public virtual Task <TimeSerie <ITradeBar> > GetHistoryNavigator(DateTime historyStartTime)
{
//todo fetch history from database
TimeSerie <ITradeBar> newNavigator = new TimeSerie <ITradeBar>();
//consolidate the currently available data
using (var navigator = new TimeSerieNavigator <ITradeBar>(this.DataSource.Ticks))
{
//add all records up to current time
navigator.SeekNearestBefore(historyStartTime);
while (navigator.MoveNext() && navigator.Time <= this.DataSource.Ticks.Time)
{
newNavigator.AddRecord(navigator.Current);
}
}
return(Task.FromResult(newNavigator));
}
public async Task <TimeSerie <ITradeBar> > GetHistoryNavigator(TimeSpan resolution, DateTime historyStartTime)
{
if (historyStartTime > this.Time)
{
throw new InvalidOperationException("Requested future quotes");
}
if (resolution != TimeSpan.FromMinutes(1))
{
throw new NotSupportedException("Binance symbol history only supports resolution 1 minute");
}
var history = new TimeSerie <ITradeBar>();
var sem = GetSemaphore();
await sem.WaitAsync();
try
{
//--- get the data from db
await HistoryDb.AssureData(HistoryId, historyStartTime, this.Time);
ISymbolHistory symbolHistory = HistoryDb.GetSymbolHistory(HistoryId, historyStartTime, DateTime.MaxValue);
//HistoryDb.CloseFile(this.Market, Symbol.Key, TimeSpan.FromSeconds(60));
while (symbolHistory.Ticks.MoveNext())
{
history.AddRecord(symbolHistory.Ticks.Current, true);
}
}
catch (Exception ex)
{
Logger.Error("Exception during SymbolFeed.GetHistoryNavigator: {0}", ex.Message);
}
finally
{
sem.Release();
}
return(history);
}