private void btnGetHistoricPrices_Click(object sender, EventArgs e)
{
try
{
m_datetimestart = monthCalendarStart.SelectionRange.Start.Date;
m_datetimeend = monthCalendarEnd.SelectionRange.Start.Date;
m_instrument = cbInstrument.SelectedItem.ToString();
m_interval = cbInterval.SelectedItem.ToString();
ResponseListener responseListener = new ResponseListener(m_session);
m_session.subscribeResponse(responseListener);
O2GRequestFactory factory = m_session.getRequestFactory();
O2GTimeframeCollection timeframecollection = factory.Timeframes;
O2GTimeframe stimeframe = timeframecollection[m_interval];
GetHistoryPrices(m_session, m_instrument, m_interval, m_datetimestart, m_datetimeend, responseListener);
MessageBox.Show("Historic Data Received", "", MessageBoxButtons.OK, MessageBoxIcon.Information);
}
catch (Exception ex)
{
LogDirector.DoAction(2, ex);
MessageBox.Show("Unable to connect to server", "", MessageBoxButtons.OK, MessageBoxIcon.Error);
}
}
public Models LoadModelsList(Models Current, string file)
{
try
{
// Deserialize
FileStream fs = new FileStream(file, FileMode.Open);
XmlSerializer serializer = new XmlSerializer(typeof(Models), Current.ModelTypes);
Current = (Models)serializer.Deserialize(fs);
fs.Close();
return(Current);
}
catch (Exception e)
{
LogDirector.DoAction(4, e);
return(Current);
}
}
private static void GetHistoryPrices(O2GSession session, string sInstrument, string sTimeframe, DateTime dtFrom, DateTime dtTo, ResponseListener responseListener)
{
try
{
StreamWriter m_data = new StreamWriter(OutData);
string m_string_to_write = "";
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
for (int nData = reader.Count - 1; nData > -1; nData--)
{
// reader.getDate(0);
m_string_to_write = reader.getDate(nData).ToString() + ";" +
reader.getAsk(nData).ToString() + ";" +
reader.getAskOpen(nData).ToString() + ";" +
reader.getAskClose(nData).ToString() + ";" +
reader.getAskLow(nData).ToString() + ";" +
reader.getAskHigh(nData).ToString() + ";" +
reader.getBid(nData).ToString() + ";" +
reader.getBidOpen(nData).ToString() + ";" +
reader.getBidClose(nData).ToString() + ";" +
reader.getBidLow(nData).ToString() + ";" +
reader.getBidHigh(nData).ToString() + ";" +
reader.getVolume(nData).ToString() + ";" +
reader.getLastBarTime().ToString() + ";" +
reader.getLastBarVolume().ToString();
m_data.WriteLine(m_string_to_write);
}
}
else
{
break;
}
}
else
{
Console.WriteLine("0 rows received");
break;
}
}
// PrintPrices(session, response);
}
else
{
break;
}
} while (dtFirst > dtFrom);
m_data.Close();
}
catch (Exception e)
{
int ErrorCounter = 0;
if (ErrorCounter > 5)
{
LogDirector.DoAction(4, e);
}
else
{
ErrorCounter++;
LogDirector.DoAction(2, e);
GetHistoryPrices(session, sInstrument, sTimeframe, dtFrom, dtTo, responseListener);
}
}
}
