public async ValueTask <OmniEqResponse <IEnumerable <OptionQuoteResponse> > > OptionChainsAsync(string symbol, DateTime expiry)
{
const string urlPattern = "latest/chains";
var qsb = new QueryStringBuilder();
qsb.Add("expiry", expiry.ToString("yyyy-MM-dd"));
return(await _executor.SymbolExecuteAsync <IEnumerable <OptionQuoteResponse> >(urlPattern, symbol, qsb).ConfigureAwait(false));
}
public async ValueTask <OmniEqResponse <IEnumerable <QuoteResponse> > > PricesAsync(string symbol, DateTime start, DateTime end, CandleGranularity period = CandleGranularity.OneMinute)
{
const string urlPattern = "historical/prices";
var results = new List <QuoteResponse>();
var tempEnd = start.AddDays(31);
string status;
string message;
do
{
if (tempEnd.CompareTo(end) > 0)
{
tempEnd = end;
}
var qsb = new QueryStringBuilder();
qsb.Add("start", start.ToString("yyyy-MM-dd"));
qsb.Add("end", tempEnd.ToString("yyyy-MM-dd"));
qsb.Add("period", period.GetDescription());
var quotes = await _executor.SymbolExecuteAsync <IEnumerable <QuoteResponse> >(urlPattern, symbol, qsb).ConfigureAwait(false);
if (quotes.Status == "Success")
{
results.AddRange(quotes.Data);
var quote = quotes.Data.FirstOrDefault();
if (quote != null && quote.Start.CompareTo(start) > 0)
{
start = quote.Start.AddDays(-32);
}
status = quotes.Status;
message = quotes.Message;
}
else
{
status = quotes.Status;
message = quotes.Message;
results = null;
break;
}
start = start.AddDays(32);
tempEnd = start.AddDays(31);
} while (tempEnd.CompareTo(end) < 0);
return(new OmniEqResponse <IEnumerable <QuoteResponse> >()
{
Status = status,
Message = message,
Data = results
});
}
public async ValueTask <OmniEqResponse <IEnumerable <SymbolSummaryResponse> > > SummaryAsync(string symbol)
{
const string urlPattern = "symbols/summary";
return(await _executor.SymbolExecuteAsync <IEnumerable <SymbolSummaryResponse> >(urlPattern, symbol).ConfigureAwait(false));
}