public static IFeedHistory Create(IFeedHistory item)
{
return(new FeedHistory
{
AssetPair = item.AssetPair,
PriceType = item.PriceType,
DateTime = item.DateTime,
Candles = item.Candles
});
}
public static CandleWithPairId ToCandleWithPairId(this IFeedHistory feedHistory)
{
return(new CandleWithPairId
{
AssetPairId = feedHistory.AssetPair,
Candle = new FeedCandle
{
DateTime = feedHistory.FeedTime,
Close = feedHistory.TradeCandles.Last().Close,
High = feedHistory.TradeCandles.Last().High,
IsBuy = feedHistory.PriceType == TradePriceType.Bid,
Low = feedHistory.TradeCandles.Last().Low,
Open = feedHistory.TradeCandles.Last().Open
}
});
}
public IReadOnlyList <ICandle> FillGapUpTo(AssetPair assetPair, IFeedHistory feedHistory)
{
var key = GetKey(feedHistory.AssetPair, feedHistory.PriceType);
var candles = feedHistory.Candles
.Where(item => item.Low > 0 && item.High > 0 && item.Open > 0 && item.Close > 0)
.Select(item => item.ToCandle(feedHistory.AssetPair, feedHistory.PriceType, feedHistory.DateTime))
.ToList();
_lastCandles.TryGetValue(key, out var lastCandle);
bool removeFirstCandle;
// Use the last candle as the first candle, if any
if (lastCandle != null)
{
removeFirstCandle = true;
candles.Insert(0, lastCandle);
}
else
{
removeFirstCandle = false;
}
var result = GenerateMissedCandles(assetPair, candles);
// Remember the last candle, if any
if (result.Any())
{
_lastCandles[key] = Candle.Copy(result.Last());
}
if (removeFirstCandle)
{
result.RemoveAt(0);
}
return(new ReadOnlyCollection <ICandle>(result));
}
public IReadOnlyList <ICandle> FillGapUpTo(AssetPair assetPair, IFeedHistory feedHistory)
{
return(feedHistory.Candles
.Select(item => item.ToCandle(feedHistory.AssetPair, feedHistory.PriceType, feedHistory.DateTime))
.ToList());
}