/// <summary>
/// Request historical prices for the specified timeframe of the specified period
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <param name="sTimeframe"></param>
/// <param name="dtFrom"></param>
/// <param name="dtTo"></param>
/// <param name="responseListener"></param>
public void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
{
O2GRequestFactory factory = session.getRequestFactory();
O2GTimeframe timeframe = factory.Timeframes[sTimeframe];
if (timeframe == null)
{
throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe));
}
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300);
DateTime dtFirst = dtTo;
do // cause there is limit for returned candles amount
{
factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false);
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
// shift "to" bound to oldest datetime of returned data
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.MarketDataSnapshot)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response);
if (reader.Count > 0)
{
if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0)
{
dtFirst = reader.getDate(0); // earliest datetime of returned data
}
else
{
break;
}
}
else
{
// Console.WriteLine("0 rows received");
updateLogDelegate(string.Format("0 rows received"));
break;
}
}
// PrintPrices(session, response);
storeHistoryPriceToDataTable(session, response, sInstrument);
// DateTime.Subtraction(dtTo, dtFirst)/ Subtraction
long percent = (dtTo.Ticks - dtFirst.Ticks) * 100 / (dtTo.Ticks - dtFrom.Ticks);
updateProcessDelegate((int)percent, this.InstrumentDT.Rows.Count);
}
else
{
break;
}
} while (dtFirst > dtFrom);
}
