Gateways

Author: artemiusgreat

Gateways/Schwab/Libs/Grains/InstrumentGrain.cs

@@ -0,0 +1,89 @@
+using Core.Enums;
+using Core.Grains;
+using Core.Models;
+using Schwab.Messages;
+using Schwab.Models;
+using Schwab.Queries;
+using System;
+using System.Diagnostics.Metrics;
+using System.Linq;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace Schwab.Grains
+{
+  public interface ISchwabInstrumentGrain : IInstrumentGrain
+  {
+    /// <summary>
+    /// Connect
+    /// </summary>
+    /// <param name="connection"></param>
+    Task<StatusResponse> Setup(Connection connection);
+  }
+
+  public class SchwabInstrumentGrain : InstrumentGrain, ISchwabInstrumentGrain
+  {
+    /// <summary>
+    /// State
+    /// </summary>
+    protected Connection state;
+
+    /// <summary>
+    /// Connector
+    /// </summary>
+    protected SchwabBroker connector = new();
+
+    /// <summary>
+    /// Connect
+    /// </summary>
+    /// <param name="connection"></param>
+    public virtual async Task<StatusResponse> Setup(Connection connection)
+    {
+      state = connection;
+      connector.AccessToken = connection.AccessToken;
+
+      return new()
+      {
+        Data = StatusEnum.Active
+      };
+    }
+
+    /// <summary>
+    /// List of prices by criteria
+    /// </summary>
+    /// <param name="criteria"></param>
+    public override async Task<PricesResponse> PriceGroups(Criteria criteria)
+    {
+      var query = new HistoryQuery()
+      {
+        EndDate = criteria.MaxDate.Value,
+        StartDate = criteria.MinDate.Value,
+        Symbol = criteria.Instrument.Name
+      };
+
+      var cleaner = new CancellationTokenSource(state.Timeout);
+      var sourceResponse = await connector.GetBars(query, cleaner.Token);
+      var items = sourceResponse.Bars.Select(MapPrice).ToArray();
+
+      return new()
+      {
+        Data = items
+      };
+    }
+
+    /// <summary>
+    /// Map price
+    /// </summary>
+    /// <param name="o"></param>
+    protected virtual Price MapPrice(BarMessage o) => new()
+    {
+      AskSize = 0,
+      BidSize = 0,
+      Ask = o.Close,
+      Bid = o.Close,
+      Last = o.Close,
+      Volume = o.Volume,
+      Time = o.Datetime
+    };
+  }
+}

Gateways/Schwab/Libs/SchwabGateway.cs

@@ -1,15 +1,11 @@
 using Core.Conventions;
 using Core.Enums;
-using Core.Extensions;
 using Core.Grains;
 using Core.Models;
 using Schwab.Grains;
 using Schwab.Models;
-using System;
 using System.Linq;
-using System.Threading;
 using System.Threading.Tasks;
-using System.Timers;
 
 namespace Schwab
 {
@@ -99,18 +95,34 @@ public override Task<DomResponse> GetDom(Criteria criteria)
     /// Ticks
     /// </summary>
     /// <param name="criteria"></param>
-    public override Task<PricesResponse> GetPrices(Criteria criteria)
+    public override async Task<PricesResponse> GetPrices(Criteria criteria)
     {
-      return Component<IInstrumentGrain>(criteria.Instrument.Name).Prices(criteria);
+      var grain = Component<IInstrumentGrain>(criteria.Instrument.Name);
+      var instrumentGrain = Component<ISchwabInstrumentGrain>(criteria.Instrument.Name);
+
+      if (criteria?.Source is not true)
+      {
+        await instrumentGrain.Prices(criteria);
+      }
+
+      return await grain.Prices(criteria);
     }
 
     /// <summary>
     /// Bars
     /// </summary>
     /// <param name="criteria"></param>
-    public override Task<PricesResponse> GetPriceGroups(Criteria criteria)
+    public override async Task<PricesResponse> GetPriceGroups(Criteria criteria)
     {
-      return Component<IInstrumentGrain>(criteria.Instrument.Name).PriceGroups(criteria);
+      var grain = Component<IInstrumentGrain>(criteria.Instrument.Name);
+      var instrumentGrain = Component<ISchwabInstrumentGrain>(criteria.Instrument.Name);
+
+      if (criteria?.Source is not true)
+      {
+        await instrumentGrain.PriceGroups(criteria);
+      }
+
+      return await grain.PriceGroups(criteria);
     }
 
     /// <summary>