private string PrimaryValue(DateTime Time, Candle_Interval Interval)
{
string result = "";
switch (Interval)
{
case Candle_Interval.oneMin:
result = Time.Minute.ToString();
break;
case Candle_Interval.fiveMin:
result = Time.Minute.ToString();
break;
case Candle_Interval.thirtyMin:
result = Time.Minute.ToString();
break;
case Candle_Interval.hour:
result = Time.Hour.ToString();
break;
case Candle_Interval.day:
result = Time.Day.ToString();
break;
}
return(result);
}
/// <summary>
/// Период через которое вызывать таймер Update
/// </summary>
/// <returns></returns>
public static TimeSpan TimerPeriod(Candle_Interval Interval)
{
TimeSpan timeSpan = TimeSpan.FromMinutes(1);
switch (Interval)
{
case Candle_Interval.oneMin:
timeSpan = TimeSpan.FromMinutes(1);
break;
case Candle_Interval.fiveMin:
timeSpan = TimeSpan.FromMinutes(5);
break;
case Candle_Interval.thirtyMin:
timeSpan = TimeSpan.FromMinutes(30);
break;
case Candle_Interval.hour:
timeSpan = TimeSpan.FromHours(1);
break;
case Candle_Interval.day:
timeSpan = TimeSpan.FromDays(1);
break;
}
return(timeSpan);
}
static public DateTime AddPeriod(DateTime Time, Candle_Interval Interval)
{
DateTime result = Time;
switch (Interval)
{
case Candle_Interval.oneMin:
result = result.AddMinutes(1);
break;
case Candle_Interval.fiveMin:
result = result.AddMinutes(5);
break;
case Candle_Interval.thirtyMin:
result = result.AddMinutes(30);
break;
case Candle_Interval.hour:
result = result.AddHours(1);
break;
case Candle_Interval.day:
result = result.AddDays(1);
break;
}
return(result);
}
private TimeInterval GetTimeInterval(Candle_Interval cinterval)
{
var tinterv = TimeInterval.Hours_1;
switch (cinterval)
{
case Candle_Interval.oneMin:
tinterv = TimeInterval.Minutes_1;
break;
case Candle_Interval.fiveMin:
tinterv = TimeInterval.Minutes_5;
break;
case Candle_Interval.thirtyMin:
tinterv = TimeInterval.Minutes_30;
break;
case Candle_Interval.hour:
tinterv = TimeInterval.Hours_1;
break;
case Candle_Interval.day:
tinterv = TimeInterval.Days_1;
break;
}
return(tinterv);
}
private async Task <Candle> GetLastCandle(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetLastCandle(Market.MarketName, Interval.ToString());
Candle result = new Candle
{
Open = tmp.Open,
Hight = tmp.Hight,
Low = tmp.Low,
Close = tmp.Close,
Time = tmp.Time
};
return(result);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi GetLastCandle: " + ex.Message);
return(null);
}
}
/// <summary>
/// Количество секунд до первого запуска таймера Update
/// </summary>
/// <returns></returns>
public static TimeSpan NextTimerTick(Candle_Interval Interval, InvokePrint Print)
{
int TimeShift = rand.Next(1, 10);
DateTime NextTickTime = DateTime.Now; //ближайшее подходящее время для запуска
TimeSpan resspan = new TimeSpan(); //осталось до NextTickTime
switch (Interval)
{
case Candle_Interval.oneMin:
{
TimeSpan tspan = new TimeSpan(NextTickTime.Hour, NextTickTime.Minute, TimeShift);
tspan = tspan.Add(TimeSpan.FromMinutes(1));
NextTickTime = NextTickTime.Date + tspan;
resspan = NextTickTime - DateTime.Now;
}
break;
case Candle_Interval.fiveMin:
{
TimeSpan tspan = new TimeSpan(NextTickTime.Hour,
5 * (int)Math.Truncate((double)NextTickTime.Minute / 5), TimeShift);
tspan = tspan.Add(TimeSpan.FromMinutes(5));
NextTickTime = NextTickTime.Date + tspan;
resspan = NextTickTime - DateTime.Now;
}
break;
case Candle_Interval.thirtyMin:
{
TimeSpan tspan = new TimeSpan(NextTickTime.Hour,
30 * (int)Math.Truncate((double)NextTickTime.Minute / 30), TimeShift);
tspan = tspan.Add(TimeSpan.FromMinutes(30));
NextTickTime = NextTickTime.Date + tspan;
resspan = NextTickTime - DateTime.Now;
}
break;
case Candle_Interval.hour:
{
TimeSpan tspan = new TimeSpan(NextTickTime.Hour, 0, TimeShift);
tspan = tspan.Add(TimeSpan.FromHours(1));
NextTickTime = NextTickTime.Date + tspan;
resspan = NextTickTime - DateTime.Now;
}
break;
case Candle_Interval.day:
{
TimeSpan tspan = new TimeSpan(0, 0, TimeShift);
tspan = tspan.Add(TimeSpan.FromDays(1));
NextTickTime = NextTickTime.Date + tspan;
resspan = NextTickTime - DateTime.Now;
}
break;
default: return(TimeSpan.FromMinutes(1));
}
if (resspan < TimeSpan.FromSeconds(5))
{
resspan.Add(TimerPeriod(Interval)); //уже здесь, вызов на следующий раз
}
Print("Следущее обновление через: " + resspan.ToString(@"hh\:mm\:ss"));
return(resspan);
}
/// <summary>
/// Формирование последней свечи по MarketHistory
/// </summary>
/// <returns></returns>
private async Task <List <BaseTypes.Candle> > CandleByMarketHistory(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print)
{
try
{
List <Trade> mhist = await GetMarketHistory(Market, Print);
Candle lastCandle = await GetLastCandle(Market, Interval, Print);
List <BaseTypes.Candle> resCandles = new List <BaseTypes.Candle>();
DateTime NTime = StrategyTool.AddPeriod(lastCandle.Time, Interval);
if (mhist[0].Timestamp > NTime && ConvertTime(mhist[0].Timestamp) != ConvertTime(NTime))
{
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[0].Price,
Low = mhist[0].Price,
Hight = mhist[0].Price,
Close = mhist[0].Price,
Time = NTime
});
}
else
{
return(null);
}
List <DateTime> times = new List <DateTime>();
times.Add(NTime);
while (times.Last() < mhist[0].Timestamp)
{
times.Add(StrategyTool.AddPeriod(times.Last(), Interval));
}
times.RemoveAt(times.Count - 1);
int Cpos = times.Count - 1;
decimal Hval = mhist[0].Price;
decimal Lval = mhist[0].Price;
for (int i = 1; i < mhist.Count - 1; i++)
{
if (mhist[i].Timestamp < times[Cpos]) //оформление свечи
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[i - 1].Price;
Hval = mhist[i].Price;
Lval = mhist[i].Price;
Cpos = Cpos - 1;
if (Cpos < 0)
{
break;
}
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[i].Price,
Low = mhist[i].Price,
Hight = mhist[i].Price,
Close = mhist[i].Price,
Time = times[Cpos]
});
}
else //обновление max/min текущей свечи
{
if (Hval < mhist[i].Price)
{
Hval = mhist[i].Price;
}
if (Lval > mhist[i].Price)
{
Lval = mhist[i].Price;
}
}
}
if (Cpos >= 0)
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[mhist.Count - 1].Price;
}
resCandles.Reverse();
if (resCandles.Count > 0)
{
var tmp = await bittrex.GetTicker(Market.MarketName);
decimal lastValue = tmp.Last.Value;
if (lastValue > resCandles.Last().Hight)
{
resCandles.Last().Hight = lastValue;
}
else
if (lastValue < resCandles.Last().Low)
{
resCandles.Last().Low = lastValue;
}
else
{
resCandles.Last().Close = lastValue;
}
}
return(resCandles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi CandleByMarketHistory: " + ex.Message);
return(null);
}
}
public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print)
{
try
{
var tmp = await bittrex.GetCandles(Market.MarketName, Interval.ToString());
List <Candle> BCandles = tmp.ToList();
List <BaseTypes.Candle> lastByHistory = await CandleByMarketHistory(Market, Interval, Print);
List <BaseTypes.Candle> Candles = new List <BaseTypes.Candle>(BCandles.Count);
foreach (var t in BCandles)
{
Candles.Add(new BaseTypes.Candle
{
Open = t.Open,
Hight = t.Hight,
Low = t.Low,
Close = t.Close,
Time = t.Time
});
}
if (lastByHistory != null)
{
Candles.AddRange(lastByHistory);
}
return(Candles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BittrexApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}",
ex.Message, Market.ToString(), Interval.ToString()));
return(null);
}
}
//max Limit=1000
public async Task <List <BaseTypes.Candle> > GetCandles(BaseTypes.Market Market, Candle_Interval Interval, int Limit, InvokePrint Print)
{
try
{
var tinterval = GetTimeInterval(Interval);
var BCandles = await binanceClient.GetCandleSticks(Market.MarketName.Replace("-", ""), tinterval, null, null, Limit);
var Candles = new List <BaseTypes.Candle>();
foreach (var t in BCandles)
{
Candles.Add(new BaseTypes.Candle
{
Open = t.Open,
Hight = t.High,
Low = t.Low,
Close = t.Close,
Time = TimeFromUTC(t.OpenTime)
});
}
return(Candles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка BinanceApi GetCandles: {0}.\r\nMarket: {1}, Interval: {2}",
ex.Message, Market.ToString(), Interval.ToString()));
return(null);
}
}
