private async Task ProcessRequest(ConcurrentQueue <MarketRequest> requests)
{
while (requests.TryDequeue(out var request))
{
try
{
FileWriter fileWriter;
Log.Information($"Downloader.ProcessRequest(): Downloading {request.DataType} for {request.MarketSymbol.Symbol} from {request.StartDate} to {request.EndDate}");
switch (request.DataType)
{
case DataType.Fundamental:
var fundamentalMessage = await _level1Client.GetFundamentalSnapshotAsync(request.MarketSymbol.Symbol);
var fundamentalData = new FundamentalData(DateTime.Now.Date, fundamentalMessage.ToCsv());
fileWriter = new FileWriter(_dataDirectory, request.MarketSymbol, DataType.Fundamental);
fileWriter.Write(new List <HistoricalData>()
{
fundamentalData
});
break;
case DataType.Tick:
case DataType.Daily:
var filename = await GetMarketFilename(request);
fileWriter = new FileWriter(_dataDirectory, request.MarketSymbol, request.DataType);
var historicalData = GetData(request, filename);
fileWriter.Write(historicalData);
File.Delete(filename);
break;
default:
throw new NotSupportedException("DataType not yet supported.");
}
}
catch (Exception e)
{
Log.Error($"{request.MarketSymbol.Symbol} Error: {e}");
}
}
}
