protected override async Task <IEnumerable <MarketCandle> > OnGetCandlesAsync(string symbol, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null, int?limit = null)
{
// https://api.bitfinex.com/v2/candles/trade:1d:btcusd/hist?start=ms_start&end=ms_end
List <MarketCandle> candles = new List <MarketCandle>();
symbol = NormalizeSymbol(symbol);
string periodString = CryptoUtility.SecondsToPeriodString(periodSeconds).Replace("d", "D"); // WTF Bitfinex, capital D???
string url = "/candles/trade:" + periodString + ":t" + symbol + "/hist?sort=1";
if (startDate.HasValue && endDate.HasValue)
{
url += "&start=" + ((long)startDate.Value.UnixTimestampFromDateTimeMillisecondsForBitfinex()).ToStringInvariant();
url += "&end=" + ((long)endDate.Value.UnixTimestampFromDateTimeMillisecondsForBitfinex()).ToStringInvariant();
}
//else
//{
// url = "/candles/trade:" + periodString + ":t" + symbol + "/last?sort=1";
//}
if (limit != null)
{
url += "&limit=" + (limit.Value.ToStringInvariant());
}
JToken token = await MakeJsonRequestAsync <JToken>(url);
/* MTS, OPEN, CLOSE, HIGH, LOW, VOL */
foreach (JArray candle in token)
{
candles.Add(new MarketCandle
{
ClosePrice = candle[2].ConvertInvariant <decimal>(),
ExchangeName = Name,
HighPrice = candle[3].ConvertInvariant <decimal>(),
LowPrice = candle[4].ConvertInvariant <decimal>(),
Name = symbol,
OpenPrice = candle[1].ConvertInvariant <decimal>(),
PeriodSeconds = periodSeconds,
Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(candle[0].ConvertInvariant <long>()),
BaseVolume = candle[5].ConvertInvariant <decimal>(),
ConvertedVolume = candle[5].ConvertInvariant <decimal>() * candle[2].ConvertInvariant <decimal>()
});
}
return(candles);
}
