Compare commits
49 Commits
master
...
SMA_Band_I
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
9fce4b8636 | ||
|
|
738783473c | ||
|
|
f6b5cdda37 | ||
|
|
424f4fad73 | ||
|
|
bb9777f2b1 | ||
|
|
d9ad08d6ad | ||
|
|
d030c3004c | ||
|
|
73c30648d7 | ||
|
|
e02cb70d30 | ||
|
|
29cdaa5156 | ||
|
|
e6e9753b6d | ||
|
|
86aee0b03a | ||
|
|
3a6423a071 | ||
|
|
61ba50e118 | ||
|
|
db2ca84912 | ||
|
|
9f2e5943a7 | ||
|
|
240a53aa51 | ||
|
|
98c5eb598c | ||
|
|
b2813cc62c | ||
|
|
d684edc831 | ||
|
|
044e72664a | ||
|
|
21440503be | ||
|
|
122a283cd5 | ||
|
|
00a5860b29 | ||
|
|
6e05d15571 | ||
|
|
52b5fa8015 | ||
|
|
3fe80ee611 | ||
|
|
abf8a4f7f2 | ||
|
|
4742970f2d | ||
|
|
9a60569f94 | ||
|
|
d9aba561cb | ||
|
|
68548e05f4 | ||
|
|
d32225c46f | ||
|
|
ebe11900ee | ||
|
|
53ee8f1595 | ||
|
|
c2870042f7 | ||
|
|
0f3e8293de | ||
|
|
504cfd8af6 | ||
|
|
5c797e2b11 | ||
|
|
b698428681 | ||
|
|
d11c703670 | ||
|
|
07085f88c7 | ||
|
|
4a39cf6e70 | ||
|
|
9a90554399 | ||
|
|
ba7b46f86d | ||
|
|
a2c307b3d8 | ||
|
|
3be354f879 | ||
|
|
f70aff1a1e | ||
|
|
b7cf26b8fc |
@@ -112,6 +112,7 @@
|
||||
<Compile Include="IndicatorConditionSetup\IchimokuConditionSetup.cs" />
|
||||
<Compile Include="IndicatorConditionSetup\ImpulseMacdConditionSetup.cs" />
|
||||
<Compile Include="IndicatorConditionSetup\MovingAverageConditionSetup.cs" />
|
||||
<Compile Include="IndicatorConditionSetup\SMABandConditionSetup.cs" />
|
||||
<Compile Include="IndicatorConditionSetup\TradingViewConditionSetup.cs" />
|
||||
<Compile Include="IndicatorData\IchimokData.cs" />
|
||||
<Compile Include="IndicatorConditionSetup\IndicatorProcess.cs" />
|
||||
|
||||
@@ -48,6 +48,15 @@ namespace BitgetAPI
|
||||
MARGIN_보류 = 2
|
||||
}
|
||||
|
||||
// SMA Band Type
|
||||
public enum SMABandType
|
||||
{
|
||||
LongBuy = 0,
|
||||
LongSell = 1,
|
||||
ShortBuy = 2,
|
||||
ShortSell = 3
|
||||
}
|
||||
|
||||
public ExchangePlace selectedChangePlace;
|
||||
public PaymentType selectedPaymentType;
|
||||
public BitgetProductType selectedBitgetProductType;
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
304
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
Normal file
304
BitgetApi/IndicatorConditionSetup/SMABandConditionSetup.cs
Normal file
@@ -0,0 +1,304 @@
|
||||
using BitgetAPI.Data;
|
||||
using BitgetAPI.Data.IndicatorData;
|
||||
using DevExpress.Utils.Extensions;
|
||||
using DevExpress.XtraBars.Ribbon.Gallery;
|
||||
using DevExpress.XtraBars.ViewInfo;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Media.Media3D;
|
||||
using static BitgetAPI.CommonProperty;
|
||||
using static DevExpress.Utils.Diagnostics.GUIResources;
|
||||
using static System.Windows.Forms.VisualStyles.VisualStyleElement.ToolTip;
|
||||
|
||||
namespace BitgetApi.IndicatorConditionSetup
|
||||
{
|
||||
public class IchimokuResult
|
||||
{
|
||||
public DateTime Time { get; set; }
|
||||
public double TenkanSen { get; set; } // 전환선
|
||||
public double KijunSen { get; set; } // 기준선
|
||||
public double SenkouSpanA { get; set; } // 선행스팬1
|
||||
public double SenkouSpanB { get; set; } // 선행스팬2
|
||||
public double ChikouSpan { get; set; } // 후행스팬
|
||||
}
|
||||
|
||||
|
||||
public class SMABandConditionSetup
|
||||
{
|
||||
private readonly int rangeLookback = 12;
|
||||
private double rangeThresholdLongPercent = 2;
|
||||
private double rangeThresholdShortPercent = 2;
|
||||
/// <summary>
|
||||
/// false 는 구매 전, true는 판매 후
|
||||
/// </summary>
|
||||
private bool firstCloudFlag = true;
|
||||
|
||||
|
||||
public bool Calculate(List<CandleData> candles, SMABandType type, bool flag = false)
|
||||
{
|
||||
|
||||
var close = candles.Select(t => t.Close).ToList();
|
||||
|
||||
var high = candles.Select(t => t.High).ToList();
|
||||
|
||||
var low = candles.Select(t => t.Low).ToList();
|
||||
|
||||
var open = candles.Select(t => t.Open).ToList();
|
||||
|
||||
if (flag)
|
||||
{
|
||||
close.RemoveAt(close.Count - 1);
|
||||
high.RemoveAt(high.Count - 1);
|
||||
low.RemoveAt(low.Count - 1);
|
||||
open.RemoveAt(open.Count - 1);
|
||||
}
|
||||
|
||||
int i = close.Count - 1;
|
||||
if (close.Count < 100 || high.Count < 100 || low.Count < 100 || open.Count < 100)
|
||||
return false;
|
||||
|
||||
var avgLongList = new List<double>();
|
||||
var avgShortList = new List<double>();
|
||||
|
||||
for (var cntData = high.Count - 120; cntData < high.Count; cntData++)
|
||||
{
|
||||
var lowestData = Lowest(low, cntData, 12, 1);
|
||||
var highData = high[cntData];
|
||||
|
||||
avgLongList.Add((highData - lowestData)/lowestData * 100);
|
||||
}
|
||||
|
||||
for (var cntData = high.Count - 12; cntData < high.Count; cntData++)
|
||||
{
|
||||
var highestData = Highest(high, cntData, 4, 1);
|
||||
var lowData = low[cntData];
|
||||
|
||||
avgShortList.Add((highestData - lowData) / highestData * 100);
|
||||
}
|
||||
|
||||
|
||||
rangeThresholdLongPercent = avgLongList.Average();
|
||||
rangeThresholdShortPercent = avgShortList.Average() * 2.5;
|
||||
|
||||
double sma72 = CalculateSMA(close, i);
|
||||
double prevSma72 = CalculateSMA(close, i - 1);
|
||||
|
||||
double sma24 = CalculateSMA(close, i, 24);
|
||||
double prevSma24 = CalculateSMA(close, i - 1, 24);
|
||||
|
||||
|
||||
// SMA4 관련
|
||||
double sma4 = CalculateSMA(close, i, 4);
|
||||
double prevSma4 = CalculateSMA(close, i - 1, 4);
|
||||
double prev2Sma4 = CalculateSMA(close, i - 2, 4);
|
||||
double prev3Sma4 = CalculateSMA(close, i - 3, 4);
|
||||
|
||||
// 밴드 계산
|
||||
double sma4High = Highest(close, i, 12, 4);
|
||||
double sma4Middle = Middle(close, i, 12, 4);
|
||||
double sma4Low = Lowest(close, i, 12, 4);
|
||||
|
||||
double prevSma4High = Highest(close, i - 1, 12, 4);
|
||||
double prevSma4Middle = Middle(close, i - 1, 12, 4);
|
||||
double prevSma4Low = Lowest(close, i - 1, 12, 4);
|
||||
|
||||
double prev2Sma4High = Highest(close, i - 2, 12, 4);
|
||||
double prev2Sma4Low = Lowest(close, i - 2, 12, 4);
|
||||
double prev2Sma4Middle = Middle(close, i - 2, 12, 4);
|
||||
|
||||
double prev3Sma4High = Highest(close, i - 3, 12, 4);
|
||||
double prev3Sma4Low = Lowest(close, i - 3, 12, 4);
|
||||
double prev3Sma4Middle = Middle(close, i - 3, 12, 4);
|
||||
|
||||
|
||||
var ichmok = GetIchimokuCloud(candles, i - 25);
|
||||
var ichmokCurrent = GetIchimokuCloud(candles, i);
|
||||
|
||||
var cloudTopNow = Math.Max(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
|
||||
var cloudBottomNow = Math.Min(ichmok.SenkouSpanA, ichmok.SenkouSpanB);
|
||||
|
||||
var cloudTopAfter = Math.Max(ichmokCurrent.SenkouSpanA, ichmokCurrent.SenkouSpanB);
|
||||
var cloudBottomAfter = Math.Min(ichmokCurrent.SenkouSpanA, ichmokCurrent.SenkouSpanB);
|
||||
|
||||
bool isSma4BelowCloud = low[i] < cloudBottomNow;
|
||||
bool isSma4AboveCloud = high[i] > cloudTopNow;
|
||||
|
||||
bool greenCandle = open[i] < close[i];
|
||||
bool redCandle = open[i] > close[i];
|
||||
|
||||
var isLongRecentTouch = false;
|
||||
|
||||
|
||||
for (var cnt = 0; cnt < 10; cnt++)
|
||||
{
|
||||
if (Lowest(close, i - cnt, 12, 4) == CalculateSMA(close, i - cnt, 4) && Lowest(close, i - cnt - 1, 12, 4) <= CalculateSMA(close, i - cnt - 1, 4))
|
||||
{
|
||||
isLongRecentTouch = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//high 데이터 비교(기본 12개)
|
||||
var highestTempData = Highest(high, i, 12, 1);
|
||||
|
||||
// 진입/청산 조건
|
||||
bool rawNewLong = highestTempData == high[i] && isLongRecentTouch && greenCandle && IsSideways(high, low, i, true, rangeThresholdLongPercent) && prevSma4 <= sma4 && sma4High == sma4 && prevSma4High >= prevSma4 && (prev2Sma4Middle - prevSma4Middle) > (prevSma4Middle - sma4Middle) && sma4Middle > sma72 && sma4 > cloudTopNow;
|
||||
bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
|
||||
|
||||
bool rawNewShort = (sma72 < cloudTopNow && prevSma4Middle > prevSma24 && sma4Middle > cloudBottomNow && sma4 < sma72 && sma4High > sma72 && sma24 > sma4Middle && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && prevSma4 > sma4 && sma4 < cloudBottomNow) || (sma4 < sma72 && sma4High > sma72 && sma24 < sma4Middle && sma4 == sma4Low && IsSideways(high, low, i, false, rangeThresholdShortPercent) && redCandle && sma4 < cloudBottomNow && sma4Middle < cloudTopNow);
|
||||
bool rawShortSell = (sma4High <= sma4 && sma4High < sma72) || sma4 > sma72;
|
||||
|
||||
//bool rawNewLong = greenCandle && sma4Low < sma72 && IsSideways(high, low, i, true) && sma4 > cloudTopNow && prevSma4 <= prevSma4High && sma4 == sma4High && prevSma4 < sma4 && sma4Middle > sma72 && sma4 > cloudTopNow && ichmok.SenkouSpanA >= ichmok.SenkouSpanB && ichmokCurrent.SenkouSpanA >= ichmokCurrent.SenkouSpanB;
|
||||
//sma4 == sma4High && prevSma4 < sma4High && sma4Middle > sma72 && sma4 > cloudTopNow && ichmokCurrent.SenkouSpanA > ichmokCurrent.SenkouSpanB && ichmok.SenkouSpanA >= ichmok.SenkouSpanB; // sma4 > cloudBottomNow && IsSideways(high, low, i, true) && isSma4AboveCloud && (sma4 == sma4High && prevSma4 <= prevSma4High && prev2Sma4 <= prev2Sma4High) && (sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && prev2Sma4 >= prev3Sma4);
|
||||
|
||||
//bool rawLongSell = (sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 == sma4Low);
|
||||
//(sma4Middle < sma72 && prevSma4Middle > prevSma72) || (sma4 < cloudBottomNow);// (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && sma4 < sma4Middle);
|
||||
|
||||
//cloudFlag &&
|
||||
//bool rawNewShort = sma4 == sma4Low && prevSma4 > sma4Low && sma4Middle < sma72 && sma4 < cloudBottomNow;// sma4High < sma72 && prevSma4High > prevSma72;//sma4 < cloudTopNow && IsSideways(high, low, i, false) && isSma4BelowCloud && (sma4 == sma4Low && prevSma4 >= prevSma4Low && prev2Sma4 >= prev2Sma4Low) && (sma4 <= prevSma4 && prevSma4 <= prev2Sma4 && prev2Sma4 <= prev3Sma4);
|
||||
|
||||
//bool rawShortSell = (sma4Middle > sma72 && prevSma4Middle < prevSma72) || (sma4 > cloudTopNow);//(sma4 >= prevSma4 && prevSma4 >= prev2Sma4 && sma4 > sma4Middle);
|
||||
|
||||
// === 시그널 계산 ===
|
||||
if (type == SMABandType.LongBuy)
|
||||
{
|
||||
return rawNewLong;
|
||||
}
|
||||
else if (type == SMABandType.ShortBuy)
|
||||
{
|
||||
return rawNewShort;
|
||||
}
|
||||
|
||||
else if (type == SMABandType.LongSell)
|
||||
{
|
||||
return rawLongSell;
|
||||
}
|
||||
else if (type == SMABandType.ShortSell)
|
||||
{
|
||||
//if (rawShortSell)
|
||||
// firstCloudFlag = true;
|
||||
return rawShortSell;
|
||||
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
public static double CalculateSMA(List<double> data, int index, int period = 72)
|
||||
{
|
||||
var result = 0.0;
|
||||
for (var i = 0; i < period; i++)
|
||||
result += data[index - i];
|
||||
|
||||
|
||||
return result / period;
|
||||
}
|
||||
|
||||
private List<double> GetAvgList(List<double> source, int index, int period, int num)
|
||||
{
|
||||
var list = new List<double>();
|
||||
|
||||
for (var i = 0; i < period; i++)
|
||||
{
|
||||
list.Add(CalculateSMA(source, index - i, num));
|
||||
}
|
||||
|
||||
return list;
|
||||
}
|
||||
|
||||
private double Highest(List<double> source, int index, int period, int num)
|
||||
{
|
||||
|
||||
return GetAvgList(source, index, period, num).Max();
|
||||
|
||||
}
|
||||
|
||||
private double Middle(List<double> source, int index, int period, int num)
|
||||
{
|
||||
|
||||
return GetAvgList(source, index, period, num).Average();
|
||||
|
||||
}
|
||||
|
||||
private double Lowest(List<double> source, int index, int period, int num)
|
||||
{
|
||||
return GetAvgList(source, index, period, num).Min();
|
||||
}
|
||||
|
||||
private bool IsSideways(List<double> high, List<double> low, int index, bool type, double rangeThresholdPercent)
|
||||
{
|
||||
double highestHigh = Highest(high, index, rangeLookback, 1);
|
||||
double lowestLow = Lowest(low, index, rangeLookback, 1);
|
||||
|
||||
// long
|
||||
if (type)
|
||||
{
|
||||
double range = high[index] - lowestLow;
|
||||
return range > (highestHigh * rangeThresholdPercent / 100.0);
|
||||
}
|
||||
//short
|
||||
else
|
||||
{
|
||||
double range = highestHigh - low[index];
|
||||
return range > (lowestLow * rangeThresholdPercent / 100.0);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
private IchimokuResult GetIchimokuCloud(List<CandleData> candles, int i)
|
||||
{
|
||||
var highs = candles.Select(t => t.High).ToList();
|
||||
var lows = candles.Select(t => t.Low).ToList();
|
||||
var closes = candles.Select(t => t.Close).ToList();
|
||||
|
||||
var result = new IchimokuResult();
|
||||
|
||||
double tenkan = 0;
|
||||
double kijun = 0;
|
||||
double senkouA = 0;
|
||||
double senkouB = 0;
|
||||
double chikou = 0;
|
||||
|
||||
// Tenkan-sen (9)
|
||||
if (i >= 8)
|
||||
{
|
||||
double max9 = highs.GetRange(i - 8, 9).Max();
|
||||
double min9 = lows.GetRange(i - 8, 9).Min();
|
||||
tenkan = (max9 + min9) / 2.0;
|
||||
}
|
||||
|
||||
// Kijun-sen (26)
|
||||
if (i >= 25)
|
||||
{
|
||||
double max26 = highs.GetRange(i - 25, 26).Max();
|
||||
double min26 = lows.GetRange(i - 25, 26).Min();
|
||||
kijun = (max26 + min26) / 2.0;
|
||||
}
|
||||
|
||||
// Senkou Span A (현재 시점에서 계산만, 시프트는 X)
|
||||
if (tenkan != 0 && kijun != 0)
|
||||
{
|
||||
senkouA = (tenkan + kijun) / 2.0;
|
||||
}
|
||||
|
||||
// Senkou Span B (52)
|
||||
if (i >= 51)
|
||||
{
|
||||
double max52 = highs.GetRange(i - 51, 52).Max();
|
||||
double min52 = lows.GetRange(i - 51, 52).Min();
|
||||
senkouB = (max52 + min52) / 2.0;
|
||||
}
|
||||
return new IchimokuResult
|
||||
{
|
||||
TenkanSen = tenkan,
|
||||
KijunSen = kijun,
|
||||
SenkouSpanA = senkouA,
|
||||
SenkouSpanB = senkouB,
|
||||
ChikouSpan = chikou
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -118,128 +118,148 @@ namespace BitgetAPI.WebService
|
||||
|
||||
using (var wRes = (HttpWebResponse)wReq.GetResponse())
|
||||
{
|
||||
var respPostStream = wRes.GetResponseStream();
|
||||
var readerPost = new StreamReader(respPostStream, Encoding.UTF8, true);
|
||||
var resResult = readerPost.ReadToEnd();
|
||||
switch (exchangeWebReqType)
|
||||
try
|
||||
{
|
||||
#region Bitget
|
||||
case CommonProperty.ExchangeWebReqType.BitgetMarket_Spot:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var marketInfo = JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
var data = marketInfo.FindAll(x => x["coin"].ToString().Contains("USDT"));
|
||||
}
|
||||
break;
|
||||
case CommonProperty.ExchangeWebReqType.BitgetMarket_Future:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var marketInfos = JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
|
||||
commonProperty.marketInfoList = new List<MarketInfo>();
|
||||
|
||||
foreach (var item in marketInfos)
|
||||
var respPostStream = wRes.GetResponseStream();
|
||||
var readerPost = new StreamReader(respPostStream, Encoding.UTF8, true);
|
||||
var resResult = readerPost.ReadToEnd();
|
||||
switch (exchangeWebReqType)
|
||||
{
|
||||
#region Bitget
|
||||
case CommonProperty.ExchangeWebReqType.BitgetMarket_Spot:
|
||||
{
|
||||
MarketInfo marketInfo = new MarketInfo();
|
||||
marketInfo.MarketName = item["symbol"].ToString();
|
||||
marketInfo.ExchangePlace = Enum.GetName(typeof(CommonProperty.ExchangePlace), commonProperty.selectedChangePlace);
|
||||
marketInfo.lastPr = Convert.ToDouble(item["lastPr"]);
|
||||
marketInfo.change24h = Convert.ToDouble(item["change24h"]);
|
||||
marketInfo.baseVolume = Convert.ToDouble(item["baseVolume"]);
|
||||
marketInfo.quoteVolume = Convert.ToDouble(item["quoteVolume"]);
|
||||
marketInfo.high24h = Convert.ToDouble(item["high24h"]);
|
||||
marketInfo.low24h = Convert.ToDouble(item["low24h"]);
|
||||
marketInfo.open24h = Convert.ToDouble(item["open24h"]);
|
||||
commonProperty.marketInfoList.Add(marketInfo);
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var marketInfo = JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
var data = marketInfo.FindAll(x => x["coin"].ToString().Contains("USDT"));
|
||||
}
|
||||
|
||||
return commonProperty.marketInfoList;
|
||||
}
|
||||
case CommonProperty.ExchangeWebReqType.BitgetCandleStick_Coin:
|
||||
{
|
||||
|
||||
}
|
||||
break;
|
||||
case CommonProperty.ExchangeWebReqType.BitgetCandleStick_Future:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var datas = JsonConvert.DeserializeObject<List<List<object>>>(datalist["data"]?.ToString());
|
||||
|
||||
if (marketCandleDataList == null) return null;
|
||||
|
||||
var candleDataList = marketCandleDataList.candleDataList[interval];
|
||||
|
||||
foreach (var item in datas)
|
||||
break;
|
||||
case CommonProperty.ExchangeWebReqType.BitgetMarket_Future:
|
||||
{
|
||||
CandleData candleData = new CandleData();
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var marketInfos = JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
|
||||
candleData.Argument = Convertor.GetUnixtimeStampToDateTime(long.Parse(item[0].ToString()));
|
||||
candleData.Open = Convert.ToDouble(item[1]);
|
||||
candleData.High = Convert.ToDouble(item[2]);
|
||||
candleData.Low = Convert.ToDouble(item[3]);
|
||||
candleData.Close = Convert.ToDouble(item[4]);
|
||||
candleData.Vol_C = Convert.ToDouble(item[5]);
|
||||
candleData.Vol_USD = Convert.ToDouble(item[6]);
|
||||
commonProperty.marketInfoList = new List<MarketInfo>();
|
||||
|
||||
// 같은 시간이 존재하면 업데이트 : 1개밖에 없음
|
||||
// 마지막 시간 데이터는 불완전 > 웹소켓 데이터와 합체
|
||||
if (item == datas.Last())
|
||||
foreach (var item in marketInfos)
|
||||
{
|
||||
var timespan_add = new System.TimeSpan(0, 0, 0);
|
||||
MarketInfo marketInfo = new MarketInfo();
|
||||
marketInfo.MarketName = item["symbol"].ToString();
|
||||
marketInfo.ExchangePlace = Enum.GetName(typeof(CommonProperty.ExchangePlace), commonProperty.selectedChangePlace);
|
||||
marketInfo.lastPr = Convert.ToDouble(item["lastPr"]);
|
||||
marketInfo.change24h = Convert.ToDouble(item["change24h"]);
|
||||
marketInfo.baseVolume = Convert.ToDouble(item["baseVolume"]);
|
||||
marketInfo.quoteVolume = Convert.ToDouble(item["quoteVolume"]);
|
||||
marketInfo.high24h = Convert.ToDouble(item["high24h"]);
|
||||
marketInfo.low24h = Convert.ToDouble(item["low24h"]);
|
||||
marketInfo.open24h = Convert.ToDouble(item["open24h"]);
|
||||
commonProperty.marketInfoList.Add(marketInfo);
|
||||
}
|
||||
|
||||
switch (interval)
|
||||
return commonProperty.marketInfoList;
|
||||
}
|
||||
case CommonProperty.ExchangeWebReqType.BitgetCandleStick_Coin:
|
||||
{
|
||||
|
||||
}
|
||||
break;
|
||||
case CommonProperty.ExchangeWebReqType.BitgetCandleStick_Future:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
var datas = JsonConvert.DeserializeObject<List<List<object>>>(datalist["data"]?.ToString());
|
||||
|
||||
if (marketCandleDataList == null) return null;
|
||||
|
||||
var candleDataList = marketCandleDataList.candleDataList[interval];
|
||||
|
||||
foreach (var item in datas)
|
||||
{
|
||||
CandleData candleData = new CandleData();
|
||||
|
||||
candleData.Argument = Convertor.GetUnixtimeStampToDateTime(long.Parse(item[0].ToString()));
|
||||
candleData.Open = Convert.ToDouble(item[1]);
|
||||
candleData.High = Convert.ToDouble(item[2]);
|
||||
candleData.Low = Convert.ToDouble(item[3]);
|
||||
candleData.Close = Convert.ToDouble(item[4]);
|
||||
candleData.Vol_C = Convert.ToDouble(item[5]);
|
||||
candleData.Vol_USD = Convert.ToDouble(item[6]);
|
||||
|
||||
// 같은 시간이 존재하면 업데이트 : 1개밖에 없음
|
||||
// 마지막 시간 데이터는 불완전 > 웹소켓 데이터와 합체
|
||||
if (item == datas.Last())
|
||||
{
|
||||
case CommonProperty.MCandleTimeType.M1:
|
||||
// 같은 분이면 무조건 업데이트
|
||||
timespan_add = new System.TimeSpan(0, 1, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M3:
|
||||
// 같은 분이면 무조건 업데이트
|
||||
timespan_add = new System.TimeSpan(0, 3, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M5:
|
||||
timespan_add = new System.TimeSpan(0, 5, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M15:
|
||||
timespan_add = new System.TimeSpan(0, 15, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M30:
|
||||
timespan_add = new System.TimeSpan(0, 30, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H1:
|
||||
timespan_add = new System.TimeSpan(1, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H2:
|
||||
timespan_add = new System.TimeSpan(2, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H3:
|
||||
timespan_add = new System.TimeSpan(3, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H4:
|
||||
timespan_add = new System.TimeSpan(4, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H6:
|
||||
timespan_add = new System.TimeSpan(6, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H12:
|
||||
timespan_add = new System.TimeSpan(12, 0, 0);
|
||||
break;
|
||||
var timespan_add = new System.TimeSpan(0, 0, 0);
|
||||
|
||||
switch (interval)
|
||||
{
|
||||
case CommonProperty.MCandleTimeType.M1:
|
||||
// 같은 분이면 무조건 업데이트
|
||||
timespan_add = new System.TimeSpan(0, 1, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M3:
|
||||
// 같은 분이면 무조건 업데이트
|
||||
timespan_add = new System.TimeSpan(0, 3, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M5:
|
||||
timespan_add = new System.TimeSpan(0, 5, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M15:
|
||||
timespan_add = new System.TimeSpan(0, 15, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.M30:
|
||||
timespan_add = new System.TimeSpan(0, 30, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H1:
|
||||
timespan_add = new System.TimeSpan(1, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H2:
|
||||
timespan_add = new System.TimeSpan(2, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H3:
|
||||
timespan_add = new System.TimeSpan(3, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H4:
|
||||
timespan_add = new System.TimeSpan(4, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H6:
|
||||
timespan_add = new System.TimeSpan(6, 0, 0);
|
||||
break;
|
||||
case CommonProperty.MCandleTimeType.H12:
|
||||
timespan_add = new System.TimeSpan(12, 0, 0);
|
||||
break;
|
||||
}
|
||||
|
||||
var sameCandleData_WebService = candleDataList.Find(i => candleData.Argument <= i.Argument &&
|
||||
i.Argument < (candleData.Argument + timespan_add) && i.WebSocketUpdate == true);
|
||||
|
||||
if (sameCandleData_WebService != null)
|
||||
{
|
||||
// 종가 => 웹소켓 데이터 사용 (웹 서비스 호출 데이터 중 마지막 데이터는 캔들이 완성되지 않음)
|
||||
// 시가 => 웹 서비스 데이터 사용
|
||||
sameCandleData_WebService.Open = candleData.Open;
|
||||
// 저가, 고가 => 비교해서 사용
|
||||
sameCandleData_WebService.Low = Math.Min(sameCandleData_WebService.Low, candleData.Low);
|
||||
sameCandleData_WebService.High = Math.Max(sameCandleData_WebService.High, candleData.High);
|
||||
|
||||
sameCandleData_WebService.WebServiceUpdate = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
candleDataList.Add(candleData);
|
||||
candleData.WebServiceUpdate = true;
|
||||
}
|
||||
|
||||
}
|
||||
/*
|
||||
//var sameCandleData_WebService = candleDataList.Find(i => i.Argument.Minute == candleData.Argument.Minute &&
|
||||
//i.Argument.Hour == candleData.Argument.Hour && i.WebSocketUpdate == true);
|
||||
|
||||
var sameCandleData_WebService = candleDataList.Find(i => candleData.Argument <= i.Argument &&
|
||||
i.Argument < (candleData.Argument + timespan_add) && i.WebSocketUpdate == true);
|
||||
|
||||
// 기존 웹소켓으로 부터 받은 데이터에 수정 등록
|
||||
if (sameCandleData_WebService != null)
|
||||
{
|
||||
// 종가 => 웹소켓 데이터 사용 (웹 서비스 호출 데이터 중 마지막 데이터는 캔들이 완성되지 않음)
|
||||
// 시가 => 웹 서비스 데이터 사용
|
||||
sameCandleData_WebService.Open = candleData.Open;
|
||||
// 저가, 고가 => 비교해서 사용
|
||||
sameCandleData_WebService.Low = Math.Min(sameCandleData_WebService.Low, candleData.Low);
|
||||
sameCandleData_WebService.High = Math.Max(sameCandleData_WebService.High, candleData.High);
|
||||
|
||||
sameCandleData_WebService.WebServiceUpdate = true;
|
||||
}
|
||||
}*/
|
||||
// 웹 서비스로 받은 데이터를 새로 추가
|
||||
else
|
||||
{
|
||||
candleDataList.Add(candleData);
|
||||
@@ -247,60 +267,46 @@ namespace BitgetAPI.WebService
|
||||
}
|
||||
|
||||
}
|
||||
/*
|
||||
//var sameCandleData_WebService = candleDataList.Find(i => i.Argument.Minute == candleData.Argument.Minute &&
|
||||
//i.Argument.Hour == candleData.Argument.Hour && i.WebSocketUpdate == true);
|
||||
|
||||
|
||||
// 기존 웹소켓으로 부터 받은 데이터에 수정 등록
|
||||
if (sameCandleData_WebService != null)
|
||||
{
|
||||
|
||||
}*/
|
||||
// 웹 서비스로 받은 데이터를 새로 추가
|
||||
else
|
||||
{
|
||||
candleDataList.Add(candleData);
|
||||
candleData.WebServiceUpdate = true;
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
break;
|
||||
case ExchangeWebReqType.BitgetAccountList_Future:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
return JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
}
|
||||
case ExchangeWebReqType.BitgetOrder_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetCancelOrder_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangeLeverage_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangeMarginMode_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangePositionMode_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetOrderDetail_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetGetTimeStamp:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
#endregion
|
||||
break;
|
||||
case ExchangeWebReqType.BitgetAccountList_Future:
|
||||
{
|
||||
var datalist = JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
return JsonConvert.DeserializeObject<List<Dictionary<string, object>>>(datalist["data"]?.ToString());
|
||||
}
|
||||
case ExchangeWebReqType.BitgetOrder_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetCancelOrder_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangeLeverage_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangeMarginMode_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetChangePositionMode_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetOrderDetail_Future:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
case ExchangeWebReqType.BitgetGetTimeStamp:
|
||||
{
|
||||
return JsonConvert.DeserializeObject<Dictionary<string, object>>(resResult);
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}catch(Exception e)
|
||||
{
|
||||
return returnJsonData;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1050,7 +1056,7 @@ namespace BitgetAPI.WebService
|
||||
candleDataList.Add(candleData);
|
||||
|
||||
// 기존 데이터 삭제
|
||||
if (candleDataList.Count > 500)
|
||||
if (candleDataList.Count > 1000)
|
||||
{
|
||||
// 가장 오래된 데이터 삭제
|
||||
candleDataList.Remove(j => j.Argument == candleDataList.Min(i => i.Argument));
|
||||
@@ -1107,6 +1113,7 @@ namespace BitgetAPI.WebService
|
||||
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();
|
||||
|
||||
@@ -1150,7 +1157,7 @@ namespace BitgetAPI.WebService
|
||||
{
|
||||
var max = candleDataList.Max(t => t.Argument);
|
||||
lastCandleData = candleDataList.Find(t => t.Argument == max);
|
||||
|
||||
|
||||
var flag = false;
|
||||
if (((int)mCandleTimeType) < 60)
|
||||
{
|
||||
@@ -1238,7 +1245,8 @@ namespace BitgetAPI.WebService
|
||||
{
|
||||
candleData.WebSocketUpdate = true;
|
||||
lastCandleData.Close = candleData.Open;
|
||||
if(lastCandleData.High < lastCandleData.Close)
|
||||
|
||||
if (lastCandleData.High < lastCandleData.Close)
|
||||
{
|
||||
lastCandleData.High = lastCandleData.Close;
|
||||
}
|
||||
@@ -1253,8 +1261,7 @@ namespace BitgetAPI.WebService
|
||||
if((int)mCandleTimeType > 60)
|
||||
{
|
||||
dt = dt.AddMinutes(dt.Minute * -1);
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 새 데이터 등록
|
||||
candleDataList.Add(candleData);
|
||||
|
||||
Reference in New Issue
Block a user