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));
}
private void AddMarketDataRequestItem(MarketDataRequestItem item)
{
this.MarketDataRequests[item.RequestID] = item;
}
