private void LoadCandleSticksPerTicker(DateTime from, DateTime dt)
{
//kdb c = new kdb("localhost", 5000);
var candlesticks = new Dictionary <string, List <Candlestick> >();
foreach (var ticker in _request.TradingPairs)
{
candlesticks.Add(ticker, BinanceClient.GetCandleSticks(ticker, _request.Interval, from, dt).Result.ToList());
}
int count = candlesticks.First().Value.Count();
for (int i = 0; i < count; i++)
{
var CandleSticksByTime = new Dictionary <string, Candlestick>();
foreach (var kvp in candlesticks)
{
if (kvp.Value.Count == 0)
{
continue;
}
CandleSticksByTime.Add(kvp.Key, kvp.Value[i]);
//Prices - Opentime,open,high,low,close,volume,closetime
//time format "Z"$ "2007-08-09T07:08:09.101"
//c.k($"insert[`Prices](`{kvp.Key};\"Z\"$ \"{kvp.Value[i].OpenDateTime.ToString("yyyy-MM-ddTHH:mm:ss:fffff")}\"; {kvp.Value[i].Open}; {kvp.Value[i].High}; {kvp.Value[i].Low}; {kvp.Value[i].Close}; {kvp.Value[i].Volume}; \"Z\"$ \"{kvp.Value[i].CloseDateTime.ToString("yyyy-MM-ddTHH:mm:ss:fffff")}\")");
}
CandleSticks.Enqueue(CandleSticksByTime);
}
}
private DateTime LoadNextCandleSticks()
{
var candlesticks = new Dictionary <string, List <Candlestick> >();
foreach (var ticker in _request.TradingPairs)
{
candlesticks.Add(ticker, BinanceClient.GetCandleSticks(ticker, _request.Interval, null, null, 1).Result.ToList());
}
int count = candlesticks.First().Value.Count();
var lastCandle = candlesticks.First().Value[0].CloseDateTime;
for (int i = 0; i < count; i++)
{
var CandleSticksByTime = new Dictionary <string, Candlestick>();
foreach (var kvp in candlesticks)
{
CandleSticksByTime.Add(kvp.Key, kvp.Value[i]);
}
CandleSticks.Enqueue(CandleSticksByTime);
}
return(lastCandle);
}
