Unable to parse OHCLV data

Question

I'm unable to parse OHCLV data from a JSON into List<Candle>.

Newtonsoft.Json.JsonSerializationException: 'Cannot deserialize the current JSON array (e.g. [1,2,3]) into type 'Models.Candle' because the type requires a JSON object (e.g. {"name":"value"}) to deserialize correctly. To fix this error either change the JSON to a JSON object (e.g. {"name":"value"}) or change the deserialized type to an array or a type that implements a collection interface (e.g. ICollection, IList) like List that can be deserialized from a JSON array. JsonArrayAttribute can also be added to the type to force it to deserialize from a JSON array. Path '[0]', line 1, position 2.'

It only allows me to do it with List<List<double>>. How can I achieve that?

[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]

Code:

public class Candle
{
    public DateTime OpenTime { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Open { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }
}

public static List<Candle> LoadCandles(string path)
{
    var basePath = AppDomain.CurrentDomain.BaseDirectory;
    var filePath = Path.Combine(basePath, path);

    if (!File.Exists(filePath))
        throw new FileNotFoundException($"The .json '{filePath}' file used to load the candles from was not found.");

    var data = File.ReadAllText(filePath);
    //var candles3 = JsonConvert.DeserializeObject<List<List<double>>>(data); // this one works

    var candles = JsonConvert.DeserializeObject<List<Candle>>(data);
    return candles;
}

score 3 · Answer 1 · answered Jan 22 '21 at 08:17

Maybe a select can be enough :

var data = JsonConvert.DeserializeObject<List<List<decimal>>>(json);
var candles = data.Select(d => new Candle {OpenTime = new DateTime((long)d[0]), High = d[1], ... }).ToList();

If you want really desirialize directly to Candle, you can use custom converter :

class Program
{
    static void Main(string[] args)
    {
        var json = "[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]";
        var candles = JsonConvert.DeserializeObject<List<Candle>>(json);
    }
}

[JsonConverter(typeof(CandleConverter))]
public class Candle
{
    public DateTime OpenTime { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Open { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }
}

public class CandleConverter : JsonConverter
{
    public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
    {
        throw new NotImplementedException();
    }

    public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
    {
        if (reader.TokenType == JsonToken.StartArray)
        {
            var array = JArray.Load(reader);
            return new Candle {
                OpenTime = new DateTime(array[0].Value<long>()),
                High = array[1].Value<decimal>(),
                Low = array[2].Value<decimal>(),
                Open = array[2].Value<decimal>(),
                Close = array[2].Value<decimal>(),
                Volume = array[2].Value<decimal>()
            };
        }
        throw new NotImplementedException();
    }

    public override bool CanWrite
    {
        get { return false; }
    }

    public override bool CanConvert(Type objectType)
    {
        return false;
    }
}

TheGeneral · Accepted Answer · 2021-01-22T09:38:23.673

3

Low tech approach

Usage

var input = "[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]";

var results = JArray
   .Parse(input)
   .Select(x => new Candle(){ 
      OpenTime = DateTimeOffset.FromUnixTimeMilliseconds(x[0].Value<long>()).DateTime,
      Open = x[1].Value<decimal>(),
      High = x[2].Value<decimal>(),
      Low = x[3].Value<decimal>(),
      Close = x[4].Value<decimal>(),
      Volume = x[5].Value<decimal>()
   }).ToList();
        
foreach(var item in results)
   Console.WriteLine($"Open : {item.Open}, High : {item.High}, Low : {item.Low}, Close : {item.Close}, Volume : {item.Volume}");

Output

Open : 0.02585, High : 0.02585, Low : 0.02577, Close : 0.02577, Volume : 2346260.5
Open : 0.02577, High : 0.02577, Low : 0.02571, Close : 0.02572, Volume : 3853038.7
Open : 0.02572, High : 0.02573, Low : 0.02568, Close : 0.02573, Volume : 2525735.5
Open : 0.02573, High : 0.02578, Low : 0.02573, Close : 0.02574, Volume : 2519284.4
Open : 0.02575, High : 0.02582, Low : 0.02574, Close : 0.02578, Volume : 1463562.6
Open : 0.02578, High : 0.02587, Low : 0.02577, Close : 0.02585, Volume : 2074134.3

edited Jan 22 '21 at 09:38

answered Jan 22 '21 at 08:19

TheGeneral

79,002
9
103
141

Thanks for your answer! What about the OpenTime? I tried EpochTimeExtensions from https://stackoverflow.com/questions/249760/how-can-i-convert-a-unix-timestamp-to-datetime-and-vice-versa, but System.ArgumentOutOfRangeException: 'The added or subtracted value results in an un-representable DateTime – nop Jan 22 '21 at 09:04
@nop truthfully its not in any format i know of, its a mystery what that time is. You might have to read the documentation, if you let me know ill try to help – TheGeneral Jan 22 '21 at 09:05
Same. The site above converts it, but dunno how. https://i.imgur.com/dr39Tsx.png – nop Jan 22 '21 at 09:13
@nop seemingly it was in milliseconds. updated `epoch.AddMilliseconds(unixTime);` – TheGeneral Jan 22 '21 at 09:13
Apparently I read that it's better to use `DateTimeOffset.FromUnixTimeMilliseconds((long)x[0]).DateTime` for OHLCV's format. But both work! – nop Jan 22 '21 at 09:35
@nop ahh ok yeah i forgot about that, ill update the answer. – TheGeneral Jan 22 '21 at 09:36

Unable to parse OHCLV data

Code:

2 Answers2