public async Task GetPriceHistoryDifferentialAsync(object analyticsDateRange)
{
_logger.LogInformation($"GetPriceHistoryDifferentialAsync {Context.ConnectionId}");
using Entities.StocksDbContext stocksContext = new Entities.StocksDbContext(new Microsoft.EntityFrameworkCore.DbContextOptions <Entities.StocksDbContext>());
DateTimeRange dateTimeRange = JsonConvert.DeserializeObject <DateTimeRange>(analyticsDateRange.ToString());
// debugging hub methods not running concurrently
// Task.Delay proves the concurrency issue is not with the PriceHistoryDifferential query
//await Task.Delay(5000);
await Clients.Caller.SendCoreAsync("drawPriceHistoryDifferential", new object[]
{
JsonConvert.SerializeObject(CompiledQueries.PriceHistoryDifferential(dateTimeRange))
});
}
public static async Task <IEnumerable <Models.PriceDelta> > GetQuotesAsync(HttpClient httpClient, Entities.StocksDbContext stocksDbContext, Dictionary <string, string> settings, IEnumerable <Models.PriceDelta> priceDeltas)
{
foreach (Models.PriceDelta priceDelta in priceDeltas)
{
Models.TdAmeritrade.Quote.Quote quote = await TdAmeritrade.Quote.GetQuoteAsync(httpClient, stocksDbContext, settings, priceDelta.Instrument.Symbol);
priceDelta.Quotes.Enqueue(quote);
if (priceDelta.Quotes.Count > 1)
{
Models.TdAmeritrade.Quote.Quote previousQuote = priceDelta.Quotes.Dequeue();
priceDelta.QuoteDelta = quote.Mark - previousQuote.Mark;
priceDelta.QuoteDeltaPercent = (quote.Mark / previousQuote.Mark - 1) * 100;
if (priceDelta.QuoteDelta > 0)
{
priceDelta.DeltaIndex++;
}
if (priceDelta.QuoteDelta < 0)
{
priceDelta.DeltaIndex--;
}
}
if (priceDelta.Position == null)
{
}
else
{
priceDelta.PositionDelta = quote.Mark - priceDelta.Position.AveragePrice;
priceDelta.PositionDeltaPercent = (quote.Mark / priceDelta.Position.AveragePrice - 1) * 100;
}
}
return(priceDeltas);
}
public static async Task <IEnumerable <Models.PriceDelta> > GetPriceDeltasAsync(HttpClient httpClient, Entities.StocksDbContext stocksDbContext, Dictionary <string, string> settings, Models.TdAmeritrade.Account.Account account, IEnumerable <Models.PriceDelta> priceDeltas = null)
{
List <Models.PriceDelta> priceDeltasList = priceDeltas == null ? new List <Models.PriceDelta>() : priceDeltas.ToList();
IEnumerable <Models.TdAmeritrade.Watchlist.Watchlist> accountWatchlists = await TdAmeritrade.Watchlist.GetWatchListsForSingleAccountAsync(httpClient, stocksDbContext, settings, account.SecuritiesAccount.AccountId);
IEnumerable <Models.TdAmeritrade.Account.Instrument> positionInstruments = account.SecuritiesAccount.Positions.Select(x => x.Instrument);
IEnumerable <Models.TdAmeritrade.Account.Instrument> stocksWatchlistInstruments = accountWatchlists.Single(x => x.AccountId == account.SecuritiesAccount.AccountId && x.Name == "Stocks").WatchlistItems.Select(x => x.Instrument).Where(x => !positionInstruments.Any(y => y.Symbol == x.Symbol));
IEnumerable <Models.TdAmeritrade.Account.Instrument> instruments = positionInstruments.Concat(stocksWatchlistInstruments);
List <Models.PriceDelta> priceDeltasToRemove = priceDeltasList.Where(x => x.AccountId == account.SecuritiesAccount.AccountId && !instruments.Any(y => y.Symbol == x.Instrument.Symbol)).ToList();
foreach (Models.PriceDelta priceDelta in priceDeltasToRemove)
{
priceDeltasList.Remove(priceDelta);
}
foreach (Models.TdAmeritrade.Account.Instrument instrument in instruments)
{
if (priceDeltasList.Any(x => x.AccountId == account.SecuritiesAccount.AccountId && x.Instrument.Symbol == instrument.Symbol))
{
Models.PriceDelta priceDelta = priceDeltasList.Single(x => x.AccountId == account.SecuritiesAccount.AccountId && x.Instrument.Symbol == instrument.Symbol);
if (priceDelta.Position == null)
{
}
else
{
priceDeltasList[priceDeltasList.IndexOf(priceDelta)].Position = account.SecuritiesAccount.Positions.Single(x => x.Instrument.Symbol == instrument.Symbol);
}
}
else
{
Models.PriceDelta priceDelta = new Models.PriceDelta()
{
Instrument = instrument,
AccountId = account.SecuritiesAccount.AccountId,
Position = account.SecuritiesAccount.Positions.SingleOrDefault(x => x.Instrument.Symbol == instrument.Symbol),
Quotes = new Queue <Models.TdAmeritrade.Quote.Quote>()
};
priceDeltasList.Add(priceDelta);
}
}
return(priceDeltasList.AsEnumerable());
}
