public void SavePurgeCandlesSQLite(SQLiteCommand cmd)
{
cmd.CommandText = string.Format("SELECT * FROM {0} ORDER BY datetime(DateTime) DESC Limit 1", MarketDelta);
DateTime dateTime = Convert.ToDateTime(cmd.ExecuteScalar());
List <HistDataLine> removeList = new List <HistDataLine>();
foreach (HistDataLine line in Candles5m)
{
if (line.T >= LastStoredCandle.Subtract(TimeSpan.FromHours(3)))
{
break;
}
if (line.T <= dateTime)
{
continue;
}
else
{
cmd.CommandText = string.Format(
"INSERT INTO {0} (DateTime, Open, High, Low, Close, Volume, BaseVolume) "
+ "VALUES ('{1}', '{2}', '{3}', '{4}', '{5}', '{6}', '{7}')",
MarketDelta,
line.T.ToString("yyyy-MM-dd HH:mm:ss"), line.O, line.H, line.L, line.C, line.V, line.BV);
cmd.ExecuteNonQuery();
removeList.Add(line);
}
}
Candles5m = (List <HistDataLine>)Candles5m.Except(removeList);
}
public void BuildCandleFromRecentFills(DateTime NextCandleTime)
{
//check current, if not, rectify
//If candle is current, Candles are Resolved
if (NextCandleTime.AddMinutes(5) > DateTime.UtcNow)
{
return;
}
Decimal BV = 0;
List <mdFill> candleFills = new List <mdFill>();
foreach (mdFill fill in RecentFills)
{
if (fill.TimeStamp < NextCandleTime)
{
continue;
}
else if (fill.TimeStamp >= NextCandleTime.AddMinutes(5))
{
break;
}
else
{
BV += (fill.Quantity * fill.Rate);
candleFills.Add(fill);
}
}
if (candleFills.Count == 0)
{
return;
}
Decimal O = candleFills.First().Rate,
H = candleFills.Max(x => x.Rate),
L = candleFills.Min(x => x.Rate),
C = candleFills.Last().Rate,
V = candleFills.Sum(x => x.Quantity);
HistDataLine candle = new HistDataLine(NextCandleTime, O, H, L, C, V, BV);
Candles5m.Add(candle);
LastStoredCandle = LastStoredCandle.AddMinutes(5);
}