public async Task GetCandlesticks()
{
const int limit = 24;
var candlesticks = await _api.GetCandlesticksAsync(Symbol.BTC_USDT, CandlestickInterval.Hour, limit);
Assert.NotNull(candlesticks);
Assert.NotEmpty(candlesticks);
Assert.True(candlesticks.Count() == limit);
}
public async Task <IEnumerable <Interface.Model.Candlestick> > GetCandlesticksAsync(string symbol, Interface.Model.CandlestickInterval interval, DateTime startTime, DateTime endTime, int limit = 0, CancellationToken token = default(CancellationToken))
{
var candlestickInterval = interval.ToBinanceCandlestickInterval();
var results = await binanceApi.GetCandlesticksAsync(symbol, candlestickInterval, startTime, endTime, limit, token).ConfigureAwait(false);
var candlesticks = results.Select(cs => NewCandlestick(cs)).ToList();
return(candlesticks);
}
private async Task <ImmutableList <Candlestick> > InitializeCandleticks(string symbol, CandlestickInterval interval)
{
var candlesticks = await _binanceApi.GetCandlesticksAsync(symbol, interval);
var immutableCandlesticks = candlesticks.ToImmutableList();
_cache.SetCandlestick(symbol, interval, immutableCandlesticks);
return(immutableCandlesticks);
}
private async Task <ImmutableList <Candlestick> > InitializeCandleticks(string symbol, CandlestickInterval interval)
{
try
{
var candlesticks = await _binanceApi.GetCandlesticksAsync(symbol, interval);
var immutableCandlesticks = candlesticks.ToImmutableList();
_cache.SetCandlestick(symbol, interval, immutableCandlesticks);
return(immutableCandlesticks);
}
catch (Exception ex)
{
_cache.ClearCandlestick(symbol, interval);
_log.LogError($"Canlestick initialization error {ex.Message}");
return(new List <Candlestick>().ToImmutableList());
}
}
/// <summary>
/// Given the symbol, will fetch the startDate of the first candlestick recorded to the minute.
/// Will call the API 2-4 times
/// </summary>
/// <param name="symbol">The symbol to use for the search</param>
/// <returns></returns>
public async Task <DateTime?> GetStartDate(Symbol symbol, DateTime?initialDate)
{
try
{
var startDate = initialDate.HasValue ? new DateTime(initialDate.Value.Ticks, DateTimeKind.Utc) : new DateTime(2015, 1, 1, 12, 0, 0, DateTimeKind.Utc); // This should go far enough back before all Exchange APIs ;
var endDate = startDate.AddDays(999);
var candlesticks = await _api.GetCandlesticksAsync(symbol, CandlestickInterval.Day, startDate, endDate, 1000);
while (!candlesticks.Any() && startDate <= DateTime.UtcNow)
{
startDate = endDate;
endDate = startDate.AddDays(999);
candlesticks = await _api.GetCandlesticksAsync(symbol, CandlestickInterval.Day, startDate, endDate, 1000);
}
if (!candlesticks.Any() && startDate > DateTime.UtcNow)
{
Log.Logger.ForContext("Action", "GetStartDate")
.Warning("No start time found for symbol {Symbol}", symbol);
return(null);
}
startDate = candlesticks.First().OpenTime;
endDate = startDate.AddMinutes(999);
candlesticks = await _api.GetCandlesticksAsync(symbol, CandlestickInterval.Minute, startDate, endDate, 1000);
while (!candlesticks.Any())
{
startDate = startDate.AddMinutes(1000);
endDate = startDate.AddMinutes(999);
candlesticks = await _api.GetCandlesticksAsync(symbol, CandlestickInterval.Minute, startDate, endDate, 1000);
}
return(candlesticks.Any() ? candlesticks.First().OpenTime : startDate);
}
catch (Exception e)
{
Log.Logger.ForContext("Action", "GetStartDate")
.Error(e, "Error getting start date for symbol {Symbol}", symbol);
}
return(null);
}
