public async Task <List <Trade> > GetTradeHistory(CurrencyPair pair, UnixSec start_time, UnixSec end_time, CancellationToken?cancel = null)
{
// https://poloniex.com/public?command=returnTradeHistory¤cyPair=BTC_NXT&start=1410158341&end=1410499372
var jtok = await GetData(Method.Public, "returnTradeHistory", cancel, new Params
{
{ "currencyPair", pair.Id },
{ "start", start_time },
{ "end", end_time },
});
return(ParseJsonReply <List <Trade> >(jtok));
}
/// <summary>Return the chart data for a given pair, over a given time range</summary>
protected override Task <List <Candle> > CandleDataInternal(TradePair pair, ETimeFrame timeframe, UnixSec time_beg, UnixSec time_end, CancellationToken?cancel) // Worker thread context
{
// Get the chart data
var cp = new CurrencyPair(pair.Base, pair.Quote);
var data = Api.CandleData[cp, ToMarketPeriod(timeframe), time_beg, time_end, cancel];
//var data = await Api.GetChartData(cp, ToMarketPeriod(timeframe), time_beg, time_end, cancel);
// Convert it to candles
var candles = data.Select(x => new Candle(x.Time.Ticks, x.Open, x.High, x.Low, x.Close, x.Median, x.Volume)).ToList();
return(Task.FromResult(candles));
}
/// <summary></summary>
public async Task <List <MarketChartData> > GetChartData(CurrencyPair pair, EMarketPeriod period, UnixSec time_beg, UnixSec time_end, CancellationToken?cancel = null)
{
try
{
var jtok = await GetData(Method.Public, "returnChartData", cancel, new Params
{
{ "currencyPair", pair.Id },
{ "start", time_beg.Value },
{ "end", time_end.Value },
{ "period", (int)period },
});
var data = ParseJsonReply <List <MarketChartData> >(jtok);
// Poloniex returns a single invalid candle if there is no data within the range
return
(data.Count == 0 ? new List <MarketChartData>() :
data.Count == 1 && data[0].Invalid ? new List <MarketChartData>() :
data);
}
catch (Exception ex)
{
if (ex.Message.Contains("too much data"))
{
throw new PoloniexException(EErrorCode.TooMuchDataRequested, "Too much chart data was requested");
}
throw;
}
}
///// <summary>Return the order book for 'pair' to a depth of 'count'</summary>
//protected async override Task<MarketDepth> MarketDepthInternal(TradePair pair, int depth) // Worker thread context
//{
// var cp = new CurrencyPair(pair.Base, pair.Quote);
// var orders = await Api.GetOrderBook(cp, depth, cancel: Shutdown.Token);
// // Update the depth of market data
// var market_depth = new MarketDepth(pair.Base, pair.Quote);
// var buys = orders.BuyOffers.Select(x => new Offer(x.Price._(pair.RateUnits), x.AmountBase._(pair.Base))).ToArray();
// var sells = orders.SellOffers.Select(x => new Offer(x.Price._(pair.RateUnits), x.AmountBase._(pair.Base))).ToArray();
// market_depth.UpdateOrderBooks(buys, sells);
// return market_depth;
//}
/// <summary>Return the chart data for a given pair, over a given time range</summary>
protected async override Task <List <Candle> > CandleDataInternal(TradePair pair, ETimeFrame timeframe, UnixSec time_beg, UnixSec time_end, CancellationToken?cancel) // Worker thread context
{
var cp = new CurrencyPair(pair.Base, pair.Quote);
// Get the chart data
var data = await Api.GetChartData(cp, ToMarketPeriod(timeframe), time_beg, time_end, cancel);
// Convert it to candles (yes, Polo gets the base/quote backwards for 'Volume')
var candles = data.Select(x => new Candle(x.Time.Ticks, x.Open, x.High, x.Low, x.Close, x.WeightedAverage, x.VolumeQuote)).ToList();
return(candles);
}
