private static bool CalculateFuturePrice(CoinTransfer p, int index, List <CoinTransfer> quotationHistory)
{
if (index == quotationHistory.Count - 1)
{
return(true);
}
p.FuturePrice = quotationHistory[index + 1].Close - p.Close;
return(true);
}
public static List <CoinTransfer> GetCoin(string symbol, string interval)
{
List <CoinTransfer> quotationHistory = new List <CoinTransfer>();
string apiUrl = "";
double startTime = 0;
double endTime = 0;
//We take data 10 times 70 days (with interval 1h = 40 * 24 measure / j = 960 measures )
for (int i = 17; i >= 1; i--)
{
startTime = Math.Round(DateTime.UtcNow.AddDays(-40 * i).Subtract(new DateTime(1970, 1, 1)).TotalSeconds) * 1000;
endTime = Math.Round(DateTime.UtcNow.AddDays(-40 * (i - 1)).Subtract(new DateTime(1970, 1, 1)).TotalSeconds) * 1000;
apiUrl = string.Format("https://api.binance.com/api/v1/klines?symbol={0}&interval={1}&limit=1000&startTime={2}&endTime={3}",
symbol,
interval,
startTime,
endTime);
//1 - we load a set of data from binance
// payload = HttpHelper.GetApiData(new Uri(url));
List <List <double> > coinQuotation = HttpHelper.GetApiData <List <List <double> > >(new Uri(apiUrl));
//3 - We add each item to our final list (26 first doesn;t contain RSI neither MACD calulation)
foreach (var item in coinQuotation)
{
CoinTransfer newQuotation = new CoinTransfer()
{
OpenTime = item[0],
Open = item[1],
High = item[2],
Low = item[3],
Close = item[4],
Volume = item[5],
CloseTime = item[6],
QuoteAssetVolume = item[7],
NumberOfTrades = item[8],
BuyBaseAssetVolume = item[9],
BuyQuoteAssetVolume = item[10],
Ignore = item[11],
};
quotationHistory.Add(newQuotation);
}
}
//Calculate change from next day to current day
quotationHistory.Where((p, index) => CalculateFuturePrice(p, index, quotationHistory)).ToList();
//Add RSI calculation to the list
TradeIndicator.CalculateRsiList(14, ref quotationHistory);
TradeIndicator.CalculateMacdList(ref quotationHistory);
return(quotationHistory.Skip(26).ToList());
}
