/// <summary>
/// Get Data From Date X to Date Y on Symbol V
/// </summary>
/// <param name="From"></param>
/// <param name="To"></param>
/// <param name="Symbol"></param>
public void GetDataFromTo(DateTime From, DateTime To, string Symbol)
{
Console.WriteLine("Core - Loading data for : {0}", Symbol);
if (From > To)
{
throw new Exception(string.Format("From : {0} is superior to To : {1}", From, To));
}
var CandleMin = this.bclient.Client.GetKlines(Symbol, KlineInterval.OneMinute, startTime: From, endTime: To, limit: int.MaxValue);
foreach (var data in CandleMin.Data)
{
BinanceStreamKlineData formated = new BinanceStreamKlineData();
formated.Data = new BinanceStreamKline();
formated.EventTime = data.CloseTime;
formated.Symbol = Symbol;
formated.Data.Close = data.Close;
formated.Data.CloseTime = data.CloseTime;
formated.Data.Final = true;
formated.Data.High = data.High;
formated.Data.Low = data.Low;
formated.Data.OpenTime = data.OpenTime;
formated.Data.Symbol = Symbol;
formated.Data.Open = data.Open;
formated.Data.Volume = data.Volume;
formated.Data.TakerBuyBaseAssetVolume = data.TakerBuyBaseAssetVolume;
formated.Data.TakerBuyQuoteAssetVolume = data.TakerBuyQuoteAssetVolume;
formated.Data.TradeCount = data.TradeCount;
var sourcedata = new Trady.Core.Candle(formated.Data.CloseTime, formated.Data.Open, formated.Data.High, formated.Data.Low, formated.Data.Close, formated.Data.Volume);
BinanceCandle Standardize = new BinanceCandle(sourcedata);
Standardize.Last = formated.Data.Final;
Standardize.Name = formated.Symbol;
Standardize.Candle = sourcedata;
Type myType = formated.Data.GetType();
//Extract all exchanger candle properties
IList <PropertyInfo> props = new List <PropertyInfo>(myType.GetProperties());
foreach (PropertyInfo prop in props)
{
object propValue = prop.GetValue(formated.Data, null);
Standardize.Properties.Add(prop.Name, propValue);
}
Standardize.Update();
this.Candles.Add(Standardize);
}
Console.WriteLine("Core - Finished to load from {0} to {1} for symbol {2}", From, To, Symbol);
}
/// <summary>
/// Receive Raw Data
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void BData_CollectionChanged(object sender, System.Collections.Specialized.NotifyCollectionChangedEventArgs e)
{
//Data caching and moving to Azure Data Table logic goes here
switch (e.Action)
{
case System.Collections.Specialized.NotifyCollectionChangedAction.Add:
var Candle = (BinanceStreamKlineData)e.NewItems[0];
//Remove Extra
var sourcedata = new Trady.Core.Candle(Candle.Data.CloseTime, Candle.Data.Open, Candle.Data.High, Candle.Data.Low, Candle.Data.Close, Candle.Data.Volume);
BinanceCandle Standardize = new BinanceCandle(sourcedata);
Standardize.Last = Candle.Data.Final;
Standardize.Name = Candle.Symbol;
Standardize.Candle = sourcedata;
Type myType = Candle.Data.GetType();
//Extract all exchanger candle properties
IList <PropertyInfo> props = new List <PropertyInfo>(myType.GetProperties());
foreach (PropertyInfo prop in props)
{
object propValue = prop.GetValue(Candle.Data, null);
Standardize.Properties.Add(prop.Name, propValue);
}
Standardize.Update();
try
{
Candles.Add(Standardize);
}
catch (Exception ex)
{
Console.WriteLine("Exception during core candle add (computed) : {0} ", ex.Message);
}
//Until fix
try
{
if (UseSender)
{
this.Sender.Send(Standardize.Jscontainer);
}
DataOrganizer.SourceData.Add(Standardize);
//if (Moon.Global.shared.table != null)
//{
// TableOperation insertOperation = TableOperation.Insert(Standardize);
// // Execute the insert operation.
// Moon.Global.shared.table.Execute(insertOperation);
//}
}
catch (Exception ex) {
}
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Move:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Remove:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Replace:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Reset:
break;
}
}