private OandaRootInstrumentObject OandaGetBars()
//get bars from Oanda endpoint
{
var client = new RestClient(string.Format("{0}{1}/{2}/candles", accountSettings.BASEURI, EndPoints.instruments(), this.currencyPair));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.AddParameter("count", this.period);
request.AddParameter("granularity", this.timeFrame);
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
if (_response.Data.candles.Count() == 0)
{
throw new ProgramException("no bars returned from end point");
}
return(_response.Data);
}
public InstrumentAccessor(AccountSettings _accountSettings, string _currencyPair)
{
this.currencyPair = _currencyPair;
this.accountSettings = _accountSettings;
var client = new RestClient(string.Format("{0}{1}/{2}/candles", accountSettings.BASEURI, EndPoints.instruments(), this.currencyPair));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.AddParameter("count", this.period);
request.AddParameter("granularity", this.timeFrame); //5 minute chart
request.RequestFormat = DataFormat.Json;
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
//this.data = _response.Data; //set public field to deserialized data
this.bar = _response.Data;
this.allBars = new List <OandaRootInstrumentObject>();
this.allBars.Add(new OandaRootInstrumentObject {
instrument = this.currencyPair, granularity = this.timeFrame, candles = new List <Candle>()
});
this.allBars[0].candles.Add(this.bar.candles[0]);
this.response = _response;
//Program.mainTimer.Elapsed += this.OnUpdate; //add Onupdate method to timer invocation list
/*
* Console.ForegroundColor = ConsoleColor.Green;
* Console.WriteLine("Instrument Status:{0}", _response.StatusCode);
* Console.WriteLine("Using {0} currency pair", this.currencyPair);
* Console.ResetColor();
*/
}
private OandaRootInstrumentObject OandaGetBars(DateTime _startTime, DateTime _endTime)
{
//get bars time range from Oanda endpoint
{
//really we have to convert to unix epoch BS?
DateTimeOffset startOffset = new DateTimeOffset(_startTime);
DateTimeOffset endOffset = new DateTimeOffset(_endTime);
var client = new RestClient(string.Format("{0}{1}/{2}/candles", accountSettings.BASEURI, EndPoints.instruments(), this.currencyPair));
RestRequest request = new RestRequest()
{
Method = Method.GET
};
request.AddHeader("Authorization", string.Format("Bearer {0}", accountSettings.APIKEY));
request.RequestFormat = DataFormat.Json;
request.AddParameter("from", startOffset.ToUnixTimeSeconds());
request.AddParameter("to", endOffset.ToUnixTimeSeconds());
request.AddParameter("granularity", this.timeFrame);
IRestResponse <OandaRootInstrumentObject> _response = client.Execute <OandaRootInstrumentObject>(request);
if (_response.Data.candles.Count() == 0)
{
throw new ProgramException(string.Format("no bars returned from end point:{0}", _startTime.ToString()));
}
return(_response.Data);
}
}
