/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limit">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task<OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limit = 20, Dictionary<string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary<string, object>();
{
_params.Add("interval", _timeframe);
var _tiil_time = CUnixTime.NowMilli;
var _from_time = (since > 0) ? since : _tiil_time - _timestamp * 1000;
_params.Add("start", _from_time);
_params.Add("end", _tiil_time);
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async($"/trading-pairs/{_market.result.symbol}/candles", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject<List<JArray>>(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x[0].Value<long>(),
openPrice = x[3].Value<decimal>(),
highPrice = x[2].Value<decimal>(),
lowPrice = x[1].Value<decimal>(),
closePrice = x[4].Value<decimal>(),
volume = x[5].Value<decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limit)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return _result;
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="resolution">time frame interval (ex): 1m,3m,5m,15m,30m,1h,2h,3h,4h,6h,12h,1d,3d,1w,2w,1M</param>
/// <param name="from_time"></param>
/// <param name="till_time"></param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public async Task <OHLCVs> FetchUdfHistory(string base_name, string quote_name, string resolution = "1d", long from_time = 0, long till_time = 0, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _params = new Dictionary <string, object>();
{
_params.Add("symbol", _market.result.symbol);
_params.Add("resolution", resolution);
_params.Add("from", from_time);
_params.Add("to", till_time);
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("/api/udf/history", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <BUdfHistory>(_json_value.Content);
if (_json_data.s == "ok")
{
for (var _offset = 0; _offset < _json_data.t.Count; _offset++)
{
_result.result.Add(new OHLCVItem
{
timestamp = _json_data.t[_offset] * 1000,
openPrice = _json_data.o[_offset],
highPrice = _json_data.h[_offset],
lowPrice = _json_data.l[_offset],
closePrice = _json_data.c[_offset],
amount = 0,
volume = _json_data.v[_offset]
});
}
}
else
{
_json_result.SetFailure();
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("market", _market.result.symbol);
_params.Add("type", _timeframe);
_params.Add("size", limits);
if (since > 0)
{
_params.Add("since", since);
}
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("/v1/kline", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _ohlcvs = publicClient.DeserializeObject <ZOHLCVs>(_json_value.Content);
if (_ohlcvs.success == true)
{
_result.result.AddRange(
_ohlcvs.result
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
else
{
_json_result.SetFailure(_ohlcvs.message);
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVsAsync(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarketAsync(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("marketName", _market.result.symbol);
_params.Add("tickInterval", _timeframe); // timeframe must be in [“oneMin”, “fiveMin”, “thirtyMin”, “hour”, “day”]
if (since > 0)
{
_params.Add("_", since); // Probably _ is a timestamp.
}
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("/v2.0/pub/market/GetTicks", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _ohlcvs = publicClient.DeserializeObject <BOHLCVs>(_json_value.Content);
if (_ohlcvs.success == true)
{
_result.result.AddRange(
_ohlcvs.result
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
else
{
_json_result.SetFailure(_ohlcvs.message);
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"
/// <list type="timeframe">
/// <item><description>Minute(1m, 3m, 5m, 10m, 15m, 30m, 60m, 240m)</description></item>
/// <item><description>Day(1d)</description></item>
/// <item><description>Week(1w)</description></item>
/// <item><description>Month(1M)</description></item>
/// </list>
/// </param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns>OHLCVs</returns>
public override async ValueTask <OHLCVs> FetchOHLCVsAsync(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarketAsync(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("market", _market.result.symbol);
_params.Add("count", limits);
publicClient.MergeParamsAndArgs(_params, args);
}
var _end_point = _timeframe == "minutes"
? $"/candles/{_timeframe}/{Convert.ToInt32(timeframe.Substring(0, timeframe.Length - 1))}"
: $"/candles/{_timeframe}";
var _json_value = await publicClient.CallApiGet1Async(_end_point, _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <List <UOHLCVItem> >(_json_value.Content);
{
_result.result.AddRange(
_json_data
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _params = new Dictionary <string, object>();
{
var _limit = limits <= 1 ? 1
: limits <= 1000 ? limits
: 1000;
if (since == 0)
{
since = CUnixTime.NowMilli - (_timestamp * 1000) * _limit; // 가져올 갯수 만큼 timeframe * limits 간격으로 데이터 양 계산
}
_params.Add("sort", "1"); // if = 1 it sorts results returned with old > new
_params.Add("limit", _limit);
_params.Add("start", since);
publicClient.MergeParamsAndArgs(_params, args);
}
var _section = "hist"; // Section(string) REQUIRED Available values: "last", "hist"
var _json_value = await publicClient.CallApiGet1Async($"/v2/candles/trade:{_timeframe}:t{_market.result.symbol.ToUpper()}/{_section}", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <List <JArray> >(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x[0].Value <long>(),
openPrice = x[1].Value <decimal>(),
highPrice = x[3].Value <decimal>(),
lowPrice = x[4].Value <decimal>(),
closePrice = x[2].Value <decimal>(),
volume = x[5].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async Task <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = publicClient.MergeParamsAndArgs(args);
var _yesterday = CUnixTime.UtcNow.AddDays(-1).ToString("yyyyMMdd");
var _dataframe = $"data{_timeframe}";
var _json_value = await publicClient.CallApiGet1Async($"/ohlcv/hd/{_yesterday}/{_market.result.symbol}", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <Dictionary <string, JToken> >(_json_value.Content);
if (_json_data.ContainsKey(_dataframe) == true)
{
var _candles = publicClient.DeserializeObject <JArray>(_json_data[_dataframe].ToString());
_result.result.AddRange(
_candles
.Select(x => new OHLCVItem
{
timestamp = x[0].Value <long>() * 1000,
openPrice = x[1].Value <decimal>(),
highPrice = x[2].Value <decimal>(),
lowPrice = x[3].Value <decimal>(),
closePrice = x[4].Value <decimal>(),
volume = x[5].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
else
{
_json_result.SetFailure($"not exist '{_timeframe}' timeframe", ErrorCode.NotFoundData);
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVsAsync(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarketAsync(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("command", "returnChartData");
_params.Add("currencyPair", _market.result.symbol);
_params.Add("period", _timeframe);
var _till_time = CUnixTime.Now;
var _from_time = (since > 0) ? since / 1000 : _till_time - _timestamp * limits; // 가져올 갯수 만큼 timeframe * limits 간격으로 데이터 양 계산
_params.Add("start", _from_time);
_params.Add("end", _till_time);
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <List <JObject> >(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x["date"].Value <long>() * 1000,
openPrice = x["open"].Value <decimal>(),
highPrice = x["high"].Value <decimal>(),
lowPrice = x["low"].Value <decimal>(),
closePrice = x["close"].Value <decimal>(),
volume = x["quoteVolume"].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
var _limits = limits <= 1 ? 1
: limits <= 500 ? limits
: 500;
_params.Add("symbol", _market.result.symbol);
_params.Add("binSize", _timeframe);
_params.Add("count", _limits);
_params.Add("partial", false);
_params.Add("reverse", true);
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("/api/v1/trade/bucketed", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <List <BTickerItem> >(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x.timestamp,
openPrice = x.openPrice,
highPrice = x.highPrice,
lowPrice = x.lowPrice,
closePrice = x.closePrice,
amount = x.quoteVolume,
volume = x.baseVolume
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange: contract_type(this_week, next_week, month, quarter)</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
okexapiClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = okexapiClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = okexapiClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("symbol", _market.result.symbol);
_params.Add("type", _timeframe);
_params.Add("size", limits);
if (since > 0)
{
_params.Add("since", since);
}
okexapiClient.MergeParamsAndArgs(_params, args);
}
var _end_point = okexapiClient.CheckFuturesUrl(_market.result, "/kline.do", "/future_kline.do", _params);
var _json_value = await okexapiClient.CallApiGet1Async(_end_point.endPoint, _end_point.args);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = okexapiClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = okexapiClient.DeserializeObject <List <JArray> >(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x[0].Value <long>(),
openPrice = x[1].Value <decimal>(),
highPrice = x[2].Value <decimal>(),
lowPrice = x[3].Value <decimal>(),
closePrice = x[4].Value <decimal>(),
volume = x[5].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVsAsync(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarketAsync(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("granularity", _timestamp);
var _till_time = CUnixTime.Now;
var _from_time = (since > 0) ? since / 1000 : _till_time - _timestamp * limits; // 가져올 갯수 만큼 timeframe * limits 간격으로 데이터 양 계산
_params.Add("start", CUnixTime.ConvertToUtcTime(_from_time).ToString("o")); // ISO 8601 datetime string with seconds
_params.Add("end", CUnixTime.ConvertToUtcTime(_till_time).ToString("o"));
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async($"/products/{_market.result.symbol}/candles", _params);
#if DEBUG
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <JArray>(_json_value.Content);
_result.result.AddRange(
_json_data
.Select(x => new OHLCVItem
{
timestamp = x[0].Value <long>() * 1000,
openPrice = x[3].Value <decimal>(),
highPrice = x[2].Value <decimal>(),
lowPrice = x[1].Value <decimal>(),
closePrice = x[4].Value <decimal>(),
volume = x[5].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVs(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarket(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("symbol", _market.result.symbol);
_params.Add("resolution", 0.5);
if (since > 0 && limits > 0)
{
_params.Add("from", since);
_params.Add("to", since + limits * _timestamp); // 가져올 갯수 만큼 timeframe * limits 간격으로 데이터 양 계산
}
_params.Add("strTime", CUnixTime.NowMilli);
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicWeb.CallApiGet1Async($"/resources/chart/{_market.result.symbol}_xcoinTrade_{_timeframe}.json", _params);
#if RAWJSON
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <JArray>(_json_value.Content);
{
_result.result.AddRange(
_json_data
.Select(x => new BOHLCVItem
{
timestamp = x[0].Value <long>(),
openPrice = x[1].Value <decimal>(),
highPrice = x[3].Value <decimal>(),
lowPrice = x[4].Value <decimal>(),
closePrice = x[2].Value <decimal>(),
volume = x[5].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}
/// <summary>
/// Fetch array of symbol name and OHLCVs data
/// </summary>
/// <param name="base_name">The type of trading base-currency of which information you want to query for.</param>
/// <param name="quote_name">The type of trading quote-currency of which information you want to query for.</param>
/// <param name="timeframe">time frame interval (optional): default "1d"</param>
/// <param name="since">return committed data since given time (milli-seconds) (optional): default 0</param>
/// <param name="limits">maximum number of items (optional): default 20</param>
/// <param name="args">Add additional attributes for each exchange</param>
/// <returns></returns>
public override async ValueTask <OHLCVs> FetchOHLCVsAsync(string base_name, string quote_name, string timeframe = "1d", long since = 0, int limits = 20, Dictionary <string, object> args = null)
{
var _result = new OHLCVs(base_name, quote_name);
var _market = await this.LoadMarketAsync(_result.marketId);
if (_market.success == true)
{
publicClient.ExchangeInfo.ApiCallWait(TradeType.Public);
var _timeframe = publicClient.ExchangeInfo.GetTimeframe(timeframe);
var _timestamp = publicClient.ExchangeInfo.GetTimestamp(timeframe);
var _params = new Dictionary <string, object>();
{
_params.Add("pair", _market.result.symbol);
_params.Add("interval", _timeframe);
if (since > 0)
{
_params.Add("since", since / 1000);
}
publicClient.MergeParamsAndArgs(_params, args);
}
var _json_value = await publicClient.CallApiGet1Async("/0/public/OHLC", _params);
#if RAWJSON
_result.rawJson = _json_value.Content;
#endif
var _json_result = publicClient.GetResponseMessage(_json_value.Response);
if (_json_result.success == true)
{
var _json_data = publicClient.DeserializeObject <JObject>(_json_value.Content);
var _json_ohlcvs = JArray.FromObject((_json_data["result"] as JObject)[_market.result.symbol]);
_result.result.AddRange(
_json_ohlcvs
.Select(x => new OHLCVItem
{
timestamp = x[0].Value <long>() * 1000,
openPrice = x[1].Value <decimal>(),
highPrice = x[2].Value <decimal>(),
lowPrice = x[3].Value <decimal>(),
closePrice = x[4].Value <decimal>(),
volume = x[6].Value <decimal>()
})
.Where(o => o.timestamp >= since)
.OrderByDescending(o => o.timestamp)
.Take(limits)
);
}
_result.SetResult(_json_result);
}
else
{
_result.SetResult(_market);
}
return(_result);
}