public static OptionChain GetOpcOptionChain(Security security)
{
int tries = 5;
int currentTry = 1;
while (currentTry < tries)
{
var client = new RestClient("https://www.optionsprofitcalculator.com/ajax/getOptions");
var request = new RestRequest(Method.GET);
request.AddParameter("stock", security.Symbol);
request.AddParameter("reqId", 1);
IRestResponse response = client.Execute(request);
try
{
String contentMassaged = response.Content.Replace(",\"_data_source\":\"c0\"", String.Empty);
OpcGetOptionChainResponse opcGetOptionChainResponse = JsonConvert.DeserializeObject <OpcGetOptionChainResponse>(contentMassaged);
OptionChain optionChain = new OptionChain(opcGetOptionChainResponse);
return(optionChain);
}
catch (Exception ex)
{
currentTry += 1;
}
}
return(null);
}
public OptionChain(OpcGetOptionChainResponse opcGetOptionChainResponse) : this()
{
this.Date = DateTime.Now;
if (opcGetOptionChainResponse.Dates != null && opcGetOptionChainResponse.Dates.Count > 0)
{
int dateIndex = (this.Date.DayOfWeek == DayOfWeek.Friday || this.Date.DayOfWeek == DayOfWeek.Friday) ? 1 : 0;
KeyValuePair <String, OpcDate> opcDatePair = opcGetOptionChainResponse.Dates.ElementAt(dateIndex);
OptionDate optionDate = new OptionDate();
optionDate.ExpiryDate = DateTime.Parse(opcDatePair.Key);
foreach (KeyValuePair <String, OpcOptionPriceSpread> callPair in opcDatePair.Value.Calls)
{
OptionStrike optionStrike = new OptionStrike();
optionStrike.StrikePrice = Decimal.Parse(callPair.Key);
Call call = new Call();
call.Bid = callPair.Value.Bid;
call.Ask = callPair.Value.Ask;
optionStrike.Call = call;
OpcOptionPriceSpread putPair = opcDatePair.Value.Puts[callPair.Key];
Put put = new Put();
put.Bid = putPair.Bid;
put.Ask = putPair.Ask;
optionStrike.Put = put;
optionDate.Strikes.Add(optionStrike);
}
this.Dates.Add(optionDate);
}
}
