/// <summary>
/// 获取Kline数据
/// </summary>
/// <param name="symbol"></param>
/// <param name="periodSeconds"></param>
/// <param name="limit"></param>
/// <param name="startDate"></param>
/// <returns></returns>
public KlineDataModel GetKlineData(string symbol, int periodSeconds, int?limit = null, DateTime?startDate = null)
{
try
{
var result = new KlineDataModel();
string url = $"{BaseUrl}/kline.do?symbol={symbol}";
string periodString = CryptoUtility.SecondsToPeriodStringLong(periodSeconds);
url += "&type=" + periodString;
if (startDate != null)
{
////url += "&since=" + (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds();
url += "&since=" + GetTimeStamp(Convert.ToDateTime(startDate));
}
if (limit != null)
{
url += "&size=" + (limit.Value.ToStringInvariant());
}
var info = HttpGet(url, null, 5);
var data = JsonConvert.DeserializeObject <List <object[]> >(info);
result.Symbol = symbol;
result.Data = data;
var firstItem = data.First();
result.EventTime = ConvertStringToDateTime(firstItem[0].ToString());
return(result);
}
catch (Exception ex)
{
return(null);
}
}
protected override async Task <IEnumerable <MarketCandle> > OnGetCandlesAsync(string symbol, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null, int?limit = null)
{
/*
* {
* "status": "ok",
* "ch": "market.btcusdt.kline.1day",
* "ts": 1499223904680,
* “data”: [
* {
* "id": 1499184000,
* "amount": 37593.0266,
* "count": 0,
* "open": 1935.2000,
* "close": 1879.0000,
* "low": 1856.0000,
* "high": 1940.0000,
* "vol": 71031537.97866500
* },
*/
List <MarketCandle> candles = new List <MarketCandle>();
symbol = NormalizeSymbol(symbol);
string url = "/market/history/kline?symbol=" + symbol;
if (limit != null)
{
// default is 150, max: 2000
url += "&size=" + (limit.Value.ToStringInvariant());
}
string periodString = CryptoUtility.SecondsToPeriodStringLong(periodSeconds);
url += "&period=" + periodString;
JToken allCandles = await MakeJsonRequestAsync <JToken>(url, BaseUrl, null);
var ts = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(allCandles.Parent.Parent["ts"].ConvertInvariant <long>());
foreach (var array in allCandles)
{
candles.Add(new MarketCandle
{
ClosePrice = array["close"].ConvertInvariant <decimal>(),
ExchangeName = Name,
HighPrice = array["high"].ConvertInvariant <decimal>(),
LowPrice = array["low"].ConvertInvariant <decimal>(),
Name = symbol,
OpenPrice = array["open"].ConvertInvariant <decimal>(),
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(array["id"].ConvertInvariant <long>()),
BaseVolume = array["vol"].ConvertInvariant <decimal>() / array["close"].ConvertInvariant <decimal>(),
ConvertedVolume = array["vol"].ConvertInvariant <decimal>(),
WeightedAverage = 0m
});
}
candles.Reverse();
return(candles);
}
protected override async Task <IEnumerable <MarketCandle> > OnGetCandlesAsync(string symbol, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null, int?limit = null)
{
/*
* [
* 1417564800000, timestamp
* 384.47, open
* 387.13, high
* 383.5, low
* 387.13, close
* 1062.04, volume
* ]
*/
List <MarketCandle> candles = new List <MarketCandle>();
symbol = NormalizeSymbol(symbol);
string url = "/future_kline.do?symbol=" + symbol;
string periodString = CryptoUtility.SecondsToPeriodStringLong(periodSeconds);
url += "&type=" + periodString;
url += "&contract_type=this_week";
if (startDate != null)
{
url += "&since=" + (long)startDate.Value.UnixTimestampFromDateTimeMilliseconds();
}
if (limit != null)
{
url += "&size=" + (limit.Value.ToStringInvariant());
}
JToken obj = await MakeJsonRequestAsync <JToken>(url);
foreach (JArray array in obj)
{
decimal closePrice = array[4].ConvertInvariant <decimal>();
decimal baseVolume = array[5].ConvertInvariant <decimal>();
candles.Add(new MarketCandle
{
Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(array[0].ConvertInvariant <long>()),
OpenPrice = array[1].ConvertInvariant <decimal>(),
HighPrice = array[2].ConvertInvariant <decimal>(),
LowPrice = array[3].ConvertInvariant <decimal>(),
ClosePrice = closePrice,
BaseVolume = baseVolume,
ConvertedVolume = (closePrice * (decimal)baseVolume),
ExchangeName = Name,
Name = symbol,
PeriodSeconds = periodSeconds,
});
}
return(candles);
}
