private Candle?CreateCandle(IBinanceKline kline, string market, Timeframe timefame)
{
var c = new Candle
{
CloseTimeTicks = kline.CloseTime.Ticks,
IsComplete = kline.CloseTime <= DateTime.UtcNow ? (byte)1 : (byte)0,
CloseBid = (float)kline.CommonClose,
HighBid = (float)kline.CommonHigh,
LowBid = (float)kline.CommonLow,
OpenTimeTicks = kline.OpenTime.Ticks,
OpenBid = (float)kline.CommonOpen,
Volume = (float)kline.CommonVolume,
CloseAsk = (float)kline.CommonClose,
HighAsk = (float)kline.CommonHigh,
LowAsk = (float)kline.CommonLow,
OpenAsk = (float)kline.CommonOpen
};
var interval = (c.CloseTime() - c.OpenTime()).TotalSeconds;
if ((int)timefame != Math.Round(interval))
{
// throw new ApplicationException("Candle timeframe wrong"); // Some candles are wrong length (Seen some in 2018 date ranges)
}
if (c.OpenTimeTicks > c.CloseTimeTicks)
{
//throw new ApplicationException("Candle open time is later the close time");
Log.Warn($"Binance candle ignored {market} {c} {timefame}");
return(null);
}
return(c);
}
private bool CheckKline(Interval interval)
{
KlineInterval kline = interval.ToBinance();
IEnumerable <IBinanceKline> candles = _client.Spot.Market
.GetKlines(Pair, kline, null, null, 2)
.GetResult();
IBinanceKline candle = candles.First();
decimal profit = EurAvailable + EurAvailable * Profit / 100;
decimal crypto = EurAvailable / candle.Open;
decimal cryptoBuy = crypto - crypto * TakerFee;
decimal cryptoSell = cryptoBuy - cryptoBuy * TakerFee;
decimal wantedHigh = profit / cryptoSell;
return(candle.Open <= candle.Close && wantedHigh <= candle.High);
}
