private List <Candle> GetCandles(int oldInterval, string securityName, DateTime startTime, DateTime endTime)
{
if (oldInterval < _supportedIntervals.First().Key)
{
return(null);
}
List <Candle> candles = new List <Candle>();
var needIntervalForQuery =
CandlesCreator.DetermineAppropriateIntervalForRequest(oldInterval, _supportedIntervals,
out var needInterval);
var step = new TimeSpan(0, 0, (int)(needInterval * CandlesDownloadLimit));
var actualTime = startTime;
var midTime = actualTime + step;
while (true)
{
if (actualTime >= endTime)
{
break;
}
if (midTime > endTime)
{
midTime = endTime;
}
var histaricalPricesResponse = _ftxRestApi.GetHistoricalPricesAsync(securityName, needInterval, CandlesDownloadLimit, actualTime, midTime).Result;
List <Candle> newCandles = _candlesCreator.Create(histaricalPricesResponse.SelectToken("result"));
if (newCandles != null && newCandles.Count != 0)
{
candles.AddRange(newCandles);
actualTime = candles[candles.Count - 1].TimeStart.AddSeconds(needInterval);
midTime = actualTime + step;
}
Thread.Sleep(1000);
}
if (candles.Count == 0)
{
return(null);
}
if (oldInterval == needInterval)
{
return(candles);
}
var requiredIntervalCandles =
CandlesCreator.CreateCandlesRequiredInterval(needInterval, oldInterval, candles);
return(requiredIntervalCandles);
}
private List <Candle> GetCandles(int old_interval, string security, DateTime start_time, DateTime end_time)
{
lock (locker_candles)
{
List <Candle> tmp_candles = new List <Candle>();
DateTime end_over = end_time;
string need_interval_for_query = CandlesCreator.DetermineAppropriateIntervalForRequest(old_interval, supported_intervals, out var need_interval);
while (true)
{
var from = TimeManager.GetTimeStampSecondsToDateTime(start_time);
if (end_over <= start_time)
{
break;
}
List <Candle> new_candles = BybitCandlesCreator.GetCandleCollection(client, security, need_interval_for_query, from);
if (new_candles != null && new_candles.Count != 0)
{
tmp_candles.AddRange(new_candles);
}
else
{
break;
}
start_time = tmp_candles[tmp_candles.Count - 1].TimeStart.AddMinutes(old_interval);
Thread.Sleep(20);
}
for (int i = tmp_candles.Count - 1; i > 0; i--)
{
if (tmp_candles[i].TimeStart > end_time)
{
tmp_candles.Remove(tmp_candles[i]);
}
}
if (old_interval == need_interval)
{
return(tmp_candles);
}
List <Candle> result_candles = CandlesCreator.CreateCandlesRequiredInterval(need_interval, old_interval, tmp_candles);
return(result_candles);
}
}
private List <Candle> GetCandles(int oldInterval, string security, DateTime startTime, DateTime endTime)
{
lock (_locker)
{
var needIntervalForQuery =
CandlesCreator.DetermineAppropriateIntervalForRequest(oldInterval, _supportedIntervals,
out var needInterval);
var clientId = "";
string topic = $"market.{security}.kline.{needIntervalForQuery}";
var from = TimeManager.GetTimeStampSecondsToDateTime(startTime);
var to = TimeManager.GetTimeStampSecondsToDateTime(endTime);
_marketDataSource.SendMessage(
$"{{ \"req\": \"{topic}\",\"id\": \"{clientId}\", \"from\":{from}, \"to\":{to} }}");
var startLoadingTime = DateTime.Now;
while (startLoadingTime.AddSeconds(40) > DateTime.Now)
{
var candles = _allCandleSeries.Find(s =>
s.security == security && s.GetTimeFrame() == needIntervalForQuery);
if (candles != null)
{
_allCandleSeries.Remove(candles);
var oldCandles = CreateCandlesFromJson(candles);
if (oldInterval == needInterval)
{
return(oldCandles);
}
var newCandles =
CandlesCreator.CreateCandlesRequiredInterval(needInterval, oldInterval, oldCandles);
return(newCandles);
}
Thread.Sleep(500);
}
SendLogMessage(OsLocalization.Market.Message95 + security, LogMessageType.Error);
return(null);
}
}
private List <Candle> GetCandles(int oldInterval, string security, DateTime startTime, DateTime endTime)
{
lock (_locker)
{
try
{
var needIntervalForQuery = CandlesCreator.DetermineAppropriateIntervalForRequest(oldInterval, _supportedIntervals, out var needInterval);
var from = TimeManager.GetTimeStampSecondsToDateTime(startTime);
var to = TimeManager.GetTimeStampSecondsToDateTime(endTime);
string timeStamp = TimeManager.GetUnixTimeStampSeconds().ToString();
var headers = new Dictionary <string, string>();
headers.Add("Timestamp", timeStamp);
RestRequestBuilder requestBuilder = new RestRequestBuilder();
requestBuilder.AddParam("contract", security);
requestBuilder.AddParam("from", from.ToString());
requestBuilder.AddParam("to", to.ToString());
requestBuilder.AddParam("interval", needIntervalForQuery);
PublicUrlBuilder urlBuilder = new PublicUrlBuilder(_host, _path, _wallet);
var candlesJson = _requestREST.SendGetQuery("GET", "", urlBuilder.Build("/candlesticks", requestBuilder), headers);
var candlesOut = JsonConvert.DeserializeObject <GfCandle[]>(candlesJson);
var oldCandles = CreateCandlesFromJson(candlesOut);
if (oldInterval == needInterval)
{
return(oldCandles);
}
var newCandles = CandlesCreator.CreateCandlesRequiredInterval(needInterval, oldInterval, oldCandles);
return(newCandles);
}
catch
{
SendLogMessage(OsLocalization.Market.Message95 + security, LogMessageType.Error);
return(null);
}
}
}
public List <Candle> GetCandleHistory(string security, TimeSpan interval)
{
int oldInterval = Convert.ToInt32(interval.TotalMinutes);
var needIntervalForQuery =
CandlesCreator.DetermineAppropriateIntervalForRequest(oldInterval, _supportedIntervals, out var needInterval);
var jsonCandles = RequestCandlesFromExchange(needIntervalForQuery, security);
var oldCandles = CreateCandlesFromJson(jsonCandles);
if (oldInterval == needInterval)
{
return(oldCandles);
}
var newCandles = CandlesCreator.CreateCandlesRequiredInterval(needInterval, oldInterval, oldCandles);
return(newCandles);
}