public void LoadEntries(string[] pairs, OHLC.Interval[] intervals)
{
if (pairs == null || intervals == null || pairs.Length <= 0 || intervals.Length <= 0)
{
return;
}
foreach (OHLC.Interval interval in intervals)
{
foreach (string pair in pairs)
{
string key = this.GetKey(pair, interval);
var entries = Entries.Get(key);
TickTime last = new TickTime(0);
int minutes = (int)interval;
if (entries != null)
{
if (entries.Last.AddMinutes(minutes) > TickTime.Now)
{
continue;
}
last = entries.Last;
}
else
{
entries = new ArchiveEntriesJson();
entries.PairName = pair;
entries.Interval = interval;
entries.Last = last;
entries.Entries = new OHLCEntry[0];
}
if (last > new TickTime(0).AddMinutes(minutes))
{
last = last.AddMinutes(-minutes);
}
OHLC ohlc = null;
try
{
ohlc = Manager.GetOHLC(pair, interval, last);
}
catch
{
continue;
}
if (ohlc == null)
{
continue;
}
var _old = entries.Entries.ToDistinctKeyDictionary(x => x.Time, x => x);
var _new = ohlc.Entries.ToDistinctKeyDictionary(x => x.Time, x => x);
_old.AddOrUpdate(_new);
List <OHLCEntry> list = _old.Values.ToList();
if (list == null || list.Count <= 0)
{
continue;
}
entries.Entries = list.ToArray();
entries.Last = list.Last().Time;
Entries.Set(key, entries, true);
}
}
}
/// <summary>
/// Default interval = 1
/// since = return committed OHLC data since given id (optional. exclusive)
///
/// The last entry in the OHLC array is for the current, not-yet-committed frame and will always be present, regardless of the value of "since".
/// </summary>
/// <param name="pair"></param>
/// <param name="interval"></param>
/// <param name="since"></param>
/// <returns></returns>
public OHLC GetOHLC(string pair, OHLC.Interval interval = OHLC.Interval._1m, string since = null)
{
string props = string.Format("pair={0}", pair);
props += string.Format("&interval={0}", (int)interval);
if (since != null)
{
props += string.Format("&since={0}", since);
}
string response = QueryPublic("OHLC", props);
if (response == null)
{
return(null);
}
ObjResult result = JsonConvert.DeserializeObject <ObjResult>(response);
if (result.Error == null || result.Error.Count > 0)
{
return(null);
}
OHLC ohlc = JsonConvert.DeserializeObject <OHLC>(result.Result.ToString());
//OHLC ohlc = new OHLC();
foreach (JProperty property in result.Result.Children())
{
try
{
if (property.Name != pair)
{
continue;
}
ohlc.PairName = pair;
if (property.Value == null)
{
continue;
}
decimal[][] value = JsonConvert.DeserializeObject <decimal[][]>(property.Value.ToString());
List <OHLCEntry> entries = new List <OHLCEntry>();
foreach (decimal[] array in value)
{
if (array.IsNullOrEmpty())
{
continue;
}
OHLCEntry entry = new OHLCEntry();
entry.Entry = array;
entries.Add(entry);
}
ohlc.Entries = entries.ToArray();
break;
}
catch (Exception ex)
{
ex.ToOutput();
continue;
}
}
return(ohlc);
}
