public void CandleUpdate(DateTime time, double open, double close, double high, double low, bool end)
{
if (CurrentCandle == null || time != CurrentCandle.Time)
{
if (AverageOpen > 0 && Candles.Count >= AverageOpen)
{
var up = CurrentCandle.Close > CurrentCandle.Open;
open = Candles.Reverse().Take(AverageOpen).Average(c => (c.Close + (up ? c.Low : c.High)) / 2);
}
CurrentCandle = new CandleData
{
Time = time,
Open = open,
Close = close,
High = high,
Low = low,
LastPrice = close
};
}
else
{
CurrentCandle.Close = close;
CurrentCandle.High = high;
CurrentCandle.Low = low;
CurrentCandle.LastPrice = close;
}
}
public void AddTick(double bid, double ask)
{
var price = (bid + ask) / 2;
var lastPrice = price;
if (CurrentCandle == null || _currentCount >= TicksCount || (MaxSeconds > 0 && DateTime.Now.Subtract(_currentTime).TotalSeconds > MaxSeconds))
{
if (AverageOpen > 0 && Candles.Count >= AverageOpen)
{
var up = CurrentCandle.Close > CurrentCandle.Open;
price = Candles.Reverse().Take(AverageOpen).Average(c => (c.Close + (up ? c.Low : c.High)) / 2);
}
CurrentCandle = new CandleData
{
Time = DateTime.Now,
Open = price,
Close = lastPrice,
High = lastPrice,
Low = lastPrice,
LastPrice = lastPrice,
HasBidAsk = true,
Bid = bid,
Ask = ask
};
_currentCount = 1;
_currentTime = DateTime.Now;
}
else
{
CurrentCandle.Close = price;
CurrentCandle.High = Math.Max(Math.Max(CurrentCandle.High, lastPrice), price);
CurrentCandle.Low = Math.Min(Math.Min(CurrentCandle.Low, lastPrice), price);
CurrentCandle.LastPrice = lastPrice;
CurrentCandle.Bid = bid;
CurrentCandle.Ask = ask;
_currentCount++;
}
}