private void OnTradeBar(ITradeBar newCandle)
{
DateTime tclose = newCandle.Time;
DateTime topen = newCandle.OpenTime;
if (FormingCandle == null)
{
//tbere isn't any currently forming candle, create one using new candle as generator
var opeTime = GetOpenTime(newCandle.CloseTime, Resolution);
FormingCandle = new Candlestick(opeTime, newCandle, Resolution);
}
if (topen >= FormingCandle.CloseTime || tclose > FormingCandle.CloseTime)
{
//old candle is ended, the new candle is already part of the next one
OnConsolidated?.Invoke(FormingCandle);
//use new candle as generator
var opeTime = GetOpenTime(newCandle.CloseTime, Resolution);
FormingCandle = new Candlestick(opeTime, newCandle, Resolution);
}
else
{
//the new candle is part of the forming candle
FormingCandle.Merge(newCandle);
//check if candle is completed and emit it
if (tclose == FormingCandle.Time)
{
OnConsolidated?.Invoke(FormingCandle);
FormingCandle = null;
}
}
}
public void Scan(DateTime timeNow)
{
if (FormingCandle != null && timeNow >= FormingCandle.Time)
{
OnConsolidated?.Invoke(FormingCandle);
FormingCandle = null;
}
}