public void WriteFXHistory(CurrencyPairTimeSeries cpts)
{
string pathLib = GetFXLibraryPath(cpts);
this.PublishInfo($"Saving FX: {cpts.CurPair.ToString()}");
StringBuilder sb = new StringBuilder();
sb.AppendLine("Time,Close");
IEnumerable <DateTime> DateList = Data.GetAllDates();
//DateList = cpts.Freq.GetSchedule(DateList.First(), DateList.Last(), true);
foreach (DateTime date in DateList)
{
double close = Data.GetQuote(date, cpts.CurPair).Item2.Rate;
Int64 dateUnix = StaticLibrary.DateTimeToUnixTimeStamp(date);
//if (StaticLibrary.UnixTimeStampToDateTime(dateUnix + FXMinimunFrequency.GetFrequency(true)) < DateTime.UtcNow)
if (StaticLibrary.UnixTimeStampToDateTime(dateUnix) < DateTime.UtcNow)
{
sb.AppendLine($"{dateUnix},{close}");
}
else
{
this.PublishInfo($"Stopped at line: {StaticLibrary.UnixTimeStampToDateTime(dateUnix)}");
}
}
File.WriteAllText(pathLib, sb.ToString());
}
public List <Tuple <DateTime, double> > GetTimeSeries(ITimeSeriesKey itsk, bool isIndex, DateTime startDate)
{
List <Tuple <DateTime, double> > res = new List <Tuple <DateTime, double> >();
double value;
double lastItemValue = Double.NaN;
double lastTSValue = 10000;
foreach (OHLC item in GetOHLCTimeSeries(itsk, StaticLibrary.DateTimeToUnixTimeStamp(startDate)))
{
DateTime itemTime = StaticLibrary.UnixTimeStampToDateTime(item.Time);
itemTime = itsk.GetFrequency().Add(itemTime);
if (itemTime > DateTime.UtcNow)
{
itemTime = new DateTime(9999, 1, 1);
}
if (itemTime > startDate)
{
if (!isIndex)
{
value = (double)item.Close;
}
else
{
value = Double.IsNaN(lastItemValue) ? lastTSValue : lastTSValue * (double)item.Close / lastItemValue;
lastItemValue = (double)item.Close;
lastTSValue = value;
}
res.Add(new Tuple <DateTime, double>(itemTime, value));
}
}
return(res);
}
public void WriteFeesMemory()
{
foreach (Currency ccy in AvailableCryptoCurrencies)
{
if (UpdateMemory[ccy])
{
if (!IsAcceptedCryptoCurrency(ccy))
{
throw new Exception($"This data provider does not access the data from his Blockchain: {ccy.ToFullName()}");
}
this.PublishInfo($"Writing Fees History {ccy.ToFullName()}");
StringBuilder sb = new StringBuilder();
sb.AppendLine("Time,RefId,Fees");
foreach (DateTime tx_date in FeesMemory[ccy].Keys)
{
var item = FeesMemory[ccy][tx_date];
sb.AppendLine($"{StaticLibrary.DateTimeToUnixTimeStamp(tx_date)},{item.Item1},{item.Item2.GetBtc()}");
}
File.WriteAllText(GetPath(ccy), sb.ToString());
UpdateMemory[ccy] = false;
}
}
}
public BitcoinValue GetTransactionFees(Transaction tx, List <string> depositAddresses)
{
Currency ccy = tx.Received.Ccy;
DateTime?timeKey = GetTransactionInMemory(tx);
if (timeKey.HasValue)
{
return(FeesMemory[ccy][timeKey.Value].Item2);
}
UpdateMemory[ccy] = true;
decimal res = 0;
long tx_date_ref = StaticLibrary.DateTimeToUnixTimeStamp(tx.Date);
DateTime?tx_date = null;
foreach (string address in depositAddresses)
{
List <ApiTx> tx_add = GetAddressTransactions(address);
foreach (ApiTx item in tx_add)
{
if (item.GetAmountFromAddress(address).GetBtc() == (decimal)tx.Received.Amount)
{
if (StaticLibrary.DateTimeDistTest(tx.Date, item.Time, 4))
{
res = item.GetFees().GetBtc();
tx_date = item.Time;
}
}
}
}
BitcoinValue bv = new BitcoinValue(res);
if (tx_date.HasValue)
{
FeesMemory[ccy][tx_date.Value] = new Tuple <string, BitcoinValue>(tx.ID, bv);
}
return(bv);
}
/// <summary>
/// Get OHLC TimeSeries untreated
/// </summary>
/// <param name="itsk"></param>
/// <returns></returns>
private List <OHLC> GetOHLCTimeSeries(ITimeSeriesKey itsk,
Int64?startDate = null,
Int64?endDate = null)
{
Int64 startDateUnix;;
if (!startDate.HasValue)
{
startDateUnix = StaticLibrary.DateTimeToUnixTimeStamp(new DateTime(2000, 1, 1));
}
else
{
startDateUnix = startDate.Value;
}
Int64 endDateUnix;
if (!endDate.HasValue)
{
endDateUnix = StaticLibrary.DateTimeToUnixTimeStamp(new DateTime(3000, 1, 1));
}
else
{
endDateUnix = endDate.Value;
}
try
{
LoadOHLC(itsk);
List <OHLC> res = OHLCData[itsk.GetTimeSeriesKey()];
int FreqInSecs = itsk.GetFrequency().GetFrequency(inSecs: true);
res = res.Where(x => startDateUnix - FreqInSecs <= x.Time && x.Time < endDateUnix && x.Low > 0)
.ToList();
if (res.Count() == 0)
{
return(GetOHLCTimeSeries(itsk.GetNextFrequency(), startDateUnix, endDateUnix));
}
else if (res.First().Time <= startDateUnix)
{
return(res);
}
else
{
ITimeSeriesKey nextFreqTSK = itsk.GetNextFrequency();
if (nextFreqTSK.GetFrequency() == Frequency.None)
{
return new List <OHLC> {
}
}
;
else
{
List <OHLC> prevRes = GetOHLCTimeSeries(nextFreqTSK, startDate, res.First().Time);
prevRes.AddRange(res);
return(prevRes);
}
}
}
catch (Exception e)
{
this.PublishWarning(e.Message);
return(new List <OHLC> {
});
}
}