public async Task <OhlcSeries> ReadOhlcSeries(CurrencyPair currencyPair, DateTime startTime, DateTime endTime, int ohlcTimeSpanSeconds)
{
// Request chart data
const string command = "returnChartData";
var parameters = new Dictionary <string, string>
{
// TODO: Map global currency pair to poloniex currency pair instead of expecting these to be equal
{ "currencyPair", currencyPair.ToString() },
{ "start", DateTimeHelper.ToUnixTime(startTime).ToString() },
{ "end", DateTimeHelper.ToUnixTime(endTime).ToString() },
{ "period", ohlcTimeSpanSeconds.ToString() }
};
var chartData = await _dataRetriever.PerformRequest <IList <MarketChartData> >(ServerUrl, command, parameters);
// Convert chart data to OhlcSeries
var ohlcItems = ImmutableList.CreateBuilder <OhlcItem>();
foreach (var chartItem in chartData.Reverse())
{
var startOhlc = DateTimeHelper.ToUnixTime(chartItem.Time);
var ohlcItem = new OhlcItem(startOhlc, startOhlc, chartItem.High, chartItem.Low, chartItem.Open, chartItem.Close);
ohlcItems.Add(ohlcItem);
}
return(new OhlcSeries(ohlcTimeSpanSeconds, ohlcItems.ToImmutable()));
}
private void UpdateLastOhlc(TickData tickData)
{
var currentOhlcItem = _ohlcItems[0];
var open = currentOhlcItem.Open;
var close = tickData.Last;
var high = currentOhlcItem.High > tickData.Last ? currentOhlcItem.High : tickData.Last;
var low = currentOhlcItem.Low < tickData.Last ? currentOhlcItem.Low : tickData.Last;
_ohlcItems[0] = new OhlcItem(currentOhlcItem.StartTimeEpoch, tickData.TickTimeEpoch, high, low, open, close);
}
private void AddOhlcItem(long startTimeEpoch, TickData tickData)
{
var newOhlcItem = new OhlcItem(startTimeEpoch, tickData.TickTimeEpoch, tickData.Last, tickData.Last, tickData.Last, tickData.Last);
_ohlcItems.Insert(0, newOhlcItem);
}
