public async Task Execute(IJobExecutionContext context)
{
_logger.LogInformation($"Starting {GetType().Name} job");
if (!_strategies.Any())
{
//TODO: Move this somewhere better
throw new ArgumentException($"No strategies given. You must provide at least on strategy.");
}
if (!await _alpacaClient.ConnectStreamApis())
{
throw new UnauthorizedAccessException("Failed to connect to streaming API. Authorization failed.");
}
_alpacaClient.SubscribeToTradeUpdates(async order => await _trackingRepository.CompleteOrder(order));
foreach (var strategy in _strategies.Where(x => x.StockStrategy.TradingFrequency == Domain.TradingFrequency.Minute))
{
var stockData = await _alpacaClient.GetStockData(strategy.StockStrategy.StockSymbol, strategy.StockStrategy.TradingFrequency);
if ((stockData?.Count ?? 0) == 0)
{
throw new ArgumentException($"You stock symbol {strategy.StockStrategy.StockSymbol} is not valid.");
}
strategy.HistoricalData.AddRange(stockData);
_alpacaClient.AddPendingMinuteAggSubscription(strategy.StockStrategy.StockSymbol, async y => await strategy.HandleNewData(y));
}
_alpacaClient.SubscribeToMinuteAgg();
_logger.LogInformation($"Finished {GetType().Name} job");
}
