コード例 #1
0
        public async Task<IHttpActionResult> Sync(string symbol, QuotePeriod period, int bars)
        {
            /*
            1. Get JSON
            2. Locate the Latest date
            3. Get CSV for new data
            4. Merge Quotes
            5. Store as JSON
            5. Return as JSON
            */

            var storedQuotesResponse = _storageClient.Load(new LoadHistoricalQuotesRequest(symbol, period));

            var liveQuotesRequest = new GetQuotesRequest(symbol, period, bars);

            var liveQuotesResponse = await _provider.GetQuotes(liveQuotesRequest);

            if (liveQuotesResponse.Quotes != null && liveQuotesResponse.Quotes.Any())
            {
                var response = new HistoricalQuotes
                {
                    Symbol = liveQuotesRequest.Symbol,
                    Period = liveQuotesRequest.Period.ToString(),
                    LastUpdated = DateTime.UtcNow,
                    Quotes = liveQuotesResponse.Quotes
                };

                response.Merge(storedQuotesResponse);

                _storageClient.Store(new StoreHistoricalQuotesRequest(symbol, period, response));

                return Ok();
            }
            return NotFound();
        }        
コード例 #2
0
        public async Task<IHttpActionResult> Live(string symbol, QuotePeriod period, int bars)
        {
            var liveQuotesRequest = new GetQuotesRequest(symbol, period, bars);
            var quotes = await _provider.GetQuotes(liveQuotesRequest);

            if (quotes.Quotes != null && quotes.Quotes.Any())
            {
                return Ok(quotes);
            }
            return NotFound();
        }
コード例 #3
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        public async Task<GetQuotesResponse> GetQuotes(GetQuotesRequest request)
        {
            var content = await _client.Post(new NasdaqRequest
            {
                Symbol = request.Symbol,
                ResourceUrl = String.Format("symbol/{0}/historical", request.Symbol.ToLower()),
                TimeFrame = request.TimeFrame,
                TimeFrameValue = request.TimeFrameValue
            });

            var quotes = _csvParser.Parse(content).ToList();
            var total = quotes.Count;
            if (total > request.Bars)
            {
                quotes = quotes.Skip(total - request.Bars).Take(request.Bars).ToList();
            }

            return new GetQuotesResponse()
            {
                Quotes = quotes
            };
        }
コード例 #4
0
        public async Task<IHttpActionResult> Update(string symbol, QuotePeriod period, int  bars)
        {
            var liveQuotesRequest = new GetQuotesRequest(symbol, period, bars) ;

            var liveQuotesResponse = await _provider.GetQuotes(liveQuotesRequest);

            if (liveQuotesResponse.Quotes != null && liveQuotesResponse.Quotes.Any())
            {
                var response = new HistoricalQuotes
                {
                    Symbol = liveQuotesRequest.Symbol,
                    Period = liveQuotesRequest.Period.ToString(),
                    LastUpdated = DateTime.UtcNow,
                    Quotes = liveQuotesResponse.Quotes
                };

                _storageClient.Store(new StoreHistoricalQuotesRequest(symbol, period, response));

                return Ok(response);
            }
            return NotFound();
        }