public ITradePair GetTickersWithCandlesticks(ITradePair tp)
{
var candlesticks_4H = GetCandleSticks(tp, 0, 0, CandlestickInterval.Hours_4).ToList();
var candlesticksDaily = GetCandleSticks(tp, 0, 0, CandlestickInterval.Daily).ToList();
var count = candlesticks_4H.Count() > candlesticksDaily.Count() ? candlesticks_4H.Count() : candlesticksDaily.Count();
for (var i = 0; i < count; i++)
{
if (i < candlesticks_4H.Count())
{
tp.CandleSticks_4h.Add(candlesticks_4H.ElementAt(i));
tp.CandleSticks_4h.Last().CCI = tp.CandleSticks_4h.GetCCI(3, 10);
tp.CandleSticks_4h.Last().SMA20 = tp.CandleSticks_4h.GetMovingAvarage(20);
}
if (i < candlesticksDaily.Count())
{
tp.CandleSticks_Daily.Add(candlesticksDaily.ElementAt(i));
tp.CandleSticks_Daily.Last().CCI = tp.CandleSticks_Daily.Last().CCI = tp.CandleSticks_Daily.GetCCI(3, 10);
tp.CandleSticks_Daily.Last().SMA20 = tp.CandleSticks_Daily.GetMovingAvarage(20);
}
}
return(tp);
}
public IEnumerable <ICandleStick> GetCandleSticks(ITradePair tp, long start, long end, CandlestickInterval interval)
{
BlockApiCall();
var url = "public?command=returnChartData¤cyPair=" + tp.Id + "&start=1405699200&end=9999999999&period=" + (int)interval;
var response = _restClient.Get <List <PoloniexCandleStick> >(url);
_sw.Restart();
return(response);
}
public ITradePair GetTickersWithCandlesticks(ITradePair poltickers)
{
var ticker = new TradePair()
{
Id = poltickers.Id,
Exchange = CryptoExchange.Poloniex,
};
var candlesticks_4H = GetCandleSticks(poltickers, 0, 0, CandlestickInterval.Hours_4).ToList();
var candlesticksDaily = GetCandleSticks(poltickers, 0, 0, CandlestickInterval.Daily).ToList();
var count = candlesticks_4H.Count() > candlesticksDaily.Count() ? candlesticks_4H.Count() : candlesticksDaily.Count();
for (var j = 0; j < count; j++)
{
if (j < candlesticks_4H.Count())
{
ticker.CandleSticks_4h.Add(new CandleStick()
{
CandleInterval = CandlestickInterval.Hours_4,
Close = candlesticks_4H.ElementAt(j).Close,
High = candlesticks_4H.ElementAt(j).High,
Low = candlesticks_4H.ElementAt(j).Low,
Open = candlesticks_4H.ElementAt(j).Open,
Volume = candlesticks_4H.ElementAt(j).Volume,
Date = candlesticks_4H.ElementAt(j).Date
});
ticker.CandleSticks_4h.Last().CCI = ticker.CandleSticks_4h.GetCCI(3, 10);
ticker.CandleSticks_4h.Last().SMA20 = ticker.CandleSticks_4h.GetMovingAvarage(20);
}
if (j < candlesticksDaily.Count())
{
ticker.CandleSticks_Daily.Add(new CandleStick()
{
CandleInterval = CandlestickInterval.Daily,
Close = candlesticksDaily.ElementAt(j).Close,
High = candlesticksDaily.ElementAt(j).High,
Low = candlesticksDaily.ElementAt(j).Low,
Open = candlesticksDaily.ElementAt(j).Open,
Volume = candlesticksDaily.ElementAt(j).Volume,
Date = candlesticksDaily.ElementAt(j).Date
});
ticker.CandleSticks_Daily.Last().CCI = ticker.CandleSticks_Daily.GetCCI(3, 10);
ticker.CandleSticks_Daily.Last().SMA20 = ticker.CandleSticks_Daily.GetMovingAvarage(20);
}
}
ticker.GetCCICrossToPositive();
ticker.SetLastHighest();
ticker.LastUpdated = DateTime.Now;
return(ticker);
}
public static void GetCCICrossToPositive(this ITradePair ticker)
{
var candles_4h = ticker.CandleSticks_4h.OrderByDescending(x => x.Date).ToList();
if (candles_4h.FirstOrDefault() != null)
{
if (candles_4h.FirstOrDefault().CCI < 0)
{
ticker.CCI_positive_distance_4h = 0;
}
else
{
for (int i = 1; i < candles_4h.Count(); i++)
{
if (candles_4h.ElementAt(i).CCI < 0)
{
ticker.CCI_positive_distance_4h = i;
break;
}
}
}
}
var candles_Daily = ticker.CandleSticks_Daily.OrderByDescending(x => x.Date).ToList();
if (candles_Daily.FirstOrDefault() != null)
{
if (candles_Daily.FirstOrDefault().CCI < 0)
{
ticker.CCI_positive_distance_4h = 0;
}
else
{
for (int i = 1; i < candles_Daily.Count(); i++)
{
if (candles_Daily.ElementAt(i).CCI < 0)
{
ticker.CCI_positive_distance_Daily = i;
break;
}
}
}
}
}
public IEnumerable <ICandleStick> GetCandleSticks(ITradePair tp, long start, long end, CandlestickInterval interval)
{
BlockApiCall();
var intervalStr = "";
switch (interval)
{
case CandlestickInterval.Hours_4:
intervalStr = "4h";
break;
case CandlestickInterval.Daily:
intervalStr = "1d";
break;
case CandlestickInterval.Minutes_5:
break;
case CandlestickInterval.Minutes_15:
break;
case CandlestickInterval.Minutes_30:
break;
case CandlestickInterval.Hours_2:
break;
default:
throw new ArgumentOutOfRangeException(nameof(interval), interval, null);
}
var url = $"v1/klines?symbol={tp.Id}&interval={intervalStr}";
var response = _restClient.Get <List <BinanceCandleStick> >(url);
_sw.Restart();
return(response);
}
public static void SetLastHighest(this ITradePair ticker)
{
var candles_4H = ticker.CandleSticks_4h.OrderByDescending(x => x.Date);
for (int i = 1; i < candles_4H.Count(); i++)
{
if (candles_4H.ElementAt(i).High > candles_4H.First().High)
{
ticker.HighestInXAmountOfCandles_4h = i;
break;
}
if (i + 1 == candles_4H.Count())
{
ticker.HighestInXAmountOfCandles_4h = i;
}
}
var candles_Daily = ticker.CandleSticks_Daily.OrderByDescending(x => x.Date);
for (int i = 1; i < candles_Daily.Count(); i++)
{
if (candles_Daily.ElementAt(i).High > candles_Daily.First().High)
{
ticker.HighestInXAmountOfCandles_Daily = i;
break;
}
if (i + 1 == candles_4H.Count())
{
ticker.HighestInXAmountOfCandles_Daily = i;
}
}
return;
}
