public ResizeableArray <TradeInfoItem> DownloadTradeHistory(TickerInputInfo info, DateTime time)
{
CachedTradeHistory savedData = new CachedTradeHistory()
{
Exchange = info.Exchange, TickerName = info.TickerName, StartDate = info.StartDate, EndDate = info.EndDate, BaseCurrency = info.Ticker.BaseCurrency, MarketCurrency = info.Ticker.MarketCurrency
};
CachedTradeHistory cachedData = CachedTradeHistory.FromFile(CachedTradeHistory.Directory + "\\" + ((ISupportSerialization)savedData).FileName);
info.CheckUpdateTime();
if (cachedData != null)
{
if (info.StartDate != DateTime.MinValue && info.StartDate == cachedData.Items[0].Time.Date && info.EndDate.AddDays(-1) <= cachedData.Items.Last().Time.Date)
{
return(cachedData.Items);
}
}
DateTime start = info.StartDate.Date;
int intervalInSeconds = info.KlineIntervalMin * 60;
DateTime origin = start;
DateTime end = info.EndDate.Date;
ResizeableArray <TradeInfoItem> res = new ResizeableArray <TradeInfoItem>();
List <ResizeableArray <TradeInfoItem> > tmpList = new List <ResizeableArray <TradeInfoItem> >();
DownloadProgress = 0.0;
DownloadText = "Donwloading Trade History Data for " + info.Exchange + ":" + info.TickerName;
while (end > start)
{
ResizeableArray <TradeInfoItem> data = info.Ticker.Exchange.GetTrades(info.Ticker, start, end);
if (data == null || data.Count == 0)
{
break;
}
tmpList.Add(data);
DownloadProgress = 100 - (100 * (data.Last().Time - origin).TotalMinutes / (DateTime.UtcNow - origin).TotalMinutes);
var args = RaiseDownloadProgressChanged();
if (args.Cancel)
{
return(null);
}
Thread.Sleep(300);
end = data.Last().Time.AddMilliseconds(-1);
}
for (int i = tmpList.Count - 1; i >= 0; i--)
{
res.AddRangeReversed(tmpList[i]);
}
cachedData = savedData;
cachedData.Items = res;
cachedData.Save();
for (int i = 0; i < res.Count - 1; i++)
{
if (res[i].Time > res[i + 1].Time)
{
throw new Exception("TradeHistory Timing Error!");
}
}
return(res);
}