/// <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);
}
/// <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);
}
/// <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);
}
/// <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));
}
/// <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);
}
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));
}
/// <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);
}
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;
}
}