private void OpenFile()
{
ClosePreviousFile();
_fileDate = DateTime.Today;
_filename = Path.Combine(_rootPath, GdaxFile.GetFilename(_fileDate, 60));
_gdaxFile = GdaxFile.OpenWrite(_filename);
Program.Log.Info($"File '{_filename}' is open");
if (_productBook != null)
{
_gdaxFile.Serialize(_productBook, DateTime.UtcNow);
Program.Log.Info("Current product book added to file");
}
}
private IEnumerable <T> GetBooks <T>(ProductType productType, DateTime time, int granularity = MinGranularity) where T : class
{
bool dataExists;
do
{
var filename = Path.Combine(_dataPath, GdaxFile.GetRelativePath(productType, granularity), GdaxFile.GetFilename(time, granularity));
dataExists = File.Exists(filename);
if (dataExists)
{
using (var serialiser = GdaxFile.OpenRead(filename))
{
var eof = false;
do
{
T book = null;
try
{
var obj = serialiser.Deserialize();
// Return fake BookMatch for candles (for simulation from candle dump)
book = obj is T
? obj as T
: ((Candle)obj).ToBookMatch(ProductType.BTC_EUR) as T;
}
catch (EndOfStreamException)
{
eof = true;
}
if (book != null) // && book.Time >= time)
{
yield return(book);
}
} while (!eof);
time += TimeSpan.FromDays(1);
}
}
} while (dataExists);
}