private async Task InitializeSeries(LiveOhlcSeries ohlcSeries, long tickTime)
{
OhlcSeries historicOhlc = null;
try
{
// Determine time span to collect initial data
var startTimeEpoch = tickTime - ohlcSeries.TimeSpanSeconds * ohlcSeries.MaxSeriesSize;
var startTime = DateTimeHelper.ToDateTime(startTimeEpoch);
var endTime = DateTimeHelper.ToDateTime(tickTime);
// Read historic ohlc
historicOhlc = await _marketApi.ReadOhlcSeries(CurrencyPair, startTime, endTime,
ohlcSeries.TimeSpanSeconds);
}
catch (ExchangeApiException e)
{
Logger.Warn($"Error loading historic data for OhlcSeries {ohlcSeries.TimeSpanSeconds}.", e);
}
finally
{
var ohlcItems = historicOhlc != null ? historicOhlc.OhlcItems : ImmutableList <OhlcItem> .Empty;
// Init live ohlc series with historic data or empty list so series is initialized
ohlcSeries.Initialize(ohlcItems);
}
}
private async Task UpdateOhlcSeries(LiveOhlcSeries ohlcSeries, TickData tickData)
{
// When OhlcSeries doesn't contain any data yet, try to initialize
if (!ohlcSeries.Initialized)
{
await InitializeSeries(ohlcSeries, tickData.TickTimeEpoch);
}
// Provide tick to series
ohlcSeries.AddTick(tickData);
}
