public LastQuote RequestLastQuote(string Symbol)
{
LastQuote LastQuote = null;
try
{
string Url = $@"{PolygonUrl}/v1/last_quote/stocks/{Symbol}";
Debug.WriteLine($"RequestLastQuote: {Url}");
Url = AddApiKey(Url);
string JSONText = JsonSecureGet(Url);
LastQuote = JsonConvert.DeserializeObject <LastQuote>(JSONText);
if (LastQuote != null)
{
OnLastQuoteEvent?.Invoke(LastQuote);
}
}
catch (Exception ex)
{
string Message = $"RequestLastQuote: error {ex.Message}";
FireOnExecJsonSecureGetEvent(Message);
HandleJSONTextException("RequestLastQuote", "", ex);
}
return(LastQuote);
}
protected virtual void OnLastQuote(LastQuote LastQuote)
{
if (ConsolidateLevel1)
{
SymbolDataRec SymbolData = SymDataHandler.OnLastQuote(LastQuote);
OnSymbolDataEvent?.Invoke(SymbolData);
}
}
public void OnRequestLastQuote(string JSONText)
{
LastQuote LastQuoteRef = JsonConvert.DeserializeObject <LastQuote>(JSONText);
if (LastQuoteRef != null)
{
OnLastQuoteEvent?.Invoke(LastQuoteRef);
}
}
public SymbolDataRec OnLastQuote(LastQuote LastQuote)
{
SymbolDataRec SymbolData = GetSymbolDataRec(LastQuote.symbol);
if (SymbolData != null)
{
SymbolData.Type = SymbolDataTypes.LastQuote;
SymbolData.Bid = LastQuote.last.bidprice;
SymbolData.Ask = LastQuote.last.askprice;
SymbolData.AskSize = LastQuote.last.asksize;
SymbolData.BidSize = LastQuote.last.bidsize;
SymbolData.TimeStamp = UnixTimestampMillisToESTDateTime(LastQuote.last.timestamp);
SymbolData.UnixNanoSecs = LastQuote.last.timestamp;
}
return(SymbolData);
}
protected void OnLastQuote(LastQuote LastQuote)
{
string Text;
if (IsJSONTextMode)
{
Text = JsonConvert.SerializeObject(LastQuote);
}
else
{
Text = $"LastQuote: Symbol: {LastQuote.symbol}, " +
$"Bid: {LastQuote.last.bidprice}, Bid Size: {LastQuote.last.bidsize}, " +
$"Ask: {LastQuote.last.askprice}, Ask Size: {LastQuote.last.asksize}, " +
$"Bid ID: {LastQuote.last.bidexchange}, Ask ID: {LastQuote.last.askexchange} " +
$"Time: {PGBase.UnixTimestampMillisToESTDateTime( LastQuote.last.timestamp )} EST";
}
AppendText(Text);
}
public SymbolDataRec OnLastQuote(LastQuote LastQuoteRef)
{
if (IsSimulationMode)
{
VerifySymbolDataRec(LastQuoteRef.symbol);
}
SymbolDataRec SymbolData = GetSymbolDataRec(LastQuoteRef.symbol);
if (SymbolData != null)
{
SymbolData.Bid = LastQuoteRef.last.bidprice;
SymbolData.Ask = LastQuoteRef.last.askprice;
SymbolData.AskSize = LastQuoteRef.last.asksize;
SymbolData.BidSize = LastQuoteRef.last.bidsize;
SymbolData.TimeStamp = DateTimeFromUnixTimestampMillis(LastQuoteRef.last.timestamp);
}
return(SymbolData);
}
private void OnLastQuote(LastQuote LastQuoteRef)
{
SymbolDataRec SymbolData = SymDataHandler.OnLastQuote(LastQuoteRef);
UpdateFromSymbolData("==> LastQuote", SymbolData);
}
private void RequestLast(RTDataRec rtDataRec)
{
AppendText($"Request Last for {rtDataRec.Symbol}");
switch (rtDataRec.ClusterName)
{
case PGClusterNames.Equities:
LastTrade lastTrade = PGApi.Equities.RequestLastTrade(rtDataRec.Symbol);
if (lastTrade != null)
{
// check invalid symbol
if (lastTrade.status == PGStatusMessages.NotFound)
{
HandleInvalidSymbol(rtDataRec);
}
else if (lastTrade != null && lastTrade.last != null)
{
rtDataRec.Price = lastTrade.last.price;
rtDataRec.LastSize = lastTrade.last.size;
}
}
LastQuote LastQuote = PGApi.Equities.RequestLastQuote(rtDataRec.Symbol);
if (LastQuote != null)
{
if (LastQuote != null && LastQuote.last != null)
{
rtDataRec.Ask = LastQuote.last.askprice;
rtDataRec.Bid = LastQuote.last.bidprice;
}
}
break;
case PGClusterNames.Forex:
ForexLastQuote ForexLastquote = PGApi.Forex.RequestForexLastQuote(rtDataRec.Symbol);
if (ForexLastquote != null)
{
// check invalid symbol
if (ForexLastquote.status == PGStatusMessages.NotFound)
{
HandleInvalidSymbol(rtDataRec);
}
else if (ForexLastquote != null && ForexLastquote.last != null)
{
rtDataRec.Ask = ForexLastquote.last.ask;
rtDataRec.Bid = ForexLastquote.last.bid;
}
}
break;
case PGClusterNames.Crypto:
CryptoLastTrade CryptoLasttrade = PGApi.Crypto.RequestCryptoLastTrade(rtDataRec.Symbol);
if (CryptoLasttrade != null)
{
// check invalid symbol
if (CryptoLasttrade.status == PGStatusMessages.NotFound)
{
HandleInvalidSymbol(rtDataRec);
}
else if (CryptoLasttrade != null && CryptoLasttrade.last != null)
{
rtDataRec.Price = CryptoLasttrade.last.price;
rtDataRec.CryptoSize = CryptoLasttrade.last.size;
}
}
break;
default:
throw new Exception($"Unknown ClusterName: {rtDataRec.ClusterName}");
}
// get Previous values
PGClusterBase Cluster = PGApi.GetPGCluster(rtDataRec.ClusterName);
if (Cluster != null)
{
Cluster.RequestPreviousClose(rtDataRec.Symbol);
Cluster.RequestDailyOpenClose(rtDataRec.Symbol);
}
}
