private async void FetchTradeBins(Object source, System.Timers.ElapsedEventArgs e)
{
Console.WriteLine("Fetching bins.");
Debug.WriteLine("Fetching bins.");
using (var context = new CollectorContext())
{
try
{
var latestBin = context.TradeBins.OrderByDescending(x => x.Timestamp).FirstOrDefault();
var @params = new TradeBucketedGETRequestParams
{
BinSize = "1m",
Symbol = "XBTUSD",
Count = 200,
Reverse = true
};
// act
var result = new List <TradeBucketedDto>();
try
{
result = _bitmexApiService.Execute(BitmexApiUrls.Trade.GetTradeBucketed, @params).Result;
}
catch (Exception exception)
{
Console.WriteLine(exception);
}
foreach (var bin in result)
{
if (latestBin == null || bin.Timestamp.LocalDateTime > latestBin.Timestamp)
{
await context.TradeBins.AddAsync(new TradeBin()
{
Symbol = bin.Symbol,
Timestamp = bin.Timestamp.UtcDateTime,
Open = bin.Open.Value,
High = bin.High.Value,
Low = bin.Low.Value,
Close = bin.Close.Value,
Trades = bin.Trades,
Volume = bin.Volume.Value,
ForeignNotional = bin.ForeignNotional,
HomeNotional = bin.HomeNotional
});
}
}
await context.SaveChangesAsync();
}
catch (Exception exception)
{
Console.WriteLine(exception);
}
}
}
public void should_return_trades_bucketed()
{
// arrange
var @params = new TradeBucketedGETRequestParams
{
BinSize = "1m",
Symbol = "XBTUSD"
};
// act
var result = Sut.Execute(BitmexApiUrls.Trade.GetTradeBucketed, @params).Result.Result;
// assert
result.Should().NotBeNull();
result.Count.Should().BeGreaterThan(0);
}
