million/BitGet_API
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

고가 저가 처리 완료

Browse Source
This commit is contained in:
kyh
2024-07-12 12:57:46 +09:00
parent c04b8885c0
commit 7ccfc740a6
3 changed files with 176 additions and 114 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
BitgetApi/IndicatorConditionSetup/IndicatorProcess.cs
View File

@@ -284,7 +284,7 @@ namespace BitgetAPI.IndicatorConditionSetup
//파는 시점 볼랜저 전전봉 12 - 24 값이 전봉 12 - 24보다 클경우 팜 //파는 시점 볼랜저 전전봉 12 - 24 값이 전봉 12 - 24보다 클경우 팜
//var sellFlag = 전봉Bol12 - 전봉Bol24 < Bol12 - Bol24 || 현재봉4 > 낮은값_74_24; //var sellFlag = 전봉Bol12 - 전봉Bol24 < Bol12 - Bol24 || 현재봉4 > 낮은값_74_24;
//var sellFlag = 현재봉4 > 낮은값_74_24 || 전전봉Bol12 - 전전봉Bol24 < 전봉Bol12 - 전봉Bol24; //var sellFlag = 현재봉4 > 낮은값_74_24 || 전전봉Bol12 - 전전봉Bol24 < 전봉Bol12 - 전봉Bol24;
var sellFlag = 현재봉4 > 낮은값_74_24 || 현재봉12 < 현재봉4; ; var sellFlag = 현재봉4 > 낮은값_74_24 || 현재봉12 < 현재봉4 || 전전봉Bol12 - 전전봉Bol24 < 전봉Bol12 - 전봉Bol24;
//파는 시점 볼랜저 전전봉 12 - 24 값이 전봉 12 - 24보다 클경우 팜 //파는 시점 볼랜저 전전봉 12 - 24 값이 전봉 12 - 24보다 클경우 팜
//var buyFlag = candleData_전봉.movingAverageDataList[12].BolangerValue > candleData_전봉.movingAverageDataList[24].BolangerValue && 전전봉Bol12 - 전전봉Bol24 > 전봉Bol12 - 전봉Bol24; //var buyFlag = candleData_전봉.movingAverageDataList[12].BolangerValue > candleData_전봉.movingAverageDataList[24].BolangerValue && 전전봉Bol12 - 전전봉Bol24 > 전봉Bol12 - 전봉Bol24;

19
BitgetApi/MainForm.cs
View File

@@ -174,15 +174,16 @@ namespace BitgetAPI
{ {
var flag = true; var flag = true;
//속도 개선을 위하여 미리 선언
while (webConnection.Is_th_webSocketThread) while (webConnection.Is_th_webSocketThread)
{ {
webConnection.CalculateDataList(type); webConnection.CalculateDataList(type, indicatorProcess.intervalList);
if (flag) if (flag)
{ {
th_SignalInfo = new Thread(new ThreadStart(Signalnfo)); th_SignalInfo = new Thread(new ThreadStart(Signalnfo));
th_SignalInfo.Start(); th_SignalInfo.Start();
flag = false;
} }
flag = false;
} }
} }
@@ -201,13 +202,7 @@ namespace BitgetAPI
*/ */
var checkedMarkets = checkedComboBoxEdit_MarketInfoList.Properties.Items.GetCheckedValues();
var intervalList = checkedComboBoxEdit_TimeInterval.Properties.Items.GetCheckedValues();
indicatorProcess = new IndicatorProcess();
indicatorProcess.Is_th_SignalInfo = true; indicatorProcess.Is_th_SignalInfo = true;
indicatorProcess.checkedMarkets = checkedMarkets;
indicatorProcess.intervalList = intervalList;
indicatorProcess.signals_LU = signals_LU; indicatorProcess.signals_LU = signals_LU;
indicatorProcess.signals_SD = signals_SD; indicatorProcess.signals_SD = signals_SD;
indicatorProcess.signals_LD = signals_LD; indicatorProcess.signals_LD = signals_LD;
@@ -246,6 +241,9 @@ namespace BitgetAPI
// 캔들 데이터 가져오기 // 캔들 데이터 가져오기
foreach (var interval in Enum.GetValues(typeof(CommonProperty.MCandleTimeType))) foreach (var interval in Enum.GetValues(typeof(CommonProperty.MCandleTimeType)))
{ {
var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
if (!indicatorProcess.intervalList.Contains(strInterval)) continue;
// Description // Description
var description = Utils.Convertor.GetEnumDescription((Enum)interval); var description = Utils.Convertor.GetEnumDescription((Enum)interval);
// 1M, 3M Names.... // 1M, 3M Names....
@@ -524,6 +522,11 @@ namespace BitgetAPI
// 웹소켓으로 캔들 쌓기 // 웹소켓으로 캔들 쌓기
// WebSocket 생성 // WebSocket 생성
indicatorProcess = new IndicatorProcess();
var checkedMarkets = checkedComboBoxEdit_MarketInfoList.Properties.Items.GetCheckedValues();
var intervalList = checkedComboBoxEdit_TimeInterval.Properties.Items.GetCheckedValues();
indicatorProcess.checkedMarkets = checkedMarkets;
indicatorProcess.intervalList = intervalList;
commonProperty.webConnection = webConnection; commonProperty.webConnection = webConnection;
webConnection.Is_th_webSocketThread = true; webConnection.Is_th_webSocketThread = true;

273
BitgetApi/WebService/WebConnection.cs
View File

@@ -19,6 +19,7 @@ using static BitgetAPI.CommonProperty;
using DateTime = System.DateTime; using DateTime = System.DateTime;
using DevExpress.Xpo.Logger; using DevExpress.Xpo.Logger;
using DevExpress.XtraTreeList.Filtering.Provider; using DevExpress.XtraTreeList.Filtering.Provider;
using System.Runtime.InteropServices;
namespace BitgetAPI.WebService namespace BitgetAPI.WebService
{ {
@@ -736,7 +737,7 @@ namespace BitgetAPI.WebService
} }
} }
public void CalculateDataList(BitgetWebSocketType bitgetWebSocketType) public void CalculateDataList(BitgetWebSocketType bitgetWebSocketType, List<object> intervalList)
{ {
try try
{ {
@@ -766,7 +767,7 @@ namespace BitgetAPI.WebService
var dataList = cloneList.Where(t => t.ContainsKey("data")).Select(t => t["data"]); var dataList = cloneList.Where(t => t.ContainsKey("data")).Select(t => t["data"]);
var list = JsonConvert.DeserializeObject<List<List<WebSocketTickerInfo>>>(JsonConvert.SerializeObject(dataList)); var list = JsonConvert.DeserializeObject<List<List<WebSocketTickerInfo>>>(JsonConvert.SerializeObject(dataList));
var stringList = list.Select(t => t[0].instId).Distinct().ToList();
list = list.OrderBy(t => t[0].ts).ToList(); list = list.OrderBy(t => t[0].ts).ToList();
@@ -774,129 +775,187 @@ namespace BitgetAPI.WebService
{ {
case CommonProperty.BitgetWebSocketType.현황정보_전체종목: case CommonProperty.BitgetWebSocketType.현황정보_전체종목:
{ {
foreach (var datalist in list) var minList = new Dictionary<string, List<CandleData>>();
foreach (var item in stringList)
{ {
var candleInfo = datalist; var temp = list.Where(t => item == t[0].instId);
var tickerList = candleInfo[0]; if (temp.Count() > 0)
DateTime dt = new DateTime(1970, 01, 01);
tickerList.reciveTime = dt.AddMilliseconds(Convert.ToDouble(tickerList.ts)).ToLocalTime();
// 웹소켓 티커 리스트에 추가 (사용 안함)
/*
var searchIndex = commonProperty.webSocketCandles.IndexOf(i => i.instId == tickerList.instId);
if (searchIndex < 0)
commonProperty.webSocketCandles.Add(tickerList);
else
{ {
commonProperty.webSocketCandles[searchIndex] = tickerList; minList.Add(item, new List<CandleData>());
} foreach (var t in temp)
*/
// 캔들 리스트에서 해당 데이터 찾기
var searchIndex_c = commonProperty.candleDataLists.IndexOf(i => i.ConGoodsData.MarketName == tickerList.instId);
// 캔들 리스트에 업데이트 (전체 시간별)
foreach (CommonProperty.MCandleTimeType interval in Enum.GetValues(typeof(CommonProperty.MCandleTimeType)))
{
var candleDataList = commonProperty.candleDataLists[searchIndex_c].candleDataList[interval];
// 캔들 리스트에 추가
var candleData = new CandleData();
candleData.Argument = tickerList.reciveTime;
candleData.Close = tickerList.lastPr;
// 캔들 리스트가 없으면 추가
if (candleDataList.Count == 0)
candleDataList.Add(candleData);
else
{ {
var lastCandleData_Edit = candleDataList.OrderBy(t => t.Argument).ToList(); var tickerList = t[0];
DateTime dt = new DateTime(1970, 01, 01);
tickerList.reciveTime = dt.AddMilliseconds(Convert.ToDouble(tickerList.ts)).ToLocalTime();
}
// 마지막 시간 데이터 가져오기 var timeList = temp.Select(t => t[0].reciveTime.Minute);
var lastCandleData = lastCandleData_Edit.Find(j => j.Argument == lastCandleData_Edit.Max(i => i.Argument)); foreach (var min in timeList)
if (lastCandleData == null || lastCandleData.Argument > candleData.Argument) return; {
var minDataList = temp.Where(t => t[0].reciveTime.Minute == min);
var candleData = new CandleData();
// 업데이트 or 추가 candleData.Argument = minDataList.Last()[0].reciveTime;
bool updateFlag = false; candleData.Close = minDataList.Last()[0].lastPr;
candleData.Open = minDataList.First()[0].lastPr;
candleData.Low = minDataList.Min(t => t[0].lastPr);
candleData.High = minDataList.Max(t => t[0].lastPr);
switch (interval) minList[item].Add(candleData);
{ }
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;
}
// 이미 등록된 시간 캔들이 있는 경우 변경 //minList = new Dictionary<string, List<CandleData>>();
if (updateFlag)
{
// 시간 업데이트
lastCandleData.Argument = candleData.Argument;
// 종가 수정
lastCandleData.Close = candleData.Close;
// 저가 등록
if (lastCandleData.Low == 0 || lastCandleData.Low > candleData.Close) lastCandleData.Low = candleData.Close;
// 고가 등록
if (lastCandleData.High == 0 || lastCandleData.High < candleData.Close) lastCandleData.High = candleData.Close;
lastCandleData.WebSocketUpdate = true; //List<WebSocketTickerInfo> tempList = new List<WebSocketTickerInfo>();
} //foreach (var datalist in list)
// 없는 경우 추가 //{
// var tickerList = datalist[0];
// DateTime dt = new DateTime(1970, 01, 01);
// tickerList.reciveTime = dt.AddMilliseconds(Convert.ToDouble(tickerList.ts)).ToLocalTime();
// tempList.Add(tickerList);
// if (minList.ContainsKey(tickerList.instId))
// {
// if (!minList[tickerList.instId].Any(m => m.Argument.Minute == tickerList.reciveTime.Minute))
// {
// var candleData = new CandleData();
// candleData.Argument = tickerList.reciveTime;
// candleData.Close = tickerList.lastPr;
// candleData.Open = tickerList.lastPr;
// candleData.Low = tickerList.lastPr;
// candleData.High = tickerList.lastPr;
// minList[tickerList.instId].Add(candleData);
// }
// else
// {
// var tempItem = minList[tickerList.instId].First(t => t.Argument.Minute == tickerList.reciveTime.Minute);
// tempItem.Argument = tickerList.reciveTime;
// tempItem.Close = tickerList.lastPr;
// tempItem.Low = tempItem.Low > tickerList.lastPr ? tickerList.lastPr : tempItem.Low;
// tempItem.High = tempItem.High < tickerList.lastPr ? tickerList.lastPr : tempItem.High;
// }
// }
// else
// {
// minList.Add(tickerList.instId, new List<CandleData>());
// var candleData = new CandleData();
// candleData.Argument = tickerList.reciveTime;
// candleData.Close = tickerList.lastPr;
// candleData.Open = tickerList.lastPr;
// candleData.Low = tickerList.lastPr;
// candleData.High = tickerList.lastPr;
// minList[tickerList.instId].Add(candleData);
// }
//}
foreach (var item in minList.Keys)
{
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);
// 캔들 리스트에 업데이트 (전체 시간별)
foreach (CommonProperty.MCandleTimeType interval in Enum.GetValues(typeof(CommonProperty.MCandleTimeType)))
{
var strInterval = Utils.Convertor.GetEnumDescription((Enum)interval);
if (!intervalList.Contains(strInterval)) continue;
var candleDataList = commonProperty.candleDataLists[searchIndex_c].candleDataList[interval];
// 캔들 리스트가 없으면 추가
if (candleDataList.Count == 0)
candleDataList.Add(candleData);
else else
{ {
if (candleData.Open == 0) { } var lastCandleData_Edit = candleDataList.OrderBy(t => t.Argument).ToList();
// 1분 이상 Ticker가 없는 겨우는 Open 가만 가격이 등록됨
candleData.Open = candleData.Close;
candleData.WebSocketUpdate = true; // 마지막 시간 데이터 가져오기
var lastCandleData = lastCandleData_Edit.Find(j => j.Argument == lastCandleData_Edit.Max(i => i.Argument));
if (lastCandleData == null || lastCandleData.Argument > candleData.Argument) return;
// 새 데이터 등록 // 업데이트 or 추가
candleDataList.Add(candleData); bool updateFlag = false;
// 기존 데이터 삭제 switch (interval)
if (candleDataList.Count > 250)
{ {
// 가장 오래된 데이터 삭제 case CommonProperty.MCandleTimeType.M1:
candleDataList.Remove(j => j.Argument == candleDataList.Min(i => i.Argument)); 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;
}
// 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;
// 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));
}
} }
} }
} }
} }
} }
} }
break; break;