GetQuotes
(
string symbols
)
{
// Method members
List <EquityETF> equityList = new List <EquityETF>();
List <MutualFund> mutualFundList = new List <MutualFund>();
List <Forex> forexList = new List <Forex>();
List <TDAsset> assetList = new List <TDAsset>();
Dictionary <string, object> assetDict = new Dictionary <string, object>();
// Were symbols obtained?
if (!string.IsNullOrEmpty(symbols))
{
// YES: Get the TD Ameritrade REST API object
TDAmeritradeREST rest = new TDAmeritradeREST();
// Call TD Ameritratde API to get current quotes for these symbols
string result = rest.QueryApi(
// The TD Ameritrade API method
ApiMethod.GetQuotes,
// The data object passed to the API method
ApiHelper.AccountDataWithQueryString(
// No data in URL before query string
null,
// The query string used to get the quotes
symbols,
// Use authentication
true
)
);
// Is the result not in error?
if (!string.IsNullOrEmpty(result) && !result.StartsWith("ERROR:"))
{
// NO: Create a non-data contract JSON serializer
JavaScriptSerializer serializer = new JavaScriptSerializer();
// Deserialize the result returned from TD Ameritrade into
// the 1st level dictionary, i.e. <string, object>
assetDict = (Dictionary <string, object>)serializer.Deserialize <object>(result);
// Iterate through each asset in the asset dictionary
foreach (string key in assetDict.Keys)
{
// The 2nd level object for each asset is also a
// <string, object> dictionary. What type of asset?
switch (((Dictionary <string, object>)assetDict[key])["assetType"].ToString())
{
case "EQUITY":
case "ETF":
// Convert object to an Equity/ETF class object
equityList.Add(Broker.JsonDictConvert <EquityETF>((Dictionary <string, object>)assetDict[key]));
break;
case "MUTUAL_FUND":
// Convert object to a mutual fund class object
mutualFundList.Add(Broker.JsonDictConvert <MutualFund>((Dictionary <string, object>)assetDict[key]));
break;
case "FOREX":
//*********************************************
// NOTE: The TD Ameritrade REST API currently
// does not support FOREX trading.
//*********************************************
// Convert object to a Forex class object
//forexList.Add(Broker.JsonDictConvert<Forex>((Dictionary<string, object>)assetDict[key]));
break;
default:
break;
}
}
// Iterate through the equities and ETFs
foreach (EquityETF asset in equityList)
{
// Get the ask price
double askPrice = Broker.GetAskPrice(asset);
// If no ask price can be determined, do not trade this security
if (askPrice < -9000.0)
{
continue;
}
// Get the bid price
double bidPrice = Broker.GetBidPrice(asset);
assetList.Add(new TDAsset
{
Symbol = asset.Symbol,
Price = asset.AskPrice,
Spread = askPrice - bidPrice,
Volume = 0,
LotAmount = 1,
MarginCost = 0.00,
Pip = 0.01,
PipCost = 0.01
});
}
// Iterate through the mutual funds
foreach (MutualFund asset in mutualFundList)
{
// Get the ask price
double askPrice = Broker.GetAskPrice(asset);
// If no ask price can be determined, do not trade this security
if (askPrice < -9000.0)
{
continue;
}
// Get the bid price
double bidPrice = Broker.GetBidPrice(asset);
assetList.Add(new TDAsset
{
Symbol = asset.Symbol,
Price = asset.AskPrice,
Spread = askPrice - bidPrice,
Volume = 0,
LotAmount = 1,
MarginCost = 0.00,
Pip = 0.01,
PipCost = 0.01
});
}
//*********************************************************
// NOTE: FOREX trading is not currently supported by the
// TD Ameritrade REST API.
//
// Iterate through the Forex assets. Main issue is to
// compute the pipCost and the Rollover interest fees:
//
// PipCost = LotAmount * Pip / ( {Counter Currency} / {Account Currency} )
//*********************************************************
/*
* foreach (Forex asset in forexList)
* {
* // Get the ask price
* double askPrice = Broker.GetAskPrice(asset);
*
* // If no ask price can be determined, do not trade this security
* if (askPrice < -9000.0) continue;
*
* // Get the bid price
* double bidPrice = Broker.GetBidPrice(asset);
*
* // Get the rollover rates
* double ROR = CurrencyInterestRates.ComputeRollover(asset.Symbol, askPrice);
*
* // Round the rollover to five places
* ROR = Math.Round(ROR, 5);
*
* assetList.Add(new TDAsset
* {
* Symbol = asset.Symbol,
* Price = asset.AskPrice,
* Spread = askPrice - bidPrice,
* Volume = 0,
* LotAmount = 10000,
* MarginCost = 0.00,
* Pip = (asset.Symbol.Contains("/JPY") || asset.Symbol.Contains("JPY/")) ? 0.01 : 0.0001,
* PipCost = Broker.ComputePipCost(asset.Symbol),
* RolloverLong = ROR,
* RolloverShort = ROR
* });
* }
*/
}
}
// Return the asset list
return(assetList);
}