private static void SetOptionRecord(OptionModel option, OptionModelRecord dbRecord, dynamic record)
{
dbRecord.symbol = option.code;
dbRecord.exchange = option.exchange;
dbRecord.lastTradeDate = option.lastTradeDate;
dbRecord.lastTradePrice = option.lastTradePrice;
dbRecord.contractName = record.contractName;
dbRecord.contractSize = record.contractSize;
dbRecord.currency = record.currency;
dbRecord.type = record.type;
dbRecord.inTheMoney = record.inTheMoney;
dbRecord.lastTradeDateTime = record.lastTradeDateTime;
dbRecord.expirationDate = record.expirationDate;
dbRecord.strike = record.strike;
dbRecord.lastPrice = record.lastPrice;
dbRecord.bid = record.bid;
dbRecord.ask = record.ask;
dbRecord.change = record.change;
dbRecord.changePercent = record.changePercent;
dbRecord.volume = record.volume;
dbRecord.openInterest = record.openInterest;
dbRecord.impliedVolatility = record.impliedVolatility;
dbRecord.delta = record.delta;
dbRecord.gamma = record.gamma;
dbRecord.theta = record.theta;
dbRecord.vega = record.vega;
dbRecord.rho = record.rho;
dbRecord.theoretical = record.theoretical;
dbRecord.intrinsicValue = record.intrinsicValue;
dbRecord.timeValue = record.timeValue;
dbRecord.updatedAt = record.updatedAt;
dbRecord.daysBeforeExpiration = record.daysBeforeExpiration;
}
public static async Task DownloadAsync()
{
var symbols = DbHelper.GetUsaStockSymbols("select distinct Symbol from usasecurity");
//("(SELECT symbol FROM usastock WHERE iswatchlisted = 1) except (select distinct symbol from usaoption )");
var skipSymbols = new List <string>(); //DbHelper.GetUsaStockSymbols("select distinct symbol from usaoption");
var apiToken = "5f2f3a4a7c8d63.97311962"; //free = "OeAFFmMliFG5orCUuwAKQ8l4WWFQ67YX";
foreach (var symbol in symbols.Except(skipSymbols))
{
try
{
var route = $"api/options/{symbol}.US?api_token={apiToken}";
using (var client = new HttpClient())
{
client.BaseAddress = new Uri("https://eodhistoricaldata.com/");
client.DefaultRequestHeaders.Accept.Clear();
client.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));
//GET Method
HttpResponseMessage response = await client.GetAsync(route);
if (response.IsSuccessStatusCode)
{
var option = await response.Content.ReadAsAsync <OptionModel>();
if (option != null)
{
List <OptionModelRecord> dbRecords = new List <OptionModelRecord>();
OptionModelRecord dbRecord = null;
foreach (var record in option.data.Where(d => d.options.CALL != null).SelectMany(d => d.options.CALL).ToList())
{
dbRecord = new OptionModelRecord();
SetOptionRecord(option, dbRecord, record);
dbRecords.Add(dbRecord);
}
dbRecord = null;
foreach (var record in option.data.Where(d => d.options.PUT != null).SelectMany(d => d.options.PUT).ToList())
{
dbRecord = new OptionModelRecord();
SetOptionRecord(option, dbRecord, record);
dbRecords.Add(dbRecord);
}
//save into database
if (dbRecords.Count > 0)
{
DbHelper.SaveToDatabase(dbRecords);
}
}
}
}
}
catch (Exception ex) { }
}
Console.WriteLine("Task Completed.");
}
