public RequestResponse MarketDataSnapshotRequest(MarketDataSnapshotRequest request)
{
this.Validator.Validate(request);
var timeframeId = request.Timeframe == Timeframe.Custom ?
request.CustomTimeframeId : Converters.GetTimeframeId(request.Timeframe);
var fxReq = this.FxRequestFactory.createMarketDataSnapshotRequestInstrument(request.Instrument,
this.FxRequestFactory.Timeframes[timeframeId], request.MaxBars);
this.FxRequestFactory.fillMarketDataSnapshotRequestTime(fxReq, request.TimeFrom, request.TimeTo,
request.IncludeWeekends);
this.CleanupMarketDataRequests();
var mdr = new MarketDataRequestItem()
{
Instrument = request.Instrument,
RequestID = fxReq.RequestID,
Time = DateTime.Now,
};
this.AddMakrtedDataRequestItem(mdr);
this.FxSession.sendRequest(fxReq);
return(Helpers.GetRequestResponse(fxReq));
}
public void Validate(MarketDataSnapshotRequest request)
{
if (request == null)
{
throw new ArgumentNullException("request");
}
if (string.IsNullOrEmpty(request.Instrument))
{
throw new ArgumentNullException("Instrument");
}
if (request.MaxBars < 0)
{
throw new ArgumentOutOfRangeException("MaxBars", "MaxBars should not be negative.");
}
if (request.Timeframe == Timeframe.Custom && string.IsNullOrEmpty(request.CustomTimeframeId))
{
throw new ArgumentNullException("CustomTimeframe", "CustomTimeframe has to be specified.");
}
}
public void ValidateMarketDataSnapshotRequest()
{
// Null.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = null;
AssertEx.Throws <ArgumentNullException>(() =>
{
v.Validate(r);
});
}
// Instrument null.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = null;
AssertEx.Throws <ArgumentNullException>(() =>
{
v.Validate(r);
});
}
// Instrument empty.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "";
AssertEx.Throws <ArgumentNullException>(() =>
{
v.Validate(r);
});
}
// Negative MaxBars.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "Test";
r.MaxBars = -5;
AssertEx.Throws <ArgumentOutOfRangeException>(() =>
{
v.Validate(r);
});
}
// Valid without CustomTimeframeId.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "Test";
r.MaxBars = 7;
r.Timeframe = Timeframe.Hours2;
v.Validate(r);
}
// CustomTimeframeId null.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "Test";
r.Timeframe = Timeframe.Custom;
r.CustomTimeframeId = null;
AssertEx.Throws <ArgumentNullException>(() =>
{
v.Validate(r);
});
}
// CustomTimeframeId empty.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "Test";
r.Timeframe = Timeframe.Custom;
r.CustomTimeframeId = "";
AssertEx.Throws <ArgumentNullException>(() =>
{
v.Validate(r);
});
}
// valid with CustomTimeframeId.
{
var v = new RequestProviderValidator();
MarketDataSnapshotRequest r = new MarketDataSnapshotRequest();
r.Instrument = "Test";
r.Timeframe = Timeframe.Custom;
r.CustomTimeframeId = "Y1";
v.Validate(r);
}
}
public RequestResponse MarketDataSnapshotRequest(MarketDataSnapshotRequest request)
{
throw new NotImplementedException();
}
