/// <summary> /// Request historical prices for the specified timeframe of the specified period. /// </summary> /// <param name="communicator">The price history communicator.</param> /// <param name="instrument">The instrument.</param> /// <param name="timeframe">The timeframe.</param> /// <param name="from">From-date.</param> /// <param name="to">To-date</param> /// <param name="quotesCount">The quotes count.</param> /// <param name="responseListener">The response listener.</param> public static void GetHistoryPrices(IPriceHistoryCommunicator communicator, string instrument, string timeframe, DateTime from, DateTime to, int quotesCount, ResponseListener responseListener) { if (!communicator.isReady()) { Console.WriteLine("History communicator is not ready."); return; } // create timeframe entity ITimeframeFactory timeframeFactory = communicator.TimeframeFactory; O2GTimeframe timeframeObj = timeframeFactory.create(timeframe); // create and send a history request IPriceHistoryCommunicatorRequest request = communicator.createRequest(instrument, timeframeObj, from, to, quotesCount); responseListener.SetRequest(request); communicator.sendRequest(request); // wait results responseListener.Wait(); // print results if any IPriceHistoryCommunicatorResponse response = responseListener.GetResponse(); if (response != null) { PrintPrices(communicator, response); } }
/// <summary> /// Request historical prices for the specified timeframe of the specified period /// </summary> /// <param name="session"></param> /// <param name="sInstrument"></param> /// <param name="sTimeframe"></param> /// <param name="dtFrom"></param> /// <param name="dtTo"></param> /// <param name="responseListener"></param> public static void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener) { O2GRequestFactory factory = session.getRequestFactory(); O2GTimeframe timeframe = factory.Timeframes[sTimeframe]; if (timeframe == null) { throw new Exception(string.Format("Timeframe '{0}' is incorrect!", sTimeframe)); } O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(sInstrument, timeframe, 300); DateTime dtFirst = dtTo; do // cause there is limit for returned candles amount { factory.fillMarketDataSnapshotRequestTime(request, dtFrom, dtFirst, false); responseListener.SetRequestID(request.RequestID); session.sendRequest(request); if (!responseListener.WaitEvents()) { throw new Exception("Response waiting timeout expired"); } // shift "to" bound to oldest datetime of returned data O2GResponse response = responseListener.GetResponse(); if (response != null && response.Type == O2GResponseType.MarketDataSnapshot) { O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory(); if (readerFactory != null) { O2GMarketDataSnapshotResponseReader reader = readerFactory.createMarketDataSnapshotReader(response); if (reader.Count > 0) { if (DateTime.Compare(dtFirst, reader.getDate(0)) != 0) { dtFirst = reader.getDate(0); // earliest datetime of returned data } else { break; } } else { Console.WriteLine("0 rows received"); break; } } PrintPrices(session, response); } else { break; } } while (dtFirst > dtFrom); }