Reduce API call when fetching new candles

This commit is contained in:
2025-09-17 17:45:41 +07:00
parent 900405b3de
commit 841bb20800
3 changed files with 85 additions and 12 deletions

View File

@@ -19,16 +19,16 @@ namespace Managing.Application.Tests
// Assert // Assert
Assert.True(dueTime.TotalMinutes > 0, "Due time should be positive"); Assert.True(dueTime.TotalMinutes > 0, "Due time should be positive");
Assert.True(dueTime.TotalMinutes < 15, "Due time should be less than the timeframe interval"); Assert.True(dueTime.TotalMinutes < 15, "Due time should be less than the timeframe interval");
// Next 15-minute boundary is 16:45:00, so execution should be at 16:45:01 // Next 15-minute boundary is 16:45:00, so execution should be at 16:45:01
// Time difference should be approximately 2 minutes and 25 seconds // Time difference should be approximately 2 minutes and 25 seconds
var expectedMinutes = 2; var expectedMinutes = 2;
var expectedSeconds = 25; var expectedSeconds = 25;
var expectedTotalSeconds = expectedMinutes * 60 + expectedSeconds; var expectedTotalSeconds = expectedMinutes * 60 + expectedSeconds;
Assert.True(Math.Abs(dueTime.TotalSeconds - expectedTotalSeconds) <= 1, Assert.True(Math.Abs(dueTime.TotalSeconds - expectedTotalSeconds) <= 1,
$"Expected approximately {expectedMinutes}m {expectedSeconds}s, but got {dueTime.TotalMinutes:F2}m {dueTime.Seconds}s"); $"Expected approximately {expectedMinutes}m {expectedSeconds}s, but got {dueTime.TotalMinutes:F2}m {dueTime.Seconds}s");
// Verify the next execution time // Verify the next execution time
var nextExecution = testTime.Add(dueTime); var nextExecution = testTime.Add(dueTime);
Assert.Equal(16, nextExecution.Hour); Assert.Equal(16, nextExecution.Hour);
@@ -71,5 +71,56 @@ namespace Managing.Application.Tests
Assert.Equal(0, nextExecution.Minute); Assert.Equal(0, nextExecution.Minute);
Assert.Equal(1, nextExecution.Second); Assert.Equal(1, nextExecution.Second);
} }
[Fact]
public void GetNextExpectedCandleTime_FifteenMinutes_ShouldReturnCorrectBoundary()
{
// Arrange
var timeframe = Timeframe.FifteenMinutes;
var testTime = new DateTime(2024, 1, 1, 16, 42, 36, DateTimeKind.Utc); // 16:42:36
// Act
var nextCandleTime = CandleHelpers.GetNextExpectedCandleTime(timeframe, testTime);
// Assert
// Next 15-minute boundary should be 16:45:00
Assert.Equal(16, nextCandleTime.Hour);
Assert.Equal(44, nextCandleTime.Minute);
Assert.Equal(59, nextCandleTime.Second);
}
[Fact]
public void GetNextExpectedCandleTime_FiveMinutes_ShouldAlignToFiveMinuteBoundaries()
{
// Arrange
var timeframe = Timeframe.FiveMinutes;
var testTime = new DateTime(2024, 1, 1, 10, 23, 45, DateTimeKind.Utc); // 10:23:45
// Act
var nextCandleTime = CandleHelpers.GetNextExpectedCandleTime(timeframe, testTime);
// Assert
// Next 5-minute boundary should be 10:25:00
Assert.Equal(10, nextCandleTime.Hour);
Assert.Equal(24, nextCandleTime.Minute);
Assert.Equal(59, nextCandleTime.Second);
}
[Fact]
public void GetNextExpectedCandleTime_OneHour_ShouldAlignToHourBoundaries()
{
// Arrange
var timeframe = Timeframe.OneHour;
var testTime = new DateTime(2024, 1, 1, 14, 30, 15, DateTimeKind.Utc); // 14:30:15
// Act
var nextCandleTime = CandleHelpers.GetNextExpectedCandleTime(timeframe, testTime);
// Assert
// Next hour boundary should be 15:00:00
Assert.Equal(14, nextCandleTime.Hour);
Assert.Equal(59, nextCandleTime.Minute);
Assert.Equal(59, nextCandleTime.Second);
}
} }
} }

View File

@@ -70,9 +70,6 @@ public class PriceFetcherGrain : Grain, IPriceFetcherGrain, IRemindable
dueTime, dueTime,
TimeSpan.FromMinutes(intervalMinutes)); TimeSpan.FromMinutes(intervalMinutes));
// Optional immediate kick-off to avoid waiting until next boundary
_ = FetchAndPublishPricesAsync();
await base.OnActivateAsync(cancellationToken); await base.OnActivateAsync(cancellationToken);
} }
@@ -134,6 +131,15 @@ public class PriceFetcherGrain : Grain, IPriceFetcherGrain, IRemindable
var isFirstCall = !existingCandles.Any(); var isFirstCall = !existingCandles.Any();
// Check if the next expected candle is available yet
var nextExpectedCandleTime = CandleHelpers.GetNextExpectedCandleTime(timeframe);
if (nextExpectedCandleTime > DateTime.UtcNow)
{
_logger.LogDebug("Next candle for {Exchange}-{Ticker}-{Timeframe} not available yet. Expected at {NextCandleTime}, current time: {CurrentTime}",
exchange, ticker, timeframe, nextExpectedCandleTime, DateTime.UtcNow);
return; // Skip this fetch as the new candle won't be available
}
var startDate = !isFirstCall var startDate = !isFirstCall
? existingCandles.Last().Date ? existingCandles.Last().Date
: new DateTime(2017, 1, 1); : new DateTime(2017, 1, 1);

View File

@@ -107,17 +107,33 @@ public static class CandleHelpers
public static TimeSpan GetDueTimeForTimeframe(Timeframe timeframe, DateTime now) public static TimeSpan GetDueTimeForTimeframe(Timeframe timeframe, DateTime now)
{ {
var intervalMinutes = GetBaseIntervalInSeconds(timeframe) / 60; var intervalMinutes = GetBaseIntervalInSeconds(timeframe) / 60;
// Calculate the next candle boundary // Calculate the next candle boundary
var nextBoundary = GetNextCandleBoundary(now, intervalMinutes); var nextBoundary = GetNextCandleBoundary(now, intervalMinutes);
// Add 1 second to ensure we're after the candle closes // Add 1 second to ensure we're after the candle closes
var targetTime = nextBoundary.AddSeconds(1); var targetTime = nextBoundary.AddSeconds(1);
// Return the time difference // Return the time difference
return targetTime - now; return targetTime - now;
} }
/// <summary>
/// Gets the next expected candle time for the given timeframe.
/// This is useful to determine if a new candle should be available yet.
/// </summary>
/// <param name="timeframe">The timeframe to calculate for</param>
/// <param name="now">The current time (defaults to DateTime.UtcNow)</param>
/// <returns>The next expected candle time</returns>
public static DateTime GetNextExpectedCandleTime(Timeframe timeframe, DateTime? now = null)
{
var currentTime = now ?? DateTime.UtcNow;
var intervalMinutes = GetBaseIntervalInSeconds(timeframe) / 60;
// Calculate the next candle boundary
return GetNextCandleBoundary(currentTime, intervalMinutes).AddSeconds(-1);
}
private static DateTime GetNextCandleBoundary(DateTime now, double intervalMinutes) private static DateTime GetNextCandleBoundary(DateTime now, double intervalMinutes)
{ {
// For different timeframes, we need to align to different boundaries // For different timeframes, we need to align to different boundaries
@@ -159,7 +175,7 @@ public static class CandleHelpers
var boundary = new DateTime(now.Year, now.Month, now.Day, 0, 0, 0); var boundary = new DateTime(now.Year, now.Month, now.Day, 0, 0, 0);
return boundary.AddDays(1); return boundary.AddDays(1);
} }
// Fallback to 5-minute intervals // Fallback to 5-minute intervals
var fallbackMinute = (now.Minute / 5) * 5; var fallbackMinute = (now.Minute / 5) * 5;
var fallbackBoundary = new DateTime(now.Year, now.Month, now.Day, now.Hour, fallbackMinute, 0); var fallbackBoundary = new DateTime(now.Year, now.Month, now.Day, now.Hour, fallbackMinute, 0);