private List <Kline> GetAllTicksForCoinInterval(CoinInterval key)
{
using (var context = new InfraContext())
{
var klineList = context.Klines.Where(i => i.Symbol == key.Symbol && i.Interval == key.Interval).OrderBy(i => i.OpenTime).ToList();
return(klineList);
}
}
private List <CoinInterval> FindUniqueKeysInKlinesTable()
{
var keyList = new List <CoinInterval>();
using (var context = new InfraContext())
{
var data = context.Klines.Select(i => new { i.Symbol, i.Interval }).Distinct().ToList();
foreach (var item in data)
{
var coinKey = new CoinInterval(item.Symbol, item.Interval);
keyList.Add(coinKey);
}
}
return(keyList);
}
private List <TickGap> FindGapsForCoinInterval(CoinInterval key, Dictionary <string, long> intervals)
{
var gapList = new List <TickGap>();
var ticks = GetAllTicksForCoinInterval(key);
long openTime = 0;
long lastOpenTime = 0;
var interval = intervals[key.Interval];
foreach (var tick in ticks)
{
lastOpenTime = openTime;
openTime = tick.OpenTime;
if (openTime - lastOpenTime > interval && lastOpenTime > 0)
{
var gap = new TickGap(lastOpenTime + interval, openTime - interval);
gapList.Add(gap);
}
}
return(gapList);
}
