Add ExchangeKrakenAPI.OnGetCandlesWebSocketAsync implementation #600
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Pull methods and expose accessors on base class for consistency.
vslee
requested changes
Jun 15, 2021
fix candle open time as close time -interval
I've made this change. It's a little hacky but I don't see a nicer way without changing the design... seems a quirk of Kraken. I tested in console again and you now get something like this, note the volume resets each time the candle timestamp changes: |
vslee
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Jun 16, 2021
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jdx-john
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IOptionWithPeriodso the candle interval can be specified on commandline - and applied this to the REST-based CandlesOption with the same default value of 1800I'm not sure if we have formal tests but I tested from the console app and all looked good except for:
*Note that Kraken sends updates to the current candle when there are new trades, and when it does the open-time is the current time, i.e. the open time changes over the life-time of the candle but the close-time does not. Current implementation passes open-time to
ParseCandleextension method asMarketCandle.TimeStampis specified as the open time of the OHLC candle. So you'll see candle updates with new candle timestamp come through.I do not know if this would be consider correct/desired functionality by the community, or if the open-time should be set as
close-time - periodso it is constant? It would be a trivial change tovar candle = this.ParseCandle(token[1], marketSymbol, interval * 60, 2, 3, 4, 5, 0, TimestampType.UnixSeconds, 7, null, 6);you are welcome to make.