protected override async Task Execute(CancellationToken token)
{
log.LogInformation("Starting...");
if (!client.Connect())
{
log.LogError("Connection failed");
return;
}
List <Task> tasks = new List <Task>();
for (int i = 0; i < 10; i++)
{
double strike = config.Strike + i * 10;
var request = historicalDataManager()
.Request(
new MarketDataRequest(
ContractHelper.GetOptionsContract(config.Symbol, strike, config.Expiry, OptionType.CALL),
DateTime.UtcNow.Date,
new Duration(5, DurationType.Months),
BarSize.Hour,
WhatToShow.MIDPOINT));
var task = serializer.Save($"{config.Symbol}_{config.Expiry}_{config.Type}_{strike}_historic.csv", request, token);
tasks.Add(task);
}
await Task.WhenAll(tasks).ConfigureAwait(false);
log.LogInformation("History request completed");
}
protected override async Task Execute(CancellationToken token)
{
log.LogInformation("Starting...");
if (!client.Connect())
{
log.LogError("Connection failed");
return;
}
var stream = realTimeBarsManager.Request(ContractHelper.GetStockContract(config.Symbol), WhatToShow.BID_ASK);
await serializer.Save($"{config.Symbol}_realtime.csv", stream, token).ConfigureAwait(false);
log.LogInformation("Realtime request completed");
}
protected override async Task Execute(CancellationToken token)
{
log.LogInformation("Starting...");
if (!client.Connect())
{
log.LogError("Connection failed");
return;
}
var request = historicalDataManager
.Request(
new MarketDataRequest(
ContractHelper.GetContract(config.Stock),
DateTime.UtcNow.Date,
new Duration(5, DurationType.Years),
BarSize.Day,
WhatToShow.BID_ASK));
await serializer.Save($"{config.Stock}_historic.csv", request, token).ConfigureAwait(false);
log.LogInformation("History request completed");
}
