This Library provides read access to the Artesian API
This library is provided in NuGet.
Support for .NET Framework 4.6.1, .NET Standard 2.0.
In the Package Manager Console -
Install-Package Artesian.SDK
or download directly from NuGet.
The Artesian.SDK instance can be configured using either Client credentials or API-Key authentication
//API-Key
ArtesianServiceConfig cfg = new ArtesianServiceConfig(
new Uri("https://fake-artesian-env/"),
"5418B0DB-7AB9-4875-81BA-6EE609E073B6"
);
//Client credentials
ArtesianServiceConfig cfg = new ArtesianServiceConfig(
new Uri("https://fake-artesian-env/"),
"audience",
"domain",
"client_id",
"client_secret"
);The following breaking changes has been introduced in v5 respect to v4.
With the introduction of the MI-XBID market on the GME Public Offers data has been increased the api version With a version before v5 of the SDK it will be not possible to download the MI-XBID data
The new market in the class GME_Enums --> Market is MIXBID
The following fields are now nullable. It will be always valorized for Makret except MIXBID
//Can be NULL for XBID, never NULL otherwise
public string Unit { get; set; }
//Can be NULL for XBID, never NULL otherwise
public decimal? MeritOrder { get; set; }
//Can be NULL for XBID, never NULL otherwise
public bool? PartialQuantityAccepted { get; set; }
//Can be NULL for XBID, never NULL otherwise
public decimal? ADJQuantity { get; set; }
//Can be NULL for XBID, never NULL otherwise
public decimal? ADJEnergyPrice { get; set; }
//Can be NULL for XBID, never NULL otherwise
public int? Quarter { get; set; }
//Can be NULL for XBID, never NULL otherwise
public decimal? AwardedPrice { get; set; }
The following fields are new.
//Added for XBID, NULL otherwise
public LocalDateTime? Timestamp { get; set; }
//Added for XBID, NULL otherwise
public decimal? PrezzoUnitario { get; set; }
Using the ArtesianServiceConfig we create an instance of the QueryService which is used to create Actual, Versioned and Market Assessment time series queries
Optionally a custom policy can be introduced to configure policy constraints within the QueryService otherwise default policy is implemented
ArtesianPolicyConfig policy = new ArtesianPolicyConfig();
policy
.RetryPolicyConfig(retryCount: 3, retryWaitTime: 200)
.CircuitBreakerPolicyConfig(maxExceptions: 2, durationOfBreak: 3)
.BulkheadPolicyConfig(maxParallelism: 10, maxQueuingActions: 15);
var qs = new QueryService(cfg, policy);| Policies | Description |
|---|---|
| Wait & Retry Policy | Retry, waiting a specified duration between each retry |
| Circuit Breaker Policy | The CircuitBreakerPolicy instance maintains internal state across calls to track failures |
| Bulkhead Policy | The bulkhead isolation policy assigns operations to constrained resource pools, such that one faulting channel of actions cannot swamp all resource |
Requests are partitioned by an IPartitionStrategy, optionally an IPartitionStrategy can be passed to use a certain partition
strategy. A partition strategy by ID is implemented by default
PartitionByIDStrategy idStrategy = new PartitionByIDStrategy();
var act = qs.CreateActual(idStrategy)
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync().Result;| Partition Strategies | Description |
|---|---|
| Partition by ID | Requests are partitioned into groups of ID's by a defined partition size |
var actualTimeSeries = await qs.CreateActual()
.ForMarketData(new int[] { 100000001, 100000002, 100000003 })
.InGranularity(Granularity.Day)
.InAbsoluteDateRange(new LocalDate(2018,08,01),new LocalDate(2018,08,10))
.ExecuteAsync();To construct an Actual Time Series the following must be provided.
| Actual Query | Description |
|---|---|
| Market Data ID | Provide a market data id or set of market data id's to query |
| Time Granularity | Specify the granularity type |
| Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
var marketAssesmentSeries = await qs.CreateMarketAssessment()
.ForMarketData(new int[] { 100000001 })
.ForProducts(new string[] { "M+1", "GY+1" })
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync();To construct a Market Assessment Time Series the following must be provided.
| Market Assessment Query | Description |
|---|---|
| Market Data ID | Provide a market data id or set of market data id's to query |
| Product | Provide a product or set of products |
| Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
var marketAssesmentSeries = await qs.CreateAuction()
.ForMarketData(new int[] { 100000001 })
.InAbsoluteDateRange(new LocalDate(2018,08,01),new LocalDate(2018,08,10))
.ExecuteAsync();To construct an Auction Time Series the following must be provided.
| Auction Query | Description |
|---|---|
| Market Data ID | Provide a market data id or set of market data id's to query |
| Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
var versionedSeries = await qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForLastOfMonths(Period.FromMonths(-4))
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync();To construct a Versioned Time Series the following must be provided.
| Versioned Query | Description |
|---|---|
| Market Data ID | Provide a market data id or set of market data id's to query |
| Time Granularity | Specify the granularity type |
| Versioned Time Extraction Window | Versioned extraction time window |
| Time Extraction Window | An extraction time window for data to be queried |
Go to Versioned Time Extraction window section
Go to Time Extraction window section
| Versioned Time Extraction Windows | Description |
|---|---|
| Version | Gets the specified version of a versioned timeseries |
| Last Days | Gets the latest version of a versioned timeseries of each day in a time window |
| Last N | Gets the latest N timeseries versions that have at least a not-null value |
| Most Recent | Gets the most recent version of a versioned timeseries in a time window |
| Most Updated Version | Gets the timeseries of the most updated version of each timepoint of a versioned timeseries |
Versioned Time Extraction window types for queries.
Version
.ForVersion(new LocalDateTime(2018, 07, 19, 12, 0, 0, 123))Last Days
.ForLastOfDays(new LocalDate(2018, 6, 22), new LocalDate(2018, 7, 23))Last N
.ForLastNVersions(3)Most Recent
.ForMostRecent(Period.FromMonths(-1), Period.FromDays(20))Most Updated Version
.ForMUV()
/// optional paramater to limit version
.ForMUV(new LocalDateTime(2019, 05, 01, 2, 0, 0))var bidAskSeries = await qs.CreateBidAsk()
.ForMarketData(new int[] { 100000001 })
.ForProducts(new string[] { "M+1", "GY+1" })
.InRelativeInterval(RelativeInterval.RollingMonth)
.ExecuteAsync();To construct a Bid Ask Time Series the following must be provided.
| Bid Ask Query | Description |
|---|---|
| Market Data ID | Provide a market data id or set of market data id's to query |
| Product | Provide a product or set of products |
| Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
Extraction window types for queries.
Date Range
.InAbsoluteDateRange(new LocalDate(2018,08,01),new LocalDate(2018,08,10)Relative Interval
.InRelativeInterval(RelativeInterval.RollingMonth)Period
.InRelativePeriod(Period.FromDays(5))Period Range
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))All extraction types (Actual,Versioned and Market Assessment) have an optional filler strategy.
var versionedSeries = await qs.CreateVersioned()
.ForMarketData(new int[] { 100000001 })
.InGranularity(Granularity.Day)
.ForMostRecent()
.InAbsoluteDateRange(new LocalDate(2018, 6, 22), new LocalDate(2018, 7, 23))
.WithFillLatestValue(Period.FromDays(7))Null
.WithFillNull()None
.WithFillNone()Custom Value
//Timeseries
.WithFillCustomValue(123)
// Market Assessment
..WithFillCustomValue(new MarketAssessmentValue { Settlement = 123, Open = 456, Close = 789, High = 321, Low = 654, VolumePaid = 987, VolumeGiven = 213, Volume = 435 })Latest Value
.WithLFillLatestValue(Period.FromDays(7))Using the ArtesianServiceConfig cfg we create an instance of the MarketDataService which is used to retrieve, edit or delete
MarketData references. GetMarketReference will read the marketdata entity by MarketDataIdentifier and returns an istance of IMarketData if it exists.
//reference market data entity
var marketDataEntity = new MarketDataEntity.Input(){
ProviderName = "TestProviderName",
MarketDataName = "TestMarketDataName",
OriginalGranularity = Granularity.Day,
OriginalTimezone = "CET",
AggregationRule = AggregationRule.Undefined,
Type = MarketDataType.VersionedTimeSerie,
MarketDataId = 1
}
var marketDataService = new MarketDataService(cfg);
var marketData = await marketDataService.GetMarketDataReference(new MarketDataIdentifier(
marketDataEntity.ProviderName,
marketDataEntity.MarketDataName)
);To Check MarketData for IsRegistered status, returns true if present or false if not found.
var isRegistered = await marketData.IsRegistered();To Register MarketData , it will first verify that it has not all ready been registered then proceed to register the given MarketData entity.
await marketData.Register(marketDataEntity);Calling Update will update the current MarketData metadata with changed values. Calling Load, retrieves the current metadata of a MarketData.
marketData.Metadata.AggregationRule = AggregationRule.SumAndDivide;
marketData.Metadata.Transform = SystemTimeTransforms.GASDAY66;
await marketData.Update();
await marketData.Load();Using Write mode to edit MarketData and Save to save the data of the current MarketData providing an instant. Can be used Delete specifying a range to delete a specific range of the time serie.
EditActual starts the write mode for an Actual Time serie. Checks are done to verify registration and MarketDataType to verify it is an Actual Time Serie.
Using AddData to be written. When data is saved with Save, can be deleted with Delete function specifying the start and the end range.
var writeMarketData = marketdata.EditActual();
writeMarketData.AddData(new LocalDate(2018, 10, 03), 10);
writeMarketData.AddData(new LocalDate(2018, 10, 04), 15);
await writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime()));
await writeMarketData.Delete(new LocalDateTime(2018, 10, 04), new LocalDateTime(2018, 10, 05));To delete the whole range of the Actual Time serie, the Delete command can be used without specifying any start and end range.
var writeMarketData = marketdata.EditActual();
await writeMarketData.Delete();EditVersioned starts the write mode for a Versioned Time serie. Checks are done to verify registration and MarketDataType to verify it is a Versioned Time Serie.
Using AddData to be written. When data is saved with Save, can be deleted with Delete function specifying the start and the end range.
var writeMarketData = marketData.EditVersioned(new LocalDateTime(2018, 10, 18, 00, 00));
writeMarketData.AddData(new LocalDate(2018, 10, 03), 10);
writeMarketData.AddData(new LocalDate(2018, 10, 04), 15);
await writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime()));
await writeMarketData.Delete(new LocalDateTime(2018, 10, 04), new LocalDateTime(2018, 10, 05), version);To delete the whole range of the Versioned Time serie, the Delete command can be used without specifying any start and end range.
var writeMarketData = marketdata.EditVersioned(new LocalDateTime(2018, 10, 18, 00, 00));
await writeMarketData.Delete();EditMarketAssessment starts the write mode for a Market Assessment. Checks are done to verify registration and MarketDataType to verify it is a Market Assessment.
Using AddData to provide a local date time and a MarketAssessmentValue to be written. When data is saved with Save, can be deleted with Delete function specifying the start and the end range.
var writeMarketData = marketData.EditMarketAssessment();
var marketAssessmentValue = new MarketAssessmentValue()
{
High = 47,
Close = 20,
Low = 18,
Open = 33,
Settlement = 22,
VolumePaid = 34,
VolumeGiven = 23,
Volume = 16
};
writeMarketData.AddData(new LocalDate(2018, 11, 28), "Dec-18", marketAssessmentValue);
await writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime()));
var product = new List<string>(){"Dec-18"};
await writeMarketData.Delete(new LocalDateTime(2018, 10, 04), new LocalDateTime(2018, 10, 05), product);To delete the whole range of the Market Assessment Time serie, the Delete command can be used without specifying any start and end range.
var writeMarketData = marketdata.EditMarketAssessment();
await writeMarketData.Delete();EditAuction starts the write mode for an Auction entity. Checks are done to verify registration and MarketDataType to verify it is an Auction entity.
Using AddData to provide a local date time and Auction bid and offer arrays to be written. When data is saved with Save, can be deleted with Delete function specifying the start and the end range.
var writeMarketData = marketData.EditAuction();
var localDateTime = new LocalDateTime(2018, 09, 24, 00, 00);
var bid = new List<AuctionBidValue>();
var offer = new List<AuctionBidValue>();
bid.Add(new AuctionBidValue(100, 10));
offer.Add(new AuctionBidValue(120, 12));
writeMarketData.Add(localDateTime, new AuctionBids(localDateTime, bid.ToArray(), offer.ToArray()));
await writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime()));
await writeMarketData.Delete(new LocalDateTime(2018, 10, 04), new LocalDateTime(2018, 10, 05));To delete the whole range of the Auction Time serie, the Delete command can be used without specifying any start and end range.
var writeMarketData = marketdata.EditAuction();
await writeMarketData.Delete();EditBidAsk starts the write mode for a Bid Ask. Checks are done to verify registration and MarketDataType to verify it is a Bid Ask.
Using AddData to provide a local date time and a BidAskValue to be written. When data is saved with Save, can be deleted with Delete function specifying the start and the end range.
var writeMarketData = marketData.EditBidAsk();
var bidAskValue = new BidAskValue()
{
BestBidPrice = 47,
BestBidQuantity = 18,
BestAskPrice = 20,
BestAskQuantity = 33,
LastPrice = 22,
LastQuantity = 13
};
writeMarketData.AddData(new LocalDate(2018, 11, 28), "Dec-18", bidAskValue);
await writeMarketData.Save(Instant.FromDateTimeUtc(DateTime.Now.ToUniversalTime()));
var product = new List<string>(){"Dec-18"};
await writeMarketData.Delete(new LocalDateTime(2018, 10, 04), new LocalDateTime(2018, 10, 05), product);To delete the whole range of the Bid Ask Time serie, the Delete command can be used without specifying any start and end range.
var writeMarketData = marketdata.EditBidAsk();
await writeMarketData.Delete();