public override BindingList <CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime startUtc, long periodInSeconds)
{
long startSec = (long)(startUtc.Subtract(epoch)).TotalSeconds;
long end = startSec + periodInSeconds;
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Interval.TotalMinutes == candleStickPeriodMin);
string address = string.Format("https://api.binance.com/api/v1/klines?symbol={0}&interval={1}&startTime={2}&endTime={3}&limit=10000",
Uri.EscapeDataString(ticker.CurrencyPair), info.Command, startSec * 1000, end * 1000);
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null || bytes.Length == 0)
{
return(null);
}
DateTime startTime = epoch;
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
int startIndex = 0;
List <string[]> res = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 12);
if (res == null)
{
return(list);
}
foreach (string[] item in res)
{
CandleStickData data = new CandleStickData();
data.Time = startTime.AddMilliseconds(FastValueConverter.ConvertPositiveLong(item[0])).ToLocalTime();
data.Open = FastValueConverter.Convert(item[1]);
data.High = FastValueConverter.Convert(item[2]);
data.Low = FastValueConverter.Convert(item[3]);
data.Close = FastValueConverter.Convert(item[4]);
data.Volume = FastValueConverter.Convert(item[5]);
data.QuoteVolume = FastValueConverter.Convert(item[7]);
data.BuyVolume = FastValueConverter.Convert(item[9]);
data.SellVolume = data.Volume - data.BuyVolume;
data.BuySellVolume = data.BuyVolume - data.SellVolume;
list.Add(data);
}
//List<TradeInfoItem> trades = GetTradeVolumesForCandleStick(ticker, startSec * 1000, end * 1000);
//CandleStickChartHelper.InitializeVolumes(list, trades, ticker.CandleStickPeriodMin);
return(list);
}
protected virtual void OnKlineItemRecv(Ticker ticker, string[] item)
{
long dt = FastValueConverter.ConvertPositiveLong(item[0]);
DateTime time = FromUnixTime(dt);
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Command == item[3]);
if (ticker.CandleStickPeriodMin != info.Interval.TotalMinutes)
{
return;
}
Debug.WriteLine(item[6] + " " + item[7] + " " + item[8] + " " + item[9]);
lock (ticker.CandleStickData) {
CandleStickData data = ticker.GetOrCreateCandleStickData(time);
data.Open = FastValueConverter.Convert(item[6]);
data.Close = FastValueConverter.Convert(item[7]);
data.High = FastValueConverter.Convert(item[8]);
data.Low = FastValueConverter.Convert(item[9]);
data.Volume = FastValueConverter.Convert(item[10]);
data.QuoteVolume = FastValueConverter.Convert(item[13]);
ticker.RaiseCandleStickChanged();
}
}