public static DateTime GetFirstCandleDate(string symbolName)
{
if (MarketStartDates == null)
{
MarketStartDates = new Dictionary <string, DateTime>();
}
if (MarketStartDates.ContainsKey(symbolName.ToUpper()))
{
return(MarketStartDates[symbolName.ToUpper()]);
}
else
{
// try to get it from the DB
var dt = DBHelper.GetDataTable("SELECT * FROM Markets WHERE Symbol='" + symbolName.ToUpper() + "' LIMIT 1");
if (dt.Rows.Count == 1)
{
if (dt.Rows[0]["FirstCandleTime"] == DBNull.Value)
{
// we don't have a valid date, let's get it
}
else
{
MarketStartDates[symbolName.ToUpper()] = dt.Rows[0]["FirstCandleTime"].ToString().ToSqlDateTime();
return(GetFirstCandleDate(symbolName));
}
}
// we have to get it and update the DB
var klines = CryptoGlobals.adminBinanceClient.GetKlines(symbolName, KlineInterval.OneMinute, new DateTime(2010, 1, 1), DateTime.Today, 5);
if (klines.Data.Count() > 0)
{
// update DB
var com = new SQLiteCommand();
com.CommandText = "UPDATE Markets SET FirstCandleTime=@FirstCandleTime WHERE Symbol=@Symbol";
com.Parameters.AddWithValue("@FirstCandleTime", klines.Data[0].OpenTime.ToSqlDateString());
com.Parameters.AddWithValue("@Symbol", symbolName);
DBHelper.ExecuteSqlCommand(com);
MarketStartDates[symbolName.ToUpper()] = klines.Data[0].OpenTime;
return(CandleHelper.GetFirstCandleDate(symbolName.ToUpper()));
}
else
{
// there was an issue
}
return(DateTime.MinValue);
}
}
public static void RetrieveCandles(string symbolName, KlineInterval interval, DateTime startDate, DateTime endDate)
{
startDate = startDate.AddDays(-1);
endDate = endDate.AddDays(1);
startDate = startDate.ToUniversalTime();
endDate = endDate.ToUniversalTime();
//endDate = DateTime.Today.AddDays(1); // ALWAYS get until the end. Hack but good hack
DateTime smallestDateAvailable = DateTime.MinValue;
DateTime biggestDateAvailable = DateTime.MinValue;
List <CandleInfo> allAvailableCandles = null;
if (CandlesAvailable(symbolName, interval, startDate, endDate, out smallestDateAvailable, out biggestDateAvailable, out allAvailableCandles))
{
// we have all the candles we needdadad
return;
}
var tempFirstDate = CandleHelper.GetFirstCandleDate(symbolName.ToUpper());
// if wanted start date is < than the first available candle in Binance
if (startDate < tempFirstDate)
{
startDate = tempFirstDate;
}
bool isDone = false;
Dictionary <DateTime, BinanceKline> candles = new Dictionary <DateTime, BinanceKline>();
DateTime latestOpenDate = DateTime.MinValue;
var newStartDate = startDate;
var newEndDate = endDate;
while (!isDone)
{
var tempCandles = CryptoGlobals.adminBinanceClient.GetKlines(symbolName, interval, newStartDate, newEndDate, 1000);
foreach (var c in tempCandles.Data)
{
var cOpenTime = c.OpenTime;
if (!candles.ContainsKey(cOpenTime))
{
candles[cOpenTime] = c;
if (cOpenTime > latestOpenDate)
{
latestOpenDate = cOpenTime;
}
}
}
var testDate = DateTime.MinValue;
testDate = newEndDate.MinusKlineInterval(interval);
// we are asking for 1000 MAX candles.
// If the result is not 1000, means we have gotten them all.
if (tempCandles.Data.Count() != 1000 || latestOpenDate >= testDate)
{
isDone = true;
}
else
{
if (latestOpenDate != DateTime.MinValue)
{
newStartDate = latestOpenDate;
}
isDone = false;
}
}
var list = new List <SQLiteCommand>();
foreach (var temp in candles)
{
var candle = temp.Value;
SQLiteCommand com = new SQLiteCommand();
com.CommandText = "INSERT OR IGNORE INTO Candles (Symbol,Interval,Volume,Close,High,Low,Open,OpenTime) " +
"VALUES (@Symbol,@Interval,@Volume,@Close,@High,@Low,@Open,@OpenTime)";
com.Parameters.AddWithValue("@Symbol", symbolName);
com.Parameters.AddWithValue("@Interval", interval.ToString());
com.Parameters.AddWithValue("@Volume", candle.Volume);
com.Parameters.AddWithValue("@Close", candle.Close);
com.Parameters.AddWithValue("@High", candle.High);
com.Parameters.AddWithValue("@Low", candle.Low);
com.Parameters.AddWithValue("@Open", candle.Open);
com.Parameters.AddWithValue("@OpenTime", candle.OpenTime.ToSqlDateString());
list.Add(com);
}
DBHelper.BulkExecuteNonQuery(list);
}