public void ThrowsOnUnknownSecurityType(string brokerageSymbol, SecurityType type, string market)
{
var mapper = new SymbolPropertiesDatabaseSymbolMapper(market);
Assert.Throws <ArgumentException>(() => mapper.GetLeanSymbol(brokerageSymbol, type, market));
Assert.Throws <ArgumentException>(() => mapper.GetBrokerageSymbol(Symbol.Create(brokerageSymbol.Replace("-", ""), type, market)));
}
/// <summary>
/// Get historical data enumerable for a single symbol, type and resolution given this start and end times(in UTC).
/// </summary>
/// <param name="symbol">Symbol for the data we're looking for.</param>
/// <param name="resolution">Only Tick is currently supported</param>
/// <param name="startUtc">Start time of the data in UTC</param>
/// <param name="endUtc">End time of the data in UTC</param>
/// <returns>Enumerable of base data for this symbol</returns>
public IEnumerable <BaseData> Get(Symbol symbol, Resolution resolution, DateTime startUtc, DateTime endUtc)
{
// get symbol mapper for GDAX
var mapper = new SymbolPropertiesDatabaseSymbolMapper(Market.GDAX);
var brokerageTicker = mapper.GetBrokerageSymbol(symbol);
var returnData = new List <BaseData>();
var granularity = resolution.ToTimeSpan().TotalSeconds;
DateTime windowStartTime = startUtc;
DateTime windowEndTime = startUtc;
do
{
windowStartTime = windowEndTime;
windowEndTime = windowStartTime.AddSeconds(MaxDatapointsPerRequest * granularity);
windowEndTime = windowEndTime > endUtc ? endUtc : windowEndTime;
Log.Trace($"Getting data for timeperiod from {windowStartTime.ToStringInvariant()} to {windowEndTime.ToStringInvariant()}..");
var requestURL = $"http://api.pro.coinbase.com/products/{brokerageTicker}/candles" +
$"?start={windowStartTime.ToStringInvariant()}" +
$"&end={windowEndTime.ToStringInvariant()}" +
$"&granularity={granularity.ToStringInvariant()}";
var request = (HttpWebRequest)WebRequest.Create(requestURL);
request.UserAgent = ".NET Framework Test Client";
string data = GetWithRetry(request);
returnData.AddRange(ParseCandleData(symbol, granularity, data));
}while (windowStartTime != windowEndTime);
return(returnData);
}
/// <summary>
/// Initializes a new instance of the <see cref="BinanceRestApiClient"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="apiKey">The Binance API key</param>
/// <param name="apiSecret">The The Binance API secret</param>
public BinanceRestApiClient(SymbolPropertiesDatabaseSymbolMapper symbolMapper, ISecurityProvider securityProvider, string apiKey, string apiSecret)
{
_symbolMapper = symbolMapper;
_securityProvider = securityProvider;
_restClient = new RestClient(RestApiUrl);
ApiKey = apiKey;
ApiSecret = apiSecret;
}
public void ReturnsCryptoSecurityType(string market, string brokerageSymbol, string leanSymbol)
{
var mapper = new SymbolPropertiesDatabaseSymbolMapper(market);
var symbol = mapper.GetLeanSymbol(brokerageSymbol, SecurityType.Crypto, market);
Assert.AreEqual(leanSymbol, symbol.Value);
Assert.AreEqual(market, symbol.ID.Market);
}
public BinanceSpotRestApiClient(
SymbolPropertiesDatabaseSymbolMapper symbolMapper,
ISecurityProvider securityProvider,
string apiKey,
string apiSecret,
string restApiUrl
)
: base(symbolMapper, securityProvider, apiKey, apiSecret, restApiUrl, _apiPrefix, _apiPrefix)
{
}
public void ThrowsOnNullOrEmptySymbols(string market)
{
var mapper = new SymbolPropertiesDatabaseSymbolMapper(market);
string ticker = null;
Assert.IsFalse(mapper.IsKnownBrokerageSymbol(ticker));
Assert.Throws <ArgumentException>(() => mapper.GetLeanSymbol(ticker, SecurityType.Crypto, market));
Assert.Throws <ArgumentException>(() => mapper.GetBrokerageSecurityType(ticker));
ticker = "";
Assert.IsFalse(mapper.IsKnownBrokerageSymbol(ticker));
Assert.Throws <ArgumentException>(() => mapper.GetLeanSymbol(ticker, SecurityType.Crypto, market));
Assert.Throws <ArgumentException>(() => mapper.GetBrokerageSecurityType(ticker));
Assert.Throws <ArgumentException>(() => mapper.GetBrokerageSymbol(Symbol.Create(ticker, SecurityType.Crypto, market)));
}
public void ThrowsOnCurrencyPairs(string market, string brokerageSymbol)
{
var mapper = new SymbolPropertiesDatabaseSymbolMapper(market);
Assert.Throws <ArgumentException>(() => mapper.GetBrokerageSecurityType(brokerageSymbol));
}
public void ReturnsCorrectBrokerageSymbol(Symbol symbol, string brokerageSymbol)
{
var mapper = new SymbolPropertiesDatabaseSymbolMapper(symbol.ID.Market);
Assert.AreEqual(brokerageSymbol, mapper.GetBrokerageSymbol(symbol));
}
