public Task <List <PriceHistoryFrameModel> > GetPriceHistory(int cursorTimeStamp, int toUnixTimeStamp, int asset, PriceHistoryPeriod period)
{
var cursorId = PriceHistoryExtensions.EncodeId(asset, (int)period, cursorTimeStamp);
var toId = PriceHistoryExtensions.EncodeId(asset, (int)period, toUnixTimeStamp);
var result = frames
.Where(f => f.Id >= cursorId && f.Id < toId)
.OrderByDescending(f => f.Id)
.ToList();
return(Task.FromResult(result));
}
public Task <int> GetFirstPriceHistoryFrameDate(int market, PriceHistoryPeriod period)
{
var firstId = PriceHistoryExtensions.EncodeId(market, (int)period, 0);
var firstFrame = frames
.OrderByDescending(f => f.Id)
.FirstOrDefault(f => f.Id >= firstId);
if (firstFrame == null)
{
return(Task.FromResult(0));
}
return(Task.FromResult(PriceHistoryExtensions.DecodeId(firstFrame.Id).timestamp));
}
public async Task <List <PriceHistoryFrameModel> > GetPriceHistory(int cursorTimeStamp, int toUnixTimeStamp, int asset, PriceHistoryPeriod period)
{
var cursorId = PriceHistoryExtensions.EncodeId(asset, (int)period, cursorTimeStamp);
var toId = PriceHistoryExtensions.EncodeId(asset, (int)period, toUnixTimeStamp);
var query = priceHistoryCollection.Find(
Builders <PriceHistoryFrameModel> .Filter.And(
Builders <PriceHistoryFrameModel> .Filter.Gte(f => f.Id, cursorId),
Builders <PriceHistoryFrameModel> .Filter.Lt(f => f.Id, toId)
)
).SortByDescending(x => x.Id);
return(await query
.ToListAsync());
}
public async Task <int> GetFirstPriceHistoryFrameDate(int market, PriceHistoryPeriod period)
{
var firstId = PriceHistoryExtensions.EncodeId(market, (int)period, 0);
var firstFrame = await priceHistoryCollection
.Find(Builders <PriceHistoryFrameModel> .Filter.Gte(f => f.Id, firstId))
.SortBy(e => e.Id)
.FirstOrDefaultAsync();
if (firstFrame == null)
{
return(0);
}
return(PriceHistoryExtensions.DecodeId(firstFrame.Id).timestamp);
}
public static PriceHistoryFrame FromModel(this PriceHistoryFrameModel frameModel)
{
if (frameModel is null)
{
throw new ArgumentNullException(nameof(frameModel));
}
var decodedId = PriceHistoryExtensions.DecodeId(frameModel.Id);
return(new PriceHistoryFrame(DateTimeOffset.FromUnixTimeSeconds(decodedId.timestamp).UtcDateTime, (PriceHistoryPeriod)decodedId.period, decodedId.market, frameModel.Open)
{
Open = frameModel.Open,
Close = frameModel.Close,
High = frameModel.High,
Low = frameModel.Low,
BaseVolume = frameModel.BaseVolume,
CounterVolume = frameModel.CounterVolume
});
}
public static PriceHistoryFrameModel ToFrameModel(this PriceHistoryFrame frame)
{
if (frame is null)
{
throw new ArgumentNullException(nameof(frame));
}
var id = PriceHistoryExtensions.EncodeId(frame.Market, (int)frame.Period, (int)((DateTimeOffset)frame.StartTime).ToUnixTimeSeconds());
return(new PriceHistoryFrameModel
{
Id = id,
Open = frame.Open,
Close = frame.Close,
Low = frame.Low,
High = frame.High,
BaseVolume = frame.BaseVolume,
CounterVolume = frame.CounterVolume
});
}
