/// <summary>
/// Ordered by ASC
/// </summary>
public async Task <HttpCandlestickDataResponseDto> GetCandlestickDataAsync(
string symbol,
string candlestickInterval,
DateTime?from = null,
DateTime?to = null,
int limit = 500
)
{
limit = Math.Max(limit, 1000);
// split from-to on intervals according to limit and candlestickInterval
// as Binance allows max 1000 items to request, but date range could be huge (e.g. 1 year of 1h intervals)
if (from.Value != null && to.Value != null)
{
var candlestickIntervalConfig = BinanceConfig.GetBarChartInterval(candlestickInterval);
TimeSpan requestedRange = to.Value.Subtract(from.Value);
int candlestickIntervalsInDateRange = Convert.ToInt32(Math.Round(requestedRange.TotalMilliseconds / candlestickIntervalConfig.TimeSpan.TotalMilliseconds, 0));
if (candlestickIntervalsInDateRange > limit)
{
int requestCount = Convert.ToInt32(Math.Ceiling((double)candlestickIntervalsInDateRange / (double)limit));
TimeSpan requestTimeSpan = limit * candlestickIntervalConfig.TimeSpan; // E.g. 4h * 1000 = 4000 hours
var aggregatedResult = new HttpCandlestickDataResponseDto();
DateTime localFrom = from.Value;
DateTime localTo = from.Value;
for (int i = 0; i < requestCount; i++)
{
localFrom = localTo;
localTo = localFrom.Add(requestTimeSpan);
localTo = localTo <= DateTime.UtcNow ? localTo : DateTime.UtcNow;
var intermediateResult = await _GetCandlestickDataAsync(symbol, candlestickInterval, localFrom, localTo, limit);
aggregatedResult.Candles.AddRange(intermediateResult.Candles);
}
// order asc
aggregatedResult.Candles = aggregatedResult.Candles.OrderBy(x => x.OpenTime).ToList();
return(aggregatedResult);
}
}
return(await _GetCandlestickDataAsync(symbol, candlestickInterval, from, to, limit));
}
private async Task <HttpCandlestickDataResponseDto> _GetCandlestickDataAsync(
string symbol,
string candlestickInterval,
DateTime?from,
DateTime?to,
int limit
)
{
string startTime = from.Value != null ? new DateTimeOffset(from.Value).ToUnixTimeMilliseconds().ToString() : string.Empty;
string endTime = to.Value != null ? new DateTimeOffset(to.Value).ToUnixTimeMilliseconds().ToString() : string.Empty;
var httpResponse = await _httpUtil.GetAsync($"{_binanceConfig.HttpApiUrl}/api/{_apiVersion}/klines?symbol={symbol}&interval={candlestickInterval}&startTime={startTime}&endTime={endTime}&limit={limit}");
_httpUtil.EnsureSuccessStatusCode(httpResponse);
string httpContent = await httpResponse.Content.ReadAsStringAsync();
var response = JsonConvert.DeserializeObject <IEnumerable <List <object> > >(httpContent);
var dto = new HttpCandlestickDataResponseDto()
{
Candles = response.Select(candle =>
{
return(new HttpCandlestickDataItemResponseDto()
{
OpenTime = DateTimeOffset.FromUnixTimeMilliseconds(long.Parse(candle[0].ToString())).UtcDateTime,
OpenPrice = decimal.Parse(candle[1].ToString()),
HighPrice = decimal.Parse(candle[2].ToString()),
LowPrice = decimal.Parse(candle[3].ToString()),
ClosePrice = decimal.Parse(candle[4].ToString()),
Volume = decimal.Parse(candle[5].ToString()),
CloseTime = DateTimeOffset.FromUnixTimeMilliseconds(long.Parse(candle[6].ToString())).UtcDateTime,
QuoteAssetVolume = decimal.Parse(candle[7].ToString()),
NumberOfTrades = int.Parse(candle[8].ToString()),
TakerBuyBaseAssetVolume = decimal.Parse(candle[9].ToString()),
TakerBuyQuoteAssetVolume = decimal.Parse(candle[10].ToString()),
ApiIgnoredValue = candle[11].ToString(),
});
}).ToList(),
};
// order asc
dto.Candles = dto.Candles.OrderBy(x => x.OpenTime).ToList();
return(dto);
}
