private IList <GetMinuteBarsRequest> ConsolidatedMinuteBars(IList <GetMinuteBarsRequest> requests)
{
if (requests == null || !requests.Any())
{
return(new List <GetMinuteBarsRequest>());
}
var result = new List <GetMinuteBarsRequest>();
var groupedByFigi = requests.GroupBy(req => req.Figi);
foreach (var grp in groupedByFigi)
{
var from = grp.Min(x => x.From);
var to = grp.Max(x => x.To);
var newRequest = new GetMinuteBarsRequest
{
Figi = grp.FirstOrDefault()?.Figi,
From = from,
To = to,
Interval = grp.FirstOrDefault()?.Interval
};
result.Add(newRequest);
}
return(result);
}
public GetTimeBarPair(GetMinuteBarsRequest request, GetMinuteBarsResponse response)
{
this.Request = request;
this.Response = response;
}
/// <summary>
/// The get minute bars async.
/// </summary>
/// <param name="request">
/// The request.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
public async Task <GetMinuteBarsResponse> GetMinuteBarsAsync(GetMinuteBarsRequest request)
{
if (request == null)
{
this.logger?.LogInformation(
"BmllTimeBarApiRepository Get received a null request. Returning an empty response");
return(new GetMinuteBarsResponse());
}
this.logger?.LogInformation(
$"BmllTimeBarApiRepository Get received a get minute bars request for {request?.Figi} at {request?.From} to {request?.To}");
try
{
using (var httpClient =
this.httpClientFactory.GenericHttpClient(this.apiClientConfiguration.BmllServiceUrl))
{
var json = JsonConvert.SerializeObject(request);
var policy = this.policyFactory.PolicyTimeoutGeneric <HttpResponseMessage>(
TimeSpan.FromMinutes(30),
i => !i.IsSuccessStatusCode,
1,
TimeSpan.FromSeconds(30));
HttpResponseMessage response = null;
await policy
.ExecuteAsync(async() =>
{
response = await httpClient.PostAsync(
MinuteBarRoute,
new StringContent(json, Encoding.UTF8, "application/json"));
this.logger.LogInformation("GetMinuteBars policy received post response or timed out");
return(response);
})
;
if (response == null || !response.IsSuccessStatusCode)
{
this.logger.LogError(
$"BmllTimeBarApiRepository Unsuccessful bmll time bar api repository GET request. {response?.StatusCode}");
return(new GetMinuteBarsResponse());
}
var jsonResponse = await response.Content.ReadAsStringAsync();
var deserialisedResponse = JsonConvert.DeserializeObject <GetMinuteBarsResponse>(jsonResponse);
if (deserialisedResponse == null)
{
this.logger.LogError("BmllTimeBarApiRepository was unable to deserialise the response");
return(new GetMinuteBarsResponse());
}
this.logger.LogInformation("BmllTimeBarApiRepository returning deserialised GET response");
return(deserialisedResponse);
}
}
catch (Exception e)
{
this.logger?.LogError(e, "BmllTimeBarApiRepository Get encountered an exception");
}
this.logger?.LogInformation("BmllTimeBarApiRepository Get received a response from the client. Returning result.");
return(new GetMinuteBarsResponse());
}