// GET api/SecurityData
public SecurityData Get(string Id)
{
SecurityData data = new SecurityData();
MicexISSClient client = new MicexISSClient(new WebApiClient());
ISSResponse resp = client.GetSecurityInfo(Id).Result;
data.SecurityInfo = resp.SecurityInfo.Single(i => i.Code == Id);
data.MarketData = resp.MarketData.Single(m => m.Code == Id);
return(data);
}
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);
}
