Finlytic/FinlyticAnalyzer/Services/VixTrackerService.cs

using System;
using System.Threading;
using System.Threading.Tasks;
using FinlyticAnalyzer.Util;
using FinlyticCore.Models.Analyzer;
using FinlyticCore.Services;
using FinlyticCore.Services.Yahoo;

namespace FinlyticAnalyzer.Services;

public class VixTrackerService : IVixTrackerService
{
    private readonly YahooFinanceClient _yahooClient;
    private readonly IFinlyticLogger<VixTrackerService> _finlyticLogger;

    private decimal _currentVix = 18.5m;
    private VixMarketRegime _currentRegime = VixMarketRegime.Normal;
    private readonly object _lock = new();

    public VixTrackerService(YahooFinanceClient yahooClient, IFinlyticLogger<VixTrackerService> finlyticLogger)
    {
        _yahooClient = yahooClient;
        _finlyticLogger = finlyticLogger;
    }

    public decimal GetCurrentVix()
    {
        lock (_lock)
        {
            return _currentVix;
        }
    }

    public VixMarketRegime GetCurrentRegime()
    {
        lock (_lock)
        {
            return _currentRegime;
        }
    }

    public void UpdateVixFromTick(decimal vixValue)
    {
        if (vixValue <= 0m) return;

        lock (_lock)
        {
            var oldRegime = _currentRegime;
            var oldVix = _currentVix;

            _currentVix = vixValue;
            _currentRegime = CalculateRegime(vixValue);

            if (oldRegime != _currentRegime)
            {
                _ = _finlyticLogger.LogWarningAsync(SettingKeys.AnalyzerChannel, "[VixTrackerService] [VIX REGIME SHIFT] Markt-Regime gewechselt: {OldRegime} -> {NewRegime} (VIX: {Vix:F2})",
                    oldRegime, _currentRegime, _currentVix);
            }
            else if (Math.Abs(oldVix - vixValue) >= 0.5m)
            {
                _ = _finlyticLogger.LogInfoAsync(SettingKeys.AnalyzerChannel, "[VixTrackerService] VIX aktualisiert: {Vix:F2} (Regime: {Regime})", 
                    _currentVix, _currentRegime);
            }
        }
    }

    public async Task<decimal> PollVixAsync(CancellationToken cancellationToken = default)
    {
        try
        {
            var vix = await _yahooClient.GetLivePriceAsync("^VIX", cancellationToken);

            if (vix.HasValue && vix.Value > 0m)
            {
                UpdateVixFromTick(vix.Value);
                return vix.Value;
            }
        }
        catch (OperationCanceledException) when (cancellationToken.IsCancellationRequested)
        {
        }
        catch (Exception ex)
        {
            await _finlyticLogger.LogWarningAsync(SettingKeys.AnalyzerChannel, ex, "[VixTrackerService] Fehler beim Abfragen von ^VIX über YahooFinanceClient. Nutze gecachten Wert {Vix}.", GetCurrentVix());
        }

        return GetCurrentVix();
    }

    private static VixMarketRegime CalculateRegime(decimal vix)
    {
        return vix switch
        {
            < 15.0m => VixMarketRegime.LowVol,
            >= 15.0m and < 20.0m => VixMarketRegime.Normal,
            >= 20.0m and < 30.0m => VixMarketRegime.HighVol,
            _ => VixMarketRegime.Panic
        };
    }
}