/// <summary>
/// take ticks data on instrument for period
/// взять тиковые данные по инструменту за период
/// </summary>
public List <Trade> GetTickDataToSecurity(Security security, DateTime startTime, DateTime endTime, DateTime lastDate)
{
string markerDateTime = "";
List <Trade> trades = new List <Trade>();
DateTime startOver = startTime;
if (endTime > DateTime.Now - new TimeSpan(0, 0, 1, 0))
{
endTime = DateTime.Now - new TimeSpan(0, 0, 1, 0);
}
while (true)
{
if (startOver >= endTime)
{
break;
}
List <Trade> newTrades = _client.GetTickHistoryToSecurity(security.Name, startOver);
if (newTrades != null && newTrades.Count != 0)
{
trades.AddRange(newTrades);
}
else
{
break;
}
startOver = trades[trades.Count - 1].Time.AddMilliseconds(1);
if (markerDateTime != startOver.ToShortDateString())
{
markerDateTime = startOver.ToShortDateString();
SendLogMessage(security.Name + " Binance Futures start loading: " + markerDateTime, LogMessageType.System);
}
Thread.Sleep(300);
}
if (trades.Count == 0)
{
return(null);
}
while (trades.Last().Time >= endTime)
{
trades.Remove(trades.Last());
}
return(trades);
}
/// <summary>
/// take ticks data on instrument for period
/// взять тиковые данные по инструменту за период
/// </summary>
public List <Trade> GetTickDataToSecurity(Security security, DateTime startTime, DateTime endTime, DateTime lastDate)
{
List <Trade> lastTrades = new List <Trade>();
string tradeId = "";
DateTime lastTradeTime = DateTime.MaxValue;
while (lastTradeTime > startTime)
{
lastDate = TimeZoneInfo.ConvertTimeToUtc(lastDate);
List <Trade> trades = _client.GetTickHistoryToSecurity(security, tradeId);
if (trades == null ||
trades.Count == 0)
{
lastTradeTime = lastDate.AddSeconds(-1);
Thread.Sleep(2000);
continue;
}
DateTime uniTime = trades[trades.Count - 1].Time.ToUniversalTime();
lastTradeTime = trades[0].Time;
for (int i2 = 0; i2 < trades.Count; i2++)
{
lastTrades.Insert(i2, trades[i2]);
}
tradeId = (Convert.ToInt32(trades[0].Id) - 1000).ToString();
Thread.Sleep(100);
}
return(lastTrades);
}