public IEnumerable <TradeData> RequestTrades(string[] symbols)
{
var url = TRADES_URL + SYMBOLS_ARG + string.Join(",", symbols);
var json = Request(url).Result;
if (json == null)
{
yield break;
}
if (!(json is JObject))
{
yield break;
}
JObject jobject = json as JObject;
foreach (var tradeProperty in jobject.Children <JProperty>())
{
TradeData tradeData = TradeData.FromJson(tradeProperty);
if (tradeData != null)
{
yield return(tradeData);
}
}
}
public void TradeDataFromJson_Empty()
{
var json = JsonConvert.DeserializeObject(
@" {
""SNAP"": [
{
""price"": 156.1,
""size"": 100,
""tradeId"": 517341294,
""isISO"": false,
""isOddLot"": false,
""isOutsideRegularHours"": false,
""isSinglePriceCross"": false,
""isTradeThroughExempt"": false,
""timestamp"": 1000
}
]
}");
Assert.IsNotNull(json);
Assert.IsInstanceOfType(json, typeof(JObject));
var yelpProperty = (json as JObject).First as JProperty;
var tradeData = TradeData.FromJson(yelpProperty);
Assert.IsNotNull(tradeData);
Assert.AreEqual("SNAP", tradeData.Symbol);
Assert.IsNotNull(tradeData.Trades);
Assert.AreEqual(1, tradeData.Trades.Count);
var trade0 = tradeData.Trades[0];
Assert.IsNotNull(trade0);
Assert.AreEqual(156.1m, trade0.Price);
Assert.AreEqual(100, trade0.Size);
Assert.AreEqual("517341294", trade0.TradeId);
Assert.AreEqual(false, trade0.IsIso);
Assert.AreEqual(false, trade0.IsOddLot);
Assert.AreEqual(false, trade0.IsOutsideRegularHours);
Assert.AreEqual(false, trade0.IsSinglePriceCross);
Assert.AreEqual(false, trade0.IsTradeThroughExempt);
Assert.AreEqual(new DateTime(1970, 1, 1, 1, 0, 1, DateTimeKind.Local), trade0.Timestamp);
}