private static RestClientConfiguration createConfiguration(
String keyId,
String secretKey,
Uri alpacaRestApi,
Uri polygonRestApi,
Uri alpacaDataApi,
Int32 apiVersion,
Int32 dataApiVersion,
ThrottleParameters throttleParameters,
Boolean isStagingEnvironment,
String oauthKey)
{
if (!(String.IsNullOrEmpty(secretKey) ^
String.IsNullOrEmpty(oauthKey)))
{
throw new ArgumentException("Application secret key or OAuth key (but not both) should not be null or empty.");
}
return(new RestClientConfiguration
{
KeyId = keyId ?? throw new ArgumentException("Application key id should not be null.", nameof(keyId)),
SecurityId = String.IsNullOrEmpty(secretKey) ? (SecurityKey) new SecretKey(keyId, secretKey) : new OAuthKey(oauthKey),
TradingApiUrl = alpacaRestApi ?? Environments.Live.AlpacaTradingApi,
PolygonApiUrl = polygonRestApi ?? Environments.Live.PolygonDataApi,
DataApiUrl = alpacaDataApi ?? Environments.Live.AlpacaDataApi,
TradingApiVersion = (ApiVersion)apiVersion,
DataApiVersion = (ApiVersion)dataApiVersion,
ThrottleParameters = throttleParameters ?? ThrottleParameters.Default,
IsStagingEnvironment = isStagingEnvironment
});
/// <summary>
/// Creates new instance of <see cref="RestClient"/> object.
/// </summary>
/// <param name="keyId">Application key identifier.</param>
/// <param name="secretKey">Application secret key.</param>
/// <param name="alpacaRestApi">Alpaca REST API endpoint URL.</param>
/// <param name="polygonRestApi">Polygon REST API endpoint URL.</param>
/// <param name="alpacaDataApi">Alpaca REST data API endpoint URL.</param>
/// <param name="apiVersion">Version of Alpaca api to call. Valid values are "1" or "2".</param>
/// <param name="dataApiVersion">Version of Alpaca data API to call. The only valid value is currently "1".</param>
/// <param name="isStagingEnvironment">If <c>true</c> use staging.</param>
/// <param name="throttleParameters">Parameters for requests throttling.</param>
public RestClient(
String keyId,
String secretKey,
Uri alpacaRestApi,
Uri polygonRestApi,
Uri alpacaDataApi,
Int32 apiVersion,
Int32 dataApiVersion,
Boolean isStagingEnvironment,
ThrottleParameters throttleParameters)
{
keyId = keyId ?? throw new ArgumentException(nameof(keyId));
secretKey = secretKey ?? throw new ArgumentException(nameof(secretKey));
if (!_supportedApiVersions.Contains(apiVersion))
{
throw new ArgumentException(nameof(apiVersion));
}
if (!_supportedDataApiVersions.Contains(dataApiVersion))
{
throw new ArgumentException(nameof(dataApiVersion));
}
_alpacaRestApiThrottler = throttleParameters.GetThrottler();
_alpacaHttpClient.DefaultRequestHeaders.Add(
"APCA-API-KEY-ID", keyId);
_alpacaHttpClient.DefaultRequestHeaders.Add(
"APCA-API-SECRET-KEY", secretKey);
_alpacaHttpClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_alpacaHttpClient.BaseAddress = addApiVersionNumberSafe(
alpacaRestApi ?? new Uri("https://api.alpaca.markets"), apiVersion);
_alpacaDataClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_alpacaDataClient.BaseAddress = addApiVersionNumberSafe(
alpacaDataApi ?? new Uri("https://data.alpaca.markets"), dataApiVersion);
_polygonApiKey = keyId;
_polygonHttpClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_polygonHttpClient.BaseAddress =
polygonRestApi ?? new Uri("https://api.polygon.io");
_isPolygonStaging = isStagingEnvironment ||
_alpacaHttpClient.BaseAddress.Host.Contains("staging");
#if NET45
ServicePointManager.SecurityProtocol =
SecurityProtocolType.Tls12 | SecurityProtocolType.Tls11;
#endif
}
/// <summary>
/// Creates new instance of <see cref="RestClient"/> object.
/// </summary>
/// <param name="keyId">Application key identifier.</param>
/// <param name="secretKey">Application secret key.</param>
/// <param name="alpacaRestApi">Alpaca REST API endpoint URL.</param>
/// <param name="polygonRestApi">Polygon REST API endpoint URL.</param>
/// <param name="alpacaDataApi">Alpaca REST data API endpoint URL.</param>
/// <param name="apiVersion">Version of Alpaca API to call. Valid values are "1" or "2".</param>
/// <param name="dataApiVersion">Version of Alpaca data API to call. The only valid value is currently "1".</param>
/// <param name="isStagingEnvironment">If <c>true</c> use staging.</param>
/// <param name="throttleParameters">Parameters for requests throttling.</param>
/// <param name="oauthKey">Key for alternative authentication via oauth. keyId and secretKey will be ignored if provided.</param>
public RestClient(
String keyId,
String secretKey,
Uri alpacaRestApi,
Uri polygonRestApi,
Uri alpacaDataApi,
Int32 apiVersion,
Int32 dataApiVersion,
ThrottleParameters throttleParameters,
Boolean isStagingEnvironment,
String oauthKey)
: this(createConfiguration(
keyId, secretKey, alpacaRestApi, polygonRestApi, alpacaDataApi, apiVersion, dataApiVersion, throttleParameters, isStagingEnvironment, oauthKey))
{
}
/// <summary>
/// Creates new instance of <see cref="RateThrottler"/> object with parameters
/// specified in <paramref name="throttleParameters"/> parameter.
/// </summary>
/// <param name="throttleParameters"></param>
public RateThrottler(
ThrottleParameters throttleParameters)
{
_timeUnitMilliseconds = (Int32)throttleParameters.TimeUnit.TotalMilliseconds;
MaxRetryAttempts = throttleParameters.MaxRetryAttempts;
_retryHttpStatuses = new HashSet <Int32>(throttleParameters.RetryHttpStatuses);
// Create the throttle semaphore, with the number of occurrences as the maximum count.
_throttleSemaphore = new SemaphoreSlim(throttleParameters.Occurrences, throttleParameters.Occurrences);
// Create a queue to hold the semaphore exit times.
_exitTimes = new ConcurrentQueue <Int32>();
// Create a timer to exit the semaphore. Use the time unit as the original
// interval length because that's the earliest we will need to exit the semaphore.
_exitTimer = new Timer(exitTimerCallback, null, _timeUnitMilliseconds, -1);
}
/// <summary>
/// Creates new instance of <see cref="RestClient"/> object.
/// </summary>
/// <param name="keyId">Application key identifier.</param>
/// <param name="secretKey">Application secret key.</param>
/// <param name="alpacaRestApi">Alpaca REST API endpoint URL.</param>
/// <param name="polygonRestApi">Polygon REST API endpoint URL.</param>
/// <param name="alpacaDataApi">Alpaca REST data API endpoint URL.</param>
/// <param name="apiVersion">Version of Alpaca api to call. Valid values are "1" or "2".</param>
/// <param name="isStagingEnvironment">If <c>true</c> use staging.</param>
/// <param name="throttleParameters">Parameters for requests throttling.</param>
public RestClient(
String keyId,
String secretKey,
String alpacaRestApi = null,
String polygonRestApi = null,
String alpacaDataApi = null,
Int32?apiVersion = null,
Boolean?isStagingEnvironment = null,
ThrottleParameters throttleParameters = null)
: this(
keyId,
secretKey,
new Uri(alpacaRestApi ?? "https://api.alpaca.markets"),
new Uri(polygonRestApi ?? "https://api.polygon.io"),
new Uri(alpacaDataApi ?? "https://data.alpaca.markets"),
apiVersion ?? DEFAULT_API_VERSION_NUMBER,
isStagingEnvironment ?? false,
throttleParameters ?? ThrottleParameters.Default)
{
}
/// <summary>
/// Creates new instance of <see cref="RestClient"/> object.
/// </summary>
/// <param name="keyId">Application key identifier.</param>
/// <param name="secretKey">Application secret key.</param>
/// <param name="alpacaRestApi">Alpaca REST API endpoint URL.</param>
/// <param name="polygonRestApi">Polygon REST API endpoint URL.</param>
/// <param name="alpacaDataApi">Alpaca REST data API endpoint URL.</param>
/// <param name="apiVersion">Version of Alpaca API to call. Valid values are "1" or "2".</param>
/// <param name="dataApiVersion">Version of Alpaca data API to call. The only valid value is currently "1".</param>
/// <param name="isStagingEnvironment">If <c>true</c> use staging.</param>
/// <param name="throttleParameters">Parameters for requests throttling.</param>
/// <param name="oauthKey">Key for alternative authentication via oauth. keyId and secretKey will be ignored if provided.</param>
public RestClient(
String keyId,
String secretKey,
Uri alpacaRestApi,
Uri polygonRestApi,
Uri alpacaDataApi,
Int32 apiVersion,
Int32 dataApiVersion,
Boolean isStagingEnvironment,
ThrottleParameters throttleParameters,
String oauthKey)
{
keyId = keyId ?? throw new ArgumentException(
"Application key id should not be null", nameof(keyId));
secretKey = secretKey ?? throw new ArgumentException(
"Application secret key id should not be null", nameof(secretKey));
if (!_supportedApiVersions.Contains(apiVersion))
{
throw new ArgumentException(
"Supported REST API versions are '1' and '2' only", nameof(apiVersion));
}
if (!_supportedDataApiVersions.Contains(dataApiVersion))
{
throw new ArgumentException(
"Supported Data REST API versions are '1' and '2' only", nameof(dataApiVersion));
}
throttleParameters = throttleParameters ?? ThrottleParameters.Default;
_alpacaRestApiThrottler = throttleParameters.GetThrottler();
if (string.IsNullOrEmpty(oauthKey))
{
_alpacaHttpClient.DefaultRequestHeaders.Add(
"APCA-API-KEY-ID", keyId);
_alpacaHttpClient.DefaultRequestHeaders.Add(
"APCA-API-SECRET-KEY", secretKey);
}
else
{
_alpacaHttpClient.DefaultRequestHeaders.Add(
"Authorization", "Bearer " + oauthKey);
}
_alpacaHttpClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_alpacaHttpClient.BaseAddress = addApiVersionNumberSafe(
alpacaRestApi ?? new Uri("https://api.alpaca.markets"), apiVersion);
_alpacaDataClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_alpacaDataClient.BaseAddress = addApiVersionNumberSafe(
alpacaDataApi ?? new Uri("https://data.alpaca.markets"), dataApiVersion);
_polygonApiKey = keyId;
_polygonHttpClient.DefaultRequestHeaders.Accept
.Add(new MediaTypeWithQualityHeaderValue("application/json"));
_polygonHttpClient.BaseAddress =
polygonRestApi ?? new Uri("https://api.polygon.io");
_isPolygonStaging = isStagingEnvironment ||
_alpacaHttpClient.BaseAddress.Host.Contains("staging");
#if NET45
System.Net.ServicePointManager.SecurityProtocol =
#pragma warning disable CA5364 // Do Not Use Deprecated Security Protocols
System.Net.SecurityProtocolType.Tls12 | System.Net.SecurityProtocolType.Tls11;
#pragma warning restore CA5364 // Do Not Use Deprecated Security Protocols
#endif
}
