We need a library in c# including all components (available in royalty free C# Source Code) and using only standard base components from .NET 4.7.2 (eg. [login to view URL]) for the following tasks:
- Subscribe to Binance Public API to get trade data for all markets in almost realtime
- Memorize all trade data in aggregated form of 5-second bars (open, high, low, close, volume), only if there is no trade in 5 seconds, previous close should be taken as OHLC with volume 0
- Memorize only 1 hour, so if trade data exceeds 1 hour, the oldest part should be removed regularly down to 1 hour (eg. if data is 65 minutes, oldest 5 minutes are deleted regularly)
- Internally Thread Safe as well as offering an access function from outside Thread safe in the form
public List<BarData> GetData(string Market, long lTimeStampFrom, long lTimeStampTo) // Bars of Market - List<Bars> Sorted by Datetime
- Visual Studio Project should be debuggable on Visual Studio Professional 2017, Windows 10 as a Selfhosted WebAPI-Application, so the GetData-Function will be called from Json-WebApi-Client
- Task is fulfilled, when Project is running in our environment, which is a standard developer laptop (age 2 years).
- Please make sure, that all data can be captured and aggregated. Loss of data or delays because of large amounts of data can not be accepted. Optimizations can be made within the 5 second bar of course, but it is neccessary to get the highest high, the lowest low, open, close and the total volume of the 5 seconds interval. If there are any obstacles or neccessary changes in concept to achieve the goal (no loss of data/no delays even in debug mode), please tell in advance, so that we can adapt concept to achieve the goal.
- There can be small delays, we can accept a lot of milliseconds;-), but we need a reliable picture of the market when we call the snapshot-function GetData that is not older than 3 seconds
- There should also be a ThreadSafe function of the form
public Dictionary<string, List<BarData>> GetData(long lTimeStampFrom, long lTimeStampTo) // Bars of all Markets - List<Bars> Sorted by Datetime
- It should be possible to call the "Bars of all Markets"-Snapshot-Function every 5 seconds without causing delay or loss of data other than the accepted 3 seconds max. delay
If you are sure, you can provide all the above, please quote, if you see adaption necessity please tell us. Thanks in advance!
15 freelancer đang chào giá trung bình €239 cho công việc này
I have experience when binance api Done many projects on binance api with glowing review Please awards me Relevant Skills and Experience C#, binance API, visual studio
Hello. I read your requirement carefully. I'm very interested in your project. My main skills is .NET. If you assign to me this project, you can get a cool result. please contact me. thanks. best requards.