Skip to content

Commit

Permalink
Merge pull request #19 from chwebdude/feature/flow
Browse files Browse the repository at this point in the history 
Add the Flow Feature
  • Loading branch information
@chwebdude
chwebdude authored Feb 8, 2018
2 parents 67f2b59 + dc3c2ca commit 170f4a7
Show file tree
Hide file tree
Showing 38 changed files with 2,596 additions and 77 deletions.
2 changes: 1 addition & 1 deletion BackgroundServices/BackgroundServices.csproj
View file
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@
<ItemGroup>
<PackageReference Include="HangFire.Core" Version="1.6.17" />
<PackageReference Include="Microsoft.EntityFrameworkCore" Version="2.0.1" />
<PackageReference Include="NLog" Version="4.5.0-rc03" />
<PackageReference Include="NLog" Version="4.5.0-rc04" />
</ItemGroup>

<ItemGroup>
Expand Down
207 changes: 201 additions & 6 deletions BackgroundServices/Calculator.cs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2,23 +2,29 @@
using System.Collections.Generic;
using System.Linq;
using CryptoManager.Models;
using Hangfire;
using Microsoft.EntityFrameworkCore;
using Model.DbModels;
using Model.Enums;
using Plugins;

namespace BackgroundServices
{
public class Calculator
{
private readonly CryptoContext _context;
private static readonly string[] FiatCurrencies = { "EUR", "CHF", "USD" };
private readonly IMarketData _marketData;

public Calculator(CryptoContext context)
public Calculator(CryptoContext context, IMarketData marketData)
{
_context = context;
_marketData = marketData;
}

public void RecalculateAll()
{
BackgroundJob.Enqueue<Calculator>(c => c.CalculateFlow());

var transactions = _context.Transactions;
var wallets = new Dictionary<Guid, Dictionary<string, decimal>>();
//var fiatInvestments = new Dictionary<Guid, Dictionary<string, decimal>>();
Expand All @@ -32,7 +38,7 @@ public void RecalculateAll()
? fiatDict[transaction.ExchangeId]
: new Dictionary<string, Fiat>();


switch (transaction.Type)
{
case TransactionType.Trade:
Expand Down Expand Up @@ -81,7 +87,7 @@ public void RecalculateAll()
}

// Is this a FiatBalance
if (FiatCurrencies.Contains(transaction.InCurrency))
if (_marketData.IsFiat(transaction.InCurrency))
{
if (fiatEx.ContainsKey(transaction.InCurrency))
{
Expand All @@ -91,7 +97,7 @@ public void RecalculateAll()
{
fiatEx.Add(transaction.InCurrency, new Fiat
{
Investments = transaction.InAmount
Investments = transaction.InAmount
});
}
}
Expand All @@ -108,7 +114,7 @@ public void RecalculateAll()
}

// Is this a FiatBalance
if (FiatCurrencies.Contains(transaction.OutCurrency))
if (_marketData.IsFiat(transaction.OutCurrency))
{
if (fiatEx.ContainsKey(transaction.OutCurrency))
{
Expand Down Expand Up @@ -194,6 +200,192 @@ public void RecalculateAll()
}


public void CalculateFlow()
{
// Truncate old data from table
_context.FlowNodes.RemoveRange(_context.FlowNodes);
_context.FlowLinks.RemoveRange(_context.FlowLinks);
_context.SaveChanges();


// Initialize Buckets per Exchange
var allNodes = new Dictionary<Guid, IEnumerable<FlowNode>>();
var allLinks = new Dictionary<Guid, IEnumerable<FlowLink>>();

foreach (var exchange in _context.Exchanges)
{
var links = new List<FlowLink>();

// Add all Inputs
var inputs =
_context.Transactions.Where(t => t.ExchangeId == exchange.Id && t.Type == TransactionType.In).OrderBy(t => t.DateTime);
var nodes = inputs.Select(input => new FlowNode(input.DateTime, input.InAmount, input.InCurrency, exchange.Id, input.Id, "In")).ToList();

// Add all Outputs
var outputs = _context.Transactions.Where(t => t.ExchangeId == exchange.Id && t.Type == TransactionType.Out).OrderBy(t => t.DateTime);
nodes.AddRange(outputs.Select(output => new FlowNode(output.DateTime, output.OutAmount, output.OutCurrency, exchange.Id, output.Id, "Out")));

var transactions = _context.Transactions.Where(t => t.ExchangeId == exchange.Id).OrderBy(t => t.DateTime);

var lastBuckets = new Dictionary<string, Guid>(); // Currency/FlowNode Id

foreach (var transaction in transactions)
{
switch (transaction.Type)
{
case TransactionType.In:
{
if (lastBuckets.ContainsKey(transaction.InCurrency))
{
// Add Amount to new Bucket
var sourceNode = nodes.Single(n => n.DateTime == transaction.DateTime && n.Amount == transaction.InAmount);

var oldNode = nodes.Single(n => n.Id == lastBuckets[transaction.InCurrency]);
var newNode = new FlowNode(transaction.DateTime, transaction.InAmount + oldNode.Amount, transaction.InCurrency, exchange.Id, Guid.Empty);
nodes.Add(newNode);
var link1 = new FlowLink(transaction.DateTime, oldNode.Amount, transaction.InCurrency, oldNode.Id, newNode.Id, exchange.Id);
var link2 = new FlowLink(transaction.DateTime, transaction.InAmount, transaction.InCurrency, sourceNode.Id, newNode.Id, exchange.Id, "In");
links.Add(link1);
links.Add(link2);
lastBuckets[transaction.InCurrency] = newNode.Id;

}
else
{
var sourceNode = nodes.Single(n => n.TransactionId == transaction.Id);
var node = new FlowNode(transaction.DateTime, transaction.InAmount, transaction.InCurrency, exchange.Id, transaction.Id);
nodes.Add(node);

var link = new FlowLink(transaction.DateTime, transaction.InAmount, transaction.InCurrency, sourceNode.Id, node.Id, exchange.Id, "In");
links.Add(link);
lastBuckets.Add(transaction.InCurrency, node.Id);
}
}

break;

case TransactionType.Trade:
if (lastBuckets.ContainsKey(transaction.BuyCurrency))
{
// Buy Bucket already exists
var buyBucketNode = nodes.Single(n => n.Id == lastBuckets[transaction.BuyCurrency]);
var prevNode = nodes.Single(n => n.Id == lastBuckets[transaction.SellCurrency]);
var restNode = new FlowNode(transaction.DateTime, prevNode.Amount - transaction.SellAmount, transaction.SellCurrency, exchange.Id, transaction.Id);
var newBuyBucketNode = new FlowNode(transaction.DateTime, buyBucketNode.Amount + transaction.BuyAmount, buyBucketNode.Currency, exchange.Id, transaction.Id);

// Calculate fee
if (transaction.FeeCurrency == prevNode.Currency)
{
restNode.Amount -= transaction.FeeAmount;
}
else if (transaction.FeeCurrency == newBuyBucketNode.Currency)
{
newBuyBucketNode.Amount -= transaction.FeeAmount;
}
else
{
throw new NotImplementedException("Transaction Fee could not be added");
}

var linkToNewBuyBucket = new FlowLink(transaction.DateTime, transaction.BuyAmount, transaction.BuyCurrency, prevNode.Id, newBuyBucketNode.Id, exchange.Id, $"Trade {Math.Round(transaction.BuyAmount, 2)} {transaction.BuyCurrency} for {Math.Round(transaction.SellAmount, 2)} {transaction.SellCurrency}");
var linkToNewBucket = new FlowLink(transaction.DateTime, buyBucketNode.Amount, buyBucketNode.Currency, buyBucketNode.Id, newBuyBucketNode.Id, exchange.Id);
var linkToNewRestBucket = new FlowLink(transaction.DateTime, prevNode.Amount - transaction.SellAmount, transaction.SellCurrency, prevNode.Id, restNode.Id, exchange.Id);

// Add data
nodes.Add(restNode);
nodes.Add(newBuyBucketNode);
links.Add(linkToNewBuyBucket);
links.Add(linkToNewBucket);
links.Add(linkToNewRestBucket);

// Set new Buckets
lastBuckets[transaction.BuyCurrency] = newBuyBucketNode.Id;
lastBuckets[transaction.SellCurrency] = restNode.Id;
}
else
{
// Create new Buy Bucket
var prevNode = nodes.Single(n => n.Id == lastBuckets[transaction.SellCurrency]);
var buyNode = new FlowNode(transaction.DateTime, transaction.BuyAmount, transaction.BuyCurrency, exchange.Id, transaction.Id);
var sellAndRestNode = new FlowNode(transaction.DateTime, prevNode.Amount - transaction.SellAmount, transaction.SellCurrency, exchange.Id, transaction.Id);

// Calculate fee
if (transaction.FeeCurrency == prevNode.Currency)
{
sellAndRestNode.Amount -= transaction.FeeAmount;
}
else if (transaction.FeeCurrency == buyNode.Currency)
{
buyNode.Amount -= transaction.FeeAmount;
}
else
{
throw new NotImplementedException("Transaction Fee could not be added");
}


// Add Links
var buyLink = new FlowLink(transaction.DateTime, transaction.BuyAmount, transaction.BuyCurrency, prevNode.Id, buyNode.Id, exchange.Id, $"Trade {Math.Round(transaction.BuyAmount, 2)} {transaction.BuyCurrency} for {Math.Round(transaction.SellAmount, 2)} {transaction.SellCurrency}");
var sellAndRestLink = new FlowLink(transaction.DateTime, prevNode.Amount - transaction.SellAmount, transaction.SellCurrency, prevNode.Id, sellAndRestNode.Id, exchange.Id);

// Add to Dictionaries
links.Add(buyLink);
links.Add(sellAndRestLink);
nodes.Add(buyNode);
nodes.Add(sellAndRestNode);

// Set new Buckets
lastBuckets[transaction.BuyCurrency] = buyNode.Id;
lastBuckets[transaction.SellCurrency] = sellAndRestNode.Id;
}
break;

case TransactionType.Out:
var previousNode = nodes.Single(n => n.Id == lastBuckets[transaction.OutCurrency]);

var outNode = nodes.Single(n => n.TransactionId == transaction.Id);
var nextNode = new FlowNode(transaction.DateTime, previousNode.Amount - outNode.Amount, transaction.OutCurrency, exchange.Id, Guid.Empty);
nodes.Add(nextNode);

var linkPreviousOut = new FlowLink(transaction.DateTime, transaction.OutAmount, transaction.OutCurrency, previousNode.Id, outNode.Id, exchange.Id, "Out");
var linkPreviousNext = new FlowLink(transaction.DateTime, nextNode.Amount, transaction.OutCurrency, previousNode.Id, nextNode.Id, exchange.Id);
links.Add(linkPreviousOut);
links.Add(linkPreviousNext);
lastBuckets[transaction.OutCurrency] = nextNode.Id;

break;

default:
throw new ArgumentException($"Transaction Type {transaction.Type} is unknown");
}
}


allNodes.Add(exchange.Id, nodes);
allLinks.Add(exchange.Id, links);
}



// Save Data
foreach (var allNode in allNodes)
{
foreach (var nodes in allNode.Value)
{
_context.FlowNodes.Add(nodes);
}
}
foreach (var allLink in allLinks)
{
foreach (var link in allLink.Value)
{
_context.FlowLinks.Add(link);
}
}

_context.SaveChanges();
}

class Fiat
{
public decimal Investments { get; set; }
Expand All @@ -202,3 +394,6 @@ class Fiat

}
}



79 changes: 44 additions & 35 deletions CryptoManager/ClientApp/app/app.shared.module.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,9 @@ import { BrowserModule } from '@angular/platform-browser';
import { BrowserAnimationsModule } from '@angular/platform-browser/animations';
import { DropdownModule, ButtonModule, DataTableModule, SharedModule, ConfirmDialogModule, ConfirmationService } from 'primeng/primeng';

import { NgxGraphModule } from '@swimlane/ngx-graph';
import { NgxChartsModule } from '@swimlane/ngx-charts';


import { AppComponent } from './components/app/app.component';
import { NavMenuComponent } from './components/navmenu/navmenu.component';
Expand All @@ -17,49 +20,55 @@ import { ExchangesComponent } from './components/exchanges/exchanges.component';
import { TransactionsComponent } from './components/transactions/transactions.component';
import { FundsComponent } from './components/funds/funds.component';
import { InvestmentsComponent } from './components/investments/investments.component'
import { FlowComponent } from './components/flow/flow.component'

import { CryptoApiClient } from './services/api-client';

@NgModule({
declarations: [
AppComponent,
NavMenuComponent,
HomeComponent,
ExchangesComponent,
TransactionsComponent,
FundsComponent,
InvestmentsComponent
],
imports: [
CommonModule,
HttpModule,
FormsModule,
declarations: [
AppComponent,
NavMenuComponent,
HomeComponent,
ExchangesComponent,
TransactionsComponent,
FundsComponent,
InvestmentsComponent,
FlowComponent
],
imports: [
CommonModule,
HttpModule,
FormsModule,

DropdownModule,
ButtonModule,
DataTableModule,
SharedModule,
ConfirmDialogModule,

DropdownModule,
ButtonModule,
DataTableModule,
SharedModule,
ConfirmDialogModule,
BrowserModule,
BrowserAnimationsModule,
HttpClientModule,

BrowserModule,
BrowserAnimationsModule,
HttpClientModule,
NgxChartsModule,
NgxGraphModule,

RouterModule.forRoot([
{ path: '', redirectTo: 'home', pathMatch: 'full' },
{ path: 'home', component: HomeComponent },
{ path: 'transactions', component: TransactionsComponent },
{ path: 'funds', component: FundsComponent },
{ path: 'investments', component: InvestmentsComponent },
{ path: 'exchanges', component: ExchangesComponent },
{ path: '**', redirectTo: 'home' }
])
],
providers: [
CryptoApiClient,
RouterModule.forRoot([
{ path: '', redirectTo: 'home', pathMatch: 'full' },
{ path: 'home', component: HomeComponent },
{ path: 'transactions', component: TransactionsComponent },
{ path: 'funds', component: FundsComponent },
{ path: 'investments', component: InvestmentsComponent },
{ path: 'exchanges', component: ExchangesComponent },
{ path: 'flow', component: FlowComponent },
{ path: '**', redirectTo: 'home' }
])
],
providers: [
CryptoApiClient,

ConfirmationService
]
ConfirmationService
]
})
export class AppModuleShared {
}
Loading

0 comments on commit 170f4a7

Please sign in to comment.