mainCurrencyTickRange.Count > 0) {
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MarketTick mainCurrencyTick = mainCurrencyTickRange.OrderByDescending(t => t.Time).First();
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mainCurrencyPrice = mainCurrencyTick.Price;
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}
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}
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Dictionary<string, Market> tickMarkets = new Dictionary<string, Market>();
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foreach (string key in markets.Keys) {
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List<MarketTick> tickRange = marketTicks[key].FindAll(t => t.Time <= tickTime);
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if (tickRange.Count > 0) {
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MarketTick marketTick = tickRange.OrderByDescending(t => t.Time).First();
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Market market = new Market();
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market.Position = markets.Count + 1;
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market.Name = key;
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market.Symbol = key;
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market.Price = marketTick.Price;
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//market.Volume24h = marketTick.Volume24h;
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market.MainCurrencyPriceUSD = mainCurrencyPrice;
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tickMarkets.Add(market.Name, market);
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}
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}
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DateTime fileDateTime = new DateTime(tickTime.ToLocalTime().Year, tickTime.ToLocalTime().Month, tickTime.ToLocalTime().Day, tickTime.ToLocalTime().Hour, tickTime.ToLocalTime().Minute, 0).ToUniversalTime();
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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);
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log.DoLogDebug("Binance - Market data saved for tick " + fileDateTime.ToString() + " - MainCurrencyPrice=" + mainCurrencyPrice.ToString("#,#0.00") + " USD.");
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if ((completedTicks % 100) == 0) {
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log.DoLogInfo("Binance - Our magicbots are still at work, hang on... " + completedTicks + "/" + totalTicks + " ticks done...");
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}
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}
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}
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log.DoLogInfo("Binance - Initial market data created. Ready to go!");
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}
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}
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}
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}
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