535 lines
19 KiB
C#
535 lines
19 KiB
C#
using System;
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using System.IO;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using System.Net;
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using System.Threading.Tasks;
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using System.Diagnostics;
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using Newtonsoft.Json.Linq;
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using Core.Main.DataObjects.PTMagicData;
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namespace Core.Main.DataObjects
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{
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public class ProfitTrailerData
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{
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private SummaryData _summary = null;
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private PropertiesData _properties = null;
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private List<SellLogData> _sellLog = new List<SellLogData>();
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private List<DCALogData> _dcaLog = new List<DCALogData>();
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private List<BuyLogData> _buyLog = new List<BuyLogData>();
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private string _ptmBasePath = "";
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private PTMagicConfiguration _systemConfiguration = null;
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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;
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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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}
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// Get a time span for the UTC offset from the settings
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private TimeSpan OffsetTimeSpan
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{
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get
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{
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if (!_offsetTimeSpan.HasValue)
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{
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// Get offset for settings.
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_offsetTimeSpan = TimeSpan.Parse(_systemConfiguration.GeneralSettings.Application.TimezoneOffset.Replace("+", ""));
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}
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return _offsetTimeSpan.Value;
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}
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}
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// Get the time with the settings UTC offset applied
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private DateTimeOffset LocalizedTime
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{
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get
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{
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return DateTimeOffset.UtcNow.ToOffset(OffsetTimeSpan);
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}
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}
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public SummaryData Summary
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{
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get
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{
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if (_summary == null || (DateTime.UtcNow > _summaryRefresh))
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{
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lock (_summaryLock)
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{
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// Thread double locking
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if (_summary == null || (DateTime.UtcNow > _summaryRefresh))
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{
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_summary = BuildSummaryData(GetDataFromProfitTrailer("api/v2/data/misc"));
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_summaryRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds - 1);
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}
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}
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}
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return _summary;
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}
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}
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public PropertiesData Properties
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{
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get
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{
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if (_properties == null || (DateTime.UtcNow > _propertiesRefresh))
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{
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lock (_propertiesLock)
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{
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// Thread double locking
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if (_properties == null || (DateTime.UtcNow > _propertiesRefresh))
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{
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_properties = BuildSummaryData(GetDataFromProfitTrailer("api/v2/data/properties"));
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_propertiesRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds - 1);
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}
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}
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}
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return _properties;
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}
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}
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public List<SellLogData> SellLog
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{
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get
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{
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if (_sellLog == null || (DateTime.UtcNow > _sellLogRefresh))
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{
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lock (_sellLock)
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{
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// Thread double locking
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if (_sellLog == null || (DateTime.UtcNow > _sellLogRefresh))
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{
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_sellLog.Clear();
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this.BuildSellLogData(GetDataFromProfitTrailer("/api/v2/data/sales"));
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_sellLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.RefreshSeconds - 1);
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}
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}
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}
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return _sellLog;
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}
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}
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public List<SellLogData> SellLogToday
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{
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get
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{
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return SellLog.FindAll(sl => sl.SoldDate.Date == LocalizedTime.DateTime.Date);
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}
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}
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public List<SellLogData> SellLogYesterday
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{
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get
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{
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return SellLog.FindAll(sl => sl.SoldDate.Date == LocalizedTime.DateTime.AddDays(-1).Date);
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}
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}
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public List<SellLogData> SellLogLast7Days
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{
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get
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{
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return SellLog.FindAll(sl => sl.SoldDate.Date >= LocalizedTime.DateTime.AddDays(-7).Date);
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}
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}
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public List<SellLogData> SellLogLast30Days
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{
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get
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{
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return SellLog.FindAll(sl => sl.SoldDate.Date >= LocalizedTime.DateTime.AddDays(-30).Date);
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}
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}
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public List<DCALogData> DCALog
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{
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get
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{
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if (_dcaLog == null || (DateTime.UtcNow > _dcaLogRefresh))
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{
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lock (_dcaLock)
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{
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// Thread double locking
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if (_dcaLog == null || (DateTime.UtcNow > _dcaLogRefresh))
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{
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dynamic dcaData = null, pairsData = null, pendingData = null, watchData = null;
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_dcaLog.Clear();
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Parallel.Invoke(() =>
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{
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dcaData = GetDataFromProfitTrailer("/api/v2/data/dca", true);
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},
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() =>
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{
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pairsData = GetDataFromProfitTrailer("/api/v2/data/pairs", true);
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},
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() =>
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{
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pendingData = GetDataFromProfitTrailer("/api/v2/data/pending", true);
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},
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() =>
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{
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watchData = GetDataFromProfitTrailer("/api/v2/data/watchmode", true);
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});
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this.BuildDCALogData(dcaData, pairsData, pendingData, watchData);
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_dcaLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.BagAnalyzerRefreshSeconds - 1);
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}
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}
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}
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return _dcaLog;
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}
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}
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public List<BuyLogData> BuyLog
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{
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get
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{
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if (_buyLog == null || (DateTime.UtcNow > _buyLogRefresh))
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{
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lock (_buyLock)
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{
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// Thread double locking
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if (_buyLog == null || (DateTime.UtcNow > _buyLogRefresh))
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{
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_buyLog.Clear();
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this.BuildBuyLogData(GetDataFromProfitTrailer("/api/v2/data/pbl", true));
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_buyLogRefresh = DateTime.UtcNow.AddSeconds(_systemConfiguration.GeneralSettings.Monitor.BuyAnalyzerRefreshSeconds - 1);
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}
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}
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}
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return _buyLog;
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}
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}
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public TransactionData TransactionData
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{
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get
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{
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if (_transactionData == null) _transactionData = new TransactionData(_ptmBasePath);
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return _transactionData;
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}
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}
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public double GetCurrentBalance()
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{
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return
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(this.Summary.Balance);
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}
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public double GetPairsBalance()
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{
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return
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(this.Summary.PairsValue);
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}
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public double GetDCABalance()
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{
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return
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(this.Summary.DCAValue);
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}
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public double GetPendingBalance()
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{
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return
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(this.Summary.PendingValue);
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}
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public double GetDustBalance()
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{
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return
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(this.Summary.DustValue);
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}
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public double GetSnapshotBalance(DateTime snapshotDateTime)
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{
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double result = _systemConfiguration.GeneralSettings.Application.StartBalance;
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result += this.SellLog.FindAll(sl => sl.SoldDate.Date < snapshotDateTime.Date).Sum(sl => sl.Profit);
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result += this.TransactionData.Transactions.FindAll(t => t.UTCDateTime < snapshotDateTime).Sum(t => t.Amount);
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// Calculate holdings for snapshot date
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result += this.DCALog.FindAll(pairs => pairs.FirstBoughtDate <= snapshotDateTime).Sum(pairs => pairs.CurrentValue);
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return result;
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}
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private dynamic GetDataFromProfitTrailer(string callPath, bool arrayReturned = false)
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{
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string rawBody = "";
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string url = string.Format("{0}{1}?token={2}", _systemConfiguration.GeneralSettings.Application.ProfitTrailerMonitorURL, callPath, _systemConfiguration.GeneralSettings.Application.ProfitTrailerServerAPIToken);
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// Get the data from PT
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Debug.WriteLine(String.Format("{0} - Calling '{1}'", DateTime.UtcNow, url));
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HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
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request.AutomaticDecompression = DecompressionMethods.GZip;
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request.KeepAlive = true;
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WebResponse response = request.GetResponse();
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using (Stream dataStream = response.GetResponseStream())
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{
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StreamReader reader = new StreamReader(dataStream);
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rawBody = reader.ReadToEnd();
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reader.Close();
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}
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response.Close();
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// Parse the JSON and build the data sets
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if (!arrayReturned)
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{
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return JObject.Parse(rawBody);
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}
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else
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{
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return JArray.Parse(rawBody);
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}
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}
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private SummaryData BuildSummaryData(dynamic PTData)
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{
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return new SummaryData()
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{
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Market = PTData.market,
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Balance = PTData.realBalance,
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PairsValue = PTData.totalPairsCurrentValue,
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DCAValue = PTData.totalDCACurrentValue,
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PendingValue = PTData.totalPendingCurrentValue,
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DustValue = PTData.totalDustCurrentValue
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};
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}
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private PropertiesData BuildProptertiesData(dynamic PTProperties)
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{
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return new PropertiesData()
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{
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Currency = PTProperties.currency,
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Shorting = PTProperties.shorting,
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Margin = PTProperties.margin,
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UpTime = PTProperties.upTime,
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Port = PTProperties.port,
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IsLeverageExchange = PTProperties.isLeverageExchange,
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BaseUrl = PTProperties.baseUrl
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};
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}
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private void BuildSellLogData(dynamic rawSellLogData)
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{
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foreach (var rsld in rawSellLogData.data)
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{
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SellLogData sellLogData = new SellLogData();
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sellLogData.SoldAmount = rsld.soldAmount;
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sellLogData.BoughtTimes = rsld.boughtTimes;
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sellLogData.Market = rsld.market;
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sellLogData.ProfitPercent = rsld.profit;
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sellLogData.SoldPrice = rsld.currentPrice;
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sellLogData.AverageBuyPrice = rsld.avgPrice;
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sellLogData.TotalCost = sellLogData.SoldAmount * sellLogData.AverageBuyPrice;
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// check if bot is a shortbot via PT API. Losses on short bot currently showing as gains. Issue #195
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// code removed
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double soldValueRaw = (sellLogData.SoldAmount * sellLogData.SoldPrice);
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double soldValueAfterFees = soldValueRaw - (soldValueRaw * ((double)rsld.fee / 100));
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sellLogData.SoldValue = soldValueAfterFees;
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sellLogData.Profit = Math.Round(sellLogData.SoldValue - sellLogData.TotalCost, 8);
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//Convert Unix Timestamp to Datetime
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System.DateTime dtDateTime = new DateTime(1970, 1, 1, 0, 0, 0, System.DateTimeKind.Utc);
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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;
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_sellLog.Add(sellLogData);
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}
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}
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private void BuildDCALogData(dynamic rawDCALogData, dynamic rawPairsLogData, dynamic rawPendingLogData, dynamic rawWatchModeLogData)
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{
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// Parse DCA data
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_dcaLog.AddRange(ParsePairsData(rawDCALogData, true));
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// Parse Pairs data
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_dcaLog.AddRange(ParsePairsData(rawPairsLogData, false));
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// Parse pending pairs data
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_dcaLog.AddRange(ParsePairsData(rawPendingLogData, false));
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// Parse watch only pairs data
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_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.
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private List<DCALogData> ParsePairsData(dynamic pairsData, bool processBuyStrategies)
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{
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List<DCALogData> pairs = new List<DCALogData>();
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foreach (var pair in pairsData)
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{
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DCALogData dcaLogData = new DCALogData();
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dcaLogData.Amount = pair.totalAmount;
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dcaLogData.BoughtTimes = pair.boughtTimes;
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dcaLogData.Market = pair.market;
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dcaLogData.ProfitPercent = pair.profit;
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dcaLogData.AverageBuyPrice = pair.avgPrice;
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dcaLogData.TotalCost = pair.totalCost;
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dcaLogData.BuyTriggerPercent = pair.buyProfit;
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dcaLogData.CurrentLowBBValue = pair.bbLow == null ? 0 : pair.bbLow;
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dcaLogData.CurrentHighBBValue = pair.highBb == null ? 0 : pair.highBb;
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dcaLogData.BBTrigger = pair.bbTrigger == null ? 0 : pair.bbTrigger;
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dcaLogData.CurrentPrice = pair.currentPrice;
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dcaLogData.SellTrigger = pair.triggerValue == null ? 0 : pair.triggerValue;
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dcaLogData.PercChange = pair.percChange;
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dcaLogData.Leverage = pair.leverage == null ? 0 : pair.leverage;
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dcaLogData.BuyStrategy = pair.buyStrategy == null ? "" : pair.buyStrategy;
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dcaLogData.SellStrategy = pair.sellStrategy == null ? "" : pair.sellStrategy;
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dcaLogData.IsTrailing = false;
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if (pair.buyStrategies != null && processBuyStrategies)
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{
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foreach (var bs in pair.buyStrategies)
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{
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Strategy buyStrategy = new Strategy();
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buyStrategy.Type = bs.type;
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buyStrategy.Name = bs.name;
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buyStrategy.EntryValue = bs.entryValue;
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buyStrategy.EntryValueLimit = bs.entryValueLimit;
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buyStrategy.TriggerValue = bs.triggerValue;
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buyStrategy.CurrentValue = bs.currentValue;
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buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
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buyStrategy.Decimals = bs.decimals;
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buyStrategy.IsTrailing = ((string)bs.positive).IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyStrategy.IsTrue = ((string)bs.positive).IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.BuyStrategies.Add(buyStrategy);
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}
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}
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if (pair.sellStrategies != null)
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{
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foreach (var ss in pair.sellStrategies)
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{
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Strategy sellStrategy = new Strategy();
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sellStrategy.Type = ss.type;
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sellStrategy.Name = ss.name;
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sellStrategy.EntryValue = ss.entryValue;
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sellStrategy.EntryValueLimit = ss.entryValueLimit;
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sellStrategy.TriggerValue = ss.triggerValue;
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sellStrategy.CurrentValue = ss.currentValue;
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sellStrategy.CurrentValuePercentage = ss.currentValuePercentage;
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sellStrategy.Decimals = ss.decimals;
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sellStrategy.IsTrailing = ((string)ss.positive).IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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sellStrategy.IsTrue = ((string)ss.positive).IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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dcaLogData.SellStrategies.Add(sellStrategy);
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// Find the target percentage gain to sell.
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if (sellStrategy.Name.Contains("GAIN", StringComparison.InvariantCultureIgnoreCase))
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{
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if (!dcaLogData.TargetGainValue.HasValue || dcaLogData.TargetGainValue.Value > sellStrategy.EntryValue)
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{
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// Set the target sell percentage
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dcaLogData.TargetGainValue = sellStrategy.EntryValue;
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}
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}
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}
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}
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// Calculate current value
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dcaLogData.CurrentValue = dcaLogData.CurrentPrice * dcaLogData.Amount;
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// Convert Unix Timestamp to Datetime
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System.DateTime rdldDateTime = new DateTime(1970, 1, 1, 0, 0, 0, System.DateTimeKind.Utc);
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rdldDateTime = rdldDateTime.AddSeconds((double)pair.firstBoughtDate).ToUniversalTime();
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// Profit Trailer bought times are saved in UTC
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if (pair.firstBoughtDate > 0)
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{
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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;
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}
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else
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{
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dcaLogData.FirstBoughtDate = Constants.confMinDate;
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}
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_dcaLog.Add(dcaLogData);
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}
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return pairs;
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}
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private void BuildBuyLogData(dynamic rawBuyLogData)
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{
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foreach (var rbld in rawBuyLogData)
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{
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BuyLogData buyLogData = new BuyLogData() { IsTrailing = false, IsTrue = false, IsSom = false, TrueStrategyCount = 0 };
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buyLogData.Market = rbld.market;
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buyLogData.ProfitPercent = rbld.profit;
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buyLogData.CurrentPrice = rbld.currentPrice;
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buyLogData.PercChange = rbld.percChange;
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buyLogData.Volume24h = rbld.volume;
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if (rbld.positive != null)
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{
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buyLogData.IsTrailing = ((string)(rbld.positive)).IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
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buyLogData.IsTrue = ((string)(rbld.positive)).IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
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}
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else
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{
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if (rbld.buyStrategies != null)
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{
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foreach (var bs in rbld.buyStrategies)
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{
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Strategy buyStrategy = new Strategy();
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buyStrategy.Type = bs.type;
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buyStrategy.Name = bs.name;
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buyStrategy.EntryValue = bs.entryValue;
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buyStrategy.EntryValueLimit = bs.entryValueLimit;
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buyStrategy.TriggerValue = bs.triggerValue;
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buyStrategy.CurrentValue = bs.currentValue;
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buyStrategy.CurrentValuePercentage = bs.currentValuePercentage;
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buyStrategy.Decimals = bs.decimals;
|
|
buyStrategy.IsTrailing = ((string)(bs.positive)).IndexOf("trailing", StringComparison.InvariantCultureIgnoreCase) > -1;
|
|
buyStrategy.IsTrue = ((string)(bs.positive)).IndexOf("true", StringComparison.InvariantCultureIgnoreCase) > -1;
|
|
|
|
// Is SOM?
|
|
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
|
|
buyLogData.BuyStrategies.Add(buyStrategy);
|
|
}
|
|
}
|
|
}
|
|
|
|
_buyLog.Add(buyLogData);
|
|
}
|
|
}
|
|
}
|
|
}
|