/// <summary>
/// Retrieves all klines in a specific range.
/// Implements end point https://api.huobi.pro/market/history/kline
/// </summary>
/// <param name="symbol">The trading symbol to query</param>
/// <param name="period">The period of each candle</param>
/// <param name="size">The number of data returns. It should be in the range [1, 2000]</param>
/// <returns>List of Ticker objects</returns>
/// <exception cref="System.ArgumentOutOfRangeException">Thrown when size is not in range [1, 2000]</exception>
/// <exception cref="System.ArgumentException">Thrown when symbol is empty or null</exception>
public async Task <List <Ticker> > GetTickerHistory(string symbol, TickerPeriod period, int?size)
{
if (size != null && (size < 1 || size > 2000))
{
throw new ArgumentOutOfRangeException("size", "size parameter should be in [1, 2000] range");
}
if (string.IsNullOrEmpty(symbol))
{
throw new ArgumentException("symbol parameter is required", "symbol");
}
SortedDictionary <string, string> parameters = new SortedDictionary <string, string>()
{
{ "symbol", symbol }, { "period", period.ToParamValue() }
};
if (size != null)
{
parameters.Add("size", size.ToString());
}
string json = await HttpGetRequest(FormatUri(url_market_data + "history/kline", HttpMethod.Get, parameters, read_access_key, read_secret_key));
var res = JsonParse <List <Ticker> >(json);
return(await res);
}
public void TestGetTickerHistory(string ccy, TickerPeriod period, int?size)
{
var ticker_history = RestApi.GetTickerHistory(ccy, period, size);
if (!string.IsNullOrEmpty(ccy) && size <= 2000 && size > 0)
{
ticker_history.Wait();
Assert.Equal(TaskStatus.RanToCompletion, ticker_history.Status);
Assert.Equal(size, ticker_history.Result.Count);
}
// Test Exceptions
else
{
if (size > 2000 || size < 1)
{
var ex = Assert.Throws <ArgumentOutOfRangeException>(() => ThrowsInnerException(ticker_history));
Assert.Equal(TaskStatus.Faulted, ticker_history.Status);
Assert.Equal("size parameter should be in [1, 2000] range\r\nParameter name: size", ex.Message);
}
else if (string.IsNullOrEmpty(ccy))
{
var ex = Assert.Throws <ArgumentException>(() => ThrowsInnerException(ticker_history));
Assert.Equal(TaskStatus.Faulted, ticker_history.Status);
Assert.Equal("symbol parameter is required\r\nParameter name: symbol", ex.Message);
}
}
}
/// <summary>
/// Represent the equivalence of TickerPeriod enumeration used solely when communicating with exchange server.
/// </summary>
public static string ToParamValue(this TickerPeriod period)
{
switch (period)
{
case TickerPeriod.Min1:
return("1min");
case TickerPeriod.Min5:
return("5min");
case TickerPeriod.Min15:
return("15min");
case TickerPeriod.Min30:
return("30min");
case TickerPeriod.Min60:
return("60min");
case TickerPeriod.Hour4:
return("4hour");
case TickerPeriod.Day1:
return("1day");
case TickerPeriod.Mon1:
return("1mon");
case TickerPeriod.Week1:
return("1week");
case TickerPeriod.Year1:
return("1year");
default:
return(period.ToString());
}
}
public static string ToKey(this TickerPeriod period)
{
switch (period)
{
case TickerPeriod.Min1:
return("1m");
case TickerPeriod.Min5:
return("5m");
case TickerPeriod.Min15:
return("15m");
case TickerPeriod.Min30:
return("30m");
case TickerPeriod.Min60:
return("1h");
case TickerPeriod.Hour4:
return("4h");
case TickerPeriod.Day1:
return("1d");
case TickerPeriod.Mon1:
return("1mon");
case TickerPeriod.Week1:
return("1w");
case TickerPeriod.Year1:
return("1y");
default:
return(period.ToString());
}
}
public static Int64 ToSeconds(this TickerPeriod period)
{
switch (period)
{
case TickerPeriod.Min1:
return(60);
case TickerPeriod.Min5:
return(5 * 60);
case TickerPeriod.Min15:
return(15 * 60);
case TickerPeriod.Min30:
return(30 * 60);
case TickerPeriod.Min60:
return(60 * 60);
case TickerPeriod.Hour4:
return(4 * 60 * 60);
case TickerPeriod.Day1:
return(24 * 60 * 60);
case TickerPeriod.Mon1:
return(30 * 24 * 60 * 60);
case TickerPeriod.Week1:
return(7 * 24 * 60 * 60);
case TickerPeriod.Year1:
return(365 * 24 * 60 * 60);
default:
return(0);
}
}
public TickerHistoryParameters(string symbol, TickerPeriod period, int size)
{
this.symbol = symbol;
this.period = period;
this.size = size;
}