Fix grain price fetcher
This commit is contained in:
@@ -240,7 +240,7 @@ builder.Services.RegisterApiDependencies(builder.Configuration);
|
||||
|
||||
// Orleans is always configured, but grains can be controlled
|
||||
builder.Host.ConfigureOrleans(builder.Configuration, builder.Environment.IsProduction());
|
||||
|
||||
builder.Services.AddHostedServices();
|
||||
builder.Services.AddEndpointsApiExplorer();
|
||||
builder.Services.AddOpenApiDocument(document =>
|
||||
{
|
||||
|
||||
@@ -38,10 +38,10 @@
|
||||
"AllowedHosts": "*",
|
||||
"KAIGEN_SECRET_KEY": "KaigenXCowchain",
|
||||
"KAIGEN_CREDITS_ENABLED": false,
|
||||
"WorkerBotManager": true,
|
||||
"WorkerBotManager": false,
|
||||
"WorkerBalancesTracking": false,
|
||||
"WorkerNotifyBundleBacktest": false,
|
||||
"WorkerPricesFifteenMinutes": true,
|
||||
"WorkerPricesFifteenMinutes": false,
|
||||
"WorkerPricesOneHour": false,
|
||||
"WorkerPricesFourHours": false,
|
||||
"WorkerPricesOneDay": false,
|
||||
|
||||
@@ -7,7 +7,7 @@ namespace Managing.Application.Abstractions.Grains;
|
||||
/// This stateless worker grain handles fetching 5-minute price data from external APIs
|
||||
/// and publishing to Orleans streams.
|
||||
/// </summary>
|
||||
public partial interface IPriceFetcher5MinGrain : IGrainWithIntegerKey
|
||||
public partial interface IPriceFetcher15MinGrain : IGrainWithIntegerKey
|
||||
{
|
||||
/// <summary>
|
||||
/// Fetches 5-minute price data for all supported exchange/ticker combinations
|
||||
@@ -25,4 +25,5 @@ public interface ICandleRepository
|
||||
Enums.Timeframe timeframe,
|
||||
DateTime start);
|
||||
Task InsertCandle(Candle candle);
|
||||
Task InsertCandles(IEnumerable<Candle> candles);
|
||||
}
|
||||
|
||||
@@ -122,8 +122,8 @@ public class TradingBotBase : ITradingBot
|
||||
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
|
||||
{
|
||||
var candles = await exchangeService.GetCandlesInflux(Account.Exchange, Config.Ticker, PreloadSince,
|
||||
Config.Timeframe, DateTime.UtcNow, 2);
|
||||
LastCandle = candles.Last();
|
||||
Config.Timeframe, DateTime.UtcNow, 1);
|
||||
LastCandle = candles.Single();
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
@@ -1,172 +0,0 @@
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Application.Abstractions.Services;
|
||||
using Managing.Common;
|
||||
using Managing.Domain.Accounts;
|
||||
using Managing.Domain.Candles;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Orleans.Concurrency;
|
||||
using Orleans.Streams;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Grains;
|
||||
|
||||
/// <summary>
|
||||
/// StatelessWorker grain for fetching 5-minute price data from external APIs and publishing to Orleans streams.
|
||||
/// This grain runs every 5 minutes and processes all exchange/ticker combinations for the 5-minute timeframe.
|
||||
/// </summary>
|
||||
[StatelessWorker]
|
||||
public class PriceFetcher5MinGrain : Grain, IPriceFetcher5MinGrain, IRemindable
|
||||
{
|
||||
private readonly ILogger<PriceFetcher5MinGrain> _logger;
|
||||
private readonly IExchangeService _exchangeService;
|
||||
private readonly ICandleRepository _candleRepository;
|
||||
private readonly IGrainFactory _grainFactory;
|
||||
|
||||
private const string FetchPricesReminderName = "FetchPricesReminder";
|
||||
|
||||
// Predefined lists of trading parameters to fetch
|
||||
private static readonly TradingExchanges[] SupportedExchanges =
|
||||
{
|
||||
TradingExchanges.GmxV2
|
||||
};
|
||||
|
||||
private static readonly Ticker[] SupportedTickers = Constants.GMX.Config.SupportedTickers;
|
||||
|
||||
private static readonly Timeframe TargetTimeframe = Timeframe.FiveMinutes;
|
||||
|
||||
public PriceFetcher5MinGrain(
|
||||
ILogger<PriceFetcher5MinGrain> logger,
|
||||
IExchangeService exchangeService,
|
||||
ICandleRepository candleRepository,
|
||||
IGrainFactory grainFactory)
|
||||
{
|
||||
_logger = logger;
|
||||
_exchangeService = exchangeService;
|
||||
_candleRepository = candleRepository;
|
||||
_grainFactory = grainFactory;
|
||||
}
|
||||
|
||||
public override async Task OnActivateAsync(CancellationToken cancellationToken)
|
||||
{
|
||||
_logger.LogInformation("PriceFetcher5MinGrain activated");
|
||||
|
||||
// Register a reminder to fetch prices every 5 minutes
|
||||
await this.RegisterOrUpdateReminder(
|
||||
FetchPricesReminderName,
|
||||
TimeSpan.FromMinutes(5),
|
||||
TimeSpan.FromMinutes(5));
|
||||
|
||||
await base.OnActivateAsync(cancellationToken);
|
||||
}
|
||||
|
||||
public async Task<bool> FetchAndPublishPricesAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Starting 5-minute price fetch cycle");
|
||||
|
||||
var fetchTasks = new List<Task>();
|
||||
|
||||
// Create fetch tasks for all exchange/ticker combinations for 5-minute timeframe
|
||||
foreach (var exchange in SupportedExchanges)
|
||||
{
|
||||
foreach (var ticker in SupportedTickers)
|
||||
{
|
||||
fetchTasks.Add(FetchAndPublish(exchange, ticker, TargetTimeframe));
|
||||
}
|
||||
}
|
||||
|
||||
// Execute all fetch operations in parallel
|
||||
await Task.WhenAll(fetchTasks);
|
||||
|
||||
_logger.LogInformation("Completed 5-minute price fetch cycle for {TotalCombinations} combinations",
|
||||
fetchTasks.Count);
|
||||
|
||||
return true;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error during price fetch cycle");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
private async Task FetchAndPublish(TradingExchanges exchange, Ticker ticker, Timeframe timeframe)
|
||||
{
|
||||
try
|
||||
{
|
||||
// Create a dummy account for API calls (this may need to be adjusted based on your implementation)
|
||||
var account = new Account
|
||||
{
|
||||
Name = "PriceFetcher",
|
||||
Exchange = exchange,
|
||||
Type = AccountType.Watch
|
||||
};
|
||||
|
||||
// Get the last candle date from database
|
||||
var existingCandles = await _candleRepository.GetCandles(exchange, ticker, timeframe,
|
||||
DateTime.UtcNow.AddDays(-7), 1);
|
||||
|
||||
var startDate = existingCandles.Any()
|
||||
? existingCandles.Max(c => c.Date).AddMinutes(GetTimeframeMinutes(timeframe))
|
||||
: DateTime.UtcNow.AddDays(-1);
|
||||
|
||||
// Fetch new candles from external API
|
||||
var newCandles = await _exchangeService.GetCandles(account, ticker, startDate, timeframe, true);
|
||||
|
||||
if (newCandles?.Any() == true)
|
||||
{
|
||||
var streamProvider = this.GetStreamProvider("DefaultStreamProvider");
|
||||
var streamKey = $"{exchange}-{ticker}-{timeframe}";
|
||||
var stream = streamProvider.GetStream<Candle>(streamKey);
|
||||
|
||||
_logger.LogDebug("Fetched {CandleCount} new candles for {StreamKey}",
|
||||
newCandles.Count, streamKey);
|
||||
|
||||
// Process each new candle
|
||||
foreach (var candle in newCandles.OrderBy(c => c.Date))
|
||||
{
|
||||
// Ensure candle has correct metadata
|
||||
candle.Exchange = exchange;
|
||||
candle.Ticker = ticker;
|
||||
candle.Timeframe = timeframe;
|
||||
|
||||
// Save to database
|
||||
await _candleRepository.InsertCandle(candle);
|
||||
|
||||
// Publish to stream
|
||||
await stream.OnNextAsync(candle);
|
||||
|
||||
_logger.LogTrace("Published candle for {StreamKey} at {Date}",
|
||||
streamKey, candle.Date);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error fetching prices for {Exchange}-{Ticker}-{Timeframe}",
|
||||
exchange, ticker, timeframe);
|
||||
}
|
||||
}
|
||||
|
||||
private static int GetTimeframeMinutes(Timeframe timeframe) => timeframe switch
|
||||
{
|
||||
Timeframe.OneMinute => 1,
|
||||
Timeframe.FiveMinutes => 5,
|
||||
Timeframe.FifteenMinutes => 15,
|
||||
Timeframe.ThirtyMinutes => 30,
|
||||
Timeframe.OneHour => 60,
|
||||
Timeframe.FourHour => 240,
|
||||
Timeframe.OneDay => 1440,
|
||||
_ => 1
|
||||
};
|
||||
|
||||
public async Task ReceiveReminder(string reminderName, TickStatus status)
|
||||
{
|
||||
if (reminderName == FetchPricesReminderName)
|
||||
{
|
||||
await FetchAndPublishPricesAsync();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -5,17 +5,23 @@ namespace Managing.Application.Grains;
|
||||
|
||||
public class PriceFetcherInitializer : IHostedService
|
||||
{
|
||||
private readonly IClusterClient _clusterClient;
|
||||
private readonly IGrainFactory _grainFactory;
|
||||
|
||||
public PriceFetcherInitializer(IClusterClient clusterClient)
|
||||
public PriceFetcherInitializer(IClusterClient grainFactory)
|
||||
{
|
||||
_clusterClient = clusterClient;
|
||||
_grainFactory = grainFactory;
|
||||
}
|
||||
|
||||
public Task StartAsync(CancellationToken cancellationToken)
|
||||
public async Task StartAsync(CancellationToken cancellationToken)
|
||||
{
|
||||
_clusterClient.GetGrain<IPriceFetcher5MinGrain>(0);
|
||||
return Task.CompletedTask;
|
||||
var fiveMinute = _grainFactory.GetGrain<IPriceFetcher15MinGrain>(0);
|
||||
Console.WriteLine("GrainId : {0}", fiveMinute.GetGrainId());
|
||||
|
||||
// Actually call a method on the grain to activate it
|
||||
// This will trigger OnActivateAsync and register the reminder
|
||||
await fiveMinute.FetchAndPublishPricesAsync();
|
||||
|
||||
Console.WriteLine("PriceFetcher5MinGrain activated and initial fetch completed");
|
||||
}
|
||||
|
||||
public Task StopAsync(CancellationToken cancellationToken)
|
||||
|
||||
@@ -10,6 +10,7 @@ using Managing.Application.Abstractions.Services;
|
||||
using Managing.Application.Accounts;
|
||||
using Managing.Application.Agents;
|
||||
using Managing.Application.Backtests;
|
||||
using Managing.Application.Grains;
|
||||
using Managing.Application.ManageBot;
|
||||
using Managing.Application.ManageBot.Commands;
|
||||
using Managing.Application.MoneyManagements;
|
||||
@@ -66,13 +67,12 @@ public static class ApiBootstrap
|
||||
.AddWorkers(configuration)
|
||||
.AddFluentValidation()
|
||||
.AddMediatR()
|
||||
.AddHostedServices()
|
||||
;
|
||||
}
|
||||
|
||||
private static IServiceCollection AddHostedServices(this IServiceCollection services)
|
||||
public static IServiceCollection AddHostedServices(this IServiceCollection services)
|
||||
{
|
||||
// services.AddHostedService<PriceFetcherInitializer>();
|
||||
services.AddHostedService<PriceFetcherInitializer>();
|
||||
return services;
|
||||
}
|
||||
|
||||
@@ -333,7 +333,10 @@ public static class ApiBootstrap
|
||||
services.AddTransient<IAccountService, AccountService>();
|
||||
services.AddTransient<ITradingService, TradingService>();
|
||||
services.AddTransient<IMessengerService, MessengerService>();
|
||||
services.AddTransient<ICandleRepository, CandleRepository>();
|
||||
// Use Singleton for InfluxDB repositories to prevent connection disposal issues in Orleans grains
|
||||
services.AddSingleton<IInfluxDbRepository, InfluxDbRepository>();
|
||||
services.AddSingleton<ICandleRepository, CandleRepository>();
|
||||
services.AddSingleton<IAgentBalanceRepository, AgentBalanceRepository>();
|
||||
});
|
||||
})
|
||||
;
|
||||
@@ -416,10 +419,10 @@ public static class ApiBootstrap
|
||||
services.AddTransient<IWorkerRepository, PostgreSqlWorkerRepository>();
|
||||
services.AddTransient<ISynthRepository, PostgreSqlSynthRepository>();
|
||||
|
||||
// InfluxDb Repositories
|
||||
services.AddTransient<IInfluxDbRepository, InfluxDbRepository>();
|
||||
services.AddTransient<ICandleRepository, CandleRepository>();
|
||||
services.AddTransient<IAgentBalanceRepository, AgentBalanceRepository>();
|
||||
// InfluxDb Repositories - Use Singleton for proper connection management in Orleans grains
|
||||
services.AddSingleton<IInfluxDbRepository, InfluxDbRepository>();
|
||||
services.AddSingleton<ICandleRepository, CandleRepository>();
|
||||
services.AddSingleton<IAgentBalanceRepository, AgentBalanceRepository>();
|
||||
|
||||
// Cache
|
||||
services.AddDistributedMemoryCache();
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
namespace Managing.Infrastructure.Databases.InfluxDb.Abstractions;
|
||||
|
||||
public interface IInfluxDbRepository
|
||||
public interface IInfluxDbRepository : IDisposable
|
||||
{
|
||||
string Organization { get; }
|
||||
|
||||
|
||||
@@ -111,9 +111,9 @@ public class CandleRepository : ICandleRepository
|
||||
return results;
|
||||
}
|
||||
|
||||
public async Task InsertCandle(Candle candle)
|
||||
public Task InsertCandle(Candle candle)
|
||||
{
|
||||
await _influxDbRepository.WriteAsync(write =>
|
||||
_influxDbRepository.Write(write =>
|
||||
{
|
||||
PriceDto price = PriceHelpers.Map(candle);
|
||||
write.WriteMeasurement(
|
||||
@@ -121,8 +121,25 @@ public class CandleRepository : ICandleRepository
|
||||
WritePrecision.Ns,
|
||||
_priceBucket,
|
||||
_influxDbRepository.Organization);
|
||||
return Task.CompletedTask;
|
||||
});
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
public Task InsertCandles(IEnumerable<Candle> candles)
|
||||
{
|
||||
_influxDbRepository.Write(write =>
|
||||
{
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
PriceDto price = PriceHelpers.Map(candle);
|
||||
write.WriteMeasurement(
|
||||
price,
|
||||
WritePrecision.Ns,
|
||||
_priceBucket,
|
||||
_influxDbRepository.Organization);
|
||||
}
|
||||
});
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
public void Test(Candle candle)
|
||||
|
||||
@@ -3,10 +3,17 @@ using Managing.Infrastructure.Databases.InfluxDb.Abstractions;
|
||||
|
||||
namespace Managing.Infrastructure.Databases.InfluxDb;
|
||||
|
||||
public class InfluxDbRepository : IInfluxDbRepository
|
||||
public class InfluxDbRepository : IInfluxDbRepository, IDisposable
|
||||
{
|
||||
private readonly string _token;
|
||||
private readonly string _url;
|
||||
private readonly InfluxDBClient _client;
|
||||
private readonly WriteApi _writeApi;
|
||||
private readonly QueryApi _queryApi;
|
||||
private readonly SemaphoreSlim _writeSemaphore = new SemaphoreSlim(1, 1);
|
||||
private readonly SemaphoreSlim _querySemaphore = new SemaphoreSlim(1, 1);
|
||||
private bool _disposed = false;
|
||||
|
||||
public string Organization { get; set; }
|
||||
|
||||
public InfluxDbRepository(IInfluxDbSettings settings)
|
||||
@@ -14,26 +21,85 @@ public class InfluxDbRepository : IInfluxDbRepository
|
||||
_token = settings.Token;
|
||||
_url = settings.Url;
|
||||
Organization = settings.Organization;
|
||||
|
||||
// Create a single client instance that will be reused
|
||||
_client = new InfluxDBClient(_url, _token);
|
||||
_writeApi = _client.GetWriteApi();
|
||||
_queryApi = _client.GetQueryApi();
|
||||
}
|
||||
|
||||
public void Write(Action<WriteApi> action)
|
||||
{
|
||||
using var client = InfluxDBClientFactory.Create(_url, _token);
|
||||
using var write = client.GetWriteApi();
|
||||
action(write);
|
||||
if (_disposed) throw new ObjectDisposedException(nameof(InfluxDbRepository));
|
||||
|
||||
_writeSemaphore.Wait();
|
||||
try
|
||||
{
|
||||
action(_writeApi);
|
||||
}
|
||||
finally
|
||||
{
|
||||
_writeSemaphore.Release();
|
||||
}
|
||||
}
|
||||
|
||||
public Task WriteAsync(Func<WriteApi, Task> action)
|
||||
public async Task WriteAsync(Func<WriteApi, Task> action)
|
||||
{
|
||||
// Get write API asynchronously
|
||||
using var client = new InfluxDBClient(_url, _token);
|
||||
using var write = client.GetWriteApi();
|
||||
return action(write);
|
||||
if (_disposed) throw new ObjectDisposedException(nameof(InfluxDbRepository));
|
||||
|
||||
await _writeSemaphore.WaitAsync();
|
||||
try
|
||||
{
|
||||
await action(_writeApi);
|
||||
}
|
||||
finally
|
||||
{
|
||||
_writeSemaphore.Release();
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<T> QueryAsync<T>(Func<QueryApi, Task<T>> action)
|
||||
{
|
||||
using var client = InfluxDBClientFactory.Create(_url, _token);
|
||||
var query = client.GetQueryApi();
|
||||
return await action(query);
|
||||
if (_disposed) throw new ObjectDisposedException(nameof(InfluxDbRepository));
|
||||
|
||||
await _querySemaphore.WaitAsync();
|
||||
try
|
||||
{
|
||||
return await action(_queryApi);
|
||||
}
|
||||
finally
|
||||
{
|
||||
_querySemaphore.Release();
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
if (!_disposed)
|
||||
{
|
||||
try
|
||||
{
|
||||
// Give the WriteApi time to flush any pending writes
|
||||
_writeApi?.Dispose();
|
||||
}
|
||||
catch (Exception)
|
||||
{
|
||||
// Ignore disposal errors
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
_client?.Dispose();
|
||||
}
|
||||
catch (Exception)
|
||||
{
|
||||
// Ignore disposal errors
|
||||
}
|
||||
|
||||
_writeSemaphore?.Dispose();
|
||||
_querySemaphore?.Dispose();
|
||||
|
||||
_disposed = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user