protected override async Task OnGetHistoricalTradesAsync(Func <IEnumerable <ExchangeTrade>, bool> callback, string symbol, DateTime?startDate = null, DateTime?endDate = null)
{
HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)
{
Callback = callback,
DirectionIsBackwards = false,
EndDate = endDate,
ParseFunction = (JToken token) =>
{
return(new ExchangeTrade
{
Amount = token["amount"].ConvertInvariant <decimal>(),
Price = token["price"].ConvertInvariant <decimal>(),
Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token["timestampms"].ConvertInvariant <long>()),
Id = token["tid"].ConvertInvariant <long>(),
IsBuy = token["type"].ToStringInvariant() == "buy"
});
},
StartDate = startDate,
Symbol = symbol,
TimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(dt)).ToStringInvariant(),
Url = "/trades/[symbol]?limit_trades=100×tamp={0}"
};
await state.ProcessHistoricalTrades();
}
protected override async Task OnGetHistoricalTradesAsync(Func <IEnumerable <ExchangeTrade>, bool> callback, string symbol, DateTime?startDate = null, DateTime?endDate = null)
{
/*
* [{
* "time": "2014-11-07T22:19:28.578544Z",
* "trade_id": 74,
* "price": "10.00000000",
* "size": "0.01000000",
* "side": "buy"
* }, {
* "time": "2014-11-07T01:08:43.642366Z",
* "trade_id": 73,
* "price": "100.00000000",
* "size": "0.01000000",
* "side": "sell"
* }]
*/
HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)
{
Callback = callback,
EndDate = endDate,
ParseFunction = (JToken token) =>
{
return(new ExchangeTrade
{
Amount = token["size"].ConvertInvariant <decimal>(),
Id = token["trade_id"].ConvertInvariant <long>(),
IsBuy = token["side"].ToStringInvariant() == "buy",
Price = token["price"].ConvertInvariant <decimal>(),
Timestamp = ConvertDateTimeInvariant(token["time"])
});
},
StartDate = startDate,
Symbol = symbol,
Url = "/products/[symbol]/trades",
UrlFunction = (HistoricalTradeHelperState _state) =>
{
return(_state.Url + (string.IsNullOrWhiteSpace(cursorBefore) ? string.Empty : "?before=" + cursorBefore.ToStringInvariant()));
}
};
await state.ProcessHistoricalTrades();
}
protected override async Task OnGetHistoricalTradesAsync(Func <IEnumerable <ExchangeTrade>, bool> callback, string symbol, DateTime?startDate = null, DateTime?endDate = null)
{
/* [ {
* "a": 26129, // Aggregate tradeId
* "p": "0.01633102", // Price
* "q": "4.70443515", // Quantity
* "f": 27781, // First tradeId
* "l": 27781, // Last tradeId
* "T": 1498793709153, // Timestamp
* "m": true, // Was the buyer the maker?
* "M": true // Was the trade the best price match?
* } ] */
HistoricalTradeHelperState state = new HistoricalTradeHelperState(this)
{
Callback = callback,
EndDate = endDate,
ParseFunction = (JToken token) =>
{
DateTime timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token["T"].ConvertInvariant <long>());
return(new ExchangeTrade
{
Amount = token["q"].ConvertInvariant <decimal>(),
Price = token["p"].ConvertInvariant <decimal>(),
Timestamp = timestamp,
Id = token["a"].ConvertInvariant <long>(),
IsBuy = token["m"].ConvertInvariant <bool>()
});
},
StartDate = startDate,
Symbol = symbol,
TimestampFunction = (DateTime dt) => ((long)CryptoUtility.UnixTimestampFromDateTimeMilliseconds(dt)).ToStringInvariant(),
Url = "/aggTrades?symbol=[symbol]&startTime={0}&endTime={1}",
};
await state.ProcessHistoricalTrades();
}