private OhlcData CreateDataItem(MarketDataItemRange range, decimal amount, decimal volume, string currency, DateTime date)
{
OhlcData result = new OhlcData();
result.CurrencyId = currency;
result.Volume = volume;
result.VolumeBase = volume * amount;
result.Max = amount;
result.Min = amount;
result.Close = amount;
result.Date = date;
result.Range = range;
_context.Add(result);
_context.SaveChanges();
OhlcData previous = GetPreviousDataItem(result);
if (previous == null)
{
result.Open = 0;
}
else
{
result.Open = previous.Close;
}
return(result);
}
/// <summary>
/// Update OHLC data
/// </summary>
/// <param name="range">Range</param>
/// <param name="amount">Amount</param>
/// <param name="volume">Volume</param>
/// <param name="currency">Currency</param>
/// <param name="date">Date</param>
public void PutData(MarketDataItemRange range, decimal amount, decimal volume, string currency, DateTime date)
{
OhlcData di = GetDataItem(range, currency, date);
if (di == null)
{
di = CreateDataItem(range, amount, volume, currency, date);
}
else
{
UpdateDataItem(di, amount, volume);
}
_context.SaveChanges();
}
public async Task <ResponseOHLC> GetOHLCLastCandle(MarketDataItemRange range, string currencyId, DateTime?before = null)
{
var result = await _context.OHLCData
.Where(a => a.Range == range && a.CurrencyId == currencyId && (!before.HasValue || a.Date < before))
.Select(a => new ResponseOHLC
{
Date = a.Date,
Close = a.Close,
Open = a.Open,
Max = a.Max,
Min = a.Min,
Volume = a.Volume,
VolumeBase = a.VolumeBase
}).OrderByDescending(a => a.Date).FirstOrDefaultAsync();
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="range"></param>
/// <param name="currencyId"></param>
/// <param name="start"></param>
/// <param name="end"></param>
/// <returns></returns>
public async Task <IEnumerable <ResponseOHLC> > GetOHLCData(MarketDataItemRange range, string currencyId, DateTime start, DateTime end)
{
var result = await _context.OHLCData
.Where(a => a.Range == range && a.CurrencyId == currencyId && a.Date >= start && a.Date <= end)
.Select(a => new ResponseOHLC
{
Date = a.Date,
Close = a.Close,
Open = a.Open,
Max = a.Max,
Min = a.Min,
Volume = a.Volume,
VolumeBase = a.VolumeBase
}).OrderBy(a => a.Date).ToListAsync();
return(result);
}
public async Task <ResponseOHLC> GetOHLCLastCandle(MarketDataItemRange range, string currencyId,
DateTime?before = null)
{
return(await _ohclService.GetOHLCLastCandle(range, currencyId, before));
}
public async Task <IEnumerable <ResponseOHLC> > GetOHLCData(MarketDataItemRange range, string currencyId,
DateTime start,
DateTime end)
{
return(await _ohclService.GetOHLCData(range, currencyId, start, end));
}
/// <summary>
/// Get OHLC element from database
/// </summary>
/// <param name="range">Range</param>
/// <param name="currency">Currency</param>
/// <param name="date">Date</param>
/// <returns></returns>
private OhlcData GetDataItem(MarketDataItemRange range, string currency, DateTime date)
{
OhlcData result = null;
if (range == MarketDataItemRange.Year)
{
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2}", range, currency, date.Year).FirstOrDefault();
}
if (range == MarketDataItemRange.Month)
{
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3}", range, currency, date.Year, date.Month).FirstOrDefault();
}
if (range == MarketDataItemRange.Day)
{
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4}", range, currency, date.Year, date.Month, date.Day).FirstOrDefault();
}
if (range == MarketDataItemRange.Hour4)
{
int hour = date.Hour;
int range_start, range_end;
BuildRange(1, 23, 6, hour, out range_start, out range_end);
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and ((date_part('hour', \"Date\") >= {5}) and (date_part('hour', \"Date\") < {6}))", range, currency, date.Year, date.Month, date.Day, range_start, range_end).FirstOrDefault();
}
if (range == MarketDataItemRange.Hour)
{
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5}", range, currency, date.Year, date.Month, date.Day, date.Hour).FirstOrDefault();
}
if (range == MarketDataItemRange.Minute)
{
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5} and date_part('minute', \"Date\")={6}", range, currency, date.Year, date.Month, date.Day, date.Hour, date.Minute).FirstOrDefault();
}
if (range == MarketDataItemRange.Minutes30)
{
int minute = date.Minute;
int range_start, range_end;
BuildRange(1, 59, 2, minute, out range_start, out range_end);
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5} and (date_part('minute', \"Date\")>={6} and date_part('minute', \"Date\")<{7})", range, currency, date.Year, date.Month, date.Day, date.Hour, range_start, range_end).FirstOrDefault();
}
if (range == MarketDataItemRange.Minutes15)
{
int minute = date.Minute;
int range_start, range_end;
BuildRange(1, 59, 4, minute, out range_start, out range_end);
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5} and (date_part('minute', \"Date\")>={6} and date_part('minute', \"Date\")<{7})", range, currency, date.Year, date.Month, date.Day, date.Hour, range_start, range_end).FirstOrDefault();
}
if (range == MarketDataItemRange.Minutes5)
{
int minute = date.Minute;
int range_start, range_end;
BuildRange(1, 59, 12, minute, out range_start, out range_end);
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5} and (date_part('minute', \"Date\")>={6} and date_part('minute', \"Date\")<{7})", range, currency, date.Year, date.Month, date.Day, date.Hour, range_start, range_end).FirstOrDefault();
}
if (range == MarketDataItemRange.Minutes3)
{
int minute = date.Minute;
int range_start, range_end;
BuildRange(1, 59, 20, minute, out range_start, out range_end);
result = _context.OHLCData.FromSql("select * from \"OHLCData\" where \"Range\"={0} and \"CurrencyId\"={1} and date_part('year', \"Date\")={2} and date_part('month', \"Date\")={3} and date_part('day', \"Date\")={4} and date_part('hour', \"Date\")={5} and (date_part('minute', \"Date\")>={6} and date_part('minute', \"Date\")<{7})", range, currency, date.Year, date.Month, date.Day, date.Hour, range_start, range_end).FirstOrDefault();
}
return(result);
}
