private List <Trade> GetBitFinexTrades(string security, int count, DateTime end)
{
try
{
Thread.Sleep(8000);
Dictionary <string, string> param = new Dictionary <string, string>();
if (end == DateTime.MaxValue)
{
param.Add("", "t" + security + "/hist" + "?"
+ "limit=" + count);
}
else
{
param.Add("", "t" + security + "/hist" + "?"
+ "limit=" + count
+ "&end=" + (end - new DateTime(1970, 1, 1)).TotalMilliseconds);
}
var response = _client.GetTrades(param);
var tradesHist = Candles.FromJson(response);
List <Trade> trades = new List <Trade>();
for (int i = 0; i < tradesHist.Count; i++)
{
DateTime time = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(tradesHist[i][1]);
Trade newTrade = new Trade();
newTrade.Time = time;
newTrade.SecurityNameCode = security;
double vol = tradesHist[i][2];
newTrade.Volume = Math.Abs(Convert.ToDecimal(vol));
newTrade.Price = Convert.ToDecimal(tradesHist[i][3]);
if (vol > 0)
{
newTrade.Side = Side.Buy;
}
else
{
newTrade.Side = Side.Sell;
}
trades.Insert(0, newTrade);
}
return(trades);
}
catch (Exception e)
{
SendLogMessage(e.ToString(), LogMessageType.Error);
return(null);
}
}
