/// <summary>
/// Gets lookup table of historical daily bars lists for all assets from Alpaca REST API endpoint.
/// </summary>
/// <param name="request">Historical daily bars request parameters.</param>
/// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param>
/// <returns>Read-only list of daily bars for specified asset.</returns>
public async Task <IReadOnlyDictionary <String, IReadOnlyList <IAgg> > > GetBarSetAsync(
BarSetRequest request,
CancellationToken cancellationToken = default)
{
request.EnsureNotNull(nameof(request)).Validate();
var builder = new UriBuilder(_httpClient.BaseAddress)
{
Path = _httpClient.BaseAddress.AbsolutePath + $"bars/{request.TimeFrame.ToEnumString()}",
Query = new QueryBuilder()
.AddParameter("symbols", String.Join(",", request.Symbols))
.AddParameter((request.AreTimesInclusive ? "start" : "after"), request.TimeInterval.From, "O")
.AddParameter((request.AreTimesInclusive ? "end" : "until"), request.TimeInterval.Into, "O")
.AddParameter("limit", request.Limit)
};
var response = await _httpClient
.GetSingleObjectAsync <IReadOnlyDictionary <String, List <JsonAlpacaAgg> >, Dictionary <String, List <JsonAlpacaAgg> > >(
FakeThrottler.Instance, builder, cancellationToken)
.ConfigureAwait(false);
return(response.ToDictionary(
kvp => kvp.Key,
kvp => (IReadOnlyList <IAgg>)kvp.Value.AsReadOnly()));
}
/// <inheritdoc />
public Task <IReadOnlyDictionary <String, IReadOnlyList <IAgg> > > GetBarSetAsync(
BarSetRequest request,
CancellationToken cancellationToken = default) =>
_httpClient.GetAsync <String, IReadOnlyList <IAgg>, String, List <JsonAlpacaAgg> >(
request.EnsureNotNull(nameof(request)).Validate().GetUriBuilder(_httpClient),
StringComparer.Ordinal, cancellationToken, _alpacaRestApiThrottler);