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Change volume data type in MarketCandle #837

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Jul 2, 2024
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Original file line number Diff line number Diff line change
Expand Up @@ -121,7 +121,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
HighPrice = data[1].ConvertInvariant<decimal>(),
LowPrice = data[2].ConvertInvariant<decimal>(),
ClosePrice = data[3].ConvertInvariant<decimal>(),
BaseCurrencyVolume = data[4].ConvertInvariant<double>(),
BaseCurrencyVolume = data[4].ConvertInvariant<decimal>(),
Timestamp = timestamp,
};
result.Add(candle);
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Original file line number Diff line number Diff line change
Expand Up @@ -330,7 +330,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
Timestamp = CryptoUtility.UnixTimeStampToDateTimeSeconds(
x[0].ConvertInvariant<long>()
),
BaseCurrencyVolume = x[1].ConvertInvariant<double>(),
BaseCurrencyVolume = x[1].ConvertInvariant<decimal>(),
ClosePrice = x[2].ConvertInvariant<decimal>(),
HighPrice = x[3].ConvertInvariant<decimal>(),
LowPrice = x[4].ConvertInvariant<decimal>(),
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Original file line number Diff line number Diff line change
Expand Up @@ -305,7 +305,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
candleToken[0],
TimestampType.UnixSeconds
),
BaseCurrencyVolume = candleToken[1].ConvertInvariant<double>(),
BaseCurrencyVolume = candleToken[1].ConvertInvariant<decimal>(),
ClosePrice = candleToken[2].ConvertInvariant<decimal>(),
ExchangeName = Name,
HighPrice = candleToken[3].ConvertInvariant<decimal>(),
Expand Down
6 changes: 3 additions & 3 deletions src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs
Original file line number Diff line number Diff line change
Expand Up @@ -371,7 +371,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
{ "symbol", marketSymbol },
{ "type", periodString }
};

if (startDate != null)
{
payload.Add("startAt", (long)startDate.Value.UnixTimestampFromDateTimeSeconds());
Expand Down Expand Up @@ -406,8 +406,8 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
ClosePrice = token[i][2].ConvertInvariant<decimal>(),
HighPrice = token[i][3].ConvertInvariant<decimal>(),
LowPrice = token[i][4].ConvertInvariant<decimal>(),
BaseCurrencyVolume = token[i][5].ConvertInvariant<double>(),
QuoteCurrencyVolume = token[i][6].ConvertInvariant<double>()
BaseCurrencyVolume = token[i][5].ConvertInvariant<decimal>(),
QuoteCurrencyVolume = token[i][6].ConvertInvariant<decimal>()
}
);
}
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2 changes: 1 addition & 1 deletion src/ExchangeSharp/API/Exchanges/LBank/ExchangeLBankAPI.cs
Original file line number Diff line number Diff line change
Expand Up @@ -305,7 +305,7 @@ private List<MarketCandle> ParseMarketCandle(JToken array)
HighPrice = item[2].ConvertInvariant<decimal>(),
LowPrice = item[3].ConvertInvariant<decimal>(),
ClosePrice = item[4].ConvertInvariant<decimal>(),
BaseCurrencyVolume = item[5].ConvertInvariant<double>()
BaseCurrencyVolume = item[5].ConvertInvariant<decimal>()
};

candles.Add(candle);
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2 changes: 1 addition & 1 deletion src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs
Original file line number Diff line number Diff line change
Expand Up @@ -399,7 +399,7 @@ protected override async Task<IEnumerable<MarketCandle>> OnGetCandlesAsync(
LowPrice = enumerable.ElementAt(2).Value<decimal>(),
OpenPrice = enumerable.ElementAt(3).Value<decimal>(),
ClosePrice = enumerable.ElementAt(4).Value<decimal>(),
BaseCurrencyVolume = enumerable.ElementAt(5).Value<double>(),
BaseCurrencyVolume = enumerable.ElementAt(5).Value<decimal>(),
}
)
.Where(candle => !endDate.HasValue || candle.Timestamp <= endDate);
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Original file line number Diff line number Diff line change
Expand Up @@ -1096,8 +1096,8 @@ internal static MarketCandle ParseCandle(
out decimal baseVolume,
out decimal convertVolume
);
candle.BaseCurrencyVolume = (double)baseVolume;
candle.QuoteCurrencyVolume = (double)convertVolume;
candle.BaseCurrencyVolume = baseVolume;
candle.QuoteCurrencyVolume = convertVolume;
if (weightedAverageKey != null)
{
candle.WeightedAverage = token[weightedAverageKey].ConvertInvariant<decimal>();
Expand Down
4 changes: 2 additions & 2 deletions src/ExchangeSharp/Model/MarketCandle.cs
Original file line number Diff line number Diff line change
Expand Up @@ -66,12 +66,12 @@ public class MarketCandle
/// <summary>
/// Base currency volume (i.e. in BTC-USD, this would be BTC volume)
/// </summary>
public double BaseCurrencyVolume { get; set; }
public decimal BaseCurrencyVolume { get; set; }

/// <summary>
/// Quote currency volume (i.e. in BTC-USD, this would be USD volume)
/// </summary>
public double QuoteCurrencyVolume { get; set; }
public decimal QuoteCurrencyVolume { get; set; }

/// <summary>
/// The weighted average price if provided
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6 changes: 3 additions & 3 deletions src/ExchangeSharpConsole/Options/TestOption.cs
Original file line number Diff line number Diff line change
Expand Up @@ -224,9 +224,9 @@ await api.GetCandlesAsync(
&& !string.IsNullOrWhiteSpace(candles[0].Name)
&& candles[0].ExchangeName == api.Name
&& candles[0].PeriodSeconds == 86400
&& candles[0].BaseCurrencyVolume > 0.0
&& candles[0].QuoteCurrencyVolume > 0.0
&& candles[0].WeightedAverage >= 0m
&& candles[0].BaseCurrencyVolume > 0
&& candles[0].QuoteCurrencyVolume > 0
&& candles[0].WeightedAverage >= 0
);

Console.WriteLine($"OK ({candles.Length})");
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2 changes: 1 addition & 1 deletion tests/ExchangeSharpTests/ExchangeBitBankTests.cs
Original file line number Diff line number Diff line change
Expand Up @@ -131,7 +131,7 @@ public async Task ShouldGetCandleStick()
candle.HighPrice.Should().Be(1665719m);
candle.LowPrice.Should().Be(1612861m);
candle.ClosePrice.Should().Be(1629941);
candle.BaseCurrencyVolume.Should().Be(5.8362);
candle.BaseCurrencyVolume.Should().Be(5.8362m);
candle.Timestamp
.Should()
.Be(DateTimeOffset.FromUnixTimeMilliseconds(1514160000000).DateTime);
Expand Down
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