public static ProtoMessage Get_Trendbars_Req(long ctidTraderAccountId,
long fromTimestamp,
long toTimestamp,
ProtoOATrendbarPeriod period,
long symbolId = 0)
{
ProtoOAGetTrendbarsReq message = new ProtoOAGetTrendbarsReq
{
payloadType = ProtoOAPayloadType.ProtoOaGetTrendbarsReq,
ctidTraderAccountId = ctidTraderAccountId,
fromTimestamp = fromTimestamp,
toTimestamp = toTimestamp,
Period = period
};
if (symbolId > 0)
{
message.symbolId = symbolId;
}
Log.Info("ProtoOAGetTrendbarsReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"fromTimestamp: {fromTimestamp} ({EpochToString(fromTimestamp)}; " +
$"toTimestamp: {toTimestamp} ({EpochToString(toTimestamp)}; " +
$"period: {period}");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public ProtoMessage CreateTrendbarsRequest(long accountId, int symbolId, long from, long to, ProtoOATrendbarPeriod period, string clientMsgId = null)
{
var _msg = ProtoOAGetTrendbarsReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.SetSymbolId(symbolId);
_msg.SetFromTimestamp(from);
_msg.SetToTimestamp(to);
_msg.SetPeriod(period);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
public async Task <ProtoOATrendbar[]> GetTrendbars(long accountId, bool isLive, DateTimeOffset from, DateTimeOffset to, ProtoOATrendbarPeriod period, long symbolId)
{
VerifyConnection();
var periodMaximum = GetMaximumTrendBarTime(period);
if (from == default)
{
from = to.Add(-periodMaximum);
}
if (to - from > periodMaximum)
{
throw new ArgumentOutOfRangeException(nameof(to), "The time range is not valid");
}
var client = GetClient(isLive);
List <ProtoOATrendbar> result = new();
CancellationTokenSource cancelationTokenSource = new();
using var disposable = client.OfType <ProtoOAGetTrendbarsRes>().Where(response => response.CtidTraderAccountId == accountId).Subscribe(response =>
{
result.AddRange(response.Trendbar);
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOAGetTrendbarsReq
{
FromTimestamp = from.ToUnixTimeMilliseconds(),
ToTimestamp = to.ToUnixTimeMilliseconds(),
CtidTraderAccountId = accountId,
Period = period,
SymbolId = symbolId
};
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaGetTrendbarsReq, client, cancelationTokenSource, () => cancelationTokenSource.IsCancellationRequested);
return(result.ToArray());
}
