public async Task GetPriceHistoryAsync(CancellationToken cancellationToken)
{
_logger.LogInformation("GetPriceHistoryAsync started {now}", DateTime.Now);
long start;
long end;
DateTime dateTime;
int count;
StockCandles stockCandle;
IAsyncEnumerable <Models.TdAmeritrade.Account.Instrument> instruments;
_dataAdapter.JsonSerializerOptions = new();
_dataAdapter.JsonSerializerOptions.PropertyNameCaseInsensitive = true;
dateTime = new DateTime(2015, 1, 1);
instruments = _dataAdapter.StocksDbContext.Instrument;
await foreach (Instrument instrument in instruments)
{
try
{
using StocksDbContext stocksDbContext = _dataAdapter.StocksDbContextFactory.CreateDbContext();
count = stocksDbContext.PriceHistory.Count(x => x.Exchange == instrument.Exchange && x.Symbol == instrument.Symbol);
start = count > 0 ? new DateTimeOffset(stocksDbContext.PriceHistory.Where(x => x.Exchange == instrument.Exchange && x.Symbol == instrument.Symbol).OrderBy(x => x.DateTime).Last().DateTime.Date).AddDays(1).ToUnixTimeMilliseconds() : new DateTimeOffset(dateTime).ToUnixTimeMilliseconds();
end = DateTimeOffset.Now.ToUnixTimeMilliseconds();
_dataAdapter.Json = await Requester.SendRequestAsync(Enums.HttpVerb.Get, $"{_dataAdapter.Settings["MarketDataUri"]}/{instrument.Symbol}/pricehistory?apikey={_dataAdapter.Settings["ApiKey"]}&periodType=year&frequencyType=daily&startDate={start}&endDate={end}", null, cancellationToken);
_dataAdapter.Json = Toolbox.Json.RemoveEntry(_dataAdapter.Json, "NaN");
stockCandle = JsonSerializer.Deserialize <StockCandles>(_dataAdapter.Json, _dataAdapter.JsonSerializerOptions);
if (stockCandle.Empty)
{
_logger.LogInformation("GetPriceHistoryAsync empty {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
}
else
{
await stocksDbContext.AddRangeAsync(stockCandle.Candles.Select(x => new PriceHistory()
{
Symbol = instrument.Symbol,
DateTime = DateTime.UnixEpoch.AddMilliseconds(x.DateTime),
Exchange = instrument.Exchange,
Open = x.Open,
Close = x.Close,
High = x.High,
Low = x.Low,
Volume = x.Volume,
//Instrument = instrument,
Updated = DateTime.UtcNow
}).OrderBy(x => x.DateTime), cancellationToken);
await stocksDbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("GetPriceHistoryAsync added {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
}
}
catch (Exception exception)
{
_logger.LogWarning("GetPriceHistoryAsync {exchange} {symbol} {message}", instrument.Exchange, instrument.Symbol, exception.Message);
}
}
_logger.LogInformation("GetPriceHistoryAsync completed {now}", DateTime.Now);
}
public StocksService(StocksDbContext db)
{
_db = db;
}
public async Task GetInstrumentsAsync(CancellationToken cancellationToken)
{
_logger.LogInformation("GetInstrumentsAsync started {now}", DateTime.Now);
Instrument ins;
List <char> characters;
IAsyncEnumerable <Instrument> instruments;
_dataAdapter.JsonSerializerOptions = new();
_dataAdapter.JsonSerializerOptions.PropertyNameCaseInsensitive = true;
characters = new();
for (byte i = Convert.ToByte('A'); i <= Convert.ToByte('Z'); i++)
{
characters.Add(Convert.ToChar(i));
}
foreach (char character in characters)
{
try
{
using StocksDbContext stocksDbContext = _dataAdapter.StocksDbContextFactory.CreateDbContext();
_dataAdapter.Json = await Requester.SendRequestAsync(Enums.HttpVerb.Get, $"{_dataAdapter.Settings["InstrumentsUri"]}?apikey={_dataAdapter.Settings["ApiKey"]}&symbol={character}.*&projection=symbol-regex", null, cancellationToken);
_dataAdapter.Json = Toolbox.Json.RemoveTopLevelKeys(_dataAdapter.Json);
instruments = JsonSerializer.Deserialize <IAsyncEnumerable <Instrument> >(_dataAdapter.Json, _dataAdapter.JsonSerializerOptions);
await foreach (Instrument instrument in instruments)
{
try
{
_logger.LogInformation("GetInstrumentsAsync processing {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
ins = await stocksDbContext.FindAsync <Instrument>(new object[] { instrument.Exchange, instrument.Symbol }, cancellationToken);
if (ins == null)
{
await stocksDbContext.AddAsync(instrument, cancellationToken);
}
else
{
ins.Cusip = instrument.Cusip;
ins.AssetType = instrument.AssetType;
ins.Updated = DateTime.UtcNow;
stocksDbContext.Update(ins);
}
await stocksDbContext.SaveChangesAsync(cancellationToken);
}
catch
{
_logger.LogError("GetInstrumentsAsync error updaing {symbol}", instrument.Symbol);
}
finally
{
_logger.LogInformation("GetInstrumentsAsync processed {exchange} {symbol}", instrument.Exchange, instrument.Symbol);
}
}
}
catch (Exception exception)
{
_logger.LogError("GetInstrumentsAsync {message}", exception.Message);
}
}
_logger.LogInformation("GetInstrumentsAsync completed {now}", DateTime.Now);
}
public UsersService(IOptions <AppSettings> appSettings, StocksDbContext db)
{
_appSettings = appSettings.Value;
_db = db;
}
public async Task <IReadOnlyCollection <Models.TdAmeritrade.Account.Account> > UpdateAccountAsync(CancellationToken cancellationToken = default)
{
IReadOnlyCollection <Models.TdAmeritrade.Account.Account> accounts;
SecuritiesAccount securitiesAccount;
Instrument ins;
Position pos;
DateTime updated;
updated = DateTime.UtcNow;
JsonSerializerOptions.PropertyNameCaseInsensitive = true;
Json = await Requester.SendRequestAsync(Enums.HttpVerb.Get, $"{Settings["AccountsUri"]}?fields=positions,orders", null, cancellationToken);
accounts = JsonSerializer.Deserialize <IReadOnlyCollection <Models.TdAmeritrade.Account.Account> >(Json, JsonSerializerOptions);
foreach (Models.TdAmeritrade.Account.Account account in accounts)
{
securitiesAccount = await StocksDbContext.FindAsync <SecuritiesAccount>(new object[] { account.SecuritiesAccount.AccountId }, cancellationToken);
if (securitiesAccount == null)
{
securitiesAccount = new SecuritiesAccount(StocksDbContext, Settings, account.SecuritiesAccount);
await StocksDbContext.AddAsync(securitiesAccount, cancellationToken);
}
else
{
securitiesAccount.IsClosingOnlyRestricted = account.SecuritiesAccount.IsClosingOnlyRestricted;
securitiesAccount.IsDayTrader = account.SecuritiesAccount.IsDayTrader;
securitiesAccount.RoundTrips = account.SecuritiesAccount.RoundTrips;
securitiesAccount.Type = account.SecuritiesAccount.Type;
securitiesAccount.Updated = updated;
securitiesAccount.CurrentBalances.AccruedInterest = account.SecuritiesAccount.CurrentBalances.AccruedInterest;
securitiesAccount.CurrentBalances.BondValue = account.SecuritiesAccount.CurrentBalances.BondValue;
securitiesAccount.CurrentBalances.CashAvailableForTrading = account.SecuritiesAccount.CurrentBalances.CashAvailableForTrading;
securitiesAccount.CurrentBalances.CashAvailableForWithdrawal = account.SecuritiesAccount.CurrentBalances.CashAvailableForWithdrawal;
securitiesAccount.CurrentBalances.CashBalance = account.SecuritiesAccount.CurrentBalances.CashBalance;
securitiesAccount.CurrentBalances.CashCall = account.SecuritiesAccount.CurrentBalances.CashCall;
securitiesAccount.CurrentBalances.CashDebitCallValue = account.SecuritiesAccount.CurrentBalances.CashDebitCallValue;
securitiesAccount.CurrentBalances.CashReceipts = account.SecuritiesAccount.CurrentBalances.CashReceipts;
securitiesAccount.CurrentBalances.LiquidationValue = account.SecuritiesAccount.CurrentBalances.LiquidationValue;
securitiesAccount.CurrentBalances.LongMarketValue = account.SecuritiesAccount.CurrentBalances.LongMarketValue;
securitiesAccount.CurrentBalances.LongNonMarginableMarketValue = account.SecuritiesAccount.CurrentBalances.LongNonMarginableMarketValue;
securitiesAccount.CurrentBalances.LongOptionMarketValue = account.SecuritiesAccount.CurrentBalances.LongOptionMarketValue;
securitiesAccount.CurrentBalances.MoneyMarketFund = account.SecuritiesAccount.CurrentBalances.MoneyMarketFund;
securitiesAccount.CurrentBalances.PendingDeposits = account.SecuritiesAccount.CurrentBalances.PendingDeposits;
securitiesAccount.CurrentBalances.Savings = account.SecuritiesAccount.CurrentBalances.Savings;
securitiesAccount.CurrentBalances.ShortMarketValue = account.SecuritiesAccount.CurrentBalances.ShortMarketValue;
securitiesAccount.CurrentBalances.ShortOptionMarketValue = account.SecuritiesAccount.CurrentBalances.ShortOptionMarketValue;
securitiesAccount.CurrentBalances.TotalCash = account.SecuritiesAccount.CurrentBalances.TotalCash;
securitiesAccount.CurrentBalances.UnsettledCash = account.SecuritiesAccount.CurrentBalances.UnsettledCash;
securitiesAccount.CurrentBalances.Updated = updated;
securitiesAccount.Positions.Clear();
if (account.SecuritiesAccount.Positions != null)
{
foreach (Models.TdAmeritrade.Account.Position position in account.SecuritiesAccount.Positions)
{
ins = await Instrument.GetInstrumentAsync(StocksDbContext, Settings, position.Instrument, cancellationToken);
pos = await StocksDbContext.FindAsync <Position>(new object[] { account.SecuritiesAccount.AccountId, ins.Exchange, ins.Symbol });
if (pos == null)
{
pos = new Position(StocksDbContext, Settings, position, account.SecuritiesAccount.AccountId);
}
else
{
pos.AveragePrice = position.AveragePrice;
pos.CurrentDayProfitLoss = position.CurrentDayProfitLoss;
pos.CurrentDayProfitLossPercentage = position.CurrentDayProfitLossPercentage;
pos.Instrument = ins;
pos.LongQuantity = position.LongQuantity;
pos.MarketValue = position.MarketValue;
pos.SettledLongQuantity = position.SettledLongQuantity;
pos.SettledShortQuantity = position.SettledShortQuantity;
pos.ShortQuantity = position.ShortQuantity;
pos.Updated = updated;
}
securitiesAccount.Positions.Add(pos);
}
}
StocksDbContext.Update(securitiesAccount);
}
}
await StocksDbContext.SaveChangesAsync(cancellationToken);
return(accounts);
}
