private static void UpdateDataTable(HistDataResponse data, SQLiteCommand cmd)
{
if (data != null)
{
//look for market. if !exist then CreateNewDataTable()
cmd.CommandText = string.Format("SELECT CASE WHEN tbl_name = '{0}' THEN 1 ELSE 0 END FROM sqlite_master "
+ "WHERE tbl_name = '{0}' AND type = 'table'", data.MarketDelta);
if (!Convert.ToBoolean(cmd.ExecuteScalar()))
{
CreateNewDataTable(data, cmd);
return;
}
cmd.CommandText = string.Format("SELECT * FROM {0} ORDER BY datetime(DateTime) DESC Limit 1", data.MarketDelta);
DateTime dateTime = Convert.ToDateTime(cmd.ExecuteScalar());
foreach (HistDataLine line in data.result)
{
if (line.T <= dateTime)
{
continue;
}
else
{
EnterSQLiteRow(line, cmd, data.MarketDelta);
}
}
}
saved++;
Console.Write("\rDownloading Candle Data: {0}/{1}", saved, totalCount);
}
private static async Task EnqueueData(string delta)
{
HistDataResponse histData = await BtrexREST.GetMarketHistoryV2(delta, "fiveMin");
if (histData.success != true)
{
Console.WriteLine(" !!!!ERR GET-HISTORY>>> " + histData.message);
return;
}
//downloaded++;
DataQueue.Enqueue(histData);
}
private static void CreateNewDataTable(HistDataResponse data, SQLiteCommand cmd)
{
if (data != null)
{
cmd.CommandText = string.Format("CREATE TABLE IF NOT EXISTS {0} (DateTime TEXT, Open TEXT, Close TEXT, Low TEXT, High TEXT, Volume TEXT, BaseVolume TEXT)", data.MarketDelta);
cmd.ExecuteNonQuery();
foreach (HistDataLine line in data.result)
{
EnterSQLiteRow(line, cmd, data.MarketDelta);
}
}
saved++;
Console.Write("\rDownloading Candle Data: {0}/{1}", saved, totalCount);
}
//public static async Task<MarketHistoryResponse> GetMarketHistory(string delta)
//{
// MarketHistoryResponse marketHistory = null;
// HttpResponseMessage response = await client.GetAsync("");
// if (response.IsSuccessStatusCode)
// marketHistory = await response.Content.ReadAsAsync<MarketHistoryResponse>();
// return marketHistory;
//}
public static async Task <HistDataResponse> GetMarketHistoryV2(string delta, string period)
{
HistDataResponse history = new HistDataResponse();
while (true)
{
try
{
var mesg = new HttpRequestMessage()
{
RequestUri = new Uri("https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=" + delta + "&tickInterval=" + period + "", UriKind.Absolute),
Method = HttpMethod.Get
};
HttpResponseMessage response = await client.SendAsync(mesg);
if (response.IsSuccessStatusCode)
{
history = await response.Content.ReadAsAsync <HistDataResponse>();
}
else if (response.StatusCode == System.Net.HttpStatusCode.ServiceUnavailable || history.result == null)
{
do
{
Thread.Sleep(500);
HttpRequestMessage mesgClone = new HttpRequestMessage()
{
RequestUri = new Uri("https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=" + delta + "&tickInterval=" + period + "", UriKind.Absolute),
Method = HttpMethod.Get
};
response = await client.SendAsync(mesgClone);
history = await response.Content.ReadAsAsync <HistDataResponse>();
} while (response.StatusCode == System.Net.HttpStatusCode.ServiceUnavailable || history.result == null);
}
else
{
Trace.WriteLine("FAIL: " + response.ReasonPhrase);
}
history.MarketDelta = string.Empty;
if (history.result == null || history.MarketDelta == null || delta.Replace('-', '_') == null)
{
Trace.WriteLine("\r\nHIST NULL " + delta + " RESPONSE CODE: " + response.StatusCode + "\r\n\r\n");
}
history.MarketDelta = delta.Replace('-', '_');
if (period.ToUpper() != "ONEMIN" && history.result.Count > 0)
{
history.result.Remove(history.result.Last());
}
break;
}
catch (Exception e)
{
//Trace.WriteLine("\r\n222HIST NULL " + delta + " RESPONSE CODE: " + response.StatusCode + "\r\n\r\n");
}
}
return(history);
}
public async Task <bool> Resolve5mCandles(bool retryOnFail = true)
{
DateTime NextCandleTime = LastStoredCandle.AddMinutes(5);
DateTime NextCandleCurrTime = LastStoredCandle.AddMinutes(10);
if (CandlesResolved)
{
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
return(true);
}
while (!CandlesResolved)
{
HistDataResponse response = await BtrexREST.GetMarketHistoryV2(MarketDelta, "oneMin");
if (!response.success)
{
Trace.WriteLine(" !!!!ERR GET-1m-CANDLES: [{0}]", MarketDelta);
return(false);
}
DateTime last1mCandleCurrTime = response.result.Last().T.AddMinutes(1);
DateTime firstFillTime = RecentFills.First().TimeStamp;
if (last1mCandleCurrTime >= firstFillTime)
{
//Build latest 5m candle with 1m data and RecentFills:
List <HistDataLine> Candles1m = new List <HistDataLine>();
foreach (HistDataLine line in response.result)
{
if (line.T >= LastStoredCandle.AddMinutes(5))
{
Candles1m.Add(line);
}
}
//Grab O:H:L:V (noC) from 1mCandles
//simulate 2 mdFills (H&L:V) and add to beginning of RecentFills
Decimal O = Candles1m.First().O,
H = Candles1m.Max(x => x.H),
L = Candles1m.Min(x => x.L),
V = Candles1m.Sum(x => x.V),
C = Candles1m.Last().C;
List <mdFill> RevisedFills = new List <mdFill>();
RevisedFills.Add(new mdFill(LastStoredCandle.AddMinutes(5), O, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), H, (V / 4M), "SELL"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), L, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(301), C, (V / 4M), "SELL"));
if (last1mCandleCurrTime >= NextCandleCurrTime)
{
RecentFills = new List <mdFill>(RevisedFills);
}
else
{
foreach (mdFill fill in RecentFills)
{
if (fill.TimeStamp >= last1mCandleCurrTime && last1mCandleCurrTime < NextCandleCurrTime)
{
RevisedFills.Add(fill);
}
}
RecentFills = new List <mdFill>(RevisedFills);
}
BuildCandleFromRecentFills(NextCandleTime);
CandlesResolved = true;
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
}
else
{
//Trace.WriteLine(" !!!!ERR RESOLVE_CANDLES>>Current: {0} < LastFill: {1} :: [{2}]", last1mCandleCurrTime, firstFillTime, MarketDelta);
if (!retryOnFail)
{
return(false);
}
for (int s = 15; s > 0; s--)
{
Trace.Write(string.Format("\r Resolving [{0}] TradeHist->Candles time gap. Retry in {1} seconds...", MarketDelta, s));
Thread.Sleep(1000);
}
Trace.Write("\r \r");
}
}
return(true);
}
