public static async Task RunGetHistoricalTrades(Dictionary <string, string> dict)
{
RequireArgs(dict, "exchangeName", "marketSymbol");
string exchangeName = dict["exchangeName"];
IExchangeAPI api = ExchangeAPI.GetExchangeAPI(exchangeName);
string marketSymbol = dict["marketSymbol"];
Console.WriteLine("Showing historical trades for exchange {0}...", exchangeName);
DateTime?startDate = null;
DateTime?endDate = null;
if (dict.ContainsKey("startDate"))
{
startDate = DateTime.Parse(dict["startDate"]).ToUniversalTime();
}
if (dict.ContainsKey("endDate"))
{
endDate = DateTime.Parse(dict["endDate"]).ToUniversalTime();
}
await api.GetHistoricalTradesAsync((IEnumerable <ExchangeTrade> trades) =>
{
foreach (ExchangeTrade trade in trades)
{
Console.WriteLine("Trade at timestamp {0}: {1}/{2}/{3}", trade.Timestamp.ToLocalTime(), trade.Id, trade.Price, trade.Amount);
}
return(true);
}, marketSymbol, startDate, endDate);
}
private async Task TestTrade(IExchangeAPI api, string marketSymbol)
{
if (FunctionRegex == null || Regex.IsMatch("trade", FunctionRegex, RegexOptions.IgnoreCase))
{
try
{
ExchangeTrade[] trades = null;
Console.Write("Test {0} GetHistoricalTradesAsync... ", api.Name);
await api.GetHistoricalTradesAsync(tradeEnum =>
{
trades = tradeEnum.ToArray();
return(true);
}, marketSymbol);
Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);
Console.WriteLine($"OK ({trades.Length})");
Console.Write("Test {0} GetRecentTradesAsync... ", api.Name);
trades = (await api.GetRecentTradesAsync(marketSymbol)).ToArray();
Assert(trades.Length != 0 && trades[0].Price > 0m && trades[0].Amount > 0m);
Console.WriteLine($"OK ({trades.Length} trades)");
}
catch (NotImplementedException)
{
Console.WriteLine("Not implemented");
}
}
}
/// <summary>
/// Export exchange data to csv and then to optimized bin files
/// </summary>
/// <param name="api">Exchange api, null to just convert existing csv files</param>
/// <param name="marketSymbol">Market symbol to export</param>
/// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param>
/// <param name="sinceDateTime">Start date to begin export at</param>
/// <param name="callback">Callback if api is not null to notify of progress</param>
public static async Task ExportExchangeTrades(IExchangeAPI api, string marketSymbol, string basePath, DateTime sinceDateTime, Action <long> callback = null)
{
basePath = Path.Combine(basePath, marketSymbol);
Directory.CreateDirectory(basePath);
sinceDateTime = sinceDateTime.ToUniversalTime();
if (api != null)
{
long count = 0;
int lastYear = -1;
int lastMonth = -1;
StreamWriter writer = null;
bool innerCallback(IEnumerable <ExchangeTrade> trades)
{
foreach (ExchangeTrade trade in trades)
{
if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth)
{
if (writer != null)
{
writer.Close();
}
lastYear = trade.Timestamp.Year;
lastMonth = trade.Timestamp.Month;
writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv");
}
writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount);
if (++count % 100 == 0)
{
callback?.Invoke(count);
}
}
return(true);
}
await api.GetHistoricalTradesAsync(innerCallback, marketSymbol, sinceDateTime);
writer.Close();
callback?.Invoke(count);
}
TraderFileReader.ConvertCSVFilesToBinFiles(basePath);
}
