internal void Set(CandleGranularity candleGranularity, DateTime utc)
{
switch (candleGranularity)
{
case CandleGranularity.Minutes1:
_minutes1 = utc;
break;
case CandleGranularity.Minutes5:
_minutes5 = utc;
break;
case CandleGranularity.Minutes15:
_minutes15 = utc;
break;
case CandleGranularity.Hour1:
_hour1 = utc;
break;
case CandleGranularity.Hour6:
_hour6 = utc;
break;
case CandleGranularity.Hour24:
_hour24 = utc;
break;
default:
throw new ArgumentOutOfRangeException(nameof(candleGranularity), candleGranularity, null);
}
}
public async Task <IList <Candle> > GetHistoricRatesAsync(
ProductType productPair,
DateTime start,
DateTime end,
CandleGranularity granularity)
{
const int maxPeriods = 300;
var candleList = new List <Candle>();
DateTime?batchEnd = end;
DateTime batchStart;
var maxBatchPeriod = (int)granularity * maxPeriods;
do
{
if (batchEnd == null)
{
break;
}
batchStart = batchEnd.Value.AddSeconds(-maxBatchPeriod);
if (batchStart < start)
{
batchStart = start;
}
candleList.AddRange(await GetHistoricRatesAsync(productPair, batchStart, batchEnd.Value, (int)granularity));
batchEnd = candleList.LastOrDefault()?.Time;
} while (batchStart > start);
return(candleList);
}
internal DateTime Get(CandleGranularity candleGranularity)
{
switch (candleGranularity)
{
case CandleGranularity.Minutes1:
return(_minutes1);
case CandleGranularity.Minutes5:
return(_minutes5);
case CandleGranularity.Minutes15:
return(_minutes15);
case CandleGranularity.Hour1:
return(_hour1);
case CandleGranularity.Hour6:
return(_hour6);
case CandleGranularity.Hour24:
return(_hour24);
default:
throw new ArgumentOutOfRangeException(nameof(candleGranularity), candleGranularity, null);
}
}
public void EnsureMarketFeedSettings(ProductType productType, CandleGranularity granularity)
{
var subject = new CandleMonitorFeeds(productType, granularity, true, null);
Assert.That(subject.Granularity, Is.EqualTo(granularity));
Assert.That(subject.Granularity, Is.EqualTo(subject.MarketFeedSettings.Granularity));
Assert.That(subject.ProductId, Is.EqualTo(productType));
Assert.That(subject.ProductId, Is.EqualTo(subject.MarketFeedSettings.ProductId));
}
public async Task AllOptionPricesAsyncTest(string symbol, CandleGranularity period)
{
var response = await _client.HistoricalData
.AllOptionPricesAsync(symbol, period);
Assert.AreEqual(response.Status, "Success");
Assert.IsNotNull(response.Data);
Assert.GreaterOrEqual(response.Data.Count(), 1);
Assert.GreaterOrEqual(response.Data.First().Volume, 1);
}
public CandleMonitorFeeds(ProductType productId, CandleGranularity granularity, bool hasOverlay = true, DateTime?tradeFromUtc = null)
{
if (tradeFromUtc != null && tradeFromUtc.Value.Kind != DateTimeKind.Utc)
{
throw new ArgumentNotUtcException(nameof(tradeFromUtc), tradeFromUtc.Value);
}
ProductId = productId;
Granularity = granularity;
TradeFromUtc = tradeFromUtc;
HasOverlay = hasOverlay;
}
/// <summary>
/// Get Candlesticks for a trading pair
/// </summary>
/// <param name="pair">Trading pair</param>
/// <param name="stickCount">Number of sticks to return</param>
/// <param name="candleGranularity">CandleGranularity enum</param>
/// <returns>Candle array</returns>
public async Task <Candle[]> GetCandleSticks(string pair, int stickCount, CandleGranularity candleGranularity)
{
//stickCount++;
var start = _dtHelper.SubtractFromUTCNow(0, stickCount, 0);
var end = DateTime.UtcNow;
ProductType productType;
Enum.TryParse(pair, out productType);
var candlesticks = await gdaxClient.ProductsService.GetHistoricRatesAsync(productType, start, end, candleGranularity);
return(candlesticks.ToArray());
}
public async Task <IList <Candle> > GetHistoricRatesAsync(
string productPair,
DateTime start,
DateTime end,
CandleGranularity granularity)
{
const int maxPeriods = 300;
var candleList = new List <Candle>();
DateTime?batchEnd = end;
DateTime batchStart;
var maxBatchPeriod = (int)granularity * maxPeriods;
var requests = 0;
do
{
if (batchEnd == null)
{
break;
}
batchStart = batchEnd.Value.AddSeconds(-maxBatchPeriod);
if (batchStart < start)
{
batchStart = start;
}
if (requests >= 3)
{
await Task.Delay(1000);
requests = 0;
}
candleList.AddRange(await GetHistoricRatesAsync(productPair, batchStart, batchEnd.Value, (int)granularity));
requests++;
var previousBatchEnd = batchEnd;
batchEnd = candleList.LastOrDefault()?.Time;
if (previousBatchEnd == batchEnd)
{
break;
}
} while (batchStart > start);
return(candleList);
}
public MarketFeedSettings(ProductType id, CandleGranularity granularity)
{
ProductId = id;
Granularity = granularity;
}
public virtual async Task <IList <Candle> > ListerLesTaux(DateTime debut, DateTime fin, CandleGranularity granularite)
{
try
{
var taux = await coinbaseProClient.ProductsService.GetHistoricRatesAsync(TypeProduit, debut, fin, granularite);
return(taux);
}
catch (Exception ex)
{
throw ex;
}
}
public CandleRequest(CandleGranularity granularity)
{
}
public async ValueTask <OmniEqResponse <IEnumerable <QuoteResponse> > > PricesAsync(string symbol, DateTime start, DateTime end, CandleGranularity period = CandleGranularity.OneMinute)
{
const string urlPattern = "historical/prices";
var results = new List <QuoteResponse>();
var tempEnd = start.AddDays(31);
string status;
string message;
do
{
if (tempEnd.CompareTo(end) > 0)
{
tempEnd = end;
}
var qsb = new QueryStringBuilder();
qsb.Add("start", start.ToString("yyyy-MM-dd"));
qsb.Add("end", tempEnd.ToString("yyyy-MM-dd"));
qsb.Add("period", period.GetDescription());
var quotes = await _executor.SymbolExecuteAsync <IEnumerable <QuoteResponse> >(urlPattern, symbol, qsb).ConfigureAwait(false);
if (quotes.Status == "Success")
{
results.AddRange(quotes.Data);
var quote = quotes.Data.FirstOrDefault();
if (quote != null && quote.Start.CompareTo(start) > 0)
{
start = quote.Start.AddDays(-32);
}
status = quotes.Status;
message = quotes.Message;
}
else
{
status = quotes.Status;
message = quotes.Message;
results = null;
break;
}
start = start.AddDays(32);
tempEnd = start.AddDays(31);
} while (tempEnd.CompareTo(end) < 0);
return(new OmniEqResponse <IEnumerable <QuoteResponse> >()
{
Status = status,
Message = message,
Data = results
});
}
public async ValueTask <OmniEqResponse <IEnumerable <QuoteResponse> > > AllOptionPricesAsync(string symbol, CandleGranularity period = CandleGranularity.OneMinute)
{
const string urlPattern = "historical/prices";
var qsb = new QueryStringBuilder();
qsb.Add("range", DataRange.All.GetDescription());
qsb.Add("period", period.GetDescription());
return(await _executor.SymbolExecuteAsync <IEnumerable <QuoteResponse> >(urlPattern, symbol, qsb).ConfigureAwait(false));
}
