public static void UpdateVolumes(ResizeableArray <CandleStickData> candles, TradeInfoItem trade, int period)
        {
            if (candles.Count == 0)
            {
                return;
            }
            CandleStickData saved = candles.Last();

            if (saved.Time > trade.Time || saved.Time.AddMinutes(period) <= saved.Time)
            {
                UpdateCandle(saved, trade);
                return;
            }
            saved = null;
            for (int ci = 0; ci < candles.Count; ci++)
            {
                CandleStickData c = candles[ci];
                if (c.Time <= trade.Time & c.Time.AddMinutes(period) > trade.Time)
                {
                    saved = c;
                    break;
                }
            }
            UpdateCandle(saved, trade);
        }
        public static void UpdateVolumes(ResizeableArray <CandleStickData> candles, List <TradeInfoItem> trades, int period)
        {
            CandleStickData saved = null;

            if (trades == null)
            {
                return;
            }
            for (int i = 0; i < trades.Count; i++)
            {
                var trade = trades[i];
                if (saved == null || saved.Time > trade.Time || saved.Time.AddMinutes(period) <= saved.Time)
                {
                    saved = null;
                    for (int ci = 0; ci < candles.Count; ci++)
                    {
                        CandleStickData c = candles[ci];
                        if (c.Time <= trade.Time & c.Time.AddMinutes(period) > trade.Time)
                        {
                            saved = c;
                            break;
                        }
                    }
                }
                if (saved != null)
                {
                    UpdateCandle(saved, trade);
                }
            }
        }
Exemple #3
0
        public void UpdateLastCandleStick()
        {
            if (CandleStickData.Count == 0)
            {
                return;
            }
            CandleStickData last         = CandleStickData.Last();
            DateTime        newKlineData = last.Time.AddMinutes(CandleStickPeriodMin);
            DateTime        timeToUpdate = last.Time;

            if (DateTime.UtcNow >= newKlineData)
            {
                timeToUpdate = newKlineData;
            }
            Task t = Task.Run(() => {
                ResizeableArray <CandleStickData> res = GetCandleStickData(CandleStickPeriodMin, timeToUpdate, 1000000);
                if (res == null)
                {
                    return;
                }
                if (res[0].Time.Year == 1970)
                {
                    return;
                }
                for (int i = 0; i < res.Count; i++)
                {
                    UpdateCandleStickData(res[i]);
                }
            });
        }
Exemple #4
0
        public CandleStickData UpdateCandleStickData(CandleStickData newData)
        {
            DateTime dt  = newData.Time;
            int      end = Math.Max(0, CandleStickData.Count - 30);

            for (int i = CandleStickData.Count - 1; i >= end; i--)
            {
                CandleStickData data = CandleStickData[i];
                if (dt > data.Time)
                {
                    break;
                }
                if (dt == data.Time)
                {
                    CandleStickData[i] = newData;
                    return(newData);
                }
                if (dt < data.Time)
                {
                    CandleStickData.Insert(i, newData);
                    return(newData);
                }
            }
            CandleStickData.Add(newData);
            return(newData);
        }
Exemple #5
0
        protected CandleStickData CreateStartCandleStick(CandleStickData data)
        {
            CandleStickData res = new Crypto.Core.CandleStickData();

            res.Assign(data);
            res.Open = res.Close = res.High = res.Low = data.Open;
            return(res);
        }
 public static void InitializeVolumes(ResizeableArray <CandleStickData> candles, List <TradeInfoItem> trades, int period)
 {
     for (int i = 0; i < candles.Count; i++)
     {
         CandleStickData data = candles[i];
         data.BuyVolume  = 0;
         data.SellVolume = 0;
     }
     UpdateVolumes(candles, trades, period);
 }
 public void Assign(CandleStickData data)
 {
     this.open            = data.Open;
     this.close           = data.Close;
     this.high            = data.High;
     this.low             = data.Low;
     this.Time            = data.Time;
     this.Value           = data.Value;
     this.weightedAverage = data.WeightedAverage;
     this.volume          = data.volume;
     this.sellVolume      = data.sellVolume;
     this.buyVolume       = data.buyVolume;
 }
 public static void UpdateCandle(CandleStickData candle, TradeInfoItem trade)
 {
     if (candle == null)
     {
         return;
     }
     if (trade.Type == TradeType.Buy)
     {
         candle.BuyVolume += trade.Amount;
     }
     else
     {
         candle.SellVolume += trade.Amount;
     }
     candle.BuySellVolume = candle.BuyVolume - candle.SellVolume;
 }
        public static void AddCandleStickData(IList <CandleStickData> list, TickerHistoryItem item, long rangeInSeconds)
        {
            if (list == null)
            {
                return;
            }
            CandleStickData candleItem   = null;
            long            maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;

            if (list.Count == 0 || (item.Time.Ticks - list[list.Count - 1].Time.Ticks) > maxTickCount)
            {
                candleItem      = new CandleStickData();
                candleItem.Open = candleItem.Close = candleItem.High = candleItem.Low = item.Current;
                candleItem.Time = item.Time;
                list.Add(candleItem);
                return;
            }
            candleItem       = list[list.Count - 1];
            candleItem.Close = item.Current;
            candleItem.Low   = Math.Min(candleItem.Low, item.Current);
            candleItem.High  = Math.Max(candleItem.High, item.Current);
            return;
        }
        public static BindingList <CandleStickData> CreateCandleStickData(IList <TickerHistoryItem> list, long rangeInSeconds)
        {
            BindingList <CandleStickData> res = new BindingList <CandleStickData>();
            CandleStickData candleItem        = null;
            long            maxTickCount      = rangeInSeconds * TimeSpan.TicksPerSecond;

            for (int i = 0; i < list.Count; i++)
            {
                TickerHistoryItem item = list[i];
                if (candleItem == null || (item.Time.Ticks - candleItem.Time.Ticks > maxTickCount))
                {
                    candleItem      = new CandleStickData();
                    candleItem.Time = item.Time;
                    candleItem.Open = item.Current;
                    candleItem.Low  = candleItem.High = candleItem.Close = item.Current;
                    res.Add(candleItem);
                    continue;
                }
                candleItem.Close = item.Current;
                candleItem.Low   = Math.Min(candleItem.Low, item.Current);
                candleItem.High  = Math.Max(candleItem.High, item.Current);
            }
            return(res);
        }