// Where pair like "TRXETH" and interval like "1m", "5m", "1h", ...
public ZCandlestickMap GetCandlesticks(string pair, string interval)
{
var result = new ZCandlestickMap(CryptoExch.BINANCE, pair, interval);
var res = GetOHLC(pair, interval, 500);
foreach (var dp in res)
{
result.Add(dp.time, dp);
}
return(result);
}
// Where pair like "BCHEUR" and interval like "1m", "5m", "1h", ...
public ZCandlestickMap GetCandlesticks(string pair, string interval)
{
var result = new ZCandlestickMap(CryptoExch.KRAKEN, pair, interval);
int minutes = int.Parse(ChartIntervals[interval]);
var res = GetOHLC(pair, minutes);
var ohlcList = res.Pairs[pair];
foreach (var dp in ohlcList)
{
result.Add(dp.time, dp);
}
return(result);
}
// Where start/end are start and end times for the data
// AND granularity is desired timeslice in seconds: {60, 300, 900, 3600, 21600, 86400}
public ZCandlestickMap GetCandlesticks(string productId, string intervalSeconds, DateTime?start = null, DateTime?end = null)
{
var result = new ZCandlestickMap(CryptoExch.GDAX, productId, intervalSeconds);
var productPair = GetProductPair(productId);
int seconds = int.Parse(ChartIntervals[intervalSeconds]);
var dtEnd = (end == null ? DateTime.Now : end.Value);
var dtStart = (start == null ? dtEnd.Subtract(TimeSpan.FromSeconds(seconds * 100)) : start.Value);
// returns list of list: [[ time, low, high, open, close, volume ], [ 1415398768, 0.32, 4.2, 0.35, 4.2, 12.3 ]]
var sticks = AsyncHelpers.RunSync <IEnumerable <object[]> >(() => m_api.ProductsService.GetHistoricRatesAsync(productPair, dtStart, dtEnd, seconds));
//var sticks = await m_api.ProductsService.GetHistoricRatesAsync(productPair, dtStart, dtEnd, int.Parse(ChartIntervals[intervalSeconds]));
//string url = BaseUrl + "/products/{0}/candles";
//var sticks = GET<List<List<float>>>(url, productId);
foreach (var li in sticks)
{
var cs = new GdaxCandlestick(li);
result.Add(cs.time, cs);
}
return(result);
}
void ProcessBar(ZCandlestick bar, bool displayIndicator, bool displayDebug)
{
if (m_bars.ContainsKey(bar.time)) // this is a bar that is already in our list (should be an update of the last/latest bar)
{
var lastBar = m_bars.Last().Value;
if (bar.time == lastBar.time)
{
m_bars[bar.time] = bar;
if (displayDebug)
{
cout("{0}> update the LAST (latest) bar in our list: {1}", m_pair, bar.ToString());
}
m_macdLive.UpdateLastTick((double)lastBar.close);
CheckIndicator(m_macdLive, false, displayIndicator);
}
}
else // otherwise, add this NEW bar to our list AND update the indicator with the previous last bar in our list
{
if (m_bars.Count > 0)
{
var lastBar = m_bars.Last().Value;
if (displayDebug)
{
cout("{0}> updating indicator with LAST bar in our list: {1}", m_pair, lastBar.ToString());
}
m_macd.ReceiveTick((double)lastBar.close);
CheckIndicator(m_macd, true, displayIndicator);
}
m_macdLive.ReceiveTick((double)bar.close);
CheckIndicator(m_macdLive, false, displayIndicator);
m_bars.Add(bar.time, bar);
if (displayDebug)
{
cout("{0}> added to bar list: {1}", m_pair, bar.ToString());
}
}
}
void ProcessBar(ZCandlestick bar, bool displayIndicator)
{
int indicator = 0;
if (m_bars.ContainsKey(bar.time)) // this is a bar that is already in our list (should be an update of the last/latest bar)
{
var lastBar = m_bars.Last().Value;
if (bar.time == lastBar.time)
{
m_bars[bar.time] = bar;
if (m_displayDebug)
{
cout("{0}> update the 'real-time' indicator LAST (latest) bar in our list: {1}", PairId, bar.ToString());
}
m_macdLive.UpdateLastTick((double)lastBar.close);
indicator = CheckIndicator(m_macdLive, displayIndicator);
// not a completed bar, so do NOT execute a trade
}
}
else // otherwise, add this NEW bar to our list AND update the indicator with the previous last bar in our list
{
if (m_bars.Count > 0)
{
var lastBar = m_bars.Last().Value;
if (m_displayDebug)
{
cout("{0}> update the 'bar-complete' indicator with LAST COMPLETE bar in our list: {1}", PairId, lastBar.ToString());
}
m_macd.ReceiveTick((double)lastBar.close);
indicator = CheckIndicator(m_macd, displayIndicator);
// this IS a complete bar, so make a trade
if (indicator == -1) // indicator = SHORT
{
if (m_pos > 0) // CHECK TO SEE IF WE CROSSED positive-to-negative
{
TradeSell(lastBar.time.ToDateTimeString(), lastBar.close);
}
else if (m_pos == 0) // if no position, then set our initial pos (DON'T trade)
{
m_pos = -1;
}
}
else if (indicator == +1) // indicator = LONG
{
if (m_pos < 0) // CHECK TO SEE IF WE CROSSED positive-to-negative
{
TradeBuy(lastBar.time.ToDateTimeString(), lastBar.close);
}
else if (m_pos == 0) // if no position, then set our initial pos (DON'T trade)
{
m_pos = +1;
}
}
}
m_macdLive.ReceiveTick((double)bar.close);
indicator = CheckIndicator(m_macdLive, displayIndicator);
// not a completed bar, so do NOT execute a trade
m_bars.Add(bar.time, bar);
if (m_displayDebug)
{
cout("{0}> added to bar list: {1}", m_pair, bar.ToString());
}
}
}
