コード例 #1
0
        MarketHistoryFileReport DoQueryTicksHistoryFile(DateTime to, string symbol, bool includeLevel2)
        {
            var info = this.dataFeed.Server.GetQuotesHistoryFiles(symbol, includeLevel2, to);

            var result = new MarketHistoryFileReport
            {
                Symbol        = symbol,
                AvailableFrom = info.FromAll,
                AvailableTo   = info.ToAll,
                From          = info.From ?? DateTime.MinValue,
                To            = info.To ?? DateTime.MinValue,
                LastTickId    = !string.IsNullOrEmpty(info.LastTickId) ? FeedTickId.Parse(info.LastTickId) : default(FeedTickId?)
            };

            var count = info.Files.Length;

            result.Files = new MarketHistoryFile[count];

            for (var index = 0; index < count; ++index)
            {
                var file = info.Files[index];
                using (var stream = new DataStream(this.dataFeed, file, this.Timeout))
                {
                    var part = new MarketHistoryFile
                    {
                        FileBytes = stream.ToArray()
                    };

                    result.Files[index] = part;
                }
            }

            return(result);
        }
コード例 #2
0
        public MarketHistoryItemsReport <HistoryBar> QueryBarHistory(DateTime to, int maxBars, string symbol, string periodicity, FxPriceType priceType)
        {
            var type   = FxPriceType.Bid == priceType ? PriceType.Bid : PriceType.Ask;
            var period = new BarPeriod(periodicity);
            var info   = this.dataFeed.Server.GetHistoryBars(symbol, to, -maxBars, type, period);

            var result = new MarketHistoryItemsReport <HistoryBar>
            {
                Items         = info.Bars.Select(StorageConvert.ToHistoryBar).ToList(),
                AvailableFrom = info.FromAll,
                AvailableTo   = info.ToAll,
                From          = info.From.Value,
                To            = info.To.Value,
                LastTickId    = !string.IsNullOrEmpty(info.LastTickId) ? FeedTickId.Parse(info.LastTickId) : default(FeedTickId?),
                Symbol        = symbol
            };

            return(result);
        }
コード例 #3
0
        MarketBarHistoryFileReport DoQueryBarHistoryFile(DateTime to, string symbol, string periodicity, PriceType type)
        {
            DataHistoryInfo info;

            if (this.Timeout > 0)
            {
                info = this.dataFeed.Server.GetBarsHistoryFilesEx(symbol, to, type, periodicity, this.Timeout);
            }
            else
            {
                info = this.dataFeed.Server.GetBarsHistoryFiles(symbol, to, type, periodicity);
            }

            var result = new MarketBarHistoryFileReport
            {
                Symbol        = symbol,
                AvailableFrom = info.FromAll,
                AvailableTo   = info.ToAll,
                From          = info.From ?? DateTime.MinValue,
                To            = info.To ?? DateTime.MinValue,
                LastTickId    = !string.IsNullOrEmpty(info.LastTickId) ? FeedTickId.Parse(info.LastTickId) : default(FeedTickId?)
            };

            var count = info.Files.Length;

            result.Files = new MarketHistoryFile[count];

            for (var index = 0; index < count; ++index)
            {
                var file = info.Files[index];
                using (var stream = new DataStream(this.dataFeed, file, this.Timeout))
                {
                    var part = new MarketHistoryFile
                    {
                        FileBytes = stream.ToArray()
                    };

                    result.Files[index] = part;
                }
            }

            return(result);
        }
コード例 #4
0
        public FeedTick ToFeedTick(Quote quote)
        {
            this.records.Clear();

            this.FillRecords(FxPriceType.Bid, quote.Bids);
            this.FillRecords(FxPriceType.Ask, quote.Asks);

            if (!string.IsNullOrEmpty(quote.Id))
            {
                var id = FeedTickId.Parse(quote.Id);
                this.index = id.Index;
            }
            else if (this.lastUsedTimeStamp < quote.CreatingTime)
            {
                this.index = 0;
            }
            this.lastUsedTimeStamp = quote.CreatingTime;
            var result = new FeedTick(quote.Symbol, quote.CreatingTime, this.index, this.records);

            ++this.index;
            return(result);
        }