protected override async Task <CurrencyHistoryData> LoadDataAsync(string secId, DateTime day)
{
var bg = await _staticDataService.GetBoardgroup(secId);
if (bg == null)
{
return(null);
}
string date = day.ToString("yyyy-MM-dd");
var url = _config.PrepareUrl(bg.Id, secId, new Dictionary <string, string>
{
["sort_order"] = "desc",
["till"] = date,
["limit"] = "10",
});
CurrencyHistoryData result = null;
try
{
var data = await _httpClientService.Get <CurrencyHistoryData[]>(url, _config.ObjectPath);
result = data.FirstOrDefault(d => d.WAPRICE != null);
}
catch (ServiceResponseException)
{
}
return(result);
}
protected override async Task <IndexHistoryData> LoadDataAsync(string secId, DateTime day)
{
var boardgroupId = 9;
string date = day.Date.ToString("yyyy-MM-dd");
var url = _config.PrepareUrl(boardgroupId, secId, new Dictionary <string, string>
{
["sort_order"] = "desc",
["till"] = date,
["limit"] = "1",
});
IndexHistoryData result = null;
try
{
var data = await _httpClientService.Get <IndexHistoryData[]>(url, _config.ObjectPath);
result = data.FirstOrDefault();
}
catch (ServiceResponseException)
{
}
return(result);
}
private async Task <IEnumerable <string> > GetSecIdsByAssetCode(string assetCode, DateTime date)
{
var maxAttemptsCacheKey = $"SECIDSNOTFOUND-{assetCode}-{date.ToString("yyyy-MM-dd")}";
var value = await _stringCacheProvider.GetAsync(maxAttemptsCacheKey);
if (value != null)
{
return(new string[0]);
}
var children = Enumerable.Empty <JToken>();
var reqDate = date.Date;
int count = 0;
do
{
var url = _historyConf.PrepareUrl(FuturesBoardgroupId, null, new Dictionary <string, string>
{
["assetcode"] = assetCode,
["date"] = reqDate.ToString("yyyy-MM-dd"),
});
var token = await _getService.Get <JToken>(url, _historyConf.ObjectPath);
children = token.Children().ToList();
reqDate = reqDate.AddDays(-1);
count++;
} while (children.Count() < 1 && count < MaxHistoryBackwardStepCount);
if (count >= MaxHistoryBackwardStepCount)
{
_logger.LogWarning(
"Error get history contract data for assetcode {assetCode} till {date}. Max attempt count reached.",
assetCode,
date.ToString("yyyy-MM-dd"));
await _stringCacheProvider.PutAsync(maxAttemptsCacheKey, string.Empty);
}
return(children.Select(t => t.Value <string>("SECID")));
}