Exemplo n.º 1
0
        /// <summary>
        /// Downloads a block of 5-second bars from a starting datetime
        /// </summary>
        /// <param name="symbol"></param>
        /// <param name="start"></param>
        /// <param name="barsPerRequest"></param>
        /// <returns></returns>
        private static async Task <List <Candle> > DownloadBars(string symbol, string start, int barsPerRequest)
        {
            if (_settings.EnableTrace)
            {
                Console.WriteLine("Requesting {0} bars for {1} from {2}", barsPerRequest, symbol, start);
            }

            var request = new CandlesRequest
            {
                instrument   = symbol,
                granularity  = EGranularity.S5,
                candleFormat = ECandleFormat.midpoint,
                count        = barsPerRequest,
                start        = Uri.EscapeDataString(start)
            };
            var bars = await Rest.GetCandlesAsync(request);

            if (_settings.EnableTrace)
            {
                if (bars.Count > 0)
                {
                    Console.WriteLine("Received {0} bars: {1} to {2}", bars.Count, bars[0].time, bars[bars.Count - 1].time);
                }
                else
                {
                    Console.WriteLine("Received 0 bars");
                }
            }

            return(bars);
        }
Exemplo n.º 2
0
        /// <summary>
        /// More detailed request to retrieve candles
        /// </summary>
        /// <param name="request">the request data to use when retrieving the candles</param>
        /// <returns>List of Candles received (or empty list)</returns>
        public static async Task <List <Candle> > GetCandlesAsync(CandlesRequest request)
        {
            string requestString = Server(EServer.Rates) + request.GetRequestString();

            CandlesResponse candlesResponse = await MakeRequestAsync <CandlesResponse>(requestString);

            List <Candle> candles = new List <Candle>();

            candles.AddRange(candlesResponse.candles);

            return(candles);
        }
Exemplo n.º 3
0
        /// <summary>
        /// More detailed request to retrieve candles
        /// </summary>
        /// <param name="request">the request data to use when retrieving the candles</param>
        /// <returns>List of Candles received (or empty list)</returns>
        internal static List <Candle> GetCandles(CandlesRequest request)
        {
            string requestString = Server(EServer.Rates) + request.GetRequestString();

            var candles = new List <Candle>();

            CandlesResponse candlesResponse = MakeRequest <CandlesResponse>(requestString);

            candles.AddRange(candlesResponse.Candles);

            return(candles);
        }
Exemplo n.º 4
0
        /// <summary>
        /// Downloads a list of bars at the requested resolution from a starting datetime
        /// </summary>
        /// <param name="oandaSymbol">The Oanda symbol</param>
        /// <param name="startUtc">The starting time (UTC)</param>
        /// <param name="barsPerRequest">The number of bars requested (max=5000)</param>
        /// <param name="granularity">The granularity (Oanda resolution)</param>
        /// <returns>The list of candles/bars</returns>
        public List <Candle> DownloadBars(string oandaSymbol, string startUtc, int barsPerRequest, EGranularity granularity)
        {
            var request = new CandlesRequest
            {
                instrument   = oandaSymbol,
                granularity  = granularity,
                candleFormat = ECandleFormat.midpoint,
                count        = barsPerRequest,
                start        = Uri.EscapeDataString(startUtc)
            };

            return(GetCandles(request));
        }
Exemplo n.º 5
0
        /// <summary>
        /// More detailed request to retrieve candles
        /// </summary>
        /// <param name="request">the request data to use when retrieving the candles</param>
        /// <returns>List of Candles received (or empty list)</returns>
        public static List <Candle> GetCandles(CandlesRequest request)
        {
            string requestString = Credentials.GetDefaultCredentials().GetServer(EServer.Rates) + request.GetRequestString();

            CandlesResponse candlesResponse = MakeRequest <CandlesResponse>(requestString);
            List <Candle>   candles         = new List <Candle>();

            if (candlesResponse != null)
            {
                candles.AddRange(candlesResponse.candles);
            }
            return(candles);
        }
Exemplo n.º 6
0
        private IEnumerable <Candle> GetCandles(string oandaSymbol, string startUtc, int barsPerRequest, Resolution resolution, ECandleFormat candleFormat)
        {
            var request = new CandlesRequest
            {
                instrument   = oandaSymbol,
                granularity  = ToGranularity(resolution),
                candleFormat = candleFormat,
                count        = barsPerRequest,
                start        = Uri.EscapeDataString(startUtc)
            };

            return(GetCandles(request));
        }
Exemplo n.º 7
0
        /// <summary>
        /// More detailed request to retrieve candles
        /// </summary>
        /// <param name="request">the request data to use when retrieving the candles</param>
        /// <returns>List of Candles received (or empty list)</returns>
        public List <Candle> GetCandles(CandlesRequest request)
        {
            var requestString = EndpointResolver.ResolveEndpoint(_environment, Server.Rates) + request.GetRequestString();

            var candlesResponse = MakeRequest <CandlesResponse>(requestString);

            var candles = new List <Candle>();

            if (candlesResponse != null)
            {
                candles.AddRange(candlesResponse.candles);
            }

            return(candles);
        }
Exemplo n.º 8
0
        public override async Task <CandlesResponse> GetCandles(CandlesRequest request, ServerCallContext context)
        {
            var candles = await _candlesHistoryService.GetCandlesHistoryAsync(
                request.AssetPairId,
                _mapper.Map <CandlePriceType>(request.Type),
                _mapper.Map <CandleTimeInterval>(request.Interval),
                request.From.ToDateTime().ToUniversalTime(),
                request.To.ToDateTime().ToUniversalTime());

            var result = new CandlesResponse {
                Body = new CandlesResponse.Types.Body()
            };

            result.Body.Candles.AddRange(_mapper.Map <List <Candle> >(candles.History));

            return(result);
        }
        public override async Task <CandlesResponse> GetCandles(CandlesRequest request, ServerCallContext context)
        {
            var symbol = request.AssetPairId;

            TimeSpan delta;

            const int defaultCountOfCandle = 1000;

            AntaresClientApi.Database.CandleData.Models.CandleType interval;

            switch (request.Interval)
            {
            //todo: implement other candle intervals;

            //case CandleInterval.Min5:   delta = TimeSpan.FromMinutes(5); break;
            //case CandleInterval.Min15:  delta = TimeSpan.FromMinutes(15); break;
            //case CandleInterval.Min30:  delta = TimeSpan.FromMinutes(30); break;
            case CandleInterval.Hour:   delta = TimeSpan.FromHours(1); interval = CandleType.Hour;  break;

            //case CandleInterval.Hour4:  delta = TimeSpan.FromHours(4); break;
            //case CandleInterval.Hour6:  delta = TimeSpan.FromHours(6); break;
            //case CandleInterval.Hour12: delta = TimeSpan.FromHours(12); break;
            case CandleInterval.Day:    delta = TimeSpan.FromDays(1); interval = CandleType.Day; break;

            //case CandleInterval.Week:   delta = TimeSpan.FromDays(7); break;
            case CandleInterval.Month:  delta = TimeSpan.FromDays(30); interval = CandleType.Month; break;

            default:
            {
                var response = new CandlesResponse();
                return(response);
            }
            }

            var toDate   = DateTime.UtcNow;
            var fromDate = toDate.AddSeconds(-delta.TotalSeconds * defaultCountOfCandle);

            if (request.From != null && request.To != null)
            {
                fromDate = request.From.ToDateTime();
                toDate   = request.To.ToDateTime();
            }
            else if (request.From != null)
            {
                fromDate = request.From.ToDateTime();
                toDate   = fromDate.AddSeconds(delta.Seconds * defaultCountOfCandle);
            }
            else if (request.To != null)
            {
                toDate   = request.To.ToDateTime();
                fromDate = toDate.AddSeconds(-delta.Seconds * defaultCountOfCandle);
            }

            //todo: implement different charts for ask\bid\mig\trade
            //request.Type


            try
            {
                var candles = await _marketDataService.GetCandles(request.AssetPairId,
                                                                  fromDate,
                                                                  toDate,
                                                                  interval);

                var result = new CandlesResponse
                {
                    Candles =
                    {
                        candles.OrderBy(c => c.Time)
                        .Select(c => new Candle
                        {
                            Timestamp =
                                Timestamp.FromDateTime(DateTime.SpecifyKind(c.Time, DateTimeKind.Utc)),
                            Volume         = "0",
                            OppositeVolume = "0",
                            Open           = c.Open.ToString(CultureInfo.InvariantCulture),
                            Close          = c.Close.ToString(CultureInfo.InvariantCulture),
                            High           = c.High.ToString(CultureInfo.InvariantCulture),
                            Low            = c.Close.ToString(CultureInfo.InvariantCulture),
                            LastPrice      = c.Close.ToString(CultureInfo.InvariantCulture)
                        })
                    }
                };

                return(result);
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex);
                throw;
            }
        }