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 rRaw = await api.GetCandlestickBarsAsync(pairCode, interval, startDate, endDate).ConfigureAwait(false);
CheckResponseErrors(rRaw);
var r = rRaw.GetContent();
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);
}
