Update pricing timing
This commit is contained in:
@@ -1,229 +0,0 @@
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using Managing.Application.Abstractions.Grains;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Common;
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using Managing.Domain.Accounts;
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using Managing.Domain.Candles;
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using Microsoft.Extensions.Logging;
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using Orleans.Concurrency;
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using Orleans.Streams;
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using static Managing.Common.Enums;
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namespace Managing.Application.Grains;
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/// <summary>
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/// StatelessWorker grain for fetching 5-minute price data from external APIs and publishing to Orleans streams.
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/// This grain runs every 5 minutes and processes all exchange/ticker combinations for the 5-minute timeframe.
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/// </summary>
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[StatelessWorker]
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public class PriceFetcher15MinGrain : Grain, IPriceFetcher15MinGrain, IRemindable
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{
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private readonly ILogger<PriceFetcher15MinGrain> _logger;
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private readonly IExchangeService _exchangeService;
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private readonly ICandleRepository _candleRepository;
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private readonly IGrainFactory _grainFactory;
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private const string FetchPricesReminderName = "Fetch15minPricesReminder";
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private IDisposable _timer;
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// Predefined lists of trading parameters to fetch
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private static readonly TradingExchanges[] SupportedExchanges =
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{
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TradingExchanges.Evm
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};
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private static readonly Ticker[] SupportedTickers = Constants.GMX.Config.SupportedTickers;
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private static readonly Timeframe TargetTimeframe = Timeframe.FifteenMinutes;
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public PriceFetcher15MinGrain(
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ILogger<PriceFetcher15MinGrain> logger,
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IExchangeService exchangeService,
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ICandleRepository candleRepository,
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IGrainFactory grainFactory)
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{
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_logger = logger;
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_exchangeService = exchangeService;
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_candleRepository = candleRepository;
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_grainFactory = grainFactory;
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}
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public override async Task OnActivateAsync(CancellationToken cancellationToken)
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{
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_logger.LogInformation("{0} activated", nameof(PriceFetcher15MinGrain));
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// Register a reminder to enable timer if not existing
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await this.RegisterOrUpdateReminder(
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FetchPricesReminderName,
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TimeSpan.FromSeconds(5),
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TimeSpan.FromMinutes(7.5));
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await base.OnActivateAsync(cancellationToken);
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}
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public override async Task OnDeactivateAsync(DeactivationReason reason, CancellationToken cancellationToken)
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{
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_logger.LogInformation("{0} deactivating. Reason: {Reason}",
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nameof(PriceFetcher15MinGrain), reason.Description);
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StopAndDisposeTimer();
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await base.OnDeactivateAsync(reason, cancellationToken);
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}
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public async Task<bool> FetchAndPublishPricesAsync()
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{
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try
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{
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_logger.LogInformation("Starting {timeframe} price fetch cycle", TargetTimeframe);
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var fetchTasks = new List<Task>();
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// Create fetch tasks for all exchange/ticker combinations for 15-minute timeframe
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foreach (var exchange in SupportedExchanges)
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{
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foreach (var ticker in SupportedTickers)
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{
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fetchTasks.Add(FetchAndPublish(exchange, ticker, TargetTimeframe));
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}
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}
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// Execute all fetch operations in parallel
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await Task.WhenAll(fetchTasks);
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_logger.LogInformation("{0} - Completed {1} price fetch cycle for {2} combinations",
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nameof(PriceFetcher15MinGrain), TargetTimeframe, fetchTasks.Count);
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return true;
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error during price fetch cycle");
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return false;
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}
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}
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private async Task FetchAndPublish(TradingExchanges exchange, Ticker ticker, Timeframe timeframe)
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{
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try
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{
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// Create a dummy account for API calls (this may need to be adjusted based on your implementation)
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var account = new Account
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{
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Name = "PriceFetcher",
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Exchange = exchange,
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Type = AccountType.Watch
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};
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// Get the last candle date from database
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var existingCandles = await _candleRepository.GetCandles(exchange, ticker, timeframe,
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DateTime.UtcNow.AddDays(-30), DateTime.UtcNow.AddDays(1), 20);
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var isFirstCall = !existingCandles.Any();
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var startDate = !isFirstCall
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? existingCandles.Last().Date
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: new DateTime(2017, 1, 1);
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// Fetch new candles from external API
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var newCandles = await _exchangeService.GetCandles(account, ticker, startDate, timeframe, isFirstCall);
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if (newCandles?.Any() == true)
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{
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var streamKey = CandleHelpers.GetCandleStoreGrainKey(exchange, ticker, timeframe);
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_logger.LogDebug("Fetched {CandleCount} new candles for {StreamKey}",
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newCandles.Count, streamKey);
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// Process all new candles
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var processedCandles = newCandles.OrderBy(c => c.Date)
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.Where(c => c.Date <= DateTime.UtcNow) // Avoid duplicates
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.ToList();
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foreach (var candle in processedCandles)
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{
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// Ensure candle has correct metadata
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candle.Exchange = exchange;
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candle.Ticker = ticker;
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candle.Timeframe = timeframe;
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}
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// Save all candles to database in a single batch
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if (processedCandles.Any())
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{
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await _candleRepository.InsertCandles(processedCandles).ConfigureAwait(false);
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_logger.LogDebug(
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"[{Ticker}][{Exchange}][{Timeframe}] Inserted {CandleCount} candles for {StreamKey}",
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ticker, exchange, timeframe,
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processedCandles.Count, streamKey);
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}
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var streamProvider = this.GetStreamProvider("DefaultStreamProvider");
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var stream = streamProvider.GetStream<Candle>(streamKey);
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// Publish to stream (if needed)
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foreach (var candle in processedCandles)
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{
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await stream.OnNextAsync(candle);
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_logger.LogTrace("Published candle for {StreamKey} at {Date}",
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streamKey, candle.Date);
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}
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}
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error fetching prices for {Exchange}-{Ticker}-{Timeframe}",
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exchange, ticker, timeframe);
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}
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}
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/// <summary>
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/// Starts the Orleans timer for periodic price fetching
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/// </summary>
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private void RegisterAndStartTimer()
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{
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if (_timer != null) return;
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// Calculate the next execution time aligned to X-minute boundaries
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var now = DateTime.UtcNow;
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var dueTime = CandleHelpers.GetDueTimeForTimeframe(TargetTimeframe, now);
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var period = TimeSpan.FromSeconds(CandleHelpers.GetBaseIntervalInSeconds(TargetTimeframe));
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_logger.LogInformation("{0} next execution scheduled in {1} seconds and at {2:} UTC every {3} seconds",
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nameof(PriceFetcher15MinGrain), dueTime, now.Add(dueTime), period);
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_timer = this.RegisterGrainTimer(
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async _ => await FetchAndPublishPricesAsync(),
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new GrainTimerCreationOptions
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{
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Period = period,
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DueTime = dueTime,
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KeepAlive = true
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});
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_logger.LogInformation("{0} timer registered and started", nameof(PriceFetcher15MinGrain));
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}
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private void StopAndDisposeTimer()
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{
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if (_timer != null)
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{
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_timer?.Dispose();
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_timer = null;
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_logger.LogInformation("{0} timer stopped and disposed", nameof(PriceFetcher15MinGrain));
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}
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}
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public Task ReceiveReminder(string reminderName, TickStatus status)
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{
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if (reminderName == FetchPricesReminderName)
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{
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// Only enable timer if not existing anymore
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if (_timer == null)
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{
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RegisterAndStartTimer();
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}
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}
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return Task.CompletedTask;
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}
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}
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@@ -1,5 +1,6 @@
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using Managing.Application.Abstractions.Grains;
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using Microsoft.Extensions.Hosting;
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using static Managing.Common.Enums;
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namespace Managing.Application.Grains;
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@@ -14,14 +15,26 @@ public class PriceFetcherInitializer : IHostedService
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public async Task StartAsync(CancellationToken cancellationToken)
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{
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var fiveMinute = _grainFactory.GetGrain<IPriceFetcher15MinGrain>(0);
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Console.WriteLine("GrainId : {0}", fiveMinute.GetGrainId());
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// Initialize grains for different timeframes
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var timeframes = new[]
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{
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Timeframe.FifteenMinutes,
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Timeframe.OneHour,
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Timeframe.FourHour,
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Timeframe.OneDay
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};
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// Actually call a method on the grain to activate it
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// This will trigger OnActivateAsync and register the reminder
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await fiveMinute.FetchAndPublishPricesAsync();
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foreach (var timeframe in timeframes)
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{
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var grain = _grainFactory.GetGrain<IPriceFetcherGrain>(timeframe.ToString());
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Console.WriteLine("GrainId for {0}: {1}", timeframe, grain.GetGrainId());
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Console.WriteLine("PriceFetcher5MinGrain activated and initial fetch completed");
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// Actually call a method on the grain to activate it
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// This will trigger OnActivateAsync and register the reminder
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await grain.FetchAndPublishPricesAsync();
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Console.WriteLine("PriceFetcherGrain for {0} activated and initial fetch completed", timeframe);
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}
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}
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public Task StopAsync(CancellationToken cancellationToken)
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