示例#1
0
        /// <summary>
        /// Fetch array of symbol name and OHLCVs data
        /// </summary>
        /// <param name="symbol">Instrument symbol.</param>
        /// <param name="timeframe">Time interval to bucket by. Available options: [1m,5m,1h,1d].</param>
        /// <param name="limits">Number of results to fetch.</param>
        /// <returns></returns>
        public async ValueTask <OHLCVs> GetOHLCVs(string symbol, string timeframe = "1h", int limits = 24)
        {
            var _result = new OHLCVs();

            var _params = new Dictionary <string, object>();
            {
                var _resolution = publicClient.ExchangeInfo.GetTimeframe(timeframe);
                var _duration   = publicClient.ExchangeInfo.GetTimestamp(timeframe);

                var _end_timestamp   = (CUnixTime.NowMilli / _duration) * _duration;
                var _start_timestamp = _end_timestamp - (limits - 1) * _duration * 1000;

                _params.Add("instrument_name", symbol);
                _params.Add("resolution", _resolution);
                _params.Add("start_timestamp", _start_timestamp);
                _params.Add("end_timestamp", _end_timestamp);
            }

            var _response = await publicClient.CallApiGet2Async("/api/v2/public/get_tradingview_chart_data", _params);

            if (_response != null)
            {
#if RAWJSON
                _result.rawJson = _response.Content;
#endif
                if (_response.IsSuccessful == true)
                {
                    var _tickers = publicClient.DeserializeObject <DRResults <DTickerItem> >(_response.Content);
                    for (var i = 0; i < _tickers.result.ticks.Length; i++)
                    {
                        _result.result.Add(
                            new OHLCVItem
                        {
                            timestamp  = _tickers.result.ticks[i],
                            openPrice  = _tickers.result.open[i],
                            highPrice  = _tickers.result.high[i],
                            lowPrice   = _tickers.result.low[i],
                            closePrice = _tickers.result.close[i],
                            amount     = _tickers.result.cost[i],
                            vwap       = 0,
                            count      = 0,
                            volume     = _tickers.result.volume[i]
                        }
                            );
                    }

                    _result.SetSuccess();
                }
                else
                {
                    var _message = publicClient.GetResponseMessage(_response);
                    _result.SetFailure(_message.message);
                }
            }

            return(_result);
        }
示例#2
0
        /// <summary>
        /// Fetch array of symbol name and OHLCVs data
        /// </summary>
        /// <param name="symbol">Instrument symbol.</param>
        /// <param name="timeframe">Time interval to bucket by. Available options: [1m,5m,1h,1d].</param>
        /// <param name="limits">Number of results to fetch.</param>
        /// <returns></returns>
        public async ValueTask <OHLCVs> GetOHLCVs(string symbol, string timeframe = "1h", int limits = 12)
        {
            var _result = new OHLCVs();

            var _params = new Dictionary <string, object>();
            {
                _params.Add("symbol", symbol);
                _params.Add("binSize", timeframe);      // Time interval to bucket by. Available options: [1m,5m,1h,1d].
                _params.Add("count", limits);           // Number of results to fetch.
                _params.Add("partial", false);          // If true, will send in-progress (incomplete) bins for the current time period.
                _params.Add("reverse", true);           // If true, will sort results newest first.
            }

            var _response = await publicClient.CallApiGet2Async("/api/v1/trade/bucketed", _params);

            if (_response != null)
            {
#if RAWJSON
                _result.rawJson = _response.Content;
#endif
                if (_response.IsSuccessful == true)
                {
                    var _tickers = publicClient.DeserializeObject <List <BTickerItem> >(_response.Content);

                    _result.result.AddRange(
                        _tickers
                        .Select(x => new OHLCVItem
                    {
                        timestamp  = x.timestamp,
                        openPrice  = x.openPrice,
                        highPrice  = x.highPrice,
                        lowPrice   = x.lowPrice,
                        closePrice = x.closePrice,
                        amount     = x.quoteVolume,
                        vwap       = x.vwap,
                        count      = x.trades,
                        volume     = x.baseVolume
                    })
                        .OrderByDescending(o => o.timestamp)
                        );

                    _result.SetSuccess();
                }
                else
                {
                    var _message = publicClient.GetResponseMessage(_response);
                    _result.SetFailure(_message.message);
                }
            }

            return(_result);
        }