/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:limit 1:start</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1m"; break;
case KLineType.M5: _typeText = "5m"; break;
case KLineType.H1: _typeText = "h"; break;
case KLineType.D1: _typeText = "1d"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/api/v1/trade/bucketed?binSize={_typeText}&partial=true&symbol={_pair}&count={_values[0]}&reverse=true";
if (_values.Length > 1)
{
_url += $"&start={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = _item["timestamp"].Value <DateTime>();
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Volume = _item["volume"].Value <decimal>();
_line.Volume2 = _item["homeNotional"].Value <decimal>();
_line.Count = _item["trades"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1"; break;
case KLineType.H1: _typeText = "60"; break;
case KLineType.D1: _typeText = "D"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/GET/v1/api/kline?pair={_pair}&type={_typeText}";
if (_values.Length > 0)
{
_url += $"&count={_values[0]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_token[0].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[4].Value <decimal>();
_line.High = _item[2].Value <decimal>();
_line.Low = _item[3].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
internal static string GetKLineDataFilePath(string stockCode, KLineType kLineType, DateTime dt)
{
//方案1
return string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyy"));
//方案2
//string filepath = null;
//switch (kLineType)
//{
// /// 日线
// case KLineType.Daily:
// filepath = string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyy"));
// break;
// /// 1分钟线
// case KLineType.Min1:
// /// 5分钟线
// case KLineType.Min5:
// filepath = string.Format(@"{0}\{1}\{2}\{3}.dat", StockKLineFolder, stockCode, kLineType.ToString(), dt.ToString("yyyyMM"));
// break;
//}
//return filepath;
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "M1"; break;
case KLineType.M5: _typeText = "M5"; break;
case KLineType.M15: _typeText = "M15"; break;
case KLineType.M30: _typeText = "M30"; break;
case KLineType.H1: _typeText = "H1"; break;
case KLineType.H4: _typeText = "H4"; break;
case KLineType.H6: _typeText = "H6"; break;
case KLineType.D1: _typeText = "D1"; break;
case KLineType.D7: _typeText = "W1"; break;
case KLineType.MM: _typeText = "WN"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v2/market/candles/{_typeText}/{_pair}";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&before={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item["id"].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Count = _item["count"].Value <decimal>();
_line.Volume = _item["base_vol"].Value <decimal>();
_line.Volume2 = _item["quote_vol"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
/// <summary>
/// GetKLines
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:limit 1:sort 2:start 3:end</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1m"; break;
case KLineType.M5: _typeText = "5m"; break;
case KLineType.M15: _typeText = "15m"; break;
case KLineType.M30: _typeText = "30m"; break;
case KLineType.H1: _typeText = "1h"; break;
case KLineType.H6: _typeText = "6h"; break;
case KLineType.H12: _typeText = "12h"; break;
case KLineType.D1: _typeText = "1D"; break;
case KLineType.D7: _typeText = "7D"; break;
case KLineType.D14: _typeText = "14D"; break;
case KLineType.MM: _typeText = "1M"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v2/candles/trade:{_typeText}:t{_pair.ToUpper()}/hist";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&sort={_values[1]}";
}
if (_values.Length > 2)
{
_url += $"&start={_values[2]}";
}
if (_values.Length > 4)
{
_url += $"&end={_values[3]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item[0].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[2].Value <decimal>();
_line.High = _item[3].Value <decimal>();
_line.Low = _item[4].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_type"></param>
/// <param name="_values">0:size</param>
/// <returns></returns>
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1min"; break;
case KLineType.M5: _typeText = "5min"; break;
case KLineType.M15: _typeText = "15min"; break;
case KLineType.M30: _typeText = "30min"; break;
case KLineType.H1: _typeText = "60min"; break;
case KLineType.D1: _typeText = "1day"; break;
case KLineType.D7: _typeText = "1week"; break;
case KLineType.MM: _typeText = "1mon"; break;
case KLineType.YY: _typeText = "1year"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $" /market/history/kline?symbol={_pair}&period={_typeText}";
if (_values.Length > 0)
{
_url += $"&size={_values[0]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token["data"].Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_token["id"].Value <long>() / 1000);
_line.Pair = _pair;
_line.Open = _item["open"].Value <decimal>();
_line.Close = _item["close"].Value <decimal>();
_line.High = _item["high"].Value <decimal>();
_line.Low = _item["low"].Value <decimal>();
_line.Count = _item["count"].Value <decimal>();
_line.Volume = _item["vol"].Value <decimal>();
_line.Volume2 = _item["amount"].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
public override KLine[] GetKLines(string _pair, KLineType _type, params string[] _values)
{
string _typeText = "";
switch (_type)
{
case KLineType.M1: _typeText = "1min"; break;
case KLineType.M5: _typeText = "5min"; break;
case KLineType.M15: _typeText = "15min"; break;
case KLineType.M30: _typeText = "30min"; break;
case KLineType.H1: _typeText = "1hour"; break;
case KLineType.H4: _typeText = "4hour"; break;
case KLineType.H6: _typeText = "6hour"; break;
case KLineType.D1: _typeText = "1day"; break;
case KLineType.D7: _typeText = "1week"; break;
default: throw new Exception($"KLine type:{_type.ToString()} not supported.");
}
string _url = $"/v1/market/kline?market={_pair}&type={_typeText}";
if (_values.Length > 0)
{
_url += $"?limit={_values[0]}";
}
if (_values.Length > 1)
{
_url += $"&before={_values[1]}";
}
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url);
if (_token == null)
{
return(null);
}
IList <KLine> _result = new List <KLine>();
JArray _trades = _token.Value <JArray>();
foreach (JToken _item in _trades)
{
KLine _line = new KLine();
_line.DateTime = DateTimePlus.JSTime2DateTime(_item[0].Value <long>());
_line.Pair = _pair;
_line.Open = _item[1].Value <decimal>();
_line.Close = _item[2].Value <decimal>();
_line.High = _item[3].Value <decimal>();
_line.Low = _item[4].Value <decimal>();
_line.Volume = _item[5].Value <decimal>();
_line.Volume2 = _item[6].Value <decimal>();
_result.Add(_line);
}
return(_result.ToArray());
}
internal static IEnumerable<string> GetKLineDataFilePath(string stockCode, KLineType kLineType, DateTime bgnDt, DateTime endDt)
{
if (bgnDt > endDt)
{
throw new ArgumentOutOfRangeException("startDay", "startDay is less than endDay");
}
if (bgnDt == endDt)
{
return new List<string>() { GetKLineDataFilePath(stockCode, kLineType, bgnDt) };
}
List<string> result = new List<string>();
string fileFolder = string.Format(@"{0}\{1}\{2}", StockKLineFolder, stockCode, kLineType.ToString());
//方案1
while (bgnDt.Year <= endDt.Year)
{
result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyy")));
bgnDt = bgnDt.AddYears(1);
}
//方案2
//switch (kLineType)
//{
// /// 日线
// case KLineType.Daily:
// while (bgnDt.Year <= endDt.Year)
// {
// result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyy")));
// bgnDt = bgnDt.AddYears(1);
// }
// break;
// /// 1分钟线
// case KLineType.Min1:
// /// 5分钟线
// case KLineType.Min5:
// while ((12 * bgnDt.Year + bgnDt.Month) <= (12 * endDt.Year + endDt.Month))
// {
// result.Add(fileFolder + string.Format(@"\{0}.dat", bgnDt.ToString("yyyyMM")));
// bgnDt = bgnDt.AddMonths(1);
// }
// break;
//}
return result;
}
internal static bool GetLatestKLineDataFilePath(string stockCode, KLineType kLineType, ref string latestFilePath)
{
latestFilePath = string.Empty;
string todayFilePath = GetKLineDataFilePath(stockCode, kLineType, DateTime.Now);
if (File.Exists(todayFilePath))
{
latestFilePath = todayFilePath;
return true;
}
string fileFolder = string.Format(@"{0}\{1}\{2}", StockKLineFolder, stockCode, kLineType.ToString());
if (Directory.Exists(fileFolder))
{
DirectoryInfo dir = new DirectoryInfo(fileFolder);
FileInfo file = dir.GetFiles().OrderBy(p => p.CreationTime).LastOrDefault();
if (file != null)
{
latestFilePath = file.FullName;
return true;
}
}
return false;
}
private bool FolderExists(string stockCode, KLineType kLineType)
{
string folderpath = string.Format(@"{0}\{1}\{2}\", PathHelper.StockKLineFolder, stockCode, kLineType.ToString());
return System.IO.Directory.Exists(folderpath);
}