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This commit is contained in:
kyh
2024-07-15 12:49:00 +09:00
parent 435a8b182f
commit 63d6ef9d8c
6 changed files with 317 additions and 174 deletions
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413
BitgetApi/WebService/WebConnection.cs
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@@ -20,6 +20,9 @@ using DateTime = System.DateTime;
using DevExpress.Xpo.Logger;
using DevExpress.XtraTreeList.Filtering.Provider;
using System.Runtime.InteropServices;
using DevExpress.XtraEditors.Filtering;
using DevExpress.XtraExport.Xls;
using DevExpress.Utils.Filtering.Internal;
namespace BitgetAPI.WebService
{
@@ -335,7 +338,8 @@ namespace BitgetAPI.WebService
}
}
if (tempStrData == "") {
if (tempStrData == "")
{
if (!ValidateJSON(message))
{
tempStrData = message;
@@ -361,25 +365,28 @@ namespace BitgetAPI.WebService
string[] separatingStrings = { "{\"action" };
var splitData = message.Split(separatingStrings, System.StringSplitOptions.RemoveEmptyEntries);
foreach (var item in splitData)
{
var temp = "{\"action" + item;
try
{
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(temp);
lock (obj)
if (datalist["action"].ToString() == "update")
{
webSocketDataList.Add(datalist);
lock (obj)
{
webSocketDataList.Add(datalist);
}
}
}
catch (JsonReaderException)
{
}
}
}
}
#region 접어 둘거
//if (datalist.ContainsKey("data"))
@@ -728,7 +735,7 @@ namespace BitgetAPI.WebService
JToken.Parse(s);
}
return true;
}
catch (JsonReaderException)
@@ -765,23 +772,22 @@ namespace BitgetAPI.WebService
}
}
var dataList = cloneList.Where(t => t.ContainsKey("data")).Select(t => t["data"]);
var list = JsonConvert.DeserializeObject<List<List<WebSocketTickerInfo>>>(JsonConvert.SerializeObject(dataList));
var calList = new List<WebSocketTickerInfo>();
foreach(var item in list)
{
calList.Add(item[0]);
}
var stringList = list.Select(t => t[0].instId).Distinct().ToList();
list = list.OrderBy(t => t[0].ts).ToList();
switch (bitgetWebSocketType)
{
case CommonProperty.BitgetWebSocketType.현황정보_전체종목:
{
var dataList = cloneList.Where(t => t.ContainsKey("data")).Select(t => t["data"]);
var list = JsonConvert.DeserializeObject<List<List<WebSocketTickerInfo>>>(JsonConvert.SerializeObject(dataList));
var calList = new List<WebSocketTickerInfo>();
foreach (var item in list)
{
calList.Add(item[0]);
}
var stringList = list.Select(t => t[0].instId).Distinct().ToList();
list = list.OrderBy(t => t[0].ts).ToList();
var minList = new Dictionary<string, List<CandleData>>();
foreach (var item in stringList)
@@ -797,14 +803,14 @@ namespace BitgetAPI.WebService
tickerList.reciveTime = dt.AddMilliseconds(Convert.ToDouble(tickerList.ts)).ToLocalTime();
}
var timeList = temp.Select(t => t.reciveTime.Minute).OrderBy(t=>t).ToList();
var timeList = temp.Select(t => t.reciveTime.Minute).OrderBy(t => t).ToList();
foreach (var min in timeList)
{
var minDataList = temp.Where(t => t.reciveTime.Minute == min).OrderBy(t=>t.reciveTime).ToList();
var minDataList = temp.Where(t => t.reciveTime.Minute == min).OrderBy(t => t.reciveTime).ToList();
var candleData = new CandleData();
var dt = minDataList[minDataList.Count -1].reciveTime;
var dt = minDataList[minDataList.Count - 1].reciveTime;
candleData.Argument = dt;
candleData.Close = minDataList.Last().lastPr;
@@ -869,7 +875,7 @@ namespace BitgetAPI.WebService
var temp = minList[item];
foreach (var candleData in temp)
{
{
// 캔들 리스트에서 해당 데이터 찾기
var searchIndex_c = commonProperty.candleDataLists.IndexOf(i => i.ConGoodsData.MarketName == item);
@@ -880,11 +886,14 @@ namespace BitgetAPI.WebService
var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
if (!intervalList.Contains(strInterval)) continue;
var candleDataList = commonProperty.candleDataLists[searchIndex_c].candleDataList[interval];
var candleDataList = commonProperty.candleDataLists[searchIndex_c].candleDataList[interval];
// 캔들 리스트가 없으면 추가
if (candleDataList.Count == 0)
{
candleDataList.Add(candleData);
}
else
{
var lastCandleData_Edit = candleDataList;
@@ -909,54 +918,66 @@ namespace BitgetAPI.WebService
}
if (lastCandleData.Argument.Second != 0)
{
var beforeList = lastCandleData_Edit.OrderByDescending(t => t.Argument).ToList();
var beforeArg = beforeList[1].Argument;
lastCandleData.Argument = beforeList[1].Argument.AddMinutes((int)interval);
}
// 업데이트 or 추가
bool updateFlag = false;
switch (interval)
{
case CommonProperty.MCandleTimeType.M1:
if (lastCandleData.Argument.Minute == candleData.Argument.Minute)
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M3:
if (candleData.Argument.Minute % 3 != 0 || (candleData.Argument.Minute % 3 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M5:
if (candleData.Argument.Minute % 5 != 0 || (candleData.Argument.Minute % 5 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M15:
if (candleData.Argument.Minute % 15 != 0 || (candleData.Argument.Minute % 15 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M30:
if (candleData.Argument.Minute % 30 != 0 || (candleData.Argument.Minute % 30 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H1:
if (candleData.Argument.Hour == candleData.Argument.Hour)
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H4:
if (candleData.Argument.Hour % 4 != 0 || (candleData.Argument.Hour % 4 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H6:
if (candleData.Argument.Hour % 6 != 0 || (candleData.Argument.Hour % 6 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H12:
if (candleData.Argument.Hour % 12 != 0 || (candleData.Argument.Hour % 12 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
}
if (candleData.Argument > lastCandleData.Argument && candleData.Argument < lastCandleData.Argument.AddMinutes((int)interval))
updateFlag = true;
//switch (interval)
//{
// case CommonProperty.MCandleTimeType.M1:
// if (lastCandleData.Argument.Minute == candleData.Argument.Minute)
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M3:
// if (candleData.Argument > lastCandleData.Argument && candleData.Argument < lastCandleData.Argument.AddMinutes((int)interval))
// updateFlag = true;
// //if (candleData.Argument.Minute % 3 != 0 || (candleData.Argument.Minute % 3 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// // updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M5:
// //if (candleData.Argument.Minute % 5 != 0 || (candleData.Argument.Minute % 5 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M15:
// if (candleData.Argument.Minute % 15 != 0 || (candleData.Argument.Minute % 15 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M30:
// if (candleData.Argument.Minute % 30 != 0 || (candleData.Argument.Minute % 30 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H1:
// if (candleData.Argument.Hour == candleData.Argument.Hour)
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H4:
// if (candleData.Argument.Hour % 4 != 0 || (candleData.Argument.Hour % 4 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H6:
// if (candleData.Argument.Hour % 6 != 0 || (candleData.Argument.Hour % 6 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H12:
// if (candleData.Argument.Hour % 12 != 0 || (candleData.Argument.Hour % 12 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
//}
// 이미 등록된 시간 캔들이 있는 경우 변경
if (updateFlag)
{
// 시간 업데이트
lastCandleData.Argument = candleData.Argument;
//lastCandleData.Argument = candleData.Argument;
// 종가 수정
lastCandleData.Close = candleData.Close;
lastCandleData.Low = lastCandleData.Low > candleData.Low ? candleData.Low : lastCandleData.Low;
@@ -966,9 +987,12 @@ namespace BitgetAPI.WebService
}
// 없는 경우 추가
else
{
{
candleData.WebSocketUpdate = true;
var dt = candleData.Argument;
dt = dt.AddSeconds(dt.Second * -1);
dt = dt.AddMilliseconds(dt.Millisecond * -1);
candleData.Open = lastCandleData.Close;
// 새 데이터 등록
candleDataList.Add(candleData);
@@ -988,115 +1012,174 @@ namespace BitgetAPI.WebService
case CommonProperty.BitgetWebSocketType.캔들정보:
#region 캔들 웹소켓 : 종목 50, 캔들 1 개만 해도 뒤지려고 함 !! (일딴 패스)
{
foreach (var datalist in cloneList)
var list = new List<ResponseCandleStick>();
cloneList = cloneList.Where(t => t["action"].ToString() == "update").ToList();
foreach (var item in cloneList)
{
var argList = JsonConvert.DeserializeObject<Dictionary<string, object>>(datalist["arg"]?.ToString());
var resCandleStick = new ResponseCandleStick();
resCandleStick.arg = new ResponseCandleStickArg();
var candleInfos = JsonConvert.DeserializeObject<List<List<object>>>(datalist["data"]?.ToString());
var candleInfo = candleInfos[0];
double.TryParse(item["ts"].ToString(), out var ts);
DateTime dt = new DateTime(1970, 01, 01);
var candleData = new CandleData(
dt.AddMilliseconds(Convert.ToDouble(candleInfo[0])).ToLocalTime(),
Convert.ToDouble(candleInfo[1]),
Convert.ToDouble(candleInfo[2]),
Convert.ToDouble(candleInfo[3]),
Convert.ToDouble(candleInfo[4]),
Convert.ToDouble(candleInfo[5]),
Convert.ToDouble(candleInfo[6]),
Convert.ToDouble(candleInfo[7])
);
var arg = (JObject)item["arg"];
resCandleStick.arg.instType = arg.GetValue("instType").ToString();
resCandleStick.arg.channel = arg.GetValue("channel").ToString();
resCandleStick.arg.instId = arg.GetValue("instId").ToString();
resCandleStick.action = item["action"]?.ToString();
resCandleStick.ts = ts;
var dataList = JsonConvert.DeserializeObject<List<List<string>>>(JsonConvert.SerializeObject(item["data"]));
resCandleStick.data = dataList[0];
list.Add(resCandleStick);
}
// Websocket 캔들 정보 구분 하기 (1분, 1시간 등)
CommonProperty.MCandleTimeType mCandleTimeType = CommonProperty.MCandleTimeType.H1;
foreach (var interval in Enum.GetValues(typeof(CommonProperty.MCandleTimeType)))
var minList = new Dictionary<string, List<CandleData>>();
var stringList = list.Select(t => t.arg.instId).ToList();
list = list.OrderBy(t => t.ts).ToList();
foreach (var item in stringList)
{
var temp = list.Where(t => item == t.arg.instId);
if (temp.Count() > 0)
{
// Description
var description = Utils.Convertor.GetEnumDescription((Enum)interval);
if (argList["channel"].ToString().Contains(description))
mCandleTimeType = (CommonProperty.MCandleTimeType)interval;
break;
minList.Add(item, new List<CandleData>());
foreach (var t in temp)
{
DateTime dt = new DateTime(1970, 01, 01);
t.reciveTime = dt.AddMilliseconds(Convert.ToDouble(t.data[0])).ToLocalTime();
}
var timeList = temp.Select(t => t.reciveTime.Minute).OrderBy(t => t).ToList();
foreach (var min in timeList)
{
var minDataList = temp.Where(t => t.reciveTime.Minute == min).OrderBy(t => t.reciveTime).ToList();
var lastData = minDataList[minDataList.Count - 1];
var candleData = new CandleData();
double.TryParse(lastData.data[1].ToString(), out var openData);
double.TryParse(lastData.data[2].ToString(), out var highData);
double.TryParse(lastData.data[3].ToString(), out var lowData);
double.TryParse(lastData.data[4].ToString(), out var closeData);
candleData.Argument = lastData.reciveTime;
candleData.Close = closeData;
candleData.Open = openData;
candleData.Low = lowData;
candleData.High = highData;
minList[item].Add(candleData);
}
}
}
foreach (var item in minList.Keys)
{
var temp = minList[item];
// 캔들 리스트에서 해당 데이터 찾기
var searchIndex = commonProperty.candleDataLists.IndexOf(i => i.ConGoodsData.MarketName == argList["instId"].ToString());
var candleDataList = commonProperty.candleDataLists[searchIndex].candleDataList[mCandleTimeType];
// 마지막 데이터 (최신데이터) 가져오기
CandleData lastCandleData = null;
if (candleDataList.Count == 0)
candleDataList.Add(candleData);
else
{
lastCandleData = commonProperty.candleDataLists[searchIndex].candleDataList[mCandleTimeType].Last();
// 최신데이터와 비교하여 교체/등록하기
// 업데이트 or 추가
bool updateFlag = false;
switch (mCandleTimeType)
foreach (var candleData in temp)
{
foreach (CommonProperty.MCandleTimeType mCandleTimeType in Enum.GetValues(typeof(CommonProperty.MCandleTimeType)))
{
case CommonProperty.MCandleTimeType.M1:
if (lastCandleData.Argument.Minute == candleData.Argument.Minute)
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M3:
if (candleData.Argument.Minute % 3 != 0 || (candleData.Argument.Minute % 3 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M5:
if (candleData.Argument.Minute % 5 != 0 || (candleData.Argument.Minute % 5 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M15:
if (candleData.Argument.Minute % 15 != 0 || (candleData.Argument.Minute % 15 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.M30:
if (candleData.Argument.Minute % 30 != 0 || (candleData.Argument.Minute % 30 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H1:
if (candleData.Argument.Hour == candleData.Argument.Hour)
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H4:
if (candleData.Argument.Hour % 4 != 0 || (candleData.Argument.Hour % 4 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H6:
if (candleData.Argument.Hour % 6 != 0 || (candleData.Argument.Hour % 6 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
case CommonProperty.MCandleTimeType.H12:
if (candleData.Argument.Hour % 12 != 0 || (candleData.Argument.Hour % 12 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
updateFlag = true;
break;
}
var strInterval = Utils.Convertor.GetEnumDescription((Enum)mCandleTimeType);
if (!intervalList.Contains(strInterval)) continue;
// 이미 등록된 시간 캔들이 있는 경우 변경
if (updateFlag)
{
lastCandleData = candleData;
}
// 없는 경우 추가
else
{
lastCandleData.Close = candleData.Open;
// 새 데이터 등록
candleDataList.Add(candleData);
// 기존 데이터 삭제
if (candleDataList.Count > 250)
// 캔들 리스트에서 해당 데이터 찾기
var searchIndex = commonProperty.candleDataLists.IndexOf(i => i.ConGoodsData.MarketName == item);
var candleDataList = commonProperty.candleDataLists[searchIndex].candleDataList[mCandleTimeType];
// 마지막 데이터 (최신데이터) 가져오기
CandleData lastCandleData = null;
if (candleDataList.Count == 0)
candleDataList.Add(candleData);
else
{
var max = candleDataList.Max(t => t.Argument);
lastCandleData = candleDataList.Find(t => t.Argument == max);
var minData = candleDataList.Min(t => t.Argument);
var minCandle = candleDataList.FirstOrDefault(t => t.Argument == minData);
if (minCandle != null)
// 최신데이터와 비교하여 교체/등록하기
if (lastCandleData.Argument.Second != 0)
{
candleDataList.Remove(minCandle);
var beforeList = candleDataList.OrderByDescending(t => t.Argument).ToList();
var beforeArg = beforeList[1].Argument;
lastCandleData.Argument = beforeList[1].Argument.AddMinutes((int)mCandleTimeType);
}
// 업데이트 or 추가
bool updateFlag = false;
if (candleData.Argument >= lastCandleData.Argument && candleData.Argument < lastCandleData.Argument.AddMinutes((int)mCandleTimeType))
updateFlag = true;
#region 접어 두기
//switch (mCandleTimeType)
//{
// case CommonProperty.MCandleTimeType.M1:
// if (lastCandleData.Argument.Minute == candleData.Argument.Minute)
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M3:
// if (candleData.Argument.Minute % 3 != 0 || (candleData.Argument.Minute % 3 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M5:
// if (candleData.Argument.Minute % 5 != 0 || (candleData.Argument.Minute % 5 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M15:
// if (candleData.Argument.Minute % 15 != 0 || (candleData.Argument.Minute % 15 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.M30:
// if (candleData.Argument.Minute % 30 != 0 || (candleData.Argument.Minute % 30 == 0 && candleData.Argument.Minute == lastCandleData.Argument.Minute))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H1:
// if (candleData.Argument.Hour == candleData.Argument.Hour)
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H4:
// if (candleData.Argument.Hour % 4 != 0 || (candleData.Argument.Hour % 4 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H6:
// if (candleData.Argument.Hour % 6 != 0 || (candleData.Argument.Hour % 6 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
// case CommonProperty.MCandleTimeType.H12:
// if (candleData.Argument.Hour % 12 != 0 || (candleData.Argument.Hour % 12 == 0 && candleData.Argument.Hour == lastCandleData.Argument.Hour))
// updateFlag = true;
// break;
//}
#endregion
// 이미 등록된 시간 캔들이 있는 경우 변경
if (updateFlag)
{
// 시간 업데이트
//lastCandleData.Argument = candleData.Argument;
// 종가 수정
lastCandleData.Close = candleData.Close;
lastCandleData.Low = lastCandleData.Low > candleData.Low ? candleData.Low : lastCandleData.Low;
lastCandleData.High = lastCandleData.High < candleData.High ? candleData.High : lastCandleData.High;
lastCandleData.WebSocketUpdate = true;
}
// 없는 경우 추가
else
{
candleData.WebSocketUpdate = true;
var dt = candleData.Argument;
dt = dt.AddSeconds(dt.Second * -1);
dt = dt.AddMilliseconds(dt.Millisecond * -1);
// 새 데이터 등록
candleDataList.Add(candleData);
// 기존 데이터 삭제
if (candleDataList.Count > 250)
{
// 가장 오래된 데이터 삭제
candleDataList.Remove(j => j.Argument == candleDataList.Min(i => i.Argument));
}
}
}
}