/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiBase"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
protected OandaRestApiBase(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId, string agent)
: base("Oanda Brokerage")
{
SymbolMapper = symbolMapper;
OrderProvider = orderProvider;
SecurityProvider = securityProvider;
Environment = environment;
AccessToken = accessToken;
AccountId = accountId;
Agent = agent;
PricingConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
PricingConnectionHandler.ConnectionLost += OnPricingConnectionLost;
PricingConnectionHandler.ConnectionRestored += OnPricingConnectionRestored;
PricingConnectionHandler.ReconnectRequested += OnPricingReconnectRequested;
PricingConnectionHandler.Initialize(null);
TransactionsConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
TransactionsConnectionHandler.ConnectionLost += OnTransactionsConnectionLost;
TransactionsConnectionHandler.ConnectionRestored += OnTransactionsConnectionRestored;
TransactionsConnectionHandler.ReconnectRequested += OnTransactionsReconnectRequested;
TransactionsConnectionHandler.Initialize(null);
}
public void ThrowsOnUnknownSymbol()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("ABC_USD", SecurityType.Forex, Market.Oanda));
var symbol = Symbol.Create("ABCUSD", SecurityType.Forex, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiBase"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
protected OandaRestApiBase(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId)
: base("Oanda Brokerage")
{
SymbolMapper = symbolMapper;
OrderProvider = orderProvider;
SecurityProvider = securityProvider;
Environment = environment;
AccessToken = accessToken;
AccountId = accountId;
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiBase"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="aggregator">Consolidate ticks</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
protected OandaRestApiBase(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, Environment environment, string accessToken, string accountId, string agent)
: base("Oanda Brokerage")
{
SymbolMapper = symbolMapper;
OrderProvider = orderProvider;
SecurityProvider = securityProvider;
Environment = environment;
AccessToken = accessToken;
AccountId = accountId;
Agent = agent;
Aggregator = aggregator;
_subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
_subscriptionManager.SubscribeImpl += (s, t) => Refresh();
_subscriptionManager.UnsubscribeImpl += (s, t) => Refresh();
PricingConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
PricingConnectionHandler.ConnectionLost += OnPricingConnectionLost;
PricingConnectionHandler.ConnectionRestored += OnPricingConnectionRestored;
PricingConnectionHandler.ReconnectRequested += OnPricingReconnectRequested;
PricingConnectionHandler.Initialize(null);
TransactionsConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
TransactionsConnectionHandler.ConnectionLost += OnTransactionsConnectionLost;
TransactionsConnectionHandler.ConnectionRestored += OnTransactionsConnectionRestored;
TransactionsConnectionHandler.ReconnectRequested += OnTransactionsReconnectRequested;
TransactionsConnectionHandler.Initialize(null);
Task.Factory.StartNew(
() =>
{
do
{
_refreshEvent.WaitOne();
Thread.Sleep(SubscribeDelay);
if (!_isConnected)
{
continue;
}
_refreshEvent.Reset();
var symbolsToSubscribe = SubscribedSymbols;
// restart streaming session
SubscribeSymbols(symbolsToSubscribe);
} while (!_streamingCancellationTokenSource.IsCancellationRequested);
},
TaskCreationOptions.LongRunning
);
}
public void ReturnsCorrectBrokerageSymbol()
{
var mapper = new OandaSymbolMapper();
var symbol = Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda);
var brokerageSymbol = mapper.GetBrokerageSymbol(symbol);
Assert.AreEqual("EUR_USD", brokerageSymbol);
symbol = Symbol.Create("DE30EUR", SecurityType.Cfd, Market.Oanda);
brokerageSymbol = mapper.GetBrokerageSymbol(symbol);
Assert.AreEqual("DE30_EUR", brokerageSymbol);
}
public void ReturnsCorrectLeanSymbol()
{
var mapper = new OandaSymbolMapper();
var symbol = mapper.GetLeanSymbol("EUR_USD", SecurityType.Forex, Market.Oanda);
Assert.AreEqual("EURUSD", symbol.Value);
Assert.AreEqual(SecurityType.Forex, symbol.ID.SecurityType);
Assert.AreEqual(Market.Oanda, symbol.ID.Market);
symbol = mapper.GetLeanSymbol("DE30_EUR", SecurityType.Cfd, Market.Oanda);
Assert.AreEqual("DE30EUR", symbol.Value);
Assert.AreEqual(SecurityType.Cfd, symbol.ID.SecurityType);
Assert.AreEqual(Market.Oanda, symbol.ID.Market);
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiV20"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
public OandaRestApiV20(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId)
: base(symbolMapper, orderProvider, securityProvider, environment, accessToken, accountId)
{
var basePathRest = environment == Environment.Trade ?
"https://api-fxtrade.oanda.com/v3" :
"https://api-fxpractice.oanda.com/v3";
var basePathStreaming = environment == Environment.Trade ?
"https://stream-fxtrade.oanda.com/v3" :
"https://stream-fxpractice.oanda.com/v3";
_apiRest = new DefaultApi(basePathRest);
_apiStreaming = new DefaultApi(basePathStreaming);
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiV20"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="aggregator">Consolidate ticks.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
public OandaRestApiV20(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, Environment environment, string accessToken, string accountId, string agent)
: base(symbolMapper, orderProvider, securityProvider, aggregator, environment, accessToken, accountId, agent)
{
var basePathRest = environment == Environment.Trade ?
"https://api-fxtrade.oanda.com/v3" :
"https://api-fxpractice.oanda.com/v3";
var basePathStreaming = environment == Environment.Trade ?
"https://stream-fxtrade.oanda.com/v3" :
"https://stream-fxpractice.oanda.com/v3";
_apiRest = new DefaultApi(basePathRest);
_apiRest.Configuration.AddDefaultHeader(OandaAgentKey, Agent);
_apiStreaming = new DefaultApi(basePathStreaming);
}
public void ThrowsOnNullOrEmptySymbol()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol(null, SecurityType.Forex, Market.Oanda));
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("", SecurityType.Forex, Market.Oanda));
var symbol = Symbol.Empty;
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
symbol = null;
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
symbol = Symbol.Create("", SecurityType.Forex, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}
public void ChecksForKnownSymbols()
{
#pragma warning disable 0618 // This test requires implicit operators
var mapper = new OandaSymbolMapper();
Assert.IsFalse(mapper.IsKnownBrokerageSymbol(null));
Assert.IsFalse(mapper.IsKnownBrokerageSymbol(""));
Assert.IsTrue(mapper.IsKnownBrokerageSymbol("EUR_USD"));
Assert.IsTrue(mapper.IsKnownBrokerageSymbol("DE30_EUR"));
Assert.IsFalse(mapper.IsKnownBrokerageSymbol("ABC_USD"));
Assert.IsFalse(mapper.IsKnownLeanSymbol(null));
Assert.IsFalse(mapper.IsKnownLeanSymbol(""));
Assert.IsFalse(mapper.IsKnownLeanSymbol(Symbol.Empty));
Assert.IsTrue(mapper.IsKnownLeanSymbol(Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda)));
Assert.IsFalse(mapper.IsKnownLeanSymbol(Symbol.Create("ABCUSD", SecurityType.Forex, Market.Oanda)));
Assert.IsFalse(mapper.IsKnownLeanSymbol(Symbol.Create("EURUSD", SecurityType.Cfd, Market.Oanda)));
Assert.IsFalse(mapper.IsKnownLeanSymbol(Symbol.Create("DE30EUR", SecurityType.Forex, Market.Oanda)));
#pragma warning restore 0618
}
public void ThrowsOnInvalidSecurityType()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("AAPL", SecurityType.Equity, Market.Oanda));
var symbol = Symbol.Create("AAPL", SecurityType.Equity, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiV1"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
public OandaRestApiV1(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId, string agent)
: base(symbolMapper, orderProvider, securityProvider, environment, accessToken, accountId, agent)
{
}
