/// <summary>
/// Downloads 5min. candle sticks data for the symbol from 1/1/2018 until now
/// </summary>
/// <returns>list of 5m candle sticks</returns>
/// <param name="api">exchange api</param>
/// <param name="symbol">symbol to get the candlesticks from</param>
private List <MarketCandle> DownloadCandlesFromExchange(ExchangeAPI api, string symbol, DateTime startDate, DateTime endDate)
{
// get candle stick data
Console.WriteLine($"Downloading 5m candlesticks for {symbol} from {api.Name}");
var allCandles = new List <MarketCandle>();
while (true)
{
try
{
var candles = api.GetCandles(symbol, 5 * 60, startDate, DateTime.Now, 1000).ToList();
if (candles == null)
{
break;
}
if (candles.Count == 0)
{
break;
}
allCandles.AddRange(candles);
startDate = candles.Last().Timestamp;
Console.WriteLine($"date:{candles[0].Timestamp} - {startDate} / total:{allCandles.Count}");
if (candles.Count < 1000)
{
break;
}
if (startDate > endDate)
{
break;
}
}
catch (Exception)
{
Console.WriteLine("-");
}
//if (allCandles.Count > 4000) break;
}
allCandles.Reverse();
return(allCandles);
}
/// <summary>
/// Returns the candles for a specific exchange & symbol.
/// When present candles are returned from the database
/// and if needed database is updated with new candles from the exchange
/// </summary>
/// <returns>Candles for the exchange / symbol</returns>
/// <param name="exchangeType">Exchange.</param>
/// <param name="symbolName">Symbol.</param>
public List <Candle> Get(string symbolName)
{
// get exchange from database
var exchange = _dbContext.Exchanges.FirstOrDefault(e => e.Name == _exchangeType);
if (exchange == null)
{
Debug.WriteLine($"Add {_exchangeType}");
// new exchange.. add record in database
exchange = new Exchange()
{
Name = _exchangeType
};
_dbContext.Exchanges.Add(exchange);
_dbContext.SaveChanges();
}
// get symbol from database
var symbol = _dbContext.Symbols.FirstOrDefault(e => e.Name == symbolName && e.ExchangeId == exchange.ExchangeId);
if (symbol == null)
{
Debug.WriteLine($"Add {symbolName} on {_exchangeType}");
// new symbol.. add record in database
symbol = new Symbol()
{
Name = symbolName,
ExchangeId = exchange.ExchangeId,
LastUpdate = new DateTime(2017, 1, 1),
LastCandle = new DateTime(2017, 1, 1)
};
_dbContext.Symbols.Add(symbol);
_dbContext.SaveChanges();
}
// Check if we need to get new candles from the exchange
var now = DateTime.Now;
if (now.Day != symbol.LastUpdate.Day || now.Month != symbol.LastUpdate.Month || now.Year != symbol.LastUpdate.Year)
{
// yes... then get all (new) candles from the exchange
Debug.WriteLine($"update {symbol.Name} Last Update:{symbol.LastUpdate} ");
for (int i = 0; i < 2; ++i)
{
var newCandles = _api.GetCandles(symbol.Name, TIMEFRAME_H1, symbol.LastCandle).ToList();
// add new candles to the database for next time
foreach (var candle in newCandles)
{
// only add new candles
if (candle.Timestamp > symbol.LastCandle)
{
symbol.LastCandle = candle.Timestamp;
_dbContext.Candles.Add(new Candle()
{
SymbolId = symbol.SymbolId,
Date = candle.Timestamp,
Open = candle.OpenPrice,
Close = candle.ClosePrice,
Low = candle.LowPrice,
High = candle.HighPrice
});
}
}
var ts = DateTime.Now - symbol.LastCandle;
if (ts.TotalDays <= 1)
{
break;
}
}
// set lastupdate for this symbol
symbol.LastUpdate = now;
Debug.WriteLine($" set lastupdate {symbol.Name} to :{symbol.LastUpdate} ");
_dbContext.SaveChanges();
}
// return candles for this symbol;
var startDate = DateTime.Now.AddMonths(-1);
var candles = _dbContext.Candles
.Where(e => e.SymbolId == symbol.SymbolId && e.Date >= startDate)
.OrderBy(e => e.Date)
.ToList();
return(candles);
}
