Finlytic/FinlyticTechnicals/Services/TradeRepublicIngestionService.cs

using System;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticCore.Services;
using FinlyticTechnicals.Util;

namespace FinlyticTechnicals.Services;

/// <summary>
/// Cleaned, normalized real-time tick ready for multi-timeframe aggregation.
/// </summary>
public record CleanLiveTick(
    string Isin,
    decimal MidPrice,
    decimal Bid,
    decimal Ask,
    decimal LastPrice,
    decimal SpreadPercent,
    bool IsSpreadVolatile,
    DateTime TimestampUtc
);

public interface ITradeRepublicIngestionService
{
    /// <summary>
    /// Event triggered when a cleaned, UTC-normalized tick arrives.
    /// </summary>
    event Func<CleanLiveTick, Task>? OnTickReceived;

    /// <summary>
    /// Processes a raw tick from Trade Republic (e.g. via WebSocket or Poller).
    /// </summary>
    Task<CleanLiveTick?> ProcessRawTickAsync(string isin, decimal bid, decimal ask, decimal? last, DateTime? timestamp, CancellationToken cancellationToken = default);
}

public class TradeRepublicIngestionService : ITradeRepublicIngestionService
{
    private readonly IFinlyticLogger<TradeRepublicIngestionService> _finlyticLogger;
    private static readonly TimeZoneInfo BerlinTimeZone = GetBerlinTimeZone();

    public event Func<CleanLiveTick, Task>? OnTickReceived;

    public TradeRepublicIngestionService(IFinlyticLogger<TradeRepublicIngestionService> finlyticLogger)
    {
        _finlyticLogger = finlyticLogger;
    }

    /// <summary>
    /// Processes a raw incoming tick with strict UTC normalization, spread check, and mid-price calculation.
    /// </summary>
    public async Task<CleanLiveTick?> ProcessRawTickAsync(string isin, decimal bid, decimal ask, decimal? last, DateTime? timestamp, CancellationToken cancellationToken = default)
    {
        if (string.IsNullOrWhiteSpace(isin)) return null;

        var cleanIsin = isin.Trim().ToUpperInvariant();

        // 1. Strict UTC Normalization
        DateTime utcTimestamp;
        if (timestamp.HasValue)
        {
            var rawTime = timestamp.Value;
            if (rawTime.Kind == DateTimeKind.Utc)
            {
                utcTimestamp = rawTime;
            }
            else if (rawTime.Kind == DateTimeKind.Unspecified)
            {
                // Trade Republic ticks typically arrive in German local market time (Europe/Berlin)
                utcTimestamp = TimeZoneInfo.ConvertTimeToUtc(rawTime, BerlinTimeZone);
            }
            else
            {
                utcTimestamp = rawTime.ToUniversalTime();
            }
        }
        else
        {
            utcTimestamp = DateTime.UtcNow;
        }

        // 2. Clean Mid-Price Calculation: (Bid + Ask) / 2
        decimal cleanMidPrice;
        if (bid > 0m && ask > 0m)
        {
            cleanMidPrice = (bid + ask) / 2m;
        }
        else if (last.HasValue && last.Value > 0m)
        {
            cleanMidPrice = last.Value;
            if (bid <= 0m) bid = cleanMidPrice;
            if (ask <= 0m) ask = cleanMidPrice;
        }
        else
        {
            return null; // Invalid quote
        }

        // 3. Spread Calculation & Volatility Tagging
        decimal spreadPercent = 0m;
        bool isSpreadVolatile = false;
        if (cleanMidPrice > 0m && ask >= bid)
        {
            spreadPercent = ((ask - bid) / cleanMidPrice) * 100m;
            if (spreadPercent > 1.5m)
            {
                isSpreadVolatile = true;
            }
        }

        var cleanTick = new CleanLiveTick(
            Isin: cleanIsin,
            MidPrice: cleanMidPrice,
            Bid: bid,
            Ask: ask,
            LastPrice: last ?? cleanMidPrice,
            SpreadPercent: spreadPercent,
            IsSpreadVolatile: isSpreadVolatile,
            TimestampUtc: utcTimestamp
        );

        if (OnTickReceived != null)
        {
            await OnTickReceived.Invoke(cleanTick);
        }

        return cleanTick;
    }

    private static TimeZoneInfo GetBerlinTimeZone()
    {
        try
        {
            return TimeZoneInfo.FindSystemTimeZoneById("W. Europe Standard Time"); // Windows ID
        }
        catch
        {
            try
            {
                return TimeZoneInfo.FindSystemTimeZoneById("Europe/Berlin"); // Linux IANA ID
            }
            catch
            {
                return TimeZoneInfo.Utc;
            }
        }
    }
}