public static List <Candle> AdjustCandleSize(List <Candle> candles, Enumerations.CandleSizeEnum candleSize)
{
List <Candle> adjustedCandles = new List <Candle>();
// Candles should be listed as newest to oldest
//if (Candles.Any() && Candles.Count > 2)
//{
// if (Candles.ElementAt(0).Start > Candles.ElementAt(1).Start)
// {
// Candles.Reverse();
// }
//}
//// what date range is in the current Candles?
//DateTime start = Candles.Min(x => x.Start);
//DateTime end = Candles.Max(x => x.End.GetValueOrDefault());
//// whats the gap between each ohlc?
//long CandleTimeDiff = ((TimeSpan)(Candles.ElementAt(1).Start - Candles.ElementAt(2).Start)).Ticks / 10000000;
// what is the timespan of the current Candles?
//TimeSpan CandlePeriod = start - end;
long candleCount = candles.Count / (int)candleSize;
for (var i = 0; i <= candleCount; i++)
{
List <Candle> tmpCandles = candles.Skip(i * (int)candleSize).Take((int)candleSize).ToList();
if (tmpCandles.Any())
{
//adjustedCandles.Add(new Candle
//{
// Start = tmpCandles.Min(x => x.Start),
// End = tmpCandles.Max(x => x.End),
// Ohlc = new OHLC
// {
// High = tmpCandles.Max(x => x.Ohlc.High),
// Low = tmpCandles.Min(x => x.Ohlc.Low),
// Open = tmpCandles.First().Ohlc.Open,
// Close = tmpCandles.Last().Ohlc.Close,
// },
// Volume = tmpCandles.Sum(x => x.Volume)
//});
}
}
return(adjustedCandles);
}
public static List <Candle> GetCandles(List <Ticker> ticks, Enumerations.CandleSizeEnum candleSize, int candleCount)
{
List <Candle> candles = new List <Candle>();
// Candles should be listed as newest to oldest
// what date range is in the ohlcs?
//DateTime ohlcStart = ticks.Min(x => x.Time);
//DateTime ohlcEnd = ticks.Max(x => x.Time);
//// whats the gap between each ohlc?
//long ohlcTimeDiff = ((TimeSpan)(ticks.ElementAt(1).Time - ticks.ElementAt(2).Time)).Ticks / 10000000;
//// how many Candles are in the ohlcs?
//TimeSpan ohlcPeriod = ohlcEnd - ohlcStart;
//long Candlecount = ticks.Count / (int)CandleSize;
//Candle currentCandle = null;
// on the assumption that the timepsan between ticks is 60 seconds
for (var i = 0; i <= candleCount; i++)
{
List <Ticker> candleTicks = ticks.Skip(i * (int)candleSize).Take((int)candleSize).ToList();
//Candles.Add(new Candle
//{
// Start = CandleTicks.Min(x => x.Time),
// End = CandleTicks.Max(x => x.Time),
// Ohlc = new OHLC
// {
// High = CandleTicks.Max(x => x.Last),
// Low = CandleTicks.Min(x => x.Last),
// Open = CandleTicks.First().Last,
// Close = CandleTicks.Last().Last,
// },
// Volume = CandleTicks.Sum(x=>x.Volume)
//});
}
return(candles);
}
public JArray GetChartFeed(Exchange exchange, Coin baseCoin, Coin coin, Enumerations.CandleSizeEnum candleSize, long fromDateTimeUnixTimestamp,
long toDateTimeUnixTimeStamp)
{
string url =
$"/getjson/chart_feed/{exchange.Code}/{coin.Code}/{baseCoin.Code}/{(int)candleSize}/{fromDateTimeUnixTimestamp}/{toDateTimeUnixTimeStamp}";
var request = new RestRequest(url, Method.GET);
try
{
var response = _restClient.Execute(request);
return(JArray.Parse(response.Content));
}
catch (Exception e)
{
_logger.Error(e);
return(null);
}
}
