private async Task RequestSubscribeForSymbol(string symbol, params ProtoOATrendbarPeriod[] periods)
{
await ValidateConnected();
if (periods.Length == 0)
{
periods = new ProtoOATrendbarPeriod[] {
ProtoOATrendbarPeriod.M1 // TEMP TEST - For Spotware troubleshooting missing trendbars
};
}
var subscribed = GetSubscribed(symbol);
List <ProtoOATrendbarPeriod> list = new List <ProtoOATrendbarPeriod>(periods.Where(p => !subscribed.Contains(p)));
// TODO: Verify previously subscribed trendbars stay subscribed. Otherwise, eliminate the where clause above.
var _msg = outgoingMsgFactory.CreateSubscribeForSpotsRequest(AccountId, AccessToken, symbol, clientMsgId, list);
if (isDebugIsOn)
{
//#if LOG_SENTITIVE_INFO
#if TRACE_SUBSCRIPTIONS
Debug.WriteLine("[tradeapi] SendSubscribeForSpotsRequest(): {0}", OpenApiMessagesPresentation.ToString(_msg));
#endif
//#else
// Console.WriteLine("SendSubscribeForSpotsRequest(): {0}", OpenApiMessagesPresentation.ToString(_msg));
//#endif
}
writeQueueSync.Enqueue(_msg.ToByteArray());
}
public static TimeSpan GetMaximumTime(this ProtoOATrendbarPeriod period)
{
switch (period)
{
case ProtoOATrendbarPeriod.M1:
case ProtoOATrendbarPeriod.M2:
case ProtoOATrendbarPeriod.M3:
case ProtoOATrendbarPeriod.M4:
case ProtoOATrendbarPeriod.M5:
return(TimeSpan.FromMilliseconds(302400000));
case ProtoOATrendbarPeriod.M10:
case ProtoOATrendbarPeriod.M15:
case ProtoOATrendbarPeriod.M30:
case ProtoOATrendbarPeriod.H1:
return(TimeSpan.FromMilliseconds(21168000000));
case ProtoOATrendbarPeriod.H4:
case ProtoOATrendbarPeriod.H12:
case ProtoOATrendbarPeriod.D1:
return(TimeSpan.FromMilliseconds(31622400000));
case ProtoOATrendbarPeriod.W1:
case ProtoOATrendbarPeriod.Mn1:
return(TimeSpan.FromMilliseconds(158112000000));
default:
throw new ArgumentOutOfRangeException(nameof(period));
}
}
public static ProtoMessage Get_Trendbars_Req(long ctidTraderAccountId,
long fromTimestamp,
long toTimestamp,
ProtoOATrendbarPeriod period,
long symbolId = 0)
{
ProtoOAGetTrendbarsReq message = new ProtoOAGetTrendbarsReq
{
payloadType = ProtoOAPayloadType.ProtoOaGetTrendbarsReq,
ctidTraderAccountId = ctidTraderAccountId,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp,
Period = period
};
if (symbolId > 0)
{
message.symbolId = symbolId;
}
Log.Info("ProtoOAGetTrendbarsReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}; " +
$"period: {period}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
partial void SubscribeToDefaultSymbols()
{
//RequestSubscribeForSymbol("EURUSD");
//RequestSubscribeForSymbol("EURUSD", ProtoOATrendbarPeriod.M1);
//RequestSubscribeForSymbol("EURUSD", ProtoOATrendbarPeriod.M1, ProtoOATrendbarPeriod.H1);
{
var defaultPeriods = new ProtoOATrendbarPeriod[] { ProtoOATrendbarPeriod.M1,
//ProtoOATrendbarPeriod.H1
//, ProtoOATrendbarPeriod.M2, ProtoOATrendbarPeriod.M3, ProtoOATrendbarPeriod.M5,
//ProtoOATrendbarPeriod.M10
};
var defaultSymbols = new string[] {
//"AUDSGD",
//"EURUSD",
//"USDCHF",
};
foreach (var s in defaultSymbols)
{
RequestSubscribeForSymbol(s, defaultPeriods).FireAndForget();
}
}
//{
// var defaultPeriods = new ProtoOATrendbarPeriod[] { ProtoOATrendbarPeriod.M1
// //, ProtoOATrendbarPeriod.M2, ProtoOATrendbarPeriod.M3, ProtoOATrendbarPeriod.M5
//};
// var defaultSymbols = new string[] {
// "CHFSGD",
// "AUS200",
//};
// //RequestSubscribeForSymbol("EURUSD");
// //RequestSubscribeForSymbol("EURUSD", ProtoOATrendbarPeriod.M1);
// //RequestSubscribeForSymbol("EURUSD", ProtoOATrendbarPeriod.M1, ProtoOATrendbarPeriod.H1);
// foreach (var s in defaultSymbols)
// {
// RequestSubscribeForSymbol(s, defaultPeriods);
// }
//}
//RequestSubscribeForSymbol("USDJPY", ProtoOATrendbarPeriod.M1);
}
public ProtoMessage CreateTrendbarsRequest(long accountId, int symbolId, long from, long to, ProtoOATrendbarPeriod period, string clientMsgId = null)
{
var _msg = ProtoOAGetTrendbarsReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.SetSymbolId(symbolId);
_msg.SetFromTimestamp(from);
_msg.SetToTimestamp(to);
_msg.SetPeriod(period);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
private TimeSpan GetMaximumTrendBarTime(ProtoOATrendbarPeriod period) => period switch
{
public async Task <ProtoOATrendbar[]> GetTrendbars(long accountId, bool isLive, DateTimeOffset from, DateTimeOffset to, ProtoOATrendbarPeriod period, long symbolId)
{
VerifyConnection();
var periodMaximum = GetMaximumTrendBarTime(period);
if (from == default)
{
from = to.Add(-periodMaximum);
}
if (to - from > periodMaximum)
{
throw new ArgumentOutOfRangeException(nameof(to), "The time range is not valid");
}
var client = GetClient(isLive);
List <ProtoOATrendbar> result = new();
CancellationTokenSource cancelationTokenSource = new();
using var disposable = client.OfType <ProtoOAGetTrendbarsRes>().Where(response => response.CtidTraderAccountId == accountId).Subscribe(response =>
{
result.AddRange(response.Trendbar);
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOAGetTrendbarsReq
{
FromTimestamp = from.ToUnixTimeMilliseconds(),
ToTimestamp = to.ToUnixTimeMilliseconds(),
CtidTraderAccountId = accountId,
Period = period,
SymbolId = symbolId
};
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaGetTrendbarsReq, client, cancelationTokenSource, () => cancelationTokenSource.IsCancellationRequested);
return(result.ToArray());
}
public async Task UnsubscribeFromLiveTrendbar(long accountId, bool isLive, long symbolId, ProtoOATrendbarPeriod period)
{
VerifyConnection();
var client = GetClient(isLive);
using var cancelationTokenSource = new CancellationTokenSource();
ProtoOAUnsubscribeLiveTrendbarRes receivedResponse = null;
using var disposable = client.OfType <ProtoOAUnsubscribeLiveTrendbarRes>().Where(response => response.CtidTraderAccountId == accountId)
.Subscribe(response =>
{
receivedResponse = response;
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOAUnsubscribeLiveTrendbarReq
{
CtidTraderAccountId = accountId,
Period = period,
SymbolId = symbolId
};
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaUnsubscribeLiveTrendbarReq, client, cancelationTokenSource, () => receivedResponse is not null);
}
public static ProtoMessage Subscribe_Live_Trendbar_Req(long ctidTraderAccountId, ProtoOATrendbarPeriod period, long symbolId)
{
ProtoOASubscribeLiveTrendbarReq message = new ProtoOASubscribeLiveTrendbarReq
{
payloadType = ProtoOAPayloadType.ProtoOaSubscribeLiveTrendbarReq,
ctidTraderAccountId = ctidTraderAccountId,
Period = period,
symbolId = symbolId
};
Log.Info("ProtoOASubscribeLiveTrendbarReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"Period: {period}; " +
$"symbolId: {symbolId}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
