public static void UpdateHistoryItem(Ticker item)
{
TickerHistoryItem last = item.History.Count == 0 ? null : item.History.Last();
if (item.History.Count > 36000)
{
item.History.RemoveAt(0);
}
if (last != null)
{
if (last.Ask == item.LowestAsk && last.Bid == item.HighestBid && last.Current == item.Last)
{
return;
}
item.Change = ((item.Last - last.Current) / last.Current) * 100;
if (last.Bid != item.HighestBid)
{
item.BidChange = (item.HighestBid - last.Bid) * 100;
}
if (last.Ask != item.LowestAsk)
{
item.AskChange = item.LowestAsk - last.Ask;
}
bool error = Math.Abs(item.BidChange) > 100 || Math.Abs(item.AskChange) > 100 || Math.Abs(item.Change) > 100;
if (error)
{
Debug.WriteLine("error");
}
}
item.History.Add(new TickerHistoryItem()
{
Time = item.Time, Ask = item.LowestAsk, Bid = item.HighestBid, Current = item.Last
});
item.RaiseHistoryItemAdded();
}
public void UpdateHistoryItem()
{
TickerHistoryItem last = History.Count == 0 ? null : History.Last();
if (last != null)
{
if (last.Ask == LowestAsk && last.Bid == HighestBid && last.Current == Last)
{
return;
}
Change = ((Last - last.Current) / last.Current) * 100;
if (last.Bid != HighestBid)
{
BidChange = (HighestBid - last.Bid) * 100;
}
if (last.Ask != LowestAsk)
{
AskChange = (LowestAsk - last.Ask) * 100;
}
}
History.Add(new TickerHistoryItem()
{
Time = Time, Ask = LowestAsk, Bid = HighestBid, Current = Last
});
RaiseHistoryChanged();
}
public static void UpdateHistoryForTradeItem(TradeHistoryItem item, ITicker ticker)
{
for (int i = ticker.History.Count - 1; i >= 0; i--)
{
TickerHistoryItem h = ticker.History[i];
if (h.Time.Ticks <= item.Time.Ticks)
{
item.Bid = h.Bid;
item.Ask = h.Ask;
item.Current = h.Current;
break;
}
}
}
public static void AddCandleStickData(List <CandleStickData> list, TickerHistoryItem item, long rangeInSeconds)
{
Console.WriteLine("Update candle stick data " + item.Time.ToLongTimeString());
CandleStickData candleItem = null;
long maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;
if (list.Count == 0 || (item.Time.Ticks - list[list.Count - 1].Time.Ticks) > maxTickCount)
{
candleItem = new CandleStickData();
candleItem.Open = candleItem.Close = candleItem.High = candleItem.Low = item.Current;
candleItem.Time = item.Time;
list.Add(candleItem);
Console.WriteLine("Add candlestick data Time = " + candleItem.Time);
return;
}
candleItem = list[list.Count - 1];
candleItem.Close = item.Current;
candleItem.Low = Math.Min(candleItem.Low, item.Current);
candleItem.High = Math.Max(candleItem.High, item.Current);
return;
}
public static void AddCandleStickData(IList <CandleStickData> list, TickerHistoryItem item, long rangeInSeconds)
{
if (list == null)
{
return;
}
CandleStickData candleItem = null;
long maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;
if (list.Count == 0 || (item.Time.Ticks - list[list.Count - 1].Time.Ticks) > maxTickCount)
{
candleItem = new CandleStickData();
candleItem.Open = candleItem.Close = candleItem.High = candleItem.Low = item.Current;
candleItem.Time = item.Time;
list.Add(candleItem);
return;
}
candleItem = list[list.Count - 1];
candleItem.Close = item.Current;
candleItem.Low = Math.Min(candleItem.Low, item.Current);
candleItem.High = Math.Max(candleItem.High, item.Current);
return;
}
public static BindingList <CandleStickData> CreateCandleStickData(IList <TickerHistoryItem> list, long rangeInSeconds)
{
BindingList <CandleStickData> res = new BindingList <CandleStickData>();
CandleStickData candleItem = null;
long maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;
for (int i = 0; i < list.Count; i++)
{
TickerHistoryItem item = list[i];
if (candleItem == null || (item.Time.Ticks - candleItem.Time.Ticks > maxTickCount))
{
candleItem = new CandleStickData();
candleItem.Time = item.Time;
candleItem.Open = item.Current;
candleItem.Low = candleItem.High = candleItem.Close = item.Current;
res.Add(candleItem);
continue;
}
candleItem.Close = item.Current;
candleItem.Low = Math.Min(candleItem.Low, item.Current);
candleItem.High = Math.Max(candleItem.High, item.Current);
}
return(res);
}
