public async Task <IEnumerable <CandleModel> > GetCandlesAsync(string tradingPair, CandlePeriod candlePeriod, long start, long?end)
{
using (var client = GetClient())
{
client.DefaultRequestHeaders.Add("API-Key", _krakenOptions.ApiKey);
var endPointUrl = $"/0/public/OHLC?pair={tradingPair}&interval={(int) candlePeriod}&since={start}";
using (var response = await client.GetAsync(endPointUrl))
{
if (!response.IsSuccessStatusCode)
{
throw new Exception($"Response code: {response.StatusCode}");
}
var resultResponseContent = await response.Content.ReadAsStringAsync();
var obj = (JObject)JsonConvert.DeserializeObject(resultResponseContent);
var err = (JArray)obj["error"];
if (err.Count != 0)
{
throw new Exception(err[0].ToString());
}
var result = obj["result"].Value <JObject>();
var krakenResult = new KrakenResult
{
Candles = new Dictionary <string, List <KrakenCandle> >()
};
foreach (var o in result)
{
if (o.Key == "last")
{
krakenResult.Last = o.Value.Value <long>();
}
else
{
var ohlc = o.Value.ToObject <decimal[][]>()
.Select(v => new KrakenCandle
{
Date = (long)v[0],
Open = v[1],
High = v[2],
Low = v[3],
Close = v[4],
VolumeWeightedPrice = v[5],
Volume = v[6],
TradingCount = (int)v[7]
})
.ToList();
krakenResult.Candles.Add(o.Key, ohlc);
}
}
return(Mapper.Map <IEnumerable <CandleModel> >(krakenResult.Candles[tradingPair]));
}
}
}
public string SerializeExpected <T>(T data)
{
var result = new KrakenResult <T>()
{
Result = data,
Error = new string[] {}
};
return(JsonConvert.SerializeObject(result));
}
private void MapKrakenOnlyProperties(KrakenComputingResult result, KrakenResult krakenResult)
{
result.GroupSpeed.AddRange(krakenResult.GroupSpeed);
result.PhaseSpeed.AddRange(krakenResult.PhaseSpeed);
result.K.AddRange(krakenResult.K);
result.ModesCount = krakenResult.ModesCount;
result.Modes.AddRange(krakenResult.Modes);
result.ZM.AddRange(krakenResult.ZM);
result.Warnings.AddRange(krakenResult.Warnings);
result.GroupSpeed.RemoveAt(0);
result.PhaseSpeed.RemoveAt(0);
result.K.RemoveAt(0);
result.ZM.RemoveAt(0);
result.Modes.RemoveAt(0);
foreach (var modes in result.Modes)
{
modes.RemoveAt(0);
}
}
public KrakenResult GetKrakenResult()
{
var data = new KrakenResult();
data.ModesCount = 44;
data.GroupSpeed.AddRange(Enumerable.Repeat(0d, 45));
data.PhaseSpeed.AddRange(Enumerable.Repeat(0d, 45));
data.K.AddRange(Enumerable.Repeat(new Complex(), 45));
data.Modes.AddRange(new List <List <double> > {
new List <double> {
0
},
new List <double> {
0
}
});
data.ZM.AddRange(new List <double> {
0, 0, 0
});
return(data);
}
