public OhlcResolutionAdapter(OhlcResolutionAdapterContext context)
{
Ctx = context;
context.EnsureDefaults();
if (context.RequiresApiDiscovery())
{
context.ApplyApiProviders();
}
context.EnsureProvider();
context.Network = context.Network ?? context.PrimaryApiProvider?.Network;
SeriesId = OhlcUtilities.GetHash(context.Pair, context.TimeResolution, context.Network);
if (StorageEnabled)
{
if (Ctx.MemoryStorageEnabled)
{
_storageAdapters.Add(0, new OhlcResolutionDataAdapterMemory(this));
}
if (Ctx.DbStorageEnabled)
{
_storageAdapters.Add(1, new OhlcResolutionDataAdapterDb(this));
}
}
_apiAdapters.Add(0, new OhlcResolutionDataAdapterApi(this));
}
public ObjectId GetHash(Network network)
{
return(OhlcUtilities.GetHash(Pair, TimeResolution, network));
}
private OhlcData Convert(TimeRange range)
{
Ctx.Status("Converting @" + Ctx.PrimaryApiProvider.Title + " " + Ctx.CurrencyConversionApiProvider.Title + " [1]");
var pc = new OhlcContext(new AssetPair(Ctx.Pair.Asset1, Ctx.AssetIntermediary), Ctx.TimeResolution, range, L);
var r1 = ApiCoordinator.GetOhlc(Ctx.PrimaryApiProvider, pc);
if (r1.IsNull)
{
return(null);
}
var d1 = r1.Response.OhlcData;
Ctx.Status("Converting @" + Ctx.PrimaryApiProvider.Title + " " + Ctx.CurrencyConversionApiProvider.Title + " [2]");
var pc2 = new OhlcContext(new AssetPair(Ctx.AssetIntermediary, Ctx.Pair.Asset2), Ctx.TimeResolution, range, L);
var r2 = ApiCoordinator.GetOhlc(Ctx.CurrencyConversionApiProvider, pc2);
if (r2.IsNull)
{
return(null);
}
var d2 = r2.Response.OhlcData;
if (d1.IsEmpty() || d2.IsEmpty())
{
return(null);
}
if (d1.Count != d2.Count)
{
return(null);
}
var ohcldata = new OhlcData(_adapter.TimeResolution)
{
ConvertedFrom = Ctx.AssetIntermediary,
Network = Ctx.PrimaryApiProvider.Network
};
var seriesid = OhlcUtilities.GetHash(Ctx.Pair, range.TimeResolution, ohcldata.Network);
foreach (var i in d1)
{
var i2 = d2.FirstOrDefault(x => x.DateTimeUtc == i.DateTimeUtc);
if (i2 == null)
{
return(null);
}
ohcldata.Add(new OhlcEntry(seriesid, i.DateTimeUtc, Ctx.PrimaryApiProvider, Ctx.CurrencyConversionApiProvider, Ctx.AssetIntermediary)
{
Open = i.Open * i2.Open,
Close = i.Close * i2.Close,
High = i.High * i2.High,
Low = i.Low * i2.Low,
VolumeTo = 0,
VolumeFrom = i2.VolumeFrom,
WeightedAverage = 0
});
}
return(ohcldata);
}
