public async Task <HistoryResponseDto> History(string symbol, Int32 from, Int32 to, string resolution)
{
_exchangeApi = ExchangeFactory.GetExchangeApi(Enumerations.ExchangesEnum.Gdax, null);
IEnumerable <Candle> candles =
_exchangeApi.GetCandles(new Coin {
Code = "EUR"
}, new Coin {
Code = "BTC"
}, 60 * 60 * 24, UnixTimeStampToDateTime(from), UnixTimeStampToDateTime(to));
candles = candles.OrderBy(x => x.Timestamp);
//var asTable = ToDataTable(candles.ToList());
var response = new HistoryResponseDto
{
TimeStamps = candles.Select(x => (long)CryptoUtility.UnixTimestampFromDateTimeSeconds(x.Timestamp)).ToArray(),
Opens = candles.Select(x => x.OpenPrice).ToArray(),
Highs = candles.Select(x => x.HighPrice).ToArray(),
Lows = candles.Select(x => x.LowPrice).ToArray(),
Closes = candles.Select(x => x.ClosePrice).ToArray(),
Volumes = candles.Select(x => Convert.ToDecimal(x.VolumeQuantity)).ToArray(),
Status = "ok"
};
return(response);
//var json = System.IO.File.ReadAllText("D:\\Development\\CryptoBot\\CryptoBot.Api\\Data\\Sample\\history.json");
//var result = JsonConvert.DeserializeObject<HistoryResponseDto>(json);
//var fromDates = result.TimeStamps.Where(x => x > from);
//var toDates = result.TimeStamps.Where(x => x < to);
//if(!fromDates.Any() || !toDates.Any())
// return new HistoryResponseDto{ Status = "no_data"};
//return JsonConvert.DeserializeObject<HistoryResponseDto>(json);
}
public override IEnumerable <Candle> GetCandles(Coin baseCoin, Coin coin, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null)
{
// /products/<product-id>/candles
// https://api.gdax.com/products/LTC-BTC/candles?granularity=86400&start=2017-12-04T18:15:33&end=2017-12-11T18:15:33
List <Candle> candles = new List <Candle>();
string symbol = NormalizeSymbol($"{coin.Code}-{baseCoin.Code}");
if (startDate == null)
{
startDate = DateTime.UtcNow.Subtract(TimeSpan.FromDays(1.0));
}
if (endDate == null)
{
endDate = DateTime.UtcNow;
}
StringBuilder sb = new StringBuilder();
sb.Append("/products/");
sb.Append(symbol);
sb.Append("/candles?granularity=" + periodSeconds);
sb.Append("&start=" +
HttpUtility.UrlEncode(startDate.Value.ToString("s",
System.Globalization.CultureInfo.InvariantCulture)).ToUpper());
sb.Append("&end=" +
HttpUtility.UrlEncode(endDate.Value.ToString("s",
System.Globalization.CultureInfo.InvariantCulture)).ToUpper());
// nightmare here with GDAX, they ignore the date in the url and return 350+ records
// howvwer, if you hover over the sb.ToString() it will acknowledge the dates, wtf? I kid you not
// time, low, high, open, close, volume
try
{
JToken token = MakeJsonRequest <JToken>(sb.ToString());
foreach (JArray candle in token)
{
candles.Add(new Candle
{
ClosePrice = (decimal)candle[4],
ExchangeName = Name,
HighPrice = (decimal)candle[2],
LowPrice = (decimal)candle[1],
Name = symbol,
OpenPrice = (decimal)candle[3],
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds((long)candle[0]),
VolumePrice = (double)candle[5],
VolumeQuantity = (double)candle[5] * (double)candle[4]
});
}
// re-sort in ascending order
candles.Sort((c1, c2) => c1.Timestamp.CompareTo(c2.Timestamp));
}
catch (Exception e)
{
throw e;
}
return(candles);
}
public override IEnumerable <Trade> GetHistoricalTrades(Coin baseCoin, Coin coin, DateTime?sinceDateTime = null)
{
string symbol = $"{baseCoin.Code}-{coin.Code}";
/* [ {
* "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?
* } ] */
symbol = NormalizeSymbol(symbol);
string baseUrl = "/aggTrades?symbol=" + symbol;
string url;
List <Trade> trades = new List <Trade>();
DateTime cutoff = DateTime.UtcNow;
while (true)
{
url = baseUrl;
if (sinceDateTime != null)
{
url += "&startTime=" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value) +
"&endTime=" + CryptoUtility.UnixTimestampFromDateTimeMilliseconds(sinceDateTime.Value + TimeSpan.FromDays(1.0));
}
JArray obj = MakeJsonRequest <Newtonsoft.Json.Linq.JArray>(url);
if (obj == null || obj.Count == 0)
{
break;
}
if (sinceDateTime != null)
{
sinceDateTime = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(obj.Last["T"].Value <long>());
if (sinceDateTime.Value > cutoff)
{
sinceDateTime = null;
}
}
foreach (JToken token in obj)
{
// TODO: Binance doesn't provide a buy or sell type, I've put in a request for them to add this
trades.Add(new CryptoBot.Model.Domain.Trading.Trade
{
Amount = token["q"].Value <decimal>(),
Price = token["p"].Value <decimal>(),
Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(token["T"].Value <long>()),
Id = token["a"].Value <long>(),
IsBuy = token["m"].Value <bool>()
});
}
trades.Sort((t1, t2) => t1.Timestamp.CompareTo(t2.Timestamp));
foreach (Trade t in trades)
{
yield return(t);
}
trades.Clear();
if (sinceDateTime == null)
{
break;
}
System.Threading.Thread.Sleep(1000);
}
}
