/// <summary>
/// Retrieves candles. We first look in a local transactions file, then we get the missing candles from bitcoincharts or bitcoinwisdom
/// </summary>
/// <param name="pair"></param>
/// <param name="fromDateTime"></param>
/// <param name="candleDurationsInMinutes"></param>
/// <param name="toDateTime"></param>
/// <returns></returns>
public static IList <OHLC> LoadCandles(CurrencyPair pair, DateTime fromDateTime, int candleDurationsInMinutes, DateTime?toDateTime = null)
{
//Try to get candles from local transactions
var candles = _csvRepository.GetCandlesFromCSVTransactions(fromDateTime, toDateTime, candleDurationsInMinutes, pair);
var lastCandle = candles.LastOrDefault();
if (toDateTime == null)
{
toDateTime = DateTime.UtcNow;
}
if (lastCandle != null)
{
candles.Remove(lastCandle);
}
var newLast = candles.LastOrDefault();
DateTime minTime = newLast != null?newLast.Date.AddSeconds(1) : fromDateTime;
//Then we try to get more candles from websites providing historic data
if (minTime.AddHours(1) < toDateTime)//If older than 1 H, we need to get data from bitcoincharts/bitcoinwisdom
{
if (pair.Item1 == CurrencyCodes.BTC && !string.IsNullOrEmpty(pair.Exchange.BitcoinChartsCode))
{
var newestCandles = GetCandlesFromBitcoincharts(minTime, candleDurationsInMinutes, pair.Exchange.BitcoinChartsCode, pair.Item2);
candles = candles.Union(newestCandles).ToList();
if (candles.Count == 0)
{
newestCandles = GetCandlesFromBitcoinWisdom(pair, fromDateTime, candleDurationsInMinutes);
candles = candles.Union(newestCandles).ToList();
}
}
else
{
var newestCandles = GetCandlesFromBitcoinWisdom(pair, fromDateTime, candleDurationsInMinutes);
candles = candles.Union(newestCandles).ToList();
}
}
var recentCandles = GetRecentCandlesFromTransactions(fromDateTime, candleDurationsInMinutes, pair);
foreach (OHLC newCandle in recentCandles)
{
var existingCandle = candles.FirstOrDefault(e => e.Date == newCandle.Date);
if (existingCandle != null)
{
existingCandle.High = newCandle.High > existingCandle.High ? newCandle.High : existingCandle.High;
existingCandle.Low = newCandle.Low < existingCandle.Low ? newCandle.Low : existingCandle.Low;
existingCandle.Close = newCandle.Close;
}
else
{
candles.Add(newCandle);
}
}
return(candles);
}
/// <summary>
/// Calculates candles from a file containing transactions
/// </summary>
/// <param name="pair"></param>
/// <param name="candlesDurationInMin"></param>
/// <param name="fromDateTime"></param>
/// <param name="toDateTime"></param>
/// <returns></returns>
public static IList <OHLC> ReadCandlesFromCSVTransactions(CurrencyPair pair, int candlesDurationInMin, DateTime fromDateTime, DateTime?toDateTime = null)
{
var rep = new CSVCandleRepository();
string market = pair != null ? pair.Exchange.BitcoinChartsCode : string.Empty;
string currency = pair != null ? pair.Item2 : string.Empty;
return(rep.GetCandlesFromCSVTransactions(fromDateTime, toDateTime, candlesDurationInMin, pair));
}