/// <summary>
/// The function executed as the Robinhood interface
/// </summary>
private void ThreadProcess()
{
while (Running)
{
// Process the history requests
if (Client.isAuthenticated &&
(HistoryRequests.Count > 0) &&
((DateTime.Now - HistoryRequests[0].RequestTime).TotalSeconds) > HISTORY_REQUEST_PROCESS_DELAY)
{
while ((HistoryRequests.Count > 0) && Running)
{
// Put together a single request
RobinhoodThreadMutex.WaitOne();
DateTime start = HistoryRequests[0].Start;
DateTime end = HistoryRequests[0].End;
TimeSpan interval = getHistoryInterval(HistoryRequests[0].Interval, getHistoryTimeSpan(start, end));
List <string> symbols = new List <string>()
{
HistoryRequests[0].Symbol
};
List <int> servicedIndices = new List <int>()
{
0
};
for (int i = 1; i < HistoryRequests.Count; i++)
{
if (getHistoryInterval(HistoryRequests[i].Interval, getHistoryTimeSpan(HistoryRequests[i].Start, HistoryRequests[i].End)) == interval)
{
// Include this in the request
symbols.Add(HistoryRequests[i].Symbol);
servicedIndices.Add(i);
start = ((start < HistoryRequests[i].Start) ? start : HistoryRequests[i].Start);
end = ((end > HistoryRequests[i].End) ? end : HistoryRequests[i].End);
}
}
RobinhoodThreadMutex.ReleaseMutex();
// Make the request
if ((getHistoryTimeSpan(start, end) >= HISTORY_SPANS.ElementAt(HISTORY_SPANS.Count - 1).Key) || // If requesting too far back in history
((start.Date == end.Date) && ((end < EXTENDED_HOURS_OPEN) || (start >= EXTENDED_HOURS_CLOSE)))) // If requesting data outside of the available times
{
foreach (var s in servicedIndices)
{
HistoryRequests[s].Callback(null);
}
}
else
{
var bounds = ((start.Date == end.Date) ? HISTORY_BOUNDS.EXTENDED : HISTORY_BOUNDS.REGULAR); // Can only get extended hours history for the current day
var request = Client.DownloadHistory(symbols, HISTORY_INTERVALS[interval], HISTORY_SPANS[getHistoryTimeSpan(start, end)], bounds);
request.Wait();
if (!request.IsCompleted || request.IsFaulted)
{
continue;
}
var history = request.Result;
// Return the data to the reqesting sources
int servicedCount = 0;
foreach (var stock in history)
{
if (stock.HistoricalInfo.Count > 0)
{
// Put the data into a table
DataTable dt = new DataTable();
dt.Columns.Add("Time", typeof(DateTime));
dt.Columns.Add("Price", typeof(float));
foreach (var p in stock.HistoricalInfo)
{
DateTime t = (interval < new TimeSpan(1, 0, 0, 0)) ? p.BeginsAt.ToLocalTime() : p.BeginsAt.AddHours(9.5);
dt.Rows.Add(t, (float)p.OpenPrice);
}
// Add a final price
dt.Rows.Add(stock.HistoricalInfo[stock.HistoricalInfo.Count - 1].BeginsAt.Add(interval).ToLocalTime(), stock.HistoricalInfo[stock.HistoricalInfo.Count - 1].ClosePrice);
// Pass the table back to the caller
if (!HistoryRequests[servicedIndices[servicedCount]].Symbol.Equals(stock.Symbol))
{
//throw new Exception("Response does not match the request");
}
HistoryRequests[servicedIndices[servicedCount]].Callback(dt);
servicedCount++;
}
}
}
// Remove the processed requests from the queue
RobinhoodThreadMutex.WaitOne();
for (int i = servicedIndices.Count - 1; i >= 0; i--)
{
HistoryRequests.RemoveAt(servicedIndices[i]);
}
RobinhoodThreadMutex.ReleaseMutex();
}
}
// Process the position subscriptions
if (RobinhoodThreadMutex.WaitOne(0))
{
for (int i = 0; Client.isAuthenticated && (i < PositionSubscriptions.Count); i++)
{
Broker.PositionSubscription sub = PositionSubscriptions[i];
var orderInfo = ActiveOrders.Find((a) => { return(a.Symbol.Equals(sub.PositionInfo.Symbol)); });
if (((DateTime.Now - sub.LastUpdated).TotalSeconds > 5) &&
(sub.Dirty || ((orderInfo != null) && (orderInfo.RefreshedAt != sub.LastUpdated))))
{
sub.LastUpdated = DateTime.Now;
GetPositionInfo(sub.PositionInfo.Symbol, (info) =>
{
sub.PositionInfo = info;
sub.LastUpdated = ((orderInfo != null) ? orderInfo.RefreshedAt : DateTime.Now);
sub.Dirty = false;
if (sub.Notify != null)
{
sub.Notify(sub);
}
});
}
}
RobinhoodThreadMutex.ReleaseMutex();
}
// Update the active orders
RefreshActiveOrders();
// Sleep so the thread doesn't run at 100% CPU
System.Threading.Thread.Sleep(5);
}
}
public static void Main(string [] args)
{
if (args.Length == 0)
{
Console.WriteLine("Usage:");
Console.WriteLine("RhQuote SYMBOL1 [SYMBOL2 SYMBOL3 SYMBOL_N]");
Environment.Exit(1);
}
var rh = new RobinhoodClient();
if (!authenticate(rh))
{
Console.WriteLine("Unable to authenticate user");
Environment.Exit(1);
}
try
{
var quotes = rh.DownloadQuote(args).Result;
var history = rh.DownloadHistory(args, "5minute", "week").Result;
Console.WriteLine(DateTime.Now);
foreach (var q in quotes)
{
if (q == null)
{
continue;
}
Console.WriteLine("{0}\tCh: {1}%\tLTP: {2}\tBID: {3}\tASK: {4}",
q.Symbol,
q.ChangePercentage,
q.LastTradePrice,
q.BidPrice,
q.AskPrice);
}
foreach (var h in history)
{
if (h == null)
{
continue;
}
Console.WriteLine("{0}\tInterval: {1}\tSpan: {2}\tBound: {3}",
h.Symbol,
h.Interval,
h.Span,
h.Bounds);
foreach (var p in h.HistoricalInfo)
{
Console.WriteLine("{0}\tOpen: {1}\tClose: {2}\tHigh: {3}\tLow: {3}",
p.BeginsAt,
p.OpenPrice,
p.ClosePrice,
p.HighPrice,
p.LowPrice);
}
}
}
catch
{
Console.WriteLine("None of the quotes entered were found.");
}
}