private static IEnumerable <SecurityInfo> EnsureDownload(string code)
{
//System.Diagnostics.Debug.WriteLine(code);
var tiker = new SecurityInfo {
Code = code
};
dynamic tikerInfo = JsonConvert.DeserializeObject(DownloadMicex($"https://iss.moex.com/iss/securities/{tiker.Code}.jsonp"));
foreach (var item in tikerInfo.description.data)
{
var value = item[2];
switch (((string)item[0]).ToUpperInvariant())
{
case "NAME":
tiker.Name = value;
break;
case "SHORTNAME":
tiker.ShortName = value;
break;
case "ASSETCODE":
tiker.Asset = value;
break;
case "ISIN":
tiker.Isin = value;
break;
case "LSTTRADE":
tiker.LastDate = ((string)value).TryToDateTime("yyyy-MM-dd", CultureInfo.InvariantCulture);
break;
case "ISSUEDATE":
tiker.IssueDate = ((string)value).TryToDateTime("yyyy-MM-dd", CultureInfo.InvariantCulture);
break;
case "ISSUESIZE":
tiker.IssueSize = (decimal)value;
break;
case "TYPE":
tiker.Type = value;
break;
}
}
var boardIdIdx = -1;
var marketIdx = -1;
var engineIdx = -1;
var idx = 0;
foreach (var item in tikerInfo.boards.columns)
{
switch (((string)item).ToLowerInvariant())
{
case "boardid":
boardIdIdx = idx;
break;
case "market":
marketIdx = idx;
break;
case "engine":
engineIdx = idx;
break;
}
idx++;
}
var securities = new List <SecurityInfo>();
foreach (var boardItem in tikerInfo.boards.data)
{
dynamic secInfo = JsonConvert.DeserializeObject(DownloadMicex($"https://iss.moex.com/iss/engines/{boardItem[engineIdx]}/markets/{boardItem[marketIdx]}/boards/{boardItem[boardIdIdx]}/securities/{code}.jsonp"));
var security = tiker.Clone();
security.Board = (string)boardItem[boardIdIdx];
if (secInfo.securities.data.Count > 0)
{
var data = secInfo.securities.data[0];
idx = 0;
foreach (var item in secInfo.securities.columns)
{
var value = data[idx];
switch (((string)item).ToUpperInvariant())
{
case "LOTSIZE":
security.Multiplier = (int)value;
break;
case "DECIMALS":
security.Decimals = (int)value;
break;
case "NAME":
if (security.Name.IsEmpty())
{
security.Name = (string)value;
}
break;
case "SHORTNAME":
if (security.ShortName.IsEmpty())
{
security.ShortName = (string)value;
}
break;
case "ASSETCODE":
if (security.Asset.IsEmpty())
{
security.Asset = (string)value;
}
break;
case "MINSTEP":
// http://stocksharp.com/forum/yaf_postsm8573_Gidra-i-Finam.aspx#post8573
// can be either 0.1 or 1e-6. so parse it as a double
security.PriceStep = (decimal)double.Parse((string)value, CultureInfo.InvariantCulture);
break;
case "CURRENCYID":
security.Currency = (string)value;
break;
}
idx++;
}
}
SecurityInfoCache.Add(security);
securities.Add(security);
}
//if (securities.Count == 0)
// System.Diagnostics.Debug.WriteLine(code);
return(securities);
}
