public static void UpdateValues(this OhlcPoint point, BinanceKline newKline)
{
point.Open = (double)newKline.Open;
point.High = (double)newKline.High;
point.Low = (double)newKline.Low;
point.Close = (double)newKline.Close;
}
private static double?GetVariationFromKline(BinanceKline kline)
{
if (kline == null)
{
return(null);
}
return((kline.Close - kline.Open) / kline.Open);
}
private void AddKline(KlineInterval interval, BinanceKline klineValue)
{
klinesDictionary[interval].Add(klineValue);
if (interval == klineInterval)
{
RaisePropertyChangedEvent("Klines");
}
}
protected override SimplePoint CalcNext(BinanceKline candle)
{
_buffer.Dequeue();
_buffer.Enqueue((double)candle.Close);
SimplePoint nextPoint = new SimplePoint(candle.OpenTime, _buffer.Sum() / Period);
return(nextPoint);
}
/// <summary>
/// Calculates the next indicator point, updates the ".Points" property
/// </summary>
/// <param name="nextCandle"></param>
/// <returns>The resulting next indicator point</returns>
public T Next(BinanceKline nextCandle)
{
var next = CalcNext(nextCandle);
// Push the ring buffer by one
Points.Add(next);
Points.RemoveAt(0);
return(next);
}
private void printKline(BinanceKline data, String symbol)
{
//Console.Out.Write("PAR: " + symbol + Environment.NewLine);
Console.Out.Write("OPEN TIME: " + data.OpenTime + Environment.NewLine);
//Console.Out.Write("CLOSE TIME: " + data.CloseTime + Environment.NewLine);
//Console.Out.Write("OPEN: " + data.Open + Environment.NewLine);
//Console.Out.Write("CLOSE: " + data.Close + Environment.NewLine);
//Console.Out.Write("HIGH: " + data.High + Environment.NewLine);
//Console.Out.Write("LOW: " + data.Low + Environment.NewLine);
Console.Out.Write("TRADES: " + data.TradeCount + Environment.NewLine);
Console.Out.Write("VOLUME: " + data.Volume + Environment.NewLine);
//Console.Out.Write("=============== " + Environment.NewLine);
}
protected override BollingerPoint CalcNext(BinanceKline nextCandle)
{
_buffer.Dequeue();
_buffer.Enqueue((double)nextCandle.Close);
double _total_average = _buffer.Sum();
double _total_squares = _buffer.Sum(x => Math.Pow(x, 2));
double average = _total_average / Period;
double stdev = Math.Sqrt((_total_squares - Math.Pow(_total_average, 2) / Period) / Period);
var result = new BollingerPoint(nextCandle.OpenTime, average - Std * stdev, average, average + Std * stdev);
return(result);
}
private void HandleKlineEvent(BinanceKlineData msg)
{
this.Time = msg.EventTime;
if (FormingCandle != null && msg.Kline.StartTime > FormingCandle.StartTime)
{
//if this tick is a new candle and the last candle was not added to ticks
//then let's add it
var candle = new Candlestick()
{
Close = (double)FormingCandle.Close,
High = (double)FormingCandle.High,
CloseTime = FormingCandle.StartTime.AddSeconds(60),
OpenTime = FormingCandle.StartTime,
Low = (double)FormingCandle.Low,
Open = (double)FormingCandle.Open,
QuoteAssetVolume = (double)FormingCandle.QuoteVolume
};
//HistoryDb.AddCandlesticks(HistoryId, new[] { candle });
this.OnData?.Invoke(this, candle);
FormingCandle = null;
}
if (msg.Kline.IsBarFinal)
{
KlineWatchdog.Restart();
var candle = new Candlestick()
{
Close = (double)msg.Kline.Close,
High = (double)msg.Kline.High,
CloseTime = msg.Kline.StartTime.AddSeconds(60),
OpenTime = msg.Kline.StartTime,
Low = (double)msg.Kline.Low,
Open = (double)msg.Kline.Open,
QuoteAssetVolume = (double)msg.Kline.QuoteVolume
};
//HistoryDb.AddCandlesticks(HistoryId, new[] { candle });
this.OnData?.Invoke(this, candle);
FormingCandle = null;
}
else
{
FormingCandle = msg.Kline;
}
}
public CandleDBRow(BinanceKline klineCandle, string asset, string currency, KlineInterval interval)
{
Exchange = 1; // Binance
Asset = asset;
Currency = currency;
Interval = interval;
OpenTime = klineCandle.OpenTime;
Open = klineCandle.Open;
High = klineCandle.High;
Low = klineCandle.Low;
Close = klineCandle.Close;
Volume = klineCandle.Volume;
CloseTime = klineCandle.CloseTime;
AssetVolume = klineCandle.AssetVolume;
Trades = klineCandle.Trades;
TakerBuyBaseAssetVolume = klineCandle.TakerBuyBaseAssetVolume;
TakerBuyQuoteAssetVolume = klineCandle.TakerBuyQuoteAssetVolume;
}
public static Candle ToCandle(this BinanceKline kline, string symbol, IPeriodCode period)
{
Candle candle = new Candle();
candle.ExchangeCode = ExchangeCode.BINANCE.Code;
candle.Symbol = symbol;
candle.OpenTime = kline.OpenTime;
candle.Open = kline.Open;
candle.CloseTime = kline.CloseTime;
candle.Close = kline.Close;
candle.High = kline.High;
candle.Low = kline.Low;
candle.Volume = kline.Volume;
candle.NumberOfTrades = kline.TradeCount;
candle.PeriodCode = period.Code;
candle.Time = new DateTime(kline.OpenTime.Year, kline.OpenTime.Month, kline.OpenTime.Day, kline.OpenTime.Hour, kline.OpenTime.Minute, 0);
return(candle);
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
JArray arr = JArray.Load(reader);
BinanceKline entry = new BinanceKline
{
OpenTime = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddMilliseconds((long)arr[0]),
Open = (decimal)arr[1],
High = (decimal)arr[2],
Low = (decimal)arr[3],
Close = (decimal)arr[4],
Volume = (decimal)arr[5],
CloseTime = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddMilliseconds((long)arr[6]),
AssetVolume = (decimal)arr[7],
Trades = (int)arr[8],
TakerBuyBaseAssetVolume = (decimal)arr[9],
TakerBuyQuoteAssetVolume = (decimal)arr[10]
};
return(entry);
}
public static OhlcPoint ToOhlcPoint(this BinanceKline kline)
{
return(new OhlcPoint((double)kline.Open, (double)kline.High, (double)kline.Low, (double)kline.Close));
}
protected override SimplePoint CalcNext(BinanceKline nextCandle)
{
_indicator += _coeff * ((double)nextCandle.Close - _indicator);
return(new SimplePoint(nextCandle.OpenTime, _indicator));
}
/// <summary> /// Calculats the next value of the indicator /// </summary> /// <param name="nextCandle">The next candle</param> /// <returns>The resulting indicator point</returns> protected abstract T CalcNext(BinanceKline nextCandle);
protected override DMIPoint CalcNext(BinanceKline nextCandle)
{
// "Pop" the first value of each list to keep memory small
TRs.RemoveAt(0);
DM1Plus.RemoveAt(0);
DM1Minus.RemoveAt(0);
TR_period.RemoveAt(0);
DMPlus_period.RemoveAt(0);
DMMinus_period.RemoveAt(0);
DPlus_period.RemoveAt(0);
DMinus_period.RemoveAt(0);
DX_period.RemoveAt(0);
ADX_period.RemoveAt(0);
// true range
TRs.Add((double)Math.Max(
nextCandle.High - nextCandle.Low,
Math.Max(
Math.Abs(nextCandle.High - _lastCandle.Close),
Math.Abs(nextCandle.Low - _lastCandle.Close))));
// +DM1
DM1Plus.Add((double)((nextCandle.High - _lastCandle.High) > _lastCandle.Low - nextCandle.Low ?
Math.Max(nextCandle.High - _lastCandle.High, 0)
: 0));
// -DM1
DM1Minus.Add((double)((_lastCandle.Low - nextCandle.Low) > nextCandle.High - _lastCandle.High ?
Math.Max(_lastCandle.Low - nextCandle.Low, 0)
: 0));
// Summs
double trperiod = TRs.Skip(TR_period.Count).Take(Period).Sum();
TR_period.Add(trperiod);
double dmplusperiod = DM1Plus.Skip(DMPlus_period.Count).Take(Period).Sum();
DMPlus_period.Add(dmplusperiod);
double dmminusperiod = DM1Minus.Skip(DMMinus_period.Count).Take(Period).Sum();
DMMinus_period.Add(dmminusperiod);
// D+ and D-
double dplusperiod = 100.0 * dmplusperiod / trperiod;
DPlus_period.Add(dplusperiod);
double dminusperiod = 100.0 * dmminusperiod / trperiod;
DMinus_period.Add(dminusperiod);
// Diff & sum
double ddiffperiod = Math.Abs(dplusperiod - dminusperiod);
double dsumperiod = dplusperiod + dminusperiod;
// Fraction
DX_period.Add(100.0 * ddiffperiod / dsumperiod);
// Adx
double adxperiod = DX_period.Skip(ADX_period.Count).Take(Period).Average();
ADX_period.Add(adxperiod);
_lastCandle = nextCandle;
return(new DMIPoint(nextCandle.OpenTime, dplusperiod, dminusperiod, adxperiod));
}
protected override IEnumerable <DMIPoint> CalcInit(IList <BinanceKline> initialCandles)
{
List <DMIPoint> result = new List <DMIPoint>();
TRs = new List <double>(Period * 2);
DM1Plus = new List <double>(Period * 2);
DM1Minus = new List <double>(Period * 2);
TR_period = new List <double>(Period * 2);
DMPlus_period = new List <double>(Period);
DMMinus_period = new List <double>(Period);
DPlus_period = new List <double>(Period);
DMinus_period = new List <double>(Period);
DX_period = new List <double>(Period);
ADX_period = new List <double>(Period);
for (int i = 1; i < initialCandles.Count; i++)
{
// true range
TRs.Add((double)Math.Max(
initialCandles[i].High - initialCandles[i].Low,
Math.Max(
Math.Abs(initialCandles[i].High - initialCandles[i - 1].Close),
Math.Abs(initialCandles[i].Low - initialCandles[i - 1].Close))));
// +DM1
DM1Plus.Add((double)((initialCandles[i].High - initialCandles[i - 1].High) > initialCandles[i - 1].Low - initialCandles[i].Low ?
Math.Max(initialCandles[i].High - initialCandles[i - 1].High, 0)
: 0));
// -DM1
DM1Minus.Add((double)((initialCandles[i - 1].Low - initialCandles[i].Low) > initialCandles[i].High - initialCandles[i - 1].High ?
Math.Max(initialCandles[i - 1].Low - initialCandles[i].Low, 0)
: 0));
if (TRs.Count >= Period)
{
// Summs
double trperiod = TRs.Skip(TR_period.Count).Take(Period).Sum();
TR_period.Add(trperiod);
double dmplusperiod = DM1Plus.Skip(DMPlus_period.Count).Take(Period).Sum();
DMPlus_period.Add(dmplusperiod);
double dmminusperiod = DM1Minus.Skip(DMMinus_period.Count).Take(Period).Sum();
DMMinus_period.Add(dmminusperiod);
// D+ and D-
double dplusperiod = 100.0 * dmplusperiod / trperiod;
DPlus_period.Add(dplusperiod);
double dminusperiod = 100.0 * dmminusperiod / trperiod;
DMinus_period.Add(dminusperiod);
// Diff & sum
double ddiffperiod = Math.Abs(dplusperiod - dminusperiod);
double dsumperiod = dplusperiod + dminusperiod;
// Fraction
DX_period.Add(100.0 * ddiffperiod / dsumperiod);
}
if (DX_period.Count >= Period)
{
double adxperiod = DX_period.Skip(ADX_period.Count).Take(Period).Average();
ADX_period.Add(adxperiod);
result.Add(new DMIPoint(initialCandles[i].OpenTime, DPlus_period.Last(), DMinus_period.Last(), adxperiod));
}
}
_lastCandle = initialCandles.Last();
return(result);
}
private void DoWork(object source)
{
_logger.LogInformation("Timed Background Service is working.");
var timer = (KlineInterval)source;
var clientt = new BinanceClient();
clientt.SetApiCredentials("7ICQp7LXtOdaFOTYyQV4GqjA2nwOzkwgOW3KgHCQTj5fyZHXNHD4XmRVW3BukcXZ", "MFr1NGf1rLwSaNZ5pOfndWG4GX4vIRVUBpiCXqckKhj44rBAjracQb44M1n0Ra7g");
var gg = new List <Quotation>();
var example = new BinanceKline();
using (var scope = Services.CreateScope())
{
var QuotationsFive =
scope.ServiceProvider
.GetRequiredService <IQuotationFiveService>();
lock (locker)
{
if (timer == KlineInterval.FiveMinutes)
{
foreach (var pairs in ex)
{
var requestKliness = clientt.GetKlines(pairs.PairName, timer, null, null, 2);
var checkOne = DateTime.Now.Minute - requestKliness.Data[0].OpenTime.Minute;
var checkTwo = DateTime.Now.Minute - requestKliness.Data[1].OpenTime.Minute;
if (checkOne == 10 || checkTwo == 5 || checkOne == -50 || checkTwo == -55)
{
example = requestKliness.Data[1];
}
else
{
example = requestKliness.Data[0];
}
var records = new Quotation
{
Date = example.OpenTime.ToLocalTime(),
Open = example.Open,
MaxPrice = example.High,
MinPrice = example.Low,
Close = example.Close,
Pair = pairs.Pairs,
Interval = timer
};
gg.Add(records);
}
QuotationsFive.CreateArray(gg);
Console.WriteLine(DateTime.Now);
gg.Clear();
}
else
{
foreach (var pairs in ex)
{
try
{
var requestKliness = clientt.GetKlines(pairs.PairName, timer, null, null, 2);
example = requestKliness.Data[0];
var records = new Quotation
{
Date = example.OpenTime.ToLocalTime(),
Open = example.Open,
MaxPrice = example.High,
MinPrice = example.Low,
Close = example.Close,
Pair = pairs.Pairs,
Interval = timer
};
gg.Add(records);
}
catch
{
return;
}
}
QuotationsFive.CreateArray(gg);
Console.WriteLine(DateTime.Now);
gg.Clear();
}
}
}
}
