public static void RunGetHistoricalTrades(Dictionary <string, string> dict) { RequireArgs(dict, "exchangeName", "symbol"); string exchangeName = dict["exchangeName"]; IExchangeAPI api = ExchangeAPI.GetExchangeAPI(exchangeName); string symbol = dict["symbol"]; Console.WriteLine("Showing historical trades for exchange {0}...", exchangeName); DateTime?startDate = null; DateTime?endDate = null; if (dict.ContainsKey("startDate")) { startDate = DateTime.Parse(dict["startDate"]).ToUniversalTime(); } if (dict.ContainsKey("endDate")) { endDate = DateTime.Parse(dict["endDate"]).ToUniversalTime(); } api.GetHistoricalTrades((IEnumerable <ExchangeTrade> trades) => { foreach (ExchangeTrade trade in trades) { Console.WriteLine("Trade at timestamp {0}: {1}/{2}/{3}", trade.Timestamp.ToLocalTime(), trade.Id, trade.Price, trade.Amount); } return(true); }, symbol, startDate, endDate); }
/// <summary> /// Export exchange data to csv and then to optimized bin files /// </summary> /// <param name="api">Exchange api, null to just convert existing csv files</param> /// <param name="symbol">Symbol to export</param> /// <param name="basePath">Base path to export to, should not contain symbol, symbol will be appended</param> /// <param name="sinceDateTime">Start date to begin export at</param> /// <param name="callback">Callback if api is not null to notify of progress</param> public static void ExportExchangeTrades(IExchangeAPI api, string symbol, string basePath, DateTime sinceDateTime, System.Action <long> callback = null) { basePath = Path.Combine(basePath, symbol); Directory.CreateDirectory(basePath); sinceDateTime = sinceDateTime.ToUniversalTime(); if (api != null) { long count = 0; int lastYear = -1; int lastMonth = -1; StreamWriter writer = null; foreach (ExchangeTrade trade in api.GetHistoricalTrades(symbol, sinceDateTime)) { if (trade.Timestamp.Year != lastYear || trade.Timestamp.Month != lastMonth) { if (writer != null) { writer.Close(); } lastYear = trade.Timestamp.Year; lastMonth = trade.Timestamp.Month; writer = new StreamWriter(basePath + trade.Timestamp.Year + "-" + trade.Timestamp.Month.ToString("00") + ".csv"); } writer.WriteLine("{0},{1},{2}", CryptoUtility.UnixTimestampFromDateTimeSeconds(trade.Timestamp), trade.Price, trade.Amount); if (++count % 100 == 0) { callback?.Invoke(count); } } writer.Close(); callback?.Invoke(count); } TraderFileReader.ConvertCSVFilesToBinFiles(basePath); }