/// <summary> /// Export exchange data to csv and then to optimized bin files /// </summary> /// <param name="api">Exchange api, null to just convert existing csv files</param> /// <param name="symbol">Symbol to export</param> /// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param> /// <param name="sinceDateTime">Start date to begin export at</param> /// <param name="callback">Callback if api is not null to notify of progress</param> public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, System.Action <long> callback = null) { basePath = Path.Combine(basePath, symbol); Directory.CreateDirectory(basePath); sinceDateTime = sinceDateTime.ToUniversalTime(); if (api != null) { long count = 0; int lastYear = -1; int lastMonth = -1; StreamWriter writer = null; foreach (ExchangeTrade trade in api.GetHistoricalTrades(symbol, sinceDateTime)) { if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth) { if (writer != null) { writer.Close(); } lastYear = trade.Timestamp.Year; lastMonth = trade.Timestamp.Month; writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv"); } writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount); if (++count % 100 == 0) { callback?.Invoke(count); } } writer.Close(); callback?.Invoke(count); } TraderFileReader.ConvertCSVFilesToBinFiles(basePath); }
/// <summary> /// Export exchange data to csv and then to optimized bin files /// </summary> /// <param name="api">Exchange api, null to just convert existing csv files</param> /// <param name="marketSymbol">Market symbol to export</param> /// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param> /// <param name="sinceDateTime">Start date to begin export at</param> /// <param name="callback">Callback if api is not null to notify of progress</param> public static async Task ExportExchangeTrades(IExchangeAPI api, string marketSymbol, string basePath, DateTime sinceDateTime, Action <long> callback = null) { basePath = Path.Combine(basePath, marketSymbol); Directory.CreateDirectory(basePath); sinceDateTime = sinceDateTime.ToUniversalTime(); if (api != null) { long count = 0; int lastYear = -1; int lastMonth = -1; StreamWriter writer = null; bool innerCallback(IEnumerable <ExchangeTrade> trades) { foreach (ExchangeTrade trade in trades) { if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth) { if (writer != null) { writer.Close(); } lastYear = trade.Timestamp.Year; lastMonth = trade.Timestamp.Month; writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv"); } writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount); if (++count % 100 == 0) { callback?.Invoke(count); } } return(true); } await api.GetHistoricalTradesAsync(innerCallback, marketSymbol, sinceDateTime); writer.Close(); callback?.Invoke(count); } TraderFileReader.ConvertCSVFilesToBinFiles(basePath); }