public async Task <List <PriceBar> > GetPriceBars(List <Tuple <string, EGranularity> > barSpecsList, int count, ECandleFormat priceFormat = ECandleFormat.midpoint)
{
List <PriceBar> bars = new List <PriceBar>();
foreach (var spec in barSpecsList)
{
Func <CandlesRequest> request = () => new CandlesRequest
{
instrument = spec.Item1,
granularity = spec.Item2,
candleFormat = priceFormat,
count = count
};
List <Candle> pollCandles = null;
pollCandles = await Rest.GetCandlesAsync(request());
if (pollCandles != null && pollCandles.Count > 0)
{
pollCandles.OrderBy(c => Convert.ToDateTime(c.time).ToUniversalTime());
foreach (var candle in pollCandles)
{
var bar = new PriceBar()
{
instrument = spec.Item1, granularity = spec.Item2.ToString()
};
bar.InjectWith(candle, false);
bars.Add(bar);
}
}
}
return(bars);
}
/// <summary>
/// Downloads a list of bars at the requested resolution from a starting datetime
/// </summary>
/// <param name="oandaSymbol">The Oanda symbol</param>
/// <param name="startUtc">The starting time (UTC)</param>
/// <param name="barsPerRequest">The number of bars requested (max=5000)</param>
/// <param name="granularity">The granularity (Oanda resolution)</param>
/// <param name="candleFormat">The Oanda candle format (bidask or midpoint)</param>
/// <returns>The list of candles/bars</returns>
public List <Candle> DownloadBars(string oandaSymbol, string startUtc, int barsPerRequest, EGranularity granularity, ECandleFormat candleFormat)
{
var request = new CandlesRequest
{
instrument = oandaSymbol,
granularity = granularity,
candleFormat = candleFormat,
count = barsPerRequest,
start = Uri.EscapeDataString(startUtc)
};
return(GetCandles(request));
}
private IEnumerable <Candle> GetCandles(string oandaSymbol, string startUtc, int barsPerRequest, Resolution resolution, ECandleFormat candleFormat)
{
var request = new CandlesRequest
{
instrument = oandaSymbol,
granularity = ToGranularity(resolution),
candleFormat = candleFormat,
count = barsPerRequest,
start = Uri.EscapeDataString(startUtc)
};
return(GetCandles(request));
}
public async Task <List <PriceBar> > GetPriceBars(List <Tuple <string, EGranularity> > barSpecsList, int count, ECandleFormat priceFormat = ECandleFormat.midpoint)
{
List <PriceBar> bars = null;
if (_apiConnectionStatus == ApiConnectionStatus.Connected || _apiConnectionStatus == ApiConnectionStatus.Streaming)
{
try
{
bars = await RatesDataSource.Instance.GetPriceBars(barSpecsList, count);
}
catch (Exception e)
{
OnConnectionStatusChanged(ApiConnectionStatus.Faulted, null);
// try to recover
RecoverApiConnection("DataManager did not receive bars from RatesDataSource.", null);
return(null);
}
}
return(bars);
}