private void popList1_Selected(object sender, EventArgs e)
{
switch (popList1.Selections[0].Text)
{
case "DataBind":
DataBind();
break;
case "AddSet":
this.candleStickChart1.Data.AddSeries(GetNewSerie(this.candleStickChart1.Data));
break;
case "RemoveSet":
if (this.candleStickChart1.Data.SeriesCount > 0)
{
this.candleStickChart1.Data.RemoveSeries(0);
}
break;
case "ClearSet":
this.candleStickChart1.Data.ClearValues();
break;
case "SetData":
List <string> xLabels = new List <string>();
xLabels.AddRange(new string[] { "1", "2", "3", "4" });
CandleStickData data = new CandleStickData(xLabels);
data.AddSeries(GetNewSerie(data));
this.candleStickChart1.Data = data;
break;
}
}
protected virtual void OnKlineItemRecv(Ticker ticker, string[] item)
{
long dt = FastValueConverter.ConvertPositiveLong(item[0]);
DateTime time = FromUnixTime(dt);
CandleStickIntervalInfo info = null;
for (int ci = 0; ci < AllowedCandleStickIntervals.Count; ci++)
{
CandleStickIntervalInfo i = AllowedCandleStickIntervals[ci];
if (i.Command == item[3])
{
info = i;
break;
}
}
if (ticker.CandleStickPeriodMin != info.Interval.TotalMinutes)
{
return;
}
//Debug.WriteLine(item[6] + " " + item[7] + " " + item[8] + " " + item[9]);
lock (ticker.CandleStickData) {
CandleStickData data = new CandleStickData();
data.Time = time;
data.Open = FastValueConverter.Convert(item[6]);
data.Close = FastValueConverter.Convert(item[7]);
data.High = FastValueConverter.Convert(item[8]);
data.Low = FastValueConverter.Convert(item[9]);
data.Volume = FastValueConverter.Convert(item[10]);
data.QuoteVolume = FastValueConverter.Convert(item[13]);
ticker.UpdateCandleStickData(data);
}
}
public void TestItemAdded()
{
Ticker ticker = new Binance.BinanceTicker(Binance.BinanceExchange.Default);
ticker.CandleStickData = GetCandleSticks(100);
MacdIndicator macd = new MacdIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
StochasticIndicator stoch = new StochasticIndicator()
{
Ticker = ticker, Source = IndicatorSource.Close, Length = 9
};
macd.Calculate();
stoch.Calculate();
for (int i = 0; i < 10; i++)
{
CandleStickData date = GetCandleStick(DateTime.Now.AddMinutes(1));
macd.OnAddValue();
stoch.OnAddValue();
}
Assert.AreEqual(110, macd.Result.Count);
Assert.AreEqual(110, macd.FastEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SlowEmaIndicator.Result.Count);
Assert.AreEqual(110, macd.SignalMaIndicator.Result.Count);
Assert.AreEqual(110, stoch.MinIndicator.Result.Count);
Assert.AreEqual(110, stoch.MaxIndicator.Result.Count);
Assert.AreEqual(110, stoch.Result.Count);
}
protected CandleStickData CreateStartCandleStick(CandleStickData data)
{
CandleStickData res = new CryptoMarketClient.CandleStickData();
res.Assign(data);
res.Open = res.Close = res.High = res.Low = data.Open;
return(res);
}
protected double CalculateCore(int forIndex)
{
CandleStickData curr = Ticker.CandleStickData[forIndex];
CandleStickData prev = Ticker.CandleStickData[forIndex - 1];
double tr = Math.Max(curr.High - curr.Low, Math.Max(Math.Abs(curr.High - prev.Close), Math.Abs(curr.Low - prev.Close)));
return(tr);
}
public override BindingList <CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime startUtc, long periodInSeconds)
{
long startSec = (long)(startUtc.Subtract(epoch)).TotalSeconds;
long end = startSec + periodInSeconds;
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Interval.TotalMinutes == candleStickPeriodMin);
string address = string.Format("https://api.binance.com/api/v1/klines?symbol={0}&interval={1}&startTime={2}&endTime={3}&limit=10000",
Uri.EscapeDataString(ticker.CurrencyPair), info.Command, startSec * 1000, end * 1000);
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null || bytes.Length == 0)
{
return(null);
}
DateTime startTime = epoch;
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
int startIndex = 0;
List <string[]> res = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 12);
if (res == null)
{
return(list);
}
foreach (string[] item in res)
{
CandleStickData data = new CandleStickData();
data.Time = startTime.AddMilliseconds(FastValueConverter.ConvertPositiveLong(item[0])).ToLocalTime();
data.Open = FastValueConverter.Convert(item[1]);
data.High = FastValueConverter.Convert(item[2]);
data.Low = FastValueConverter.Convert(item[3]);
data.Close = FastValueConverter.Convert(item[4]);
data.Volume = FastValueConverter.Convert(item[5]);
data.QuoteVolume = FastValueConverter.Convert(item[7]);
data.BuyVolume = FastValueConverter.Convert(item[9]);
data.SellVolume = data.Volume - data.BuyVolume;
data.BuySellVolume = data.BuyVolume - data.SellVolume;
list.Add(data);
}
//List<TradeInfoItem> trades = GetTradeVolumesForCandleStick(ticker, startSec * 1000, end * 1000);
//CandleStickChartHelper.InitializeVolumes(list, trades, ticker.CandleStickPeriodMin);
return(list);
}
public override BindingList <CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime start, long periodInSeconds)
{
long startSec = (long)(start.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
long end = startSec + periodInSeconds;
string address = string.Format("https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName={0}&tickInterval={1}&_={2}",
Uri.EscapeDataString(ticker.CurrencyPair), GetInvervalCommand(candleStickPeriodMin), GetNonce());
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null || bytes.Length == 0)
{
return(null);
}
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(list);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "O", "H", "L", "C", "V", "T", "BV" });
if (res == null)
{
return(list);
}
foreach (string[] item in res)
{
CandleStickData data = new CandleStickData();
data.Time = Convert.ToDateTime(item[5]);
data.High = FastValueConverter.Convert(item[1]);
data.Low = FastValueConverter.Convert(item[2]);
data.Open = FastValueConverter.Convert(item[0]);
data.Close = FastValueConverter.Convert(item[3]);
data.Volume = FastValueConverter.Convert(item[6]);
data.QuoteVolume = FastValueConverter.Convert(item[4]);
data.WeightedAverage = 0;
list.Add(data);
}
return(list);
}
public DateTime GetEndTime()
{
DateTime end = DateTime.MinValue;
if (SimulationData != null)
{
return(SimulationData[SimulationData.Count - 1].Time);
}
if (CaptureDataHistory != null)
{
end = MaxTime(end, CaptureDataHistory.Items.Last().Time);
}
if (CandleStickData != null)
{
end = MaxTime(end, CandleStickData.Last().Time);
}
return(end);
}
public DateTime GetStartTime()
{
DateTime start = DateTime.MaxValue;
if (SimulationData != null)
{
return(SimulationData[0].Time);
}
if (CaptureDataHistory != null)
{
start = MinTime(start, CaptureDataHistory.Items.First().Time);
}
if (CandleStickData != null)
{
start = MinTime(start, CandleStickData.First().Time);
}
return(start);
}
private CandleStickSeries GetNewSerie(CandleStickData data)
{
Random countRandom = new Random();
ChartYAxisValueCollection <CandleStickYAxisValue> yVals = new ChartYAxisValueCollection <CandleStickYAxisValue>();
int count = data.XAxisCount;
for (int i = 0; i < count; i++)
{
yVals.Add(new CandleStickYAxisValue(countRandom.Next(0, count), countRandom.Next(0, count), countRandom.Next(0, count), countRandom.Next(0, count)));
}
CandleStickSeries set1 = new CandleStickSeries(yVals, "DataSet 1");
set1.AddColor(DemoGlobal.GetRandomColor());
set1.AddColor(DemoGlobal.GetRandomColor());
set1.AddColor(DemoGlobal.GetRandomColor());
return(set1);
}
public override BindingList <CandleStickData> GetCandleStickData(TickerBase ticker, int candleStickPeriodMin, DateTime start, long periodInSeconds)
{
string address = string.Format("https://yobit.net/ajax/system_chart.php");
NameValueCollection coll = new NameValueCollection();
coll.Add("method", "chart");
coll.Add("nonce", DateTime.Now.Ticks.ToString());
coll.Add("pair_id", "40001");
coll.Add("mode", "12");
WebClient client = GetWebClient();
try {
byte[] data = client.UploadValues(address, coll);
string text = System.Text.Encoding.ASCII.GetString(data);
if (string.IsNullOrEmpty(text))
{
return(null);
}
JObject res = (JObject)JsonConvert.DeserializeObject(text);
JArray items = res.Value <JArray>("data");
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
foreach (JArray item in items)
{
CandleStickData c = new CandleStickData();
long seconds = item[0].Value <long>();
c.Time = new DateTime(1970, 1, 1).AddMilliseconds(seconds);
c.Volume = item[1].Value <double>();
c.QuoteVolume = item[2].Value <double>();
c.Open = item[3].Value <double>();
c.High = item[4].Value <double>();
c.Low = item[5].Value <double>();
c.Close = item[6].Value <double>();
list.Add(c);
}
return(list);
}
catch (Exception e) {
Debug.WriteLine("get candlestcik history exception: " + e.ToString());
return(null);
}
}
public DateTime GetStartTime()
{
DateTime start = DateTime.MinValue;
if (SimulationData != null)
{
return(SimulationData[0].Time);
}
if (CaptureDataHistory != null)
{
start = MaxTime(start, CaptureDataHistory.Items.First().Time);
}
if (CandleStickData != null)
{
start = MaxTime(start, CandleStickData.First().Time);
}
if (Trades != null && Trades.Count > 0)
{
start = MaxTime(start, Trades[0].Time);
}
return(start);
}
protected virtual void OnKlineItemRecv(Ticker ticker, string[] item)
{
long dt = FastValueConverter.ConvertPositiveLong(item[0]);
DateTime time = FromUnixTime(dt);
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Command == item[3]);
if (ticker.CandleStickPeriodMin != info.Interval.TotalMinutes)
{
return;
}
Debug.WriteLine(item[6] + " " + item[7] + " " + item[8] + " " + item[9]);
lock (ticker.CandleStickData) {
CandleStickData data = ticker.GetOrCreateCandleStickData(time);
data.Open = FastValueConverter.Convert(item[6]);
data.Close = FastValueConverter.Convert(item[7]);
data.High = FastValueConverter.Convert(item[8]);
data.Low = FastValueConverter.Convert(item[9]);
data.Volume = FastValueConverter.Convert(item[10]);
data.QuoteVolume = FastValueConverter.Convert(item[13]);
ticker.RaiseCandleStickChanged();
}
}
