public Task SendTradeCaptureRequest(DateTime startDateTime, DateTime endDateTime, Action <string> progressHandler)
{
return(Task.Run(() =>
{
TradeCaptureReportRequest request = new TradeCaptureReportRequest();
string requestId = DateTime.UtcNow.ToString("yyMMddHHmmssfff");
request.TradeRequestID = new TradeRequestID(requestId);
request.TradeRequestType = new TradeRequestType(TradeRequestType.MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST);
request.NoDates = new NoDates(2);
var noDatesGroup = new TradeCaptureReportRequest.NoDatesGroup();
noDatesGroup.TransactTime = new TransactTime(startDateTime);
request.AddGroup(noDatesGroup);
noDatesGroup = new TradeCaptureReportRequest.NoDatesGroup();
noDatesGroup.TransactTime = new TransactTime(endDateTime);
request.AddGroup(noDatesGroup);
Session.SendToTarget(request, _currentSessionId);
}));
}
/// <inheritdoc />
public async Task GetTradeHistoryAsync(ulong account, string symbol = null, DateTime?from = null, DateTime?to = null, string requestId = "")
{
var request = new TradeCaptureReportRequest
{
MsgType = MsgTypes.TradeCaptureReportRequest,
Account = account,
TradeRequestID = requestId.Proto(),
Symbol = symbol.Proto(),
};
if (from.HasValue)
{
request.TransactTime.Add(from.Value.ToUnixNano());
}
if (to.HasValue)
{
if (!from.HasValue)
{
throw new ArgumentNullException(nameof(from), "Option From is required");
}
request.TransactTime.Add(to.Value.ToUnixNano());
}
await SendCommandAsync(request).ConfigureAwait(false);
}
public virtual void onMessage(TradeCaptureReportRequest message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
