Fix grain price fetcher
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@@ -122,8 +122,8 @@ public class TradingBotBase : ITradingBot
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await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
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{
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var candles = await exchangeService.GetCandlesInflux(Account.Exchange, Config.Ticker, PreloadSince,
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Config.Timeframe, DateTime.UtcNow, 2);
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LastCandle = candles.Last();
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Config.Timeframe, DateTime.UtcNow, 1);
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LastCandle = candles.Single();
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});
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}
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@@ -1,172 +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 PriceFetcher5MinGrain : Grain, IPriceFetcher5MinGrain, IRemindable
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{
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private readonly ILogger<PriceFetcher5MinGrain> _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 = "FetchPricesReminder";
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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.GmxV2
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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.FiveMinutes;
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public PriceFetcher5MinGrain(
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ILogger<PriceFetcher5MinGrain> 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("PriceFetcher5MinGrain activated");
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// Register a reminder to fetch prices every 5 minutes
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await this.RegisterOrUpdateReminder(
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FetchPricesReminderName,
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TimeSpan.FromMinutes(5),
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TimeSpan.FromMinutes(5));
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await base.OnActivateAsync(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 5-minute price fetch cycle");
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var fetchTasks = new List<Task>();
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// Create fetch tasks for all exchange/ticker combinations for 5-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("Completed 5-minute price fetch cycle for {TotalCombinations} combinations",
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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(-7), 1);
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var startDate = existingCandles.Any()
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? existingCandles.Max(c => c.Date).AddMinutes(GetTimeframeMinutes(timeframe))
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: DateTime.UtcNow.AddDays(-1);
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// Fetch new candles from external API
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var newCandles = await _exchangeService.GetCandles(account, ticker, startDate, timeframe, true);
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if (newCandles?.Any() == true)
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{
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var streamProvider = this.GetStreamProvider("DefaultStreamProvider");
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var streamKey = $"{exchange}-{ticker}-{timeframe}";
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var stream = streamProvider.GetStream<Candle>(streamKey);
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_logger.LogDebug("Fetched {CandleCount} new candles for {StreamKey}",
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newCandles.Count, streamKey);
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// Process each new candle
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foreach (var candle in newCandles.OrderBy(c => c.Date))
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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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// Save to database
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await _candleRepository.InsertCandle(candle);
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// Publish to stream
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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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private static int GetTimeframeMinutes(Timeframe timeframe) => timeframe switch
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{
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Timeframe.OneMinute => 1,
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Timeframe.FiveMinutes => 5,
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Timeframe.FifteenMinutes => 15,
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Timeframe.ThirtyMinutes => 30,
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Timeframe.OneHour => 60,
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Timeframe.FourHour => 240,
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Timeframe.OneDay => 1440,
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_ => 1
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};
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public async 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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await FetchAndPublishPricesAsync();
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}
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}
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}
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@@ -5,17 +5,23 @@ namespace Managing.Application.Grains;
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public class PriceFetcherInitializer : IHostedService
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{
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private readonly IClusterClient _clusterClient;
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private readonly IGrainFactory _grainFactory;
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public PriceFetcherInitializer(IClusterClient clusterClient)
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public PriceFetcherInitializer(IClusterClient grainFactory)
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{
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_clusterClient = clusterClient;
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_grainFactory = grainFactory;
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}
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public Task StartAsync(CancellationToken cancellationToken)
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public async Task StartAsync(CancellationToken cancellationToken)
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{
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_clusterClient.GetGrain<IPriceFetcher5MinGrain>(0);
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return Task.CompletedTask;
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var fiveMinute = _grainFactory.GetGrain<IPriceFetcher15MinGrain>(0);
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Console.WriteLine("GrainId : {0}", fiveMinute.GetGrainId());
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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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Console.WriteLine("PriceFetcher5MinGrain activated and initial fetch completed");
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}
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public Task StopAsync(CancellationToken cancellationToken)
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