/// <summary>
/// Fetch candlestick data for an instrument.
/// </summary>
/// <param name="pairs">The instrument pair value</param>
/// <param name="queryNVC"></param>
/// <returns></returns>
public async Task <CandlestickResponse> GetInstrumentCandles(
InstrumentName instrument,
DateTime from,
DateTime to,
CandlestickGranularity granularity = null,
int count = 500,
WeeklyAlignment weeklyAlignment = null,
string price = "M",
bool smooth = false,
bool includeFirst = true,
int dailyAlignment = 17,
string alignmentTimezone = "America/New_York"
)
{
#region QueryNVC
NameValueCollection queryNVC = new NameValueCollection()
{
{ "count", count.ToString() },
{ "price", price },
{ "smooth", smooth.ToString() },
{ "includeFirst", includeFirst.ToString() },
{ "dailyAlignment", dailyAlignment.ToString() },
{ "alignmentTimeZone", alignmentTimezone }
};
if (from != null)
{
queryNVC.Add("from", from.ToUniversalTime().ToString());
}
if (to != null)
{
queryNVC.Add("to", to.ToUniversalTime().ToString());
}
if (granularity != null)
{
queryNVC.Add("granularity", granularity.ToString());
}
if (weeklyAlignment != null)
{
queryNVC.Add("weeklyAlignment", weeklyAlignment.ToString());
}
#endregion
string path = string.Format("instruments/{0}/candles", instrument);
string query = QueryFromNVC(queryNVC);
using (HttpResponseMessage response = await RequestAsync(EHostAPIType.REST, HttpMethod.Get, path, query))
{
if (response.StatusCode != HttpStatusCode.OK)
{
throw new HttpRequestException(JObject.Parse(await response.Content.ReadAsStringAsync())["errorMessage"].ToString());
}
using (Stream stream = await response.Content.ReadAsStreamAsync())
{
string jsonString = await new StreamReader(stream).ReadToEndAsync();
return(JsonConvert.DeserializeObject <CandlestickResponse>(jsonString, ErrorHandlingSetting));
}
}
}
public Task <CandlesResponse> GetCandles(
CancellationToken cancellationToken,
string instrument,
DateTime from,
DateTime?to,
CandlestickGranularity granularity)
{
var apiUrl = $"{OandaUrls.Instruments}/{instrument}/candles";
var queryParams = new Dictionary <string, string>();
queryParams.Add("from", FormatDateTimeToQuery(from));
if (to.HasValue)
{
queryParams.Add("to", FormatDateTimeToQuery(to.Value));
}
queryParams.Add("granularity", granularity.ToString());
var queryString = string.Join("&", queryParams.Select(x => $"{x.Key}={x.Value}"));
return(ApiClient.MakeGetRequestAsync <CandlesResponse>($"{apiUrl}?{queryString}", cancellationToken));
}