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);
}
}
protected override string GetKlineSocketAddress(Ticker ticker)
{
CandleStickIntervalInfo klineInfo = ticker.GetCandleStickIntervalInfo();
string adress = "wss://stream.binance.com:9443/ws/" + ticker.Name.ToLower() + "@kline_" + klineInfo.Command;
return(adress);
}
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);
}
void comboBoxEdit1_EditValueChanged(object sender, EventArgs e)
{
TripleRsiIndicatorStrategy s = (TripleRsiIndicatorStrategy)Strategy;
CandleStickIntervalInfo info = comboBoxEdit1.EditValue as CandleStickIntervalInfo;
if (info != null)
{
s.CandleStickIntervalMin = (int)info.Interval.TotalMinutes;
}
else
{
s.CandleStickIntervalMin = (int)TimeSpan.FromHours(4).TotalMinutes;
}
}
private void comboBoxEdit1_EditValueChanged(object sender, EventArgs e)
{
SignalNotificationStrategy s = (SignalNotificationStrategy)Strategy;
CandleStickIntervalInfo info = (CandleStickIntervalInfo)this.comboBoxEdit1.EditValue;
if (info != null)
{
s.CandleStickIntervalMin = (int)info.Interval.TotalMinutes;
}
else
{
s.CandleStickIntervalMin = (int)TimeSpan.FromHours(4).TotalMinutes;
}
}
protected virtual SocketConnectionInfo CreateKlineWebSocket(Ticker ticker, CandleStickIntervalInfo klineInfo)
{
SocketConnectionInfo info = new SocketConnectionInfo();
string adress = "wss://stream.binance.com:9443/ws/" + ticker.Name.ToLower() + "@kline_" + klineInfo.Command;
info.Ticker = ticker;
info.KlineInfo = klineInfo;
info.Adress = adress;
info.Socket = new WebSocket(adress, "");
info.Socket.Error += OnKlineSocketError;
info.Socket.Opened += OnKlineSocketOpened;
info.Socket.Closed += OnKlineSocketClosed;
info.Socket.MessageReceived += OnKlineSocketMessageReceived;
info.Open();
return(info);
}
public override void StopListenKlineStream(Ticker ticker, CandleStickIntervalInfo klineInfo)
{
SocketConnectionInfo info = GetConnectionInfo(ticker, klineInfo, KlineSockets);
if (info == null)
{
return;
}
info.Socket.Error -= OnKlineSocketError;
info.Socket.Opened -= OnKlineSocketOpened;
info.Socket.Closed -= OnKlineSocketClosed;
info.Socket.MessageReceived -= OnKlineSocketMessageReceived;
info.Close();
info.Dispose();
KlineSockets.Remove(info.Socket);
}
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();
}
}
public override void StartListenKlineStream(Ticker ticker, CandleStickIntervalInfo klineInfo)
{
SocketConnectionInfo info = CreateKlineWebSocket(ticker, klineInfo);
KlineSockets.Add(info.Socket, info);
}
