public async Task <OhlcDataResponse> GetOhlcAsync(OhlcContext context)
{
var api = GdaxApiProvider.GetApi(context);
var currencyCode = context.Pair.ToTicker(this);
var ohlc = new OhlcDataResponse(context.Resolution);
var seriesId = OhlcUtilities.GetHash(context.Pair, context.Resolution, Network);
var granularitySeconds = GetSeconds(context.Resolution);
var maxNumberOfCandles = 200;
var tsFrom = (long)context.Range.UtcFrom.ToUnixTimeStamp();
var tsTo = (long)context.Range.UtcTo.ToUnixTimeStamp();
var tsStep = maxNumberOfCandles * granularitySeconds;
var currTsTo = tsTo;
var currTsFrom = tsTo - tsStep;
while (currTsTo > tsFrom)
{
var candles = await api.GetCandlesAsync(currencyCode, currTsFrom.ToUtcDateTime(), currTsTo.ToUtcDateTime(), granularitySeconds).ConfigureAwait(false);
foreach (var candle in candles)
{
var dateTime = ((long)candle[0]).ToUtcDateTime();
ohlc.Add(new OhlcEntry(seriesId, dateTime, this)
{
Low = candle[1],
High = candle[2],
Open = candle[3],
Close = candle[4],
VolumeTo = candle[5],
VolumeFrom = candle[5],
WeightedAverage = 0 // Is not provided by API.
});
}
currTsTo = currTsFrom;
if (currTsTo - tsStep >= tsFrom)
{
currTsFrom -= tsStep;
}
else
{
currTsFrom = tsFrom;
}
ApiHelpers.EnterRate(this, context);
}
return(ohlc);
}