/// <summary>
/// Export exchange data to csv and then to optimized bin files
/// </summary>
/// <param name="api">Exchange api, null to just convert existing csv files</param>
/// <param name="symbol">Symbol to export</param>
/// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param>
/// <param name="sinceDateTime">Start date to begin export at</param>
/// <param name="callback">Callback if api is not null to notify of progress</param>
public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, Action <long> callback = null)
{
basePath = Path.Combine(basePath, symbol);
Directory.CreateDirectory(basePath);
sinceDateTime = sinceDateTime.ToUniversalTime();
if (api != null)
{
long count = 0;
int lastYear = -1;
int lastMonth = -1;
StreamWriter writer = null;
bool innerCallback(IEnumerable <ExchangeTrade> trades)
{
foreach (ExchangeTrade trade in trades)
{
if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth)
{
if (writer != null)
{
writer.Close();
}
lastYear = trade.Timestamp.Year;
lastMonth = trade.Timestamp.Month;
writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv");
}
writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount);
if (++count % 100 == 0)
{
callback?.Invoke(count);
}
}
return(true);
}
api.GetHistoricalTrades(innerCallback, symbol, sinceDateTime);
writer.Close();
callback?.Invoke(count);
}
TraderFileReader.ConvertCSVFilesToBinFiles(basePath);
}