public async Task <IActionResult> Post()
{
MicexISSClient micexClient = new MicexISSClient(new CommonLib.WebApiClient());
var apiClient = new CommonLib.WebApiClient();
TinkoffClient tinkoffClient = new TinkoffClient(apiClient);
apiClient.addHeader("Authorization", "Bearer t.FwRjwQy5LHo3uXE0iQ6D4VGVFRvccr1_PItEHgLIOt4sc7QkQkBzd_eDACB0TTfnBBOWi_mtg84cPbvKwD4gpQ");
string tinkoff_stocks = await tinkoffClient.GetStocks();
string moex_json = await micexClient.GetSecurityList("shares", "TQBR");
JObject obj = JObject.Parse(tinkoff_stocks);
JObject moexObj = JObject.Parse(moex_json);
JArray instruments = (JArray)obj["payload"]["instruments"];
JArray moex_data = (JArray)moexObj["securities"]["data"];
IList <string> moex_columns = moexObj["securities"]["columns"].Select(c => (string)c).ToList();
int isin_column = moex_columns.IndexOf("ISIN");
IList <string> moex_isin = moex_data.Select(t => (string)t[isin_column]).ToList();
foreach (var jtoken in instruments)
{
SecurityRaw raw = jtoken.ToObject <SecurityRaw>();
raw.Board = moex_isin.Contains(raw.isin) ? "TQBR" : "SPBMX";
Security sec = _context.SecuritySet.Include(s => s.Emitent).SingleOrDefault(c => c.ISIN == raw.isin);
if (sec != null)
{
raw.Processed = true;
raw.Emitent = sec.Emitent.Code;
}
;
if (!_context.SecurityRawSet.Any(r => r.isin == raw.isin))
{
_context.SecurityRawSet.Add(raw);
}
}
_context.SaveChanges();
return(Ok());
}
public async Task <IActionResult> Post([FromBody] YahooRequest request)
{
if (request.Type == "process")
{
foreach (string code in request.Codes)
{
var raw = _context.YahooFinanceRawSet.FirstOrDefault(y => y.Code == code && y.Status == FinanceProcessEnum.Loaded);
JObject obj = JObject.Parse(raw.Data);
System.DateTime dateTime = new System.DateTime(1970, 1, 1, 0, 0, 0, 0);
IList <CommonLib.Objects.FinanceAnnual> _reports = obj["timeSeries"]["timestamp"]
.Select(s => new CommonLib.Objects.FinanceAnnual()
{
Id = Guid.NewGuid(),
Code = code,
CreateDate = DateTime.Now,
Data = "",
Year = dateTime.AddSeconds((int)s).Year
})
.OrderByDescending(r => r.Year)
.ToList();
for (int i = 0; i < _reports.Count; i++)
{
JObject report = new JObject();
report["financialsTemplate"] = obj["financialsTemplate"];
report["incomeStatement"] = obj["incomeStatementHistory"]["incomeStatementHistory"][i];
report["balanceSheet"] = obj["balanceSheetHistory"]["balanceSheetStatements"][i];
report["cashflowStatement"] = obj["cashflowStatementHistory"]["cashflowStatements"][i];
_reports[i].Data = report.ToString();
}
foreach (var rep in _reports)
{
if (_context.FinanceAnnualSet.Count(f => f.Code == rep.Code && f.Year == rep.Year) == 0)
{
_context.FinanceAnnualSet.Add(rep);
}
}
raw.Status = FinanceProcessEnum.Processed;
_context.SaveChanges();
}
}
if (request.Type == "financial")
{
var apiClient = new CommonLib.WebApiClient();
YahooClient yahooClient = new YahooClient(apiClient);
apiClient.addHeader("x-rapidapi-host", "apidojo-yahoo-finance-v1.p.rapidapi.com");
apiClient.addHeader("x-rapidapi-key", "d8c3e2c892msh13cac0704b75eb0p115a47jsn5be47ce5097d");
foreach (string code in request.Codes)
{
string resp = await yahooClient.GetFinancial(code);
JObject obj = JObject.Parse(resp);
int max_timestamp = obj["timeSeries"]["timestamp"].Select(s => (int)s).Max();
System.DateTime dateTime = new System.DateTime(1970, 1, 1, 0, 0, 0, 0);
var raw = _context.YahooFinanceRawSet.FirstOrDefault(y => y.Code == code && y.Status == FinanceProcessEnum.Init);
raw.Data = resp;
raw.LoadDate = DateTime.Now;
raw.Status = FinanceProcessEnum.Loaded;
raw.LastFinance = dateTime.AddSeconds(max_timestamp);
_context.SaveChanges();
}
}
if (request.Type == "init")
{
foreach (string code in request.Codes)
{
_context.YahooFinanceRawSet.Add(new CommonLib.Objects.YahooFinanceRaw()
{
Id = Guid.NewGuid(),
Status = FinanceProcessEnum.Init,
Code = code,
});
}
_context.SaveChanges();
}
return(Ok());
}
public Task StartAsync(CancellationToken cancellationToken)
{
string apiUrl = "http://dockerapi:80/api";
//string apiUrl = "http://xplatform.net/api";
//string apiUrl = "http://localhost:5000/api";
var apiClient = new CommonLib.WebApiClient();
apiClient.addHeader("Authorization", "Bearer t.FwRjwQy5LHo3uXE0iQ6D4VGVFRvccr1_PItEHgLIOt4sc7QkQkBzd_eDACB0TTfnBBOWi_mtg84cPbvKwD4gpQ");
CommonLib.Tinkoff.TinkoffClient _tinkoffClient = new CommonLib.Tinkoff.TinkoffClient(apiClient);
MicexISSClient micexClient = new MicexISSClient(new CommonLib.WebApiClient());
var xClient = new CommonLib.WebApiClient();
Func <string, Quote> GetQuoteFromCandles = new Func <string, Quote>(data =>
{
JObject obj = JObject.Parse(data);
JToken[] candles = null;
if (obj["payload"]["candles"].Count() < 2)
{
return(null);
}
candles = obj["payload"]["candles"]
.OrderByDescending(t => (DateTime)t["time"])
.Take(2).ToArray();
return(new Quote()
{
figi = (string)candles[0]["figi"],
open = decimal.Parse((string)candles[0]["o"], CultureInfo.InvariantCulture),
price = decimal.Parse((string)candles[0]["c"], CultureInfo.InvariantCulture),
previousClose = decimal.Parse((string)candles[1]["c"], CultureInfo.InvariantCulture)
});
});
Action <string> activate = new Action <string>((arg) =>
{
_logger.Information($"Activation: {arg}");
if (arg == "usaPriceUpdater")
{
usaSubscription = usaQuoteSeq.Subscribe(q =>
{
Log.Information($"update price {q.symbol}");
},
ex =>
{
_logger.Error(ex, "usaPriceUpdater error");
restartStream.OnNext("usaPriceUpdater");
});
}
if (arg == "moscowPriceUpdater")
{
moscowSubscription = moscowQuoteSeq.Subscribe(q =>
{
Log.Information($"update price {q.symbol}");
},
ex =>
{
_logger.Error(ex, "moscowPriceUpdater error");
restartStream.OnNext("moscowPriceUpdater");
});
}
});
usaQuoteSeq = Observable.Create <Quote>(async observer =>
{
string securities = await xClient.GetData($"{apiUrl}/security");
string currentQuotes = await xClient.GetData($"{apiUrl}/Quote");
var securityCodes = JsonConvert.DeserializeObject <List <Security> >(securities).Where(s => s.Market == "shares" && s.Region == "United States").Select(s => s.Code);
var quoteList = JsonConvert.DeserializeObject <List <Quote> >(currentQuotes)
.Where(q => securityCodes.Contains(q.symbol))
.OrderBy(q => q.symbol);
//.OrderBy(q => q.lastUpdate);
foreach (Quote quote in quoteList)
{
observer.OnNext(quote);
}
observer.OnCompleted();
return(Disposable.Empty);
})
.Select(q => Observable.FromAsync(async() =>
{
//throw new Exception();
string candles = await _tinkoffClient.GetCandles(q.figi, "day", DateTime.UtcNow.AddDays(-20), DateTime.UtcNow);
Quote result = GetQuoteFromCandles(candles);
if (result != null)
{
result.Id = q.Id;
result.symbol = q.symbol;
result.Board = q.Board;
//post quote to server
string content = JObject.FromObject(result).ToString();
HttpContent stringContent = new StringContent(content, Encoding.UTF8, "application/json");
await xClient.PostDataAsync($"{apiUrl}/Quote", stringContent);
}
if (result == null)
{
result = new Quote()
{
symbol = q.symbol
};
}
return(result);
}).Delay(TimeSpan.FromSeconds(5)))
.Concat()
.Repeat();
moscowQuoteSeq = Observable.Create <MarketData>(async observer =>
{
string securities = await xClient.GetData($"{apiUrl}/security");
string currentQuotes = await xClient.GetData($"{apiUrl}/Quote");
var securityObj = JsonConvert.DeserializeObject <List <Security> >(securities).Where(s => s.Region == "Moscow");
var securityCodes = securityObj.Select(s => s.Code);
var quoteList = JsonConvert.DeserializeObject <List <Quote> >(currentQuotes)
.Where(q => securityCodes.Contains(q.symbol))
.OrderBy(q => q.symbol);
foreach (Quote quote in quoteList)
{
MarketData md = null;
md = new MarketData()
{
quote = quote,
board = quote.Board,
market = securityObj.First(s => s.Code == quote.symbol).Market,
ticker = quote.symbol
};
observer.OnNext(md);
}
observer.OnCompleted();
return(Disposable.Empty);
}).Select(md => Observable.FromAsync(async() =>
{
ISSResponse issResp = await micexClient.GetSecurityInfo(md.market, md.board, md.ticker);
var result = new Quote()
{
Id = md.quote.Id,
symbol = md.quote.symbol,
figi = md.quote.figi,
open = issResp.MarketData.First().OPEN,
price = issResp.MarketData.First().LAST,
NKD = issResp.SecurityInfo.First().NKD,
previousClose = issResp.SecurityInfo.First().PREVPRICE,
Board = md.quote.Board
};
//post quote to server
string content = JObject.FromObject(result).ToString();
HttpContent stringContent = new StringContent(content, Encoding.UTF8, "application/json");
await xClient.PostDataAsync($"{apiUrl}/Quote", stringContent);
return(result);
}).Delay(TimeSpan.FromSeconds(10)))
.Concat()
.Repeat();
restartStream
.Delay(TimeSpan.FromMinutes(10))
.Subscribe(proc =>
{
if (proc == "usaPriceUpdater")
{
usaSubscription.Dispose();
usaSubscription = null;
}
if (proc == "moscowPriceUpdater")
{
moscowSubscription.Dispose();
moscowSubscription = null;
}
activate(proc);
});
activate("usaPriceUpdater");
activate("moscowPriceUpdater");
return(Task.CompletedTask);
}