public void DownloadAndSaveOneInstrument(string instrument, int batchNumber, string outputDirectory, CancellationToken cancelToken)
{
var batchDateRange = this.batchService.GetDataRange(batchNumber);
_log.InfoFormat("{0} batch date time range: {1}", instrument, batchDateRange);
var safeBatchDateRange = this.batchService.GetWiderBatchDateRange(batchDateRange);
string instrumentFilePath = this.filePathService.GetTimeSeriesFilePath(
outputDirectory, batchNumber, instrument);
_log.InfoFormat("{0} downloading data covering safe date time range: {1}", instrument, safeBatchDateRange);
var candleEvents = exchange.GetHistoricalPrices(
instrument, timeframeSeconds, safeBatchDateRange.Start, safeBatchDateRange.End);
_log.InfoFormat("{0} downloaded {1} events", instrument, candleEvents.Length);
seriesAppendingService.Write(candleEvents, instrumentFilePath, cancelToken, batchDateRange);
}