public static void UpdateVolumes(ResizeableArray <CandleStickData> candles, TradeInfoItem trade, int period)
{
if (candles.Count == 0)
{
return;
}
CandleStickData saved = candles.Last();
if (saved.Time > trade.Time || saved.Time.AddMinutes(period) <= saved.Time)
{
UpdateCandle(saved, trade);
return;
}
saved = null;
for (int ci = 0; ci < candles.Count; ci++)
{
CandleStickData c = candles[ci];
if (c.Time <= trade.Time & c.Time.AddMinutes(period) > trade.Time)
{
saved = c;
break;
}
}
UpdateCandle(saved, trade);
}
public static void UpdateVolumes(ResizeableArray <CandleStickData> candles, List <TradeInfoItem> trades, int period)
{
CandleStickData saved = null;
if (trades == null)
{
return;
}
for (int i = 0; i < trades.Count; i++)
{
var trade = trades[i];
if (saved == null || saved.Time > trade.Time || saved.Time.AddMinutes(period) <= saved.Time)
{
saved = null;
for (int ci = 0; ci < candles.Count; ci++)
{
CandleStickData c = candles[ci];
if (c.Time <= trade.Time & c.Time.AddMinutes(period) > trade.Time)
{
saved = c;
break;
}
}
}
if (saved != null)
{
UpdateCandle(saved, trade);
}
}
}
public void UpdateLastCandleStick()
{
if (CandleStickData.Count == 0)
{
return;
}
CandleStickData last = CandleStickData.Last();
DateTime newKlineData = last.Time.AddMinutes(CandleStickPeriodMin);
DateTime timeToUpdate = last.Time;
if (DateTime.UtcNow >= newKlineData)
{
timeToUpdate = newKlineData;
}
Task t = Task.Run(() => {
ResizeableArray <CandleStickData> res = GetCandleStickData(CandleStickPeriodMin, timeToUpdate, 1000000);
if (res == null)
{
return;
}
if (res[0].Time.Year == 1970)
{
return;
}
for (int i = 0; i < res.Count; i++)
{
UpdateCandleStickData(res[i]);
}
});
}
public CandleStickData UpdateCandleStickData(CandleStickData newData)
{
DateTime dt = newData.Time;
int end = Math.Max(0, CandleStickData.Count - 30);
for (int i = CandleStickData.Count - 1; i >= end; i--)
{
CandleStickData data = CandleStickData[i];
if (dt > data.Time)
{
break;
}
if (dt == data.Time)
{
CandleStickData[i] = newData;
return(newData);
}
if (dt < data.Time)
{
CandleStickData.Insert(i, newData);
return(newData);
}
}
CandleStickData.Add(newData);
return(newData);
}
protected CandleStickData CreateStartCandleStick(CandleStickData data)
{
CandleStickData res = new Crypto.Core.CandleStickData();
res.Assign(data);
res.Open = res.Close = res.High = res.Low = data.Open;
return(res);
}
public static void InitializeVolumes(ResizeableArray <CandleStickData> candles, List <TradeInfoItem> trades, int period)
{
for (int i = 0; i < candles.Count; i++)
{
CandleStickData data = candles[i];
data.BuyVolume = 0;
data.SellVolume = 0;
}
UpdateVolumes(candles, trades, period);
}
public void Assign(CandleStickData data)
{
this.open = data.Open;
this.close = data.Close;
this.high = data.High;
this.low = data.Low;
this.Time = data.Time;
this.Value = data.Value;
this.weightedAverage = data.WeightedAverage;
this.volume = data.volume;
this.sellVolume = data.sellVolume;
this.buyVolume = data.buyVolume;
}
public static void UpdateCandle(CandleStickData candle, TradeInfoItem trade)
{
if (candle == null)
{
return;
}
if (trade.Type == TradeType.Buy)
{
candle.BuyVolume += trade.Amount;
}
else
{
candle.SellVolume += trade.Amount;
}
candle.BuySellVolume = candle.BuyVolume - candle.SellVolume;
}
public static void AddCandleStickData(IList <CandleStickData> list, TickerHistoryItem item, long rangeInSeconds)
{
if (list == null)
{
return;
}
CandleStickData candleItem = null;
long maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;
if (list.Count == 0 || (item.Time.Ticks - list[list.Count - 1].Time.Ticks) > maxTickCount)
{
candleItem = new CandleStickData();
candleItem.Open = candleItem.Close = candleItem.High = candleItem.Low = item.Current;
candleItem.Time = item.Time;
list.Add(candleItem);
return;
}
candleItem = list[list.Count - 1];
candleItem.Close = item.Current;
candleItem.Low = Math.Min(candleItem.Low, item.Current);
candleItem.High = Math.Max(candleItem.High, item.Current);
return;
}
public static BindingList <CandleStickData> CreateCandleStickData(IList <TickerHistoryItem> list, long rangeInSeconds)
{
BindingList <CandleStickData> res = new BindingList <CandleStickData>();
CandleStickData candleItem = null;
long maxTickCount = rangeInSeconds * TimeSpan.TicksPerSecond;
for (int i = 0; i < list.Count; i++)
{
TickerHistoryItem item = list[i];
if (candleItem == null || (item.Time.Ticks - candleItem.Time.Ticks > maxTickCount))
{
candleItem = new CandleStickData();
candleItem.Time = item.Time;
candleItem.Open = item.Current;
candleItem.Low = candleItem.High = candleItem.Close = item.Current;
res.Add(candleItem);
continue;
}
candleItem.Close = item.Current;
candleItem.Low = Math.Min(candleItem.Low, item.Current);
candleItem.High = Math.Max(candleItem.High, item.Current);
}
return(res);
}
