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Kraken.cpp
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/*
issues
- Fix BrokerHistory3 to dowload minutes in more iterations
- Fix USD balance
- app c# download daily /hourly history
- bittrex history https://www.reddit.com/r/BitcoinMarkets/comments/6k75ue/unable_to_get_historical_bittrex_data/
https://cryptfolio.com/historical
- websockets https://github.com/dhbaird/easywsclient
*/
#define _CRT_SECURE_NO_WARNINGS
#include "stdafx.h"
//#define FROMFILE
//#define FAKELOGIN
INITIALIZE_EASYLOGGINGPP
BOOL APIENTRY DllMain(HMODULE hModule,
DWORD ul_reason_for_call,
LPVOID lpReserved
)
{
switch (ul_reason_for_call)
{
case DLL_PROCESS_ATTACH:
OutputDebugStringA("DllMain, DLL_PROCESS_ATTACH\n");
break;
case DLL_THREAD_ATTACH:
OutputDebugStringA("DllMain, DLL_THREAD_ATTACH\n");
break;
case DLL_THREAD_DETACH:
OutputDebugStringA("DllMain, DLL_THREAD_DETACH\n");
break;
case DLL_PROCESS_DETACH:
OutputDebugStringA("DllMain, DLL_PROCESS_DETACH\n");
break;
default:
OutputDebugStringA("DllMain, ????\n");
break;
}
return TRUE;
}
/////////////////////////////////////////////////////////////
typedef double DATE;
//#include "D:\Zorro\include\trading.h" // enter your path to trading.h (in your Zorro folder)
#include "..\..\Zorro\include\trading.h"
//#import "C:\\Program Files\\CandleWorks\\FXOrder2Go\fxcore.dll" // FXCM API module
#define PLUGIN_VERSION 2
#define DLLFUNC extern "C" __declspec(dllexport)
#define LOOP_MS 200 // repeat a failed command after this time (ms)
#define WAIT_MS 10000 // wait this time (ms) for success of a command
//#define CONNECTED (g_pTradeDesk && g_pTradeDesk->IsLoggedIn() != 0)
#define MAX_STRING 1024
/////////////////////////////////////////////////////////////
int(__cdecl *BrokerError)(const char *txt) = NULL;
int(__cdecl *BrokerProgress)(const int percent) = NULL;
//HTTP func pointers prototypes
int(__cdecl *http_send)(char* url, char* data, char* header) = NULL;
long(__cdecl *http_status)(int id) = NULL;
long(__cdecl *http_result)(int id, char* content, long size) = NULL;
int(__cdecl *http_free)(int id) = NULL;
//Wrapper Func pointers declarations
typedef int(__cdecl *BROKEROPEN)(LPCSTR, FARPROC, FARPROC);
typedef int(__cdecl *BROKERTIME)(DATE *);
typedef int(__cdecl *BROKERLOGIN)(LPCSTR, LPCSTR, LPCSTR, LPCSTR);
typedef int(__cdecl *BROKERHISTORY2)(LPCSTR, DATE, DATE, int, int, T6*);
typedef int(__cdecl *BROKERASSET)(LPCSTR, double *, double *, double *, double *, double *, double *, double *, double *, double *);
typedef int(__cdecl *BROKERACCOUNT)(LPCSTR, double *, double *, double *);
typedef int(__cdecl *BROKERBUY)(LPCSTR, int, double, double *);
typedef int(__cdecl *BROKERTRADE)(int, double*, double *, double*, double*);
typedef int(__cdecl *BROKERSELL)(int, int);
//typedef int(__cdecl *BROKERSTOP)(int, double);
typedef double(__cdecl *BROKERCOMMAND)(int, DWORD);
static const char * TFARR[] = { "TIME_SERIES_INTRADAY", "TIME_SERIES_DAILY", "TIME_SERIES_WEEKLY", "TIME_SERIES_MONTLY" };
//Timezone info struct
#define pWin32Error(dwSysErr, sMsg )
typedef struct _REG_TZI_FORMAT
{
LONG Bias;
LONG StandardBias;
LONG DaylightBias;
SYSTEMTIME StandardDate;
SYSTEMTIME DaylightDate;
} REG_TZI_FORMAT;
struct SymbolCacheItem
{
std::string json;
COleDateTime ExpiryTime;
};
//struct SymbolBuyInfo
//{
// double Amount;
// double Price;
//};
#define REG_TIME_ZONES "SOFTWARE\\Microsoft\\Windows NT\\CurrentVersion\\Time Zones\\"
#define REG_TIME_ZONES_LEN (sizeof(REG_TIME_ZONES)-1)
#define REG_TZ_KEY_MAXLEN (REG_TIME_ZONES_LEN + (sizeof(((TIME_ZONE_INFORMATION*)0)->StandardName)/2) -1)
#define ZONE "Eastern Standard Time" //https://msdn.microsoft.com/en-us/library/ms912391(v=winembedded.11).aspx
enum TIMEFRAME
{
TIME_SERIES_INTRADAY = 0,
TIME_SERIES_DAILY = 1,
TIME_SERIES_WEEKLY = 2,
TIME_SERIES_MONTLY = 3
};
enum INTERVAL
{
MIN1 = 1,
MIN5 = 5,
MIN15 = 15,
MIN30 = 30,
MIN60 = 60,
MIN240 = 240,
MIN1440 = 1440,
MIN10080 = 10080,
MIN21600 = 21600
};
//////////////////////// DLL Globals
static int g_nLoggedIn = 0;
static HINSTANCE hinstLib = 0;
Dictionary<std::string, SymbolCacheItem> SymbolDic;
Dictionary<std::string, double> SymbolLotAmount;
Dictionary<std::string, double> SymbolLastPrice;
//Dictionary<std::string, double> SymbolBuyInfo;
Dictionary<unsigned int, double> DemoTradesID;
std::string g_PrivateKey = "";
std::string g_PublicKey = "";
std::string g_DisplayCurrency = "";
std::string g_BaseTradeCurrency = "";
std::string g_AssetPairs = "";
std::string g_MinOrderSize = "";
int g_DemoTrading = 0;
int g_IntervalSec = 0;
int g_EnableLog = 0;
double g_BaseCurrAccCurrConvRate = 1;
int g_UseCryptoCompareHistory = 0;
std::string _KrakenUrl = "https://api.kraken.com";
////////////////////////////////////////////////////////////////
HINSTANCE LoadDLL()
{
HINSTANCE hinstLib = 0;
//hinstLib = LoadLibrary(TEXT("D:\\Zorro\\Plugin\\IB.dll"));
hinstLib = LoadLibrary(TEXT(".\\Plugin\\IB.dll"));
if (hinstLib != NULL)
return hinstLib;
else
return 0;
}
//DATE format (OLE date/time) is a double float value, counting days since midnight 30 December 1899, while hours, minutes, and seconds are represented as fractional days.
DATE convertTime(__time32_t t32)
{
return (double)t32 / (24.*60.*60.) + 25569.; // 25569. = DATE(1.1.1970 00:00)
}
// number of seconds since January 1st 1970 midnight:
__time32_t convertTime(DATE date)
{
return (__time32_t)((date - 25569.)*24.*60.*60.);
}
//https://stackoverflow.com/questions/24752141/hmac-sha512-bug-in-my-code
//https://www.freeformatter.com/hmac-generator.html#ad-output
//http://www.rohitab.com/discuss/topic/39777-hmac-md5sha1/
//http://www.drdobbs.com/security/the-hmac-algorithm/184410908
//http://stackoverflow.com/questions/466071/how-do-i-get-a-specific-time-zone-information-struct-in-win32
int GetTimeZoneInformationByName(TIME_ZONE_INFORMATION *ptzi, const char StandardName[])
{
int rc;
HKEY hkey_tz;
DWORD dw;
REG_TZI_FORMAT regtzi;
char tzsubkey[REG_TZ_KEY_MAXLEN + 1] = REG_TIME_ZONES;
strncpy(tzsubkey + REG_TIME_ZONES_LEN, StandardName, sizeof(tzsubkey) - REG_TIME_ZONES_LEN);
if (tzsubkey[sizeof(tzsubkey) - 1] != 0) {
fprintf(stderr, "timezone name too long\n");
return -1;
}
if (ERROR_SUCCESS != (dw = RegOpenKeyA(HKEY_LOCAL_MACHINE, tzsubkey, &hkey_tz))) {
fprintf(stderr, "failed to open: HKEY_LOCAL_MACHINE\\%s\n", tzsubkey);
pWin32Error(dw, "RegOpenKey() failed");
return -1;
}
rc = 0;
#define X(param, type, var) \
do if ((dw = sizeof(var)), (ERROR_SUCCESS != (dw = RegGetValueW(hkey_tz, NULL, param, type, NULL, &var, &dw)))) { \
fprintf(stderr, "failed to read: HKEY_LOCAL_MACHINE\\%s\\%S\n", tzsubkey, param); \
pWin32Error(dw, "RegGetValue() failed"); \
rc = -1; \
goto ennd; \
} while(0)
X(L"TZI", RRF_RT_REG_BINARY, regtzi);
X(L"Std", RRF_RT_REG_SZ, ptzi->StandardName);
X(L"Dlt", RRF_RT_REG_SZ, ptzi->DaylightName);
#undef X
ptzi->Bias = regtzi.Bias;
ptzi->DaylightBias = regtzi.DaylightBias;
ptzi->DaylightDate = regtzi.DaylightDate;
ptzi->StandardBias = regtzi.StandardBias;
ptzi->StandardDate = regtzi.StandardDate;
ennd:
RegCloseKey(hkey_tz);
return rc;
}
void Log(std::string message, int Level, bool LogZorro)
{
if (g_EnableLog == 1)
{
if (Level == 0)
LOG(INFO) << message.c_str();
else if (Level == 1)
LOG(ERROR) << message.c_str();
}
if (LogZorro)
{
BrokerError(message.c_str());
}
}
std::string ftoa(double val)
{
char cVal[30];
sprintf(cVal, "%0.10f", val);
return std::string(cVal);
}
std::string itoa(int val)
{
char cVal[30];
sprintf(cVal, "%d", val);
return std::string(cVal);
}
std::string uitoa(unsigned int val)
{
char cVal[30];
sprintf(cVal, "%u", val);
return std::string(cVal);
}
bool isNumber(std::string line)
{
char* p;
strtol(line.c_str(), &p, 10);
return *p == 0;
}
std::string GetPublicApiKey()
{
return g_PublicKey;
}
std::string GetNonce()
{
SYSTEMTIME st;
GetSystemTime(&st);
//printf("\n In C++ : %04d:%02d:%02d:%02d:%02d:%02d:%03d\n", st.wYear, st.wMonth, st.wDay, st.wHour, st.wMinute, st.wSecond, st.wMilliseconds);
st.wYear = st.wYear + 1600;
//TODO remove
//st.wHour = st.wHour + 10;
FILETIME fileTime;
SystemTimeToFileTime(&st, &fileTime);
long long ticks = (((ULONGLONG)fileTime.dwHighDateTime) << 32) + fileTime.dwLowDateTime;
std::string strNonce = "000000000000000000";
sprintf(&strNonce[0], "%I64u" /*"%llu"*/, ticks);
return strNonce;
}
std::string GetAPISignature(std::string ApiPath, std::string PostData, std::string nonce)
{
std::string ret = "";
std::string PublicKey = GetPublicApiKey();
std::string PrivateKey = g_PrivateKey;
std::string param = nonce + PostData;
unsigned char digest[SHA256::DIGEST_SIZE];
memset(digest, 0, SHA256::DIGEST_SIZE);
SHA256 ctx = SHA256();
ctx.init();
ctx.update((unsigned char*)param.c_str(), param.length());
ctx.final(digest);
//TODO do a byte array di ApiPath + sha256(param)
const int len = ApiPath.length() + SHA256::DIGEST_SIZE;
unsigned char * path_param;
path_param = new unsigned char[len];
memset(path_param, 0, len);
memcpy(path_param, ApiPath.c_str(), ApiPath.length());
memcpy(path_param + ApiPath.length(), digest, SHA256::DIGEST_SIZE);
unsigned char hmac_512[SHA512::DIGEST_SIZE];
memset(hmac_512, 0, SHA512::DIGEST_SIZE);
std::string encp = base64_decode(PrivateKey);
HMAC512(encp, path_param, len, hmac_512);
ret = base64_encode(hmac_512, SHA512::DIGEST_SIZE);
delete[] path_param;
return ret;
}
std::string GetHeader(std::string ApiPath, std::string PostData, std::string nonce)
{
std::string sign = GetAPISignature(ApiPath, PostData, nonce);
std::ostringstream ss;
ss << "{Content-Type: application/x-www-form-urlencoded\n";
ss << "API-Key: " << GetPublicApiKey() << "\n";
ss << "API-Sign: " << sign.c_str() << "\n}";
//ss << "Host: api.kraken.com" << "\r\n}";
return ss.str();
}
std::string GetAsset(char * Asset)
{
//Remove backslash for currencies
std::string sAsset = std::string(Asset);
sAsset.erase(std::remove(sAsset.begin(), sAsset.end(), '/'), sAsset.end());
return sAsset;
}
unsigned int GetTradeID()
{
static unsigned int last;
time_t ltime;
time(<ime);
if (ltime == last)
ltime++;
else if (ltime < last)
{
ltime = last;
ltime++;
}
last = ltime;
return ltime;
}
std::string GetTradeIDstring()
{
unsigned int tid = GetTradeID();
char temp[20];
_itoa(tid, temp, 10);
return std::string(temp);
}
void ClearCache()
{
SymbolDic.Clear();
}
int AddToCache(std::string url, std::string json)
{
if (g_IntervalSec <= 0)
return 0;
try
{
SymbolCacheItem *jsonCached = SymbolDic.TryGetValue(url);
if (jsonCached)
SymbolDic.Remove(url);
SymbolCacheItem newitem;
newitem.json = json;
COleDateTime currTime = COleDateTime::GetCurrentTime();
COleDateTimeSpan ts(0,0,0,g_IntervalSec);
COleDateTime exptime = currTime + ts;
CString sStart = currTime.Format(_T("%A, %B %d, %Y %H:%M:%S"));
CString sEnd = exptime.Format(_T("%A, %B %d, %Y %H:%M:%S"));
newitem.ExpiryTime = exptime;
SymbolDic.Add(url, newitem);
return 1;
}
catch (...)
{
Log("AddToCache Exception", 1,false);
return 0;
}
}
int GetFromCache(std::string url, std::string &json)
{
try
{
SymbolCacheItem *jsonCached = SymbolDic.TryGetValue(url);
if (jsonCached)
{
COleDateTime currTime = COleDateTime::GetCurrentTime();
if (!jsonCached->ExpiryTime.GetStatus() == COleDateTime::valid)
return 0;
if (currTime > jsonCached->ExpiryTime)
return 0;
json = jsonCached->json;
return 1;
}
else
return 0;
}
catch (...)
{
Log("GetFromCache Exception", 1,false);
return 0;
}
}
void RemoveFromCache(std::string url)
{
try
{
SymbolCacheItem *jsonCached = SymbolDic.TryGetValue(url);
if (jsonCached)
SymbolDic.Remove(url);
}
catch (...)
{
Log("RemoveFromCache Exception", 1, false);
}
}
int CallAPI(std::string ApiPath, std::string& json, std::string symbol, std::string data, bool UseCache, bool UseKrakenRoot=true)
{
int id = 0;
int length = 0;
int counter = 0;
std::string URL = "";
if (UseKrakenRoot)
URL = _KrakenUrl + ApiPath;
else
URL = ApiPath;
std::string CacheKey =URL + "?" + data;
std::string header="";
if (!data.empty() || data!="")
{
std::string nonce = GetNonce();
data = "nonce=" + nonce + "&" + data;
header = GetHeader(ApiPath, data,nonce);
Log(header, 0, false);
}
#ifdef FROMFILE
//std::ifstream t("..\..\Zorro\json.txt");
std::ifstream t("json.txt");
std::string str((std::istreambuf_iterator<char>(t)), std::istreambuf_iterator<char>());
json.assign(str);
length = json.length();
#else
while (length <= 3)
{
if (UseCache)
{
if (GetFromCache(CacheKey, json))
return 1;
}
if (data == "")
id = http_send((char*)URL.c_str(), NULL, NULL);
else
id = http_send((char*)URL.c_str(), (char*)data.c_str(), (char*)header.c_str());
if (!id)
return 0;
while (!http_status(id))
{
if (!SleepEx(100, FALSE))
return 0; // wait for the server to reply
}
length = http_status(id);
if (length <= 3)
http_free(id);
if (counter > 3)
{
Log("Maximum Retry calling http_send reached.", 1,true);
break;
}
counter++;
}
#endif
if (length > 3)
{ //transfer successful?
#ifndef FROMFILE
string content = (string)malloc(length+1);
ZeroMemory(content, length );
http_result(id, content, length ); // store price data in large string
json.assign(content);
if (UseCache && json.length()>50)
AddToCache(CacheKey, content);
free(content);
#ifdef _DEBUG
Log(URL, 0, false);
//Log((char *)json.c_str(),0);
#endif
http_free(id);
#endif
}
else
{
BrokerError("Error calling web service");
#ifndef FROMFILE
http_free(id); //always clean up the id!
#endif
return 0;
}
return 1;
}
int Parse(std::string ApiPath, picojson::value::object& objJson, std::string& json, std::string symbol, std::string data)
{
try
{
picojson::value jsonParsed;
if (ApiPath.find("/AssetPairs") == std::string::npos && ApiPath.find("/OHLC") == std::string::npos && ApiPath.find("/histo") == std::string::npos)
Log(json, 0, false);
std::string err = picojson::parse(jsonParsed, json);
if (!err.empty())
{
Log(err, 1,true);
return 0;
}
// check if the type of the value is "object"
if (!jsonParsed.is<picojson::object>())
{
Log(ApiPath + " - JSON is not an object", 1,true);
return 0;
}
objJson = jsonParsed.get<picojson::object>();
if (objJson.begin()->first == "error")
{
const picojson::value::array& objErrArr = objJson.begin()->second.get<picojson::array>();
for (picojson::value::array::const_iterator iC = objErrArr.begin(); iC != objErrArr.end(); iC++)
{
if (iC == objErrArr.end())
continue;
Log(iC->to_str(), 1,true);
Log(ApiPath, 1, false);
Log(data, 1, false);
std::string URL = _KrakenUrl + ApiPath;
std::string CacheKey = URL + "?" + data;
RemoveFromCache(URL);
}
int size = objErrArr.size();
if (size > 0)
return 0;
}
}
catch (const std::exception& e)
{
Log(e.what(), 0,true);
return 0;
}
return 1;
}
int CallAPIAndParse(std::string ApiPath, picojson::value::object& objJson, std::string symbol, std::string data, bool UseCache,bool UseKrakenRoot = true)
{
try
{
std::string json;
if (!CallAPI(ApiPath, json, symbol, data, UseCache, UseKrakenRoot))
{
Log(ApiPath + " - Error calling API", 1,true);
return 0;
}
if (!Parse(ApiPath, objJson, json, symbol, data))
{
Log(ApiPath + " - Error Parsing JSon", 1,true);
return 0;
}
}
catch (const std::exception& e)
{
Log((char *)e.what(), 1, true);
return 0;
}
return 1;
}
/*
0 when the connection to the server was lost, and a new login is required.
1 when the connection is ok, but the market is closed or trade orders are not accepted.
2 when the connection is ok and the market is open for trading at least one of the subscribed assets.
*/
DLLFUNC int BrokerTime(DATE *pTimeGMT);
int IsLoggedIn()
{
#ifdef FAKELOGIN
return 1;
#endif
DATE date = 0;
return g_nLoggedIn;
}
double GetAccBaseCurrExchRate(std::string asset)
{
Log("GetAccBaseCurrExchRate IN Symbol: " + asset, 0, false);
double price = 0;
//int ret = 0;
std::string ApiPath = "/0/public/Ticker?pair=" + asset;
try
{
picojson::value::object objJson;
if (!CallAPIAndParse(ApiPath, objJson, asset, "", false))
{
Log("Error calling API GetAccBaseCurrExchRate", 1, true);
Log("GetAccBaseCurrExchRate OUT", 0, false);
return 0;
}
picojson::value::object::const_iterator iA = objJson.begin(); ++iA;//iA shoud be Time Series Object
const picojson::value::object& objPair = iA->second.get<picojson::object>();
std::string sPair = objPair.begin()->first.c_str();
const picojson::value::array& askArray = objPair.begin()->second.get("a").get<picojson::array>();
picojson::value::array::const_iterator iG = askArray.begin();
price = atof(iG->to_str().c_str());
}
catch (const std::exception& e)
{
Log(e.what(), 1, true);
Log("GetAccBaseCurrExchRate OUT", 0, false);
return 0;
}
Log("GetAccBaseCurrExchRate OUT", 0, false);
return price;
//XBT/USD
//return 3913.889;
}
//https://support.kraken.com/hc/en-us/articles/205893708-What-is-the-minimum-order-size-
double GetMinOrderSize(std::string asset)
{
try
{
std::string base = "";
int pos = asset.find("X" + g_BaseTradeCurrency);
if (pos > 0)
{
base = asset.substr(1, pos - 1);
}
if (pos==-1)
{
pos = asset.find(g_BaseTradeCurrency);
base = asset.substr(0, pos);
}
picojson::value::object objValues;
if (g_MinOrderSize != "")
{
if (!Parse("", objValues, g_MinOrderSize, base, ""))
{
std::string err = ("Error parsing MinOrderSize json");
Log(err, 1, true);
throw std::invalid_argument(err.c_str());
}
picojson::value::object::const_iterator iJ = objValues.begin(); ++iJ;
const picojson::value& objAssetPairVal = iJ->second.get(base);
double ret = iJ->second.get(base).get<double>();
return ret;
}
else
{
std::string err = ("Base currency not found: " + base);
throw std::invalid_argument(err.c_str());
}
}
catch (const std::exception& e)
{
Log("Error MinOrderSize missing. " + std::string(e.what()), 1, true);
Log("BrokerAsset OUT", 0,false);
return 0;
}
/*if (base == "REP")
return 0.3;
else if (base == "XBT")
return 0.002;
else if (base == "DASH")
return 0.03;
else if (base == "XDG")
return 3000;
else if (base == "EOS")
return 2;
else if (base == "ETH")
return 0.02;
else if (base == "ETC")
return 0.3;
else if (base == "GNO")
return 0.03;
else if (base == "ICN")
return 2;
else if (base == "LTC")
return 0.1;
else if (base == "MLN")
return 0.1;
else if (base == "XMR")
return 0.1;
else if (base == "XRP")
return 30;
else if (base == "XLM")
return 300;
else if (base == "ZEC")
return 0.03;
else
{
std::string err = ("Base currency not found: " + base);
throw std::invalid_argument(err.c_str());
}*/
}
int CanSubscribe(std::string& Asset)
{
Log("CanSubscribe IN", 0,false);
if (!IsLoggedIn())
return 0;
std::string ApiPath = "/0/public/AssetPairs";
int pos = Asset.find(g_BaseTradeCurrency);
if (pos < 3)
{
Log("Base trade currency must be the right one on the pair.", 1,true);
Log("CanSubscribe OUT", 0,false);
return 0;
}
try
{
picojson::value::object objJson;
if (g_AssetPairs == "")
{
if (!CallAPIAndParse(ApiPath, objJson, Asset, "", true))
{
Log("Error calling API CanSubscribe", 1,true);
Log("CanSubscribe OUT", 0,false);
return 0;
}
picojson::value::object::const_iterator i1 = objJson.begin(); ++i1;
g_AssetPairs = "{\"error\":[],\"result\":" + i1->second.serialize() + "}";
}
else
{
if (!Parse(ApiPath, objJson, g_AssetPairs, Asset, ""))
{
Log("Error calling API CanSubscribe", 1,true);
Log("CanSubscribe OUT", 0,false);
return 0;
}
}
picojson::value::object::const_iterator iA = objJson.begin(); ++iA;
std::string valret = iA->second.serialize();
int found = valret.find("\"" + Asset + "\"");
if (found == -1)
return 0;
else
return 1;
}
catch (const std::exception& e)
{
Log(e.what(),1,true);
Log("CanSubscribe OUT", 0,false);
return 0;
}
Log("CanSubscribe OUT", 0,false);
return 1;
}
/*
[ALPHAADVANTAGE]
AlphaAdvantageKey = "????"
AlphaAdvantageIntervalMin = "15"*/
std::string ReadZorroIniConfig(std::string key)
{
char bufDir[300];
GetCurrentDirectoryA(300, bufDir);
strcat(bufDir, "\\Zorro.ini");
char buf[300];
int success = GetPrivateProfileStringA("KRAKEN", key.c_str(), "", buf, 300, bufDir);
std::string ret = std::string(buf);
if (ret == std::string(""))
{
BrokerError(key.c_str());
BrokerError(" not set in Zorro.ini");
}
return ret;
}
////////////////////////////////////////////////////////////////
DLLFUNC int BrokerHTTP(FARPROC fp_send, FARPROC fp_status, FARPROC fp_result, FARPROC fp_free)
{
(FARPROC&)http_send = fp_send;
(FARPROC&)http_status = fp_status;
(FARPROC&)http_result = fp_result;
(FARPROC&)http_free = fp_free;
return 1;
}
int BrokerHistory3(std::string sAsset, DATE tStart, DATE tEnd, int nTickMinutes, int nTicks, T6* ticks)
{
Log("BrokerHistory3 IN", 0, false);
//TODO Remove
//nTickMinutes = 1440;
std::string fsym = "";
int len = 0;
int pos = sAsset.find("X" + g_BaseTradeCurrency);
if (pos > 0)
{
fsym = sAsset.substr(1, pos - 1);
}
if (pos == -1)
{
pos = sAsset.find(g_BaseTradeCurrency);
fsym = sAsset.substr(0, pos);
}
len = fsym.length();
if (fsym == "XBT")
fsym = "BTC";
else if (fsym == "XDG")
fsym = "DOGE";
std::string tsym = sAsset.substr(pos, sAsset.length()-len);
if (tsym == "XBT")
tsym = "BTC";
else if (tsym == "XDG")
tsym = "DOGE";
std::string aggregate = "1";
std::string action = "histominute";
if (nTickMinutes == (int)MIN1 || nTickMinutes == (int)MIN15 || nTickMinutes == (int)MIN30)
{
action = "histominute";
aggregate = itoa(nTickMinutes);
}
else if (nTickMinutes == (int)MIN60 || nTickMinutes == (int)MIN240)
{
action = "histohour";
aggregate = "1";
if (nTickMinutes == (int)MIN240)
aggregate = "4";
}
else if (nTickMinutes == (int)MIN1440 || nTickMinutes != (int)MIN10080 || nTickMinutes != (int)MIN21600)
{
action = "histoday";
aggregate = "1";
if (nTickMinutes == (int)MIN10080)
aggregate = "7";
if (nTickMinutes == (int)MIN21600)
aggregate = "30";
}
COleDateTime odtStart(tStart);
COleDateTime odtEnd(tEnd);
CStringA sStart = odtStart.Format(TEXT("%c"));
CStringA sEnd = odtEnd.Format(TEXT("%c"));
std::string toTs =itoa( convertTime(tEnd));
std::string limit = uitoa(nTicks);
int nTick = 0;
T6* tick = ticks;
try
{
//while (convertTime((__time32_t)(atol(toTs.c_str()))) >tStart)
//{
std::string ApiPath = "https://min-api.cryptocompare.com/data/" + action + "?fsym=" + fsym + "&tsym=" + tsym + "&limit=" + limit + "&aggregate=" + aggregate + "&e=CCCAGG&toTs=" + toTs;
picojson::value::object objJson;
if (!CallAPIAndParse(ApiPath, objJson, sAsset, "", true, false))
{
Log("Error calling API BrokerHistory3", 1, true);