/// <summary>
/// MarketData Constructor by Id
/// </summary>
internal MarketData(IMarketDataService marketDataService, MarketDataIdentifier id)
{
EnsureArg.IsNotNull(marketDataService, nameof(marketDataService));
_marketDataService = marketDataService;
Identifier = id;
}
/// <summary>
/// AuctionTimeSerie Constructor
/// </summary>
internal AuctionTimeSerie(MarketData marketData)
{
_entity = marketData._entity;
_marketDataService = marketData._marketDataService;
_identifier = new MarketDataIdentifier(_entity.ProviderName, _entity.MarketDataName);
Bids = new ReadOnlyDictionary <LocalDateTime, AuctionBids>(_bids);
}
/// <summary>
/// BidAsks Constructor
/// </summary>
internal BidAsk(MarketData marketData)
{
_entity = marketData._entity;
_marketDataService = marketData._marketDataService;
_identifier = new MarketDataIdentifier(_entity.ProviderName, _entity.MarketDataName);
BidAsks = new List <BidAskElement>();
}
/// <summary>
/// VersionedTimeSerie Constructor
/// </summary>
internal VersionedTimeSerie(MarketData marketData)
{
_entity = marketData._entity;
_marketDataService = marketData._marketDataService;
_identifier = new MarketDataIdentifier(_entity.ProviderName, _entity.MarketDataName);
Values = new ReadOnlyDictionary <LocalDateTime, double?>(_values);
}
/// <summary>
/// Read marketdata metadata by provider and curve name with MarketDataIdentifier
/// </summary>
/// <param name="id">MarketDataIdentifier of markedata to be retrieved</param>
/// <param name="ctk">CancellationToken</param>
/// <returns>MarketData Entity Output</returns>
public Task<MarketDataEntity.Output> ReadMarketDataRegistryAsync(MarketDataIdentifier id, CancellationToken ctk = default)
{
id.Validate();
var url = "/marketdata/entity"
.SetQueryParam("provider", id.Provider)
.SetQueryParam("curveName", id.Name)
;
return _client.Exec<MarketDataEntity.Output>(HttpMethod.Get, url, ctk: ctk);
}
/// <summary>
/// MarketAssessment Constructor
/// </summary>
internal MarketAssessment(MarketData marketData)
{
_entity = marketData._entity;
_marketDataService = marketData._marketDataService;
_identifier = new MarketDataIdentifier(_entity.ProviderName, _entity.MarketDataName);
Assessments = new List <AssessmentElement>();
}
/// <summary>
/// Read marketdata entity by id and returns an istance of IMarketData if it exists
/// </summary>
/// <param name="marketDataService">MarketDataIdentifier of markedata to be retrieved</param>
/// <param name="id">MarketDataIdentifier of markedata to be retrieved</param>
/// <returns>IMarketData</returns>
public static IMarketData GetMarketDataReference(this IMarketDataService marketDataService, MarketDataIdentifier id)
{
return(new MarketData(marketDataService, id));
}
public Task <MarketDataEntity.Output> ReadMarketDataRegistryAsync(MarketDataIdentifier id, CancellationToken ctk = default)
{
throw new NotImplementedException();
}
