Change volume data type in MarketCandle (#837)

Change volume data type in MarketCandle from double to decimal.
DigitalRuby · Jul 2, 2024 · 40fac2f · 40fac2f
1 parent 1729aaf
commit 40fac2f
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Showing 10 changed files with 16 additions and 16 deletions.
diff --git a/src/ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs b/src/ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs
@@ -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);

diff --git a/src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs b/src/ExchangeSharp/API/Exchanges/Digifinex/ExchangeDigifinexAPI.cs
@@ -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>(),

diff --git a/src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs b/src/ExchangeSharp/API/Exchanges/GateIo/ExchangeGateIoAPI.cs
@@ -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>(),

diff --git a/src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs b/src/ExchangeSharp/API/Exchanges/KuCoin/ExchangeKuCoinAPI.cs
@@ -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());
@@ -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>()
 							}
 					);
 				}

diff --git a/src/ExchangeSharp/API/Exchanges/LBank/ExchangeLBankAPI.cs b/src/ExchangeSharp/API/Exchanges/LBank/ExchangeLBankAPI.cs
@@ -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);

diff --git a/src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs b/src/ExchangeSharp/API/Exchanges/NDAX/ExchangeNDAXAPI.cs
@@ -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);

diff --git a/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs b/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPIExtensions.cs
@@ -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>();

diff --git a/src/ExchangeSharp/Model/MarketCandle.cs b/src/ExchangeSharp/Model/MarketCandle.cs
@@ -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

diff --git a/src/ExchangeSharpConsole/Options/TestOption.cs b/src/ExchangeSharpConsole/Options/TestOption.cs
@@ -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})");

diff --git a/tests/ExchangeSharpTests/ExchangeBitBankTests.cs b/tests/ExchangeSharpTests/ExchangeBitBankTests.cs
@@ -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);