public override List<ApiTicker> getTicker(List<string> pair)
{
List<ApiTicker> ret = new List<ApiTicker>();
ApiTicker demotick = new ApiTicker();
demotick.Ask = 202;
demotick.Bid = 200;
demotick.High = 204;
demotick.Last = 201;
demotick.Low = 199;
demotick.NumberOfTrades = 1000;
demotick.Volume = 10;
demotick.VolumeWeight = 100;
demotick.CorrectData = true;
ret.Add(demotick);
return ret;
}
public void addToAllNewTicker(ApiTicker tick, DateTime dt) {
Lib.Performance.setWatch("addallticks", true);
if (dt < Lib.Const.NULL_DATE) {
Logging.log("Skip addToAllNewTicker because Date < NULL_DATE", LogPrior.Warning);
Lib.Performance.setWatch("addallticks", false);
return;
} else if (!tick.CorrectData) {
Logging.log("Skip tick because correctData is not set true! " + tick.ToString(), LogPrior.Warning);
Lib.Performance.setWatch("addallticks", false);
return;
}
Logging.log("AddTickToAll: bid=" + tick.Bid + " ask=" + tick.Ask, LogPrior.Debug);
foreach (KeyValuePair<int, CandleList> entry in candllist) {
entry.Value.AddTick(tick, dt);
}
Lib.Performance.setWatch("addallticks", false);
}
private void TickTimer_Tick(object sender, EventArgs e)
{
try {
if (timercounter % 60 == 0 || timercounter % 60 == tryagain) {
try {
ApiTicker tp = kh.getTicker("XXBTZEUR");
if (tp == null) {
List<ApiTrade> trds = kh.getRecentTrades("XXBTZEUR");
if (trds != null) {
foreach (ApiTrade tr in trds) {
ApiTicker tick = new ApiTicker();
tick.Last = (double)tr.price;
tick.Volume = (double)tr.vol;
tick.NumberOfTrades = 1;
cm.archiveTick(tick);
cm.addToAllNewTicker(tick, DateTime.Now);
}
}
} else {
cm.archiveTick(tp);
cm.addToAllNewTicker(tp, DateTime.Now);
}
tryagain = -1;
} catch (Exception ex) {
Logging.logException("Failed to getTicker:", ex);
if (tryagain == -1) tryagain = 5;
}
refreshTraderStatus();
}
if (timercounter % 120 == 2) {
kh.refreshPortfolio();
}
if (timercounter % 600 == 5) {
cm.saveToFile(Settings.getString(SettKeys.DATA_FILE));
}
if (timercounter % 900 == 30) {
ApiTradeHistory trd = kh.getTrades();
dgvTradeHistory.DataSource = trd.getDataTable();
dgvTradeHistory.Refresh();
}
if (tabControl1.SelectedTab == tabDebug) {
dgvDebugWatch.DataSource = Lib.Performance.getTable();
} else if (tabControl1.SelectedTab == tabHelp) {
refreshMemoryStats();
} else if (tabControl1.SelectedTab == tabStats) {
refreshPortfolio();
}
if (Settings.HasChange) Settings.save();
} catch (Exception ex) {
Logging.logException("Failed at Timercounter: " + timercounter, ex);
} finally {
timercounter++;
}
}
public void mergeNewTick(ApiTicker newapi)
{
this.Ask = mergeDoubleAvarage(this.Ask, newapi.Ask);
this.Bid = mergeDoubleAvarage(this.Bid, newapi.Bid);
this.Last = mergeDoubleAvarage(this.Last, newapi.Last);
this.Volume = mergeDoubleAvarage(this.Volume, newapi.Volume);
this.VolumeWeight = mergeDoubleAvarage(this.VolumeWeight, newapi.VolumeWeight);
this.NumberOfTrades = (int)mergeDoubleAvarage(this.NumberOfTrades, newapi.NumberOfTrades);
this.Low = mergeDoubleMin(this.Low, newapi.Low);
this.High = mergeDoubleMax(this.High, newapi.High);
if(newapi.Last > 0){
if (this.Low > newapi.Last || this.Low < 0) this.Low = newapi.Last;
if (this.High < newapi.Last) this.High = newapi.Last;
}
if (this.Open < 0) this.Open = newapi.Last;
this.Close = newapi.Last;
_countMerged++;
}
public ApiTicker clone()
{
ApiTicker ret = new ApiTicker();
ret.Ask = this.Ask;
ret.Bid = this.Bid;
ret.last = this.last;
ret.Volume = this.Volume;
ret.VolumeWeight = this.VolumeWeight;
ret.NumberOfTrades = this.NumberOfTrades;
ret.Low = this.Low;
ret.High = this.High;
ret._countMerged = this._countMerged;
ret.Open = this.Open;
ret.Close = this.Close;
return ret;
}
public Candle(DateTime dt, ApiTicker tick) {
this.dt = new DateTime(dt.Ticks);
this.value = tick.clone();
}
public Candle() {
this.dt = DateTime.MinValue;
this.value = null;
}
public void AddTick(ApiTicker tick, DateTime dt) {
if (dt < Lib.Const.NULL_DATE) {
Logging.log("Skip addToAllNewTicker because dt < NULL_DATE", LogPrior.Warning);
return;
}
DateTime normDate = getIntDate(dt);
_lastTick = new Candle(dt, tick.clone());
for (int i = 0; i < _candls.Count; i++) {
if (_candls[i].dt < normDate) {
onNewCandle(_lastCandle);
_lastCandle = new Candle(normDate, tick.clone());
_candls.Insert(i, _lastCandle);
checkCandleCount();
return;
}
if (_candls[i].dt.Equals(normDate)) {
_candls[i].value.mergeNewTick(tick);
return;
}
}
if (MaxCandels - 1 > _candls.Count) {
_lastCandle = new Candle(normDate, tick.clone());
_candls.Add(_lastCandle);
}
}
public void archiveTick(ApiTicker tick) {
string filename = string.Format("archiv\\ticks_{0:yyyyMM}.csv", DateTime.Now);
string folder = Path.GetDirectoryName(filename);
if (!Directory.Exists(folder)) {
Directory.CreateDirectory(folder);
}
StreamWriter fout = new StreamWriter(filename, true);
Candle c = new Candle(DateTime.Now, tick);
fout.WriteLine(c.getCSVLine(1));
fout.Close();
}
public bool loadFromBitcoinChart(string filename, bool merge) {
if (!File.Exists(filename)) return false;
Logging.log("Start importing Bitcoinchart candledata from: " + filename, LogPrior.Debug);
int countcandles = 0;
StreamReader fin = new StreamReader(filename);
if (!merge || candllist.Count <= 0) {
this.generateNew();
}
Logging.setForceLogPrior(LogPrior.Warning);
while (!fin.EndOfStream) {
countcandles++;
string line = fin.ReadLine();
if (countcandles <= 1) continue;
string[] csvs = line.Split(',');
DateTime dt = Lib.Converter.toDateTime(csvs[0], DateTime.MinValue, "1970");
ApiTicker tick = new ApiTicker();
tick.Last = Lib.Converter.toDouble(csvs[1]);
tick.Volume = Lib.Converter.toDouble(csvs[2]);
tick.CorrectData = true;
this.addToAllNewTicker(tick, dt);
}
Logging.releaseForceLogPrior();
fin.Close();
Logging.log(String.Format("Import Bitcoinchart Candledata finished ({0} candleListes and {1} candles)", candllist.Count, countcandles), LogPrior.Info);
return true;
}
public bool loadFromFile(string filename, bool merge) {
if (!File.Exists(filename)) {
Logging.log("loadFromFile, File not exist:" + filename, LogPrior.Warning);
return false;
}
Lib.Performance.setWatch("loadFormFile", true);
Logging.log("Start importing candledata from: " + filename, LogPrior.Info);
int countcandles = 0;
if (!merge || candllist.Count <= 0) {
this.generateNew();
}
StreamReader fin = new StreamReader(filename);
Logging.setForceLogPrior(LogPrior.Warning);
while (!fin.EndOfStream) {
string line = fin.ReadLine();
string[] csvs = line.Split(Lib.Const.CSV_DEL);
if (csvs.Length <= 3) continue;
int key = Lib.Converter.toInt(csvs[1]);
switch (csvs[0]) {
case Lib.Const.IDS.CANDLE_LIST:
if (candllist.ContainsKey(key)) continue;
TimeSpan ts = new TimeSpan(Lib.Converter.toLong(csvs[2]));
DateTime dt = new DateTime(Lib.Converter.toLong(csvs[3]));
candllist.Add(key, new CandleList(ts, dt));
break;
case Lib.Const.IDS.CANDLE_ITEM:
dt = Lib.Converter.toDateTime(csvs[2]);
if (dt < Lib.Const.NULL_DATE) continue;
if (!candllist.ContainsKey(key)) {
ts = new TimeSpan(0, 0, key);
candllist.Add(key, new CandleList(ts, dt));
}
ApiTicker tick = new ApiTicker();
tick.Ask = Lib.Converter.toDouble(csvs[3]);
tick.Bid = Lib.Converter.toDouble(csvs[4]);
tick.Last = Lib.Converter.toDouble(csvs[5]);
tick.Volume = Lib.Converter.toDouble(csvs[6]);
tick.VolumeWeight = Lib.Converter.toDouble(csvs[7]);
tick.NumberOfTrades = Lib.Converter.toInt(csvs[8]);
tick.Low = Lib.Converter.toDouble(csvs[9]);
tick.High = Lib.Converter.toDouble(csvs[10]);
tick.CountMerged = Lib.Converter.toInt(csvs[11]);
if (csvs.Length > 13) {
tick.Open = Lib.Converter.toDouble(csvs[12]);
tick.Close = Lib.Converter.toDouble(csvs[13]);
} else {
tick.Close = tick.Open = tick.Last;
}
tick.CorrectData = true;
candllist[key].AddTick(tick, dt);
countcandles++;
break;
}
}
Logging.releaseForceLogPrior();
fin.Close();
Logging.log(String.Format("Import Candledata finished ({0} candleListes and {1} candles)", candllist.Count, countcandles), LogPrior.Info);
Lib.Performance.setWatch("loadFormFile", false);
return true;
}
