Esempio n. 1
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        public bool StoreHistoryPrices(long SID, BarFrequency period, bool isAdjustedValue, Bar[] bars)
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                return(skywolf.Instance.VA_StorePrices(SID, period, isAdjustedValue, bars));
            }
        }
Esempio n. 2
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        public IDictionary <string, CryptoBar> GetLatestCryptoHistoryPrices(string[] symbols, string market, BarFrequency period)
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                return(skywolf.Instance.GetLatestCryptoHistoryPrices(symbols, market, period, DATASOURCE));
            }
        }
Esempio n. 3
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        public string[] GetAPIKeys()
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                return(skywolf.Instance.VA_GetAvailableAPIKey());
            }
        }
Esempio n. 4
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        public IDictionary <string, long> GetNameToSIDMap(string[] symbols)
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                return(skywolf.Instance.GetSIDFromName(symbols));
            }
        }
Esempio n. 5
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        public TimeSeriesDataOutput RetrieveStockTimeSeriesPrices(string symbol, BarFrequency period, bool isAjustedValue, long outputCount)
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                TimeSeriesDataInput input = new TimeSeriesDataInput();
                input.Frequency       = period;
                input.IsAdjustedValue = isAjustedValue;
                input.Symbol          = symbol;
                input.OutputCount     = outputCount;

                return(skywolf.Instance.GetTimeSeriesData(input, DATASOURCE));
            }
        }
Esempio n. 6
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        public PricingRule[] GetPricingRules()
        {
            BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
            EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

            using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
            {
                PricingRule[] pricingRules = skywolf.Instance.GetPricingRule(true, "yahoo");
                if (pricingRules != null && pricingRules.Count() > 0)
                {
                    return((from p in pricingRules
                            where p.Priority >= _priorityStart && p.Priority <= _priorityEnd
                            orderby p.Priority descending, p.SID ascending
                            select p).ToArray());
                }
            }

            return(null);
        }
Esempio n. 7
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        public IDictionary <string, StockBar> GetLatestStockHistoryPrices(string[] symbols, BarFrequency period, bool isAdjustedValue)
        {
            int iCount = 0;

            while (iCount < 3)
            {
                try
                {
                    BasicHttpBinding binding  = Utility.BuildBasicHttpBinding();
                    EndpointAddress  endpoint = BuildMarketDataSkywolfHttpEndpointAddress();

                    using (SkywolfClient <IMarketDataService> skywolf = new SkywolfClient <IMarketDataService>(binding, endpoint))
                    {
                        IDictionary <string, StockBar> stockBars = skywolf.Instance.GetLatestStockHistoryPrices(symbols, period, isAdjustedValue, DATASOURCE);

                        ConcurrentDictionary <string, StockBar> dictStockBars = new ConcurrentDictionary <string, StockBar>();

                        if (stockBars != null && stockBars.Count > 0)
                        {
                            foreach (var pair in stockBars)
                            {
                                dictStockBars[pair.Key] = pair.Value;
                            }
                        }

                        return(dictStockBars);
                    }
                }
                catch (Exception ex)
                {
                    if (iCount == 2)
                    {
                        throw ex;
                    }
                    iCount++;
                }
            }

            return(null);
        }