public OrderBookCollector(EventServer eventServer)
{
this.eventServer = eventServer;
oandaApi = new OandaAPI();
this.connection = DBUtils.OpenConnection();
foreach (var instrument in INSTRUMENTS)
{
var orderbook = oandaApi.GetOrderbookData(instrument, 3600);
SaveOrderbook(orderbook, instrument);
}
var now = DateTime.Now;
var millisecond = (now.Minute * 60 + now.Second) * 1000 + now.Millisecond;
var remainMillisecond = INTERVAL_MINUTE * 60 * 1000 - millisecond % (INTERVAL_MINUTE * 60 * 1000) + 60 * 1000;
Trace.WriteLine("now:" + now);
Trace.WriteLine("remain:" + remainMillisecond);
Trace.Flush();
var timer = new System.Timers.Timer()
{
Interval = (double)remainMillisecond,
AutoReset = false,
};
timer.Elapsed += Timer_FirstElapsed;
timer.Start();
}
public void Observe(PriceListener listener)
{
lock (this) {
if (listeners == null)
{
oandaApi = new OandaAPI();
listeners = delegate { };
client = oandaApi.GetPrices(ReceivePrice, instrument);
}
listeners += listener;
}
}
private void ChartForm_Load(object sender, EventArgs e)
{
oandaApi = new OandaAPI();
candles = oandaApi.GetCandles(100, instrument, granularity).ToList();
chart1.Series.Clear();
chart1.ChartAreas.Clear();
chart1.Titles.Clear();
float low = candles.Select(c => c.lowMid).Min();
float high = candles.Select(c => c.highMid).Max();
ChartArea chartArea = new ChartArea();
chart1.ChartAreas.Add(chartArea);
chartArea.AxisX.LabelStyle.Format = "T";
double n = 0.1d;
while (true)
{
double d = Math.Round((high - low) / n);
if (d <= 2)
{
break;
}
n *= 2;
}
chartArea.AxisY.Maximum = Math.Ceiling(high / n) * n;
chartArea.AxisY.Minimum = Math.Floor(low / n) * n;
Series candleSeries = new Series();
chart1.Series.Add(candleSeries);
candleSeries.XValueType = ChartValueType.DateTime;
candleSeries.ChartType = SeriesChartType.Candlestick;
foreach (var candle in candles)
{
candleSeries.Points.Add(new DataPoint(candle.DateTime.ToOADate(), new double[] { candle.highMid, candle.lowMid, candle.openMid, candle.closeMid }));
}
}
private void オーダーブック取得(object sender, EventArgs ev)
{
RunTask(sender, (Report report) => {
report.Version = 1;
report.IsForceOverride = true;
DateTime current = DateTime.UtcNow;
var data = new OandaAPI().GetOrderbookData();
var pricePoints = data[data.Keys.Max()];
report.Comment = data.Keys.Max().ToString().Replace('/', '-').Replace(':', '-').Replace(' ', '_');
report.SetHeader("price", "order_long", "order_short", "pos_long", "pos_short");
foreach (var e in pricePoints.price_points.Keys.OrderBy(k => k))
{
var p = pricePoints.price_points[e];
report.WriteLine(e, p.ol, p.os, p.pl, p.ps);
}
});
}
