/// <summary>
/// Backtesting & Live Bitcoin Decoder:
/// </summary>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
Bitcoin coin = new Bitcoin();
switch (datafeed)
{
//Example Line Format:
//Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price
//2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356
case DataFeedEndpoint.Backtesting:
try
{
string[] data = line.Split(',');
coin.Time = DateTime.Parse(data[0], CultureInfo.InvariantCulture);
coin.Open = Convert.ToDecimal(data[1], CultureInfo.InvariantCulture);
coin.High = Convert.ToDecimal(data[2], CultureInfo.InvariantCulture);
coin.Low = Convert.ToDecimal(data[3], CultureInfo.InvariantCulture);
coin.Close = Convert.ToDecimal(data[4], CultureInfo.InvariantCulture);
coin.VolumeBTC = Convert.ToDecimal(data[5]);
coin.WeightedPrice = Convert.ToDecimal(data[7]);
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { }
break;
//Example Line Format:
//{"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
case DataFeedEndpoint.Tradier:
case DataFeedEndpoint.LiveTrading:
try
{
var liveBTC = JsonConvert.DeserializeObject <LiveBitcoin>(line);
coin.Time = DateTime.Now;
coin.Open = liveBTC.Last;
coin.High = liveBTC.High;
coin.Low = liveBTC.Low;
coin.Close = liveBTC.Last;
coin.VolumeBTC = liveBTC.Volume;
coin.WeightedPrice = liveBTC.VWAP;
coin.Symbol = "BTC";
coin.Value = coin.Close;
}
catch { }
break;
}
return(coin);
}
/// <summary>
/// Clone the bitcoin object, required for live data.
/// </summary>
/// <returns></returns>
public override BaseData Clone()
{
Bitcoin coin = new Bitcoin();
coin.Close = this.Close;
coin.High = this.High;
coin.Low = this.Low;
coin.Open = this.Open;
coin.Symbol = this.Symbol;
coin.Value = this.Close;
coin.Time = this.Time;
coin.VolumeBTC = this.VolumeBTC;
coin.WeightedPrice = this.WeightedPrice;
return(coin);
}
/// <summary>
/// New Bitcoin Data Event.
/// </summary>
/// <param name="data">Data.</param>
public void OnData(Bitcoin data)
{
if (LiveMode) //Live Mode Property
{
//Configurable title header statistics numbers
SetRuntimeStatistic("BTC", data.Close.ToString("C"));
}
if (!Portfolio.HoldStock)
{
Order("BTC", 100);
//Send a notification email/SMS/web request on events:
Notify.Email("*****@*****.**", "Test", "Test Body", "test attachment");
Notify.Sms("+11233456789", Time.ToString("u") + ">> Test message from live BTC server.");
Notify.Web("http://api.quantconnect.com", Time.ToString("u") + ">> Test data packet posted from live BTC server.");
}
}
/// <summary>
/// Custom data event handler:
/// </summary>
/// <param name="data">Bitcoin - dictionary of TradeBarlike Bars of Bitcoin Data</param>
public void OnData(Bitcoin data)
{
}
//Bitcoin Handler:
public void OnData(Bitcoin data)
{
Debug(Time.ToLongTimeString() + " >> ALGO >> OnData(BTC) >> BTC: " + data.Close);
}
