private void StreamingEventReceivedHandler(object sender, StreamingEventReceivedEventArgs args)
{
switch (args.Response)
{
case CandleResponse response:
var ticker = _tickersByFigi[response.Payload.Figi];
var currentValue = (double)response.Payload.Close;
var previousValue = (double?)null;
if (!Candles.ContainsKey(ticker))
{
Candles[ticker] = response.Payload;
}
else
{
previousValue = (double?)Candles[ticker].Close;
}
if (!NextSignalTime.ContainsKey(ticker) || NextSignalTime[ticker] < DateTime.UtcNow)
{
var signalValue = GetSignalValue(currentValue, previousValue);
if (signalValue.HasValue)
{
RaiseSendingSignalEvent(ticker, signalValue.Value);
}
}
break;
case StreamingErrorResponse response:
_logger.LogError("Error response received: {StreamingErrorResponse}", response);
break;
default:
_logger.LogError("Received unrecognized type of streaming response. {StreamingResponse}", args.Response);
break;
}
}
public static bool GetNewCandle(string resolution, string pair, string symbol)
{
if (!Candles.ContainsKey(pair))
{
Candles.Add(pair, new List <Candle>());
}
string requestStr = requestUrl;
if (Candles[pair].Count <= 0)
{
requestStr = requesthistory;
}
requestStr = string.Format(requestStr, resolution, pair);
try
{
HttpWebRequest request = (HttpWebRequest)WebRequest.Create(requestStr);
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
string raw = new StreamReader(response.GetResponseStream()).ReadToEnd();
string[] sep = { "," };
string[] dataArray = raw.Replace("[", "").Replace("]", "").Split(sep, StringSplitOptions.RemoveEmptyEntries);
if (Candles[pair].Count <= 0)
{
Console.WriteLine(string.Format("No history available for {0} with resolution {1}", pair, resolution));
Console.WriteLine("Getting last 100 candles...");
for (int i = 6; i < dataArray.Length; i += 6)
{
long mtsTemp = Convert.ToInt64(dataArray[i]);
DateTime time = new DateTime(1970, 1, 1).AddMilliseconds(mtsTemp).AddMinutes(60);
float open = Convert.ToSingle(dataArray[i + 1].Replace(".", ","));
float close = Convert.ToSingle(dataArray[i + 2].Replace(".", ","));
float high = Convert.ToSingle(dataArray[i + 3].Replace(".", ","));
float low = Convert.ToSingle(dataArray[i + 4].Replace(".", ","));
Candle c = new Candle(symbol, pair, resolution, mtsTemp, time, open, high, low, close, true);
}
Console.WriteLine("Successfully retrieved history");
Console.WriteLine("Searching for new candles...");
return(true);
}
long[] converted = new long[5];
for (int i = 0; i < converted.Length; i++)
{
converted[i] = (long)Convert.ToSingle(dataArray[i + 6].Replace(".", ","));
}
long mts = Convert.ToInt64(dataArray[6]);
if (mts > Candles[pair][Candles[pair].Count - 1].mts)
{
DateTime time = new DateTime(1970, 1, 1).AddMilliseconds(mts).AddMinutes(60);
Candle c = new Candle(symbol, pair, resolution, mts, time, converted[1], converted[3], converted[4], converted[2]);
return(true);
}
return(false);
}
catch (WebException e)
{
Console.WriteLine(e.Message);
Thread.Sleep(2000);
return(GetNewCandle(resolution, pair, symbol));
}
}