public void CullRecentFills()
{
//CULL RecentFills to 20 minutes before LastCandleTime
DateTime cullTime = LastStoredCandle.Subtract(TimeSpan.FromMinutes(20));
List <mdFill> culledFills = new List <mdFill>();
foreach (mdFill fill in RecentFills)
{
if (fill.TimeStamp < cullTime)
{
culledFills.Add(fill);
}
}
RecentFills = (List <mdFill>)RecentFills.Except(culledFills);
}
public async Task <bool> Resolve5mCandles(bool retryOnFail = true)
{
DateTime NextCandleTime = LastStoredCandle.AddMinutes(5);
DateTime NextCandleCurrTime = LastStoredCandle.AddMinutes(10);
if (CandlesResolved)
{
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
return(true);
}
while (!CandlesResolved)
{
HistDataResponse response = await BtrexREST.GetMarketHistoryV2(MarketDelta, "oneMin");
if (!response.success)
{
Trace.WriteLine(" !!!!ERR GET-1m-CANDLES: [{0}]", MarketDelta);
return(false);
}
DateTime last1mCandleCurrTime = response.result.Last().T.AddMinutes(1);
DateTime firstFillTime = RecentFills.First().TimeStamp;
if (last1mCandleCurrTime >= firstFillTime)
{
//Build latest 5m candle with 1m data and RecentFills:
List <HistDataLine> Candles1m = new List <HistDataLine>();
foreach (HistDataLine line in response.result)
{
if (line.T >= LastStoredCandle.AddMinutes(5))
{
Candles1m.Add(line);
}
}
//Grab O:H:L:V (noC) from 1mCandles
//simulate 2 mdFills (H&L:V) and add to beginning of RecentFills
Decimal O = Candles1m.First().O,
H = Candles1m.Max(x => x.H),
L = Candles1m.Min(x => x.L),
V = Candles1m.Sum(x => x.V),
C = Candles1m.Last().C;
List <mdFill> RevisedFills = new List <mdFill>();
RevisedFills.Add(new mdFill(LastStoredCandle.AddMinutes(5), O, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), H, (V / 4M), "SELL"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(300.5), L, (V / 4M), "BUY"));
RevisedFills.Add(new mdFill(LastStoredCandle.AddSeconds(301), C, (V / 4M), "SELL"));
if (last1mCandleCurrTime >= NextCandleCurrTime)
{
RecentFills = new List <mdFill>(RevisedFills);
}
else
{
foreach (mdFill fill in RecentFills)
{
if (fill.TimeStamp >= last1mCandleCurrTime && last1mCandleCurrTime < NextCandleCurrTime)
{
RevisedFills.Add(fill);
}
}
RecentFills = new List <mdFill>(RevisedFills);
}
BuildCandleFromRecentFills(NextCandleTime);
CandlesResolved = true;
Trace.WriteLine(string.Format("\r[{1}] CANDLES RESOLVED - LastCandleStart: {0}", LastStoredCandle, MarketDelta));
}
else
{
//Trace.WriteLine(" !!!!ERR RESOLVE_CANDLES>>Current: {0} < LastFill: {1} :: [{2}]", last1mCandleCurrTime, firstFillTime, MarketDelta);
if (!retryOnFail)
{
return(false);
}
for (int s = 15; s > 0; s--)
{
Trace.Write(string.Format("\r Resolving [{0}] TradeHist->Candles time gap. Retry in {1} seconds...", MarketDelta, s));
Thread.Sleep(1000);
}
Trace.Write("\r \r");
}
}
return(true);
}
