private Candlestick[] ConvertCandles(Candlestick[] data, Timeframe fromTimeframe, Timeframe toTimeframe)
{
Candlestick[] ret = new Candlestick[(int)fromTimeframe / (int)toTimeframe * data.Length + 1];
for (int i = 0, retId = 0; i < data.Length; i += (int)toTimeframe / (int)fromTimeframe)
{
if (i + (int)toTimeframe / (int)fromTimeframe > data.Length)
{
break;
}
ret[retId].high = 0;
ret[retId].low = float.MaxValue;
int j = i;
ret[retId].open = data[j].open;
for (; j < (int)toTimeframe / (int)fromTimeframe; j++)
{
if (ret[retId].high < data[j].high)
{
ret[retId].high = data[j].high;
}
else if (ret[retId].low > data[j].low)
{
ret[retId].low = data[j].low;
}
}
ret[retId].close = data[j].close;
retId++;
}
return(ret);
}
// TODO: candlestick time is open time
public async Task <List <Candlestick> > GetCandlesticks(string baseSymbol, string quoteSymbol, Timeframe timeframe, int limit, string exchange = "CCCAGG")
{
if (limit > 2000)
{
throw new ArgumentException();
}
string endpoint = _MIN_URL + "data/";
int aggregate = 1;
if ((int)Timeframe.d1 <= (int)timeframe)
{
endpoint += "histoday";
aggregate = (int)timeframe / (int)Timeframe.d1;
}
else if ((int)Timeframe.h1 <= (int)timeframe)
{
endpoint += "histohour";
aggregate = (int)timeframe / (int)Timeframe.h1;
}
else if ((int)Timeframe.min1 <= (int)timeframe)
{
endpoint += "histominute";
aggregate = (int)timeframe / (int)Timeframe.min1;
}
endpoint += $"?fsym={baseSymbol}&tsym={quoteSymbol}";
if (limit == -1)
{
endpoint += $"&allData=true";
}
else
{
endpoint += $"&limit={limit}";
}
if (aggregate != 1)
{
endpoint += $"&aggregate={aggregate}";
}
if (exchange != "CCCAGG")
{
endpoint += $"&e={exchange}";
}
//await Limit(RateLimitType.History);
string response = await Handle(endpoint, RateLimitType.History);
if (response == null)
{
return(null);
}
var candlesticks = DeserializeToArray <Candlestick>(JObject.Parse(response)["Data"]);
// removing placeholder candles
if (candlesticks[0].close == 0)
{
int i = 1;
while (candlesticks[i].close == 0)
{
i++;
}
Candlestick[] output = new Candlestick[candlesticks.Length - i];
Array.Copy(candlesticks, i, output, 0, candlesticks.Length - i);
return(output.ToList());
}
return(candlesticks.ToList());
}