public List <PriceLevelDto> Calculate(List <Candle> candles, int pivotCount)
{
_logId = _batchLog.Start();
_batchLog.Update(_logId, "Start Pivot Level High");
var priceLevels = new List <PriceLevelDto>();
foreach (var candle in candles)
{
var pastPivotHigh = PivotHigh(candle, candle.PastCandles, pivotCount);
var futurePivotHigh = PivotHigh(candle, candle.FutureCandles, pivotCount);
if (!pastPivotHigh || !futurePivotHigh)
{
//_batchLog.Update(_logId, $"Missing PastPivotHigh:{pastPivotHigh} FuturePivotHigh:{futurePivotHigh}");
continue;
}
_batchLog.Update(_logId, $"PivotHigh found: {candle.TimeFrame} {candle.TimeStamp}");
var p = new PriceLevelDto()
{
TimeStamp = candle.TimeStamp,
Granularity = candle.TimeFrame,
Market = candle.Market,
Active = true,
AskPrice = candle.Top().Ask,
AskPriceRange = candle.High.Ask,
BidPrice = candle.Top().Bid,
BidPriceRange = candle.High.Bid,
Strategy = "PIVOT HIGH " + pivotCount,
BuySell = "SELL",
CandleType = candle.BodyFillRate().ToString(CultureInfo.InvariantCulture),
LastUpdated = DateTime.Now
};
priceLevels.Add(p);
}
_logger.LogInformation(_batchLog.Print(_logId));
return(priceLevels);
}
public async Task Add(PriceLevelDto value)
{
await Clients.All.Add(value);
}
public async Task Update(PriceLevelDto value)
{
await Clients.All.Update(value);
}
public async Task Delete(PriceLevelDto value)
{
await Clients.All.Delete(value);
}
public Task Update(PriceLevelDto level)
{
_logger.LogInformation($"Update received from TradeService {level}");
_context.Clients.All.SendAsync("Update", level);
return(Task.CompletedTask);
}
public Task Delete(PriceLevelDto level)
{
_context.Clients.All.SendAsync("Delete", level);
return(Task.CompletedTask);
}