public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var interval = ConvertToBinanceInterval(context.Market);
var startDate = (long)(context.Range.UtcFrom.ToUnixTimeStamp() * 1000);
var endDate = (long)(context.Range.UtcTo.ToUnixTimeStamp() * 1000);
var r = await api.GetCandlestickBarsAsync(pairCode, interval, startDate, endDate).ConfigureAwait(false);
var ohlc = new OhlcData(context.Market);
var seriesId = OhlcUtilities.GetHash(context.Pair, context.Market, Network);
foreach (var rEntry in r)
{
var dateTime = ((long)(rEntry[0] / 1000)).ToUtcDateTime();
ohlc.Add(new OhlcEntry(seriesId, dateTime, this)
{
Open = rEntry[1],
Close = rEntry[4],
Low = rEntry[3],
High = rEntry[2],
VolumeTo = rEntry[7], // Quote asset volume
VolumeFrom = rEntry[5], // Volume
WeightedAverage = 0 // BUG: no WeightedAverage data returned from API.
});
}
ohlc.Reverse();
return(ohlc);
}
public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var pair = context.Pair;
var market = context.Market;
var timeStampStart = (long)context.Range.UtcFrom.ToUnixTimeStamp();
var timeStampEnd = (long)context.Range.UtcTo.ToUnixTimeStamp();
var period = ConvertToPoloniexInterval(market);
var api = ApiProvider.GetApi(context);
var r = await api.GetChartDataAsync(pair.ToTicker(this), timeStampStart, timeStampEnd, period).ConfigureAwait(false);
var ohlc = new OhlcData(market);
var seriesid = OhlcUtilities.GetHash(pair, market, Network);
foreach (var ohlcEntry in r)
{
ohlc.Add(new OhlcEntry(seriesid, ohlcEntry.date.ToUtcDateTime(), this)
{
Open = ohlcEntry.open,
Close = ohlcEntry.close,
Low = ohlcEntry.low,
High = ohlcEntry.high,
VolumeTo = ohlcEntry.quoteVolume,
VolumeFrom = ohlcEntry.volume,
WeightedAverage = ohlcEntry.weightedAverage
});
}
return(ohlc);
}
private ArrayList getData()
{
ArrayList data = new ArrayList();
int size = 10;
Java.Util.Random r = new Java.Util.Random();
for (int i = 1; i <= size; ++i)
{
OhlcData ohlc = new OhlcData();
ohlc.category = i.ToString();
ohlc.high = r.NextInt(100);
if (ohlc.high < 2)
{
ohlc.high = 2;
}
ohlc.low = r.NextInt(ohlc.high - 1);
ohlc.open = ohlc.low + r.NextInt(ohlc.high - ohlc.low);
ohlc.close = ohlc.low + r.NextInt(ohlc.high - ohlc.low);
data.Add(ohlc);
}
return(data);
}
public static GCandleSeries ToGCandleSeries(this OhlcData data, ResolutionSourceProvider resolver = null, string title = "")
{
var ohlcChartPointEvaluator = new OhlcInstantChartPointMapper(resolver ?? new ResolutionSourceProvider(data.Resolution));
var series = new GCandleSeries
{
Configuration = ohlcChartPointEvaluator,
IncreaseBrush = Brushes.Aquamarine,
DecreaseBrush = Brushes.LightCoral,
Fill = Brushes.Transparent,
Title = title
};
if (data == null)
{
return(series);
}
var values = new GearedValues <OhlcInstantChartPoint>();
values.AddRange(data.OrderBy(x => x.DateTimeUtc).Select(i => new OhlcInstantChartPoint(i)));
series.Values = values;
return(series);
}
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);
}
public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var api = ApiProvider.GetApi(context);
var resolution = ConvertToBitMexInterval(context.Market);
var startDate = context.Range.UtcFrom;
var endDate = context.Range.UtcTo;
var r = await api.GetTradeHistoryAsync(context.Pair.Asset1.ToRemoteCode(this), resolution, startDate, endDate).ConfigureAwait(false);
var ohlc = new OhlcData(context.Market);
var seriesId = OhlcUtilities.GetHash(context.Pair, context.Market, Network);
foreach (var instrActive in r)
{
ohlc.Add(new OhlcEntry(seriesId, instrActive.timestamp, this)
{
Open = instrActive.open,
Close = instrActive.close,
Low = instrActive.low,
High = instrActive.high,
VolumeTo = instrActive.volume,
VolumeFrom = instrActive.volume,
WeightedAverage = (instrActive.vwap ?? 0) // BUG: what to set if vwap is NULL?
});
}
return(ohlc);
}
private OhlcData CollectApi(TimeRange range, OhlcData results)
{
var apiresults = ApiAdapters.Select(x => x.GetRange(range)).FirstOrDefault(o => o.IsNotEmpty());
results = results ?? new OhlcData(range.TimeResolution);
results.Merge(apiresults);
return(results);
}
/// <summary>
/// Get previous OHLC data item
/// </summary>
/// <param name="item">OHLC data item detalis</param>
/// <returns></returns>
private OhlcData GetPreviousDataItem(OhlcData item)
{
OhlcData result = null;
result = _context.OHLCData.Where(a => a.Range == item.Range && a.CurrencyId == item.CurrencyId && a.Id < item.Id).OrderByDescending(a => a.Id).Take(1).FirstOrDefault();
return(result);
}
public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var api = GdaxApiProvider.GetApi(context);
var currencyCode = context.Pair.ToTicker(this);
var ohlc = new OhlcData(context.Market);
var seriesId = OhlcUtilities.GetHash(context.Pair, context.Market, Network);
var granularitySeconds = GetSeconds(context.Market);
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 = (double)candle[1],
High = (double)candle[2],
Open = (double)candle[3],
Close = (double)candle[4],
VolumeTo = (long)candle[5],
VolumeFrom = (long)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);
}
public OhlcData GetRange(TimeRange timeRange)
{
lock (Lock) {
Ctx.Status("Requesting local data @" + Ctx.Network.Name);
var seriesId = _adapter.SeriesId;
var r = GetDbCollection().Where(x => x.SeriesId == seriesId && x.DateTimeUtcTicks >= timeRange.UtcFrom.Ticks && x.DateTimeUtcTicks <= timeRange.UtcTo.Ticks).ToList();
var d = new OhlcData(timeRange.TimeResolution);
d.AddRange(r);
return(d);
}
}
private void RequestFullDaily()
{
var range = TimeRange.EveryDayTillNow;
OverviewOhlc = Request(range, true);
if (OverviewOhlc.IsEmpty())
{
throw new Exception("Data range missing during " + nameof(Init));
}
UtcDataStart = OverviewOhlc.Min(x => x.DateTimeUtc);
}
private OhlcData ComputeOHLC(List <Trade> trades, int barNum)
{
OhlcData data = new OhlcData();
data.Open = barNum == 1 ? trades.OrderBy(x => x.Id).Select(x => x.TradePrice).FirstOrDefault() : tradeClose;
data.High = trades.Max(x => x.TradePrice) < data.Open ? data.Open : trades.Max(x => x.TradePrice);
data.Low = trades.Min(x => x.TradePrice) > data.Open ? data.Open : trades.Min(x => x.TradePrice);
data.Close = trades.OrderByDescending(x => x.Id).Select(x => x.TradePrice).FirstOrDefault();
data.Volume = trades.Sum(x => x.QuantityTraded);
data.Symbol = trades.Select(x => x.StockName).FirstOrDefault();
data.Bar_num = barNum;
tradeClose = data.Close;
return(data);
}
/// <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();
}
private void StoreResults(TimeRange timeRange, OhlcData results)
{
var clone = new OhlcData(results); // ienumerable modifications during storage process.
if (timeRange.TimeResolution != TimeResolution.Day)
{
clone.RemoveAll(x => x.DateTimeUtc.IsLive(timeRange.TimeResolution));
}
ThreadPool.QueueUserWorkItem(delegate
{
lock (_storageLock)
Parallel.ForEach(StorageAdapters, a => a.StoreRange(clone, timeRange));
});
}
private OhlcData ContinuousOrMergedStorage(TimeRange timeRange, bool allowLive = false)
{
var partials = new List <OhlcData>();
foreach (var r in StorageAdapters.Select(x => x.GetRange(timeRange)))
{
if (r.IsEmpty())
{
continue;
}
if (!allowLive)
{
r.RemoveAll(x => x.CollectedNearLive);
}
if (r.IsCovering(timeRange))
{
return(r.HasGap() ? null : r);
}
partials.Add(r);
}
if (!partials.Any())
{
return(null);
}
var mergedData = new OhlcData(partials.First());
mergedData.ConvertedFrom = partials.Select(x => x.ConvertedFrom).FirstOrDefault(x => x != null) ?? mergedData.ConvertedFrom;
foreach (var i in partials)
{
mergedData.Merge(i);
}
if (!timeRange.IsFromInfinity && mergedData.HasGap())
{
return(null);
}
return(mergedData);
}
public OhlcData GetRange(TimeRange timeRange)
{
lock (Lock) {
Ctx.Status("Requesting in-memory data");
var seriesId = _adapter.SeriesId;
if (!CoverageMap.Covers(timeRange))
{
return(null);
}
var r = MemoryCache.Where(x => x.SeriesId == seriesId && x.DateTimeUtc >= timeRange.UtcFrom && x.DateTimeUtc <= timeRange.UtcTo).ToList();
var d = new OhlcData(timeRange.TimeResolution);
d.AddRange(r);
return(d);
}
}
private OhlcData UpdateDataItem(OhlcData item, decimal amount, decimal volume)
{
item.Volume += volume;
item.VolumeBase += volume * amount;
if (item.Max < amount)
{
item.Max = amount;
}
if (item.Min > amount)
{
item.Min = amount;
}
item.Close = amount;
return(item);
}
public void StoreRange(OhlcData data, TimeRange rangeAttempted)
{
lock (Lock)
{
if (data == null)
{
return;
}
if (CoverageMap.Found.Covers(rangeAttempted))
{
return;
}
Parallel.ForEach(data, x => x.SeriesId = _adapter.SeriesId);
MemoryCache.AddRange(data);
CoverageMap.Include(rangeAttempted, data);
}
}
public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var api = ApiProvider.GetApi(context);
var krakenTimeInterval = ConvertToKrakenInterval(context.Market);
// BUG: "since" is not implemented. Need to be checked.
var r = await api.GetOhlcDataAsync(context.Pair.ToTicker(this, ""), krakenTimeInterval).ConfigureAwait(false);
CheckResponseErrors(r);
var ohlc = new OhlcData(context.Market);
var seriesId = OhlcUtilities.GetHash(context.Pair, context.Market, Network);
if (r.result.pairs.Count != 0)
{
foreach (var ohlcResponse in r.result.pairs.FirstOrDefault().Value.OrderByDescending(x => x.time))
{
var time = ((long)ohlcResponse.time).ToUtcDateTime();
// BUG: ohlcResponse.volume is double ~0.2..10.2, why do we cast to long?
ohlc.Add(new OhlcEntry(seriesId, time, this)
{
Open = ohlcResponse.open,
Close = ohlcResponse.close,
Low = ohlcResponse.low,
High = ohlcResponse.high,
VolumeTo = ohlcResponse.volume, // Cast to long should be revised.
VolumeFrom = ohlcResponse.volume,
WeightedAverage = ohlcResponse.vwap // Should be checked.
});
}
}
else
{
throw new ApiResponseException("No OHLC data received", this);
}
return(ohlc);
}
private ArrayList getData() {
ArrayList data = new ArrayList();
int size = 10;
Java.Util.Random r = new Java.Util.Random();
for (int i = 1; i <= size; ++i) {
OhlcData ohlc = new OhlcData();
ohlc.category = i.ToString();
ohlc.high = r.NextInt(100);
if (ohlc.high < 2) {
ohlc.high = 2;
}
ohlc.low = r.NextInt(ohlc.high - 1);
ohlc.open = ohlc.low + r.NextInt(ohlc.high - ohlc.low);
ohlc.close = ohlc.low + r.NextInt(ohlc.high - ohlc.low);
data.Add(ohlc);
}
return data;
}
private OhlcData RequestInternal(TimeRange timeRange, bool allowLive = false)
{
if (!_apiAdapters.Any() && !_storageAdapters.Any())
{
return(null);
}
if (!StorageEnabled && !ApiEnabled)
{
return(null);
}
lock (_lock)
{
OhlcData results = null;
if (StorageEnabled)
{
results = ContinuousOrMergedStorage(timeRange, allowLive);
}
var hasRemaining = results.IsEmpty() ? null : results.Remaining(timeRange);
if (ApiEnabled && (results.IsEmpty() || hasRemaining != null))
{
results = CollectApi(hasRemaining ?? timeRange, results);
}
Ctx.Status(results.IsNotEmpty() ? "Data received, processing." : "No data received.");
if (StorageEnabled && results.IsNotEmpty())
{
StoreResults(timeRange, results);
}
return(results);
}
}
public static GLineSeries ToSmaSeries(this OhlcData data, int length, ResolutionSourceProvider resolver = null, string title = null)
{
title = title ?? length + " SMA";
var chartPointEvaluator = new InstantChartPointMapper(resolver ?? new ResolutionSourceProvider(data.Resolution));
var series = new GLineSeries
{
Configuration = chartPointEvaluator,
Fill = Brushes.Transparent,
PointGeometry = null,
Title = title
};
if (data == null)
{
return(series);
}
var values = new GearedValues <InstantChartPoint>();
var ordered = data.OrderBy(x => x.DateTimeUtc).ToList();
var smadata = FinancialHelper.ComputeMovingAverage(ordered.Select(x => x.Close).ToList(), length);
for (var index = 0; index < ordered.Count; index++)
{
var d = ordered[index];
var v = smadata[index];
if (double.IsNaN(v))
{
continue;
}
values.Add(new InstantChartPoint(d.DateTimeUtc, (decimal)v));
}
series.Values = values;
return(series);
}
public static GColumnSeries ToVolumeSeries(this OhlcData data, ResolutionSourceProvider resolver = null, string title = "")
{
var chartPointEvaluator = new InstantChartPointMapper(resolver ?? new ResolutionSourceProvider(data.Resolution));
var series = new GColumnSeries
{
Configuration = chartPointEvaluator,
Title = title
};
if (data == null)
{
return(series);
}
var values = new GearedValues <InstantChartPoint>();
values.AddRange(data.OrderBy(x => x.DateTimeUtc).Select(i => new InstantChartPoint(i)));
values.Quality = Quality.Low;
series.Values = values;
return(series);
}
public void StoreRange(OhlcData data, TimeRange rangeAttempted)
{
lock (Lock)
{
if (data == null)
{
return;
}
var isInDb = CoverageMap.Found.Covers(rangeAttempted);
if (isInDb)
{
return;
}
var seriesId = _adapter.SeriesId;
var col = PublicContext.I.GetCollection <OhlcEntry>();
data.ForEach(x => x.SeriesId = seriesId);
col.Upsert(data);
CoverageMap.Include(rangeAttempted, data);
}
}
public async Task <OhlcData> GetOhlcAsync(OhlcContext context)
{
var range = context.Range;
var market = context.Market;
var pair = context.Pair;
var limit = range.GetDistanceInResolutionTicks();
var toTs = range.UtcTo.GetSecondsSinceUnixEpoch();
var api = GetApi <ICryptoCompareApi>();
CryptoCompareSchema.HistoricListResult apir = null;
switch (market)
{
case TimeResolution.Hour:
apir = await api.GetHistoricalHourlyAsync(pair.Asset1.ToRemoteCode(this), pair.Asset2.ToRemoteCode(this), Name, "prime", "false", "true", 0, limit, toTs).ConfigureAwait(false);
break;
case TimeResolution.Day:
apir = await api.GetHistoricalDayAsync(pair.Asset1.ToRemoteCode(this), pair.Asset2.ToRemoteCode(this), Name, "prime", "false", "true", 0, limit, toTs, "false").ConfigureAwait(false);
break;
case TimeResolution.Minute:
apir = await api.GetHistoricalMinuteAsync(pair.Asset1.ToRemoteCode(this), pair.Asset2.ToRemoteCode(this), Name, "prime", "false", "true", 0, limit, toTs).ConfigureAwait(false);
break;
}
if (apir.IsError())
{
return(null);
}
var r = new OhlcData(market);
var seriesid = OhlcUtilities.GetHash(pair, market, Network);
var from = apir.TimeFrom;
var to = apir.TimeTo;
foreach (var i in apir.Data.Where(x => x.time >= from && x.time <= to))
{
var t = ((double)i.time).UnixTimestampToDateTime();
r.Add(new OhlcEntry(seriesid, t, this)
{
Open = i.open,
Close = i.close,
Low = i.low,
High = i.high,
VolumeFrom = i.volumefrom,
VolumeTo = i.volumeto
});
}
if (!string.IsNullOrWhiteSpace(apir.ConversionType.conversionSymbol))
{
r.ConvertedFrom = apir.ConversionType.conversionSymbol.ToAsset(this);
}
return(r);
}
public static bool IsNotEmpty(this OhlcData data)
{
return(data != null && data.Count > 0);
}
public static bool IsEmpty(this OhlcData data)
{
return(data == null || data.Count == 0);
}
/// <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);
}
public override Java.Lang.Object GetValue(Java.Lang.Object p0)
{
OhlcData entity = (OhlcData)p0;
return(entity.category);
}
public OhlcDataUpdatedEvent(OhlcData newData, Asset asset, bool isLive)
{
NewData = newData;
Asset = asset;
IsLive = isLive;
}
private OhlcData Convert(TimeRange range)
{
Ctx.Status("Converting @" + Ctx.PrimaryApiProvider.Title + " " + Ctx.CurrencyConversionApiProvider.Title + " [1]");
var pc = new OhlcContext(new AssetPair(Ctx.Pair.Asset1, Ctx.AssetIntermediary), Ctx.TimeResolution, range, L);
var r1 = ApiCoordinator.GetOhlc(Ctx.PrimaryApiProvider, pc);
if (r1.IsNull)
{
return(null);
}
var d1 = r1.Response;
Ctx.Status("Converting @" + Ctx.PrimaryApiProvider.Title + " " + Ctx.CurrencyConversionApiProvider.Title + " [2]");
var pc2 = new OhlcContext(new AssetPair(Ctx.AssetIntermediary, Ctx.Pair.Asset2), Ctx.TimeResolution, range, L);
var r2 = ApiCoordinator.GetOhlc(Ctx.CurrencyConversionApiProvider, pc2);
if (r2.IsNull)
{
return(null);
}
var d2 = r2.Response;
if (d1.IsEmpty() || d2.IsEmpty())
{
return(null);
}
if (d1.Count != d2.Count)
{
return(null);
}
var ohcldata = new OhlcData(_adapter.TimeResolution)
{
ConvertedFrom = Ctx.AssetIntermediary,
Network = Ctx.PrimaryApiProvider.Network
};
var seriesid = OhlcUtilities.GetHash(Ctx.Pair, range.TimeResolution, ohcldata.Network);
foreach (var i in d1)
{
var i2 = d2.FirstOrDefault(x => x.DateTimeUtc == i.DateTimeUtc);
if (i2 == null)
{
return(null);
}
ohcldata.Add(new OhlcEntry(seriesid, i.DateTimeUtc, Ctx.PrimaryApiProvider, Ctx.CurrencyConversionApiProvider, Ctx.AssetIntermediary)
{
Open = i.Open * i2.Open,
Close = i.Close * i2.Close,
High = i.High * i2.High,
Low = i.Low * i2.Low,
VolumeTo = 0,
VolumeFrom = i2.VolumeFrom,
WeightedAverage = 0
});
}
return(ohcldata);
}
