Gateways

Indemos · Nov 7, 2024 · 396213a · 396213a
1 parent 86e7290
commit 396213a
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Showing 21 changed files with 688 additions and 163 deletions.
diff --git a/Core/Models/Instruments/OptionScreenerModel.cs b/Core/Models/Instruments/OptionScreenerModel.cs
@@ -1,4 +1,5 @@
 using System;
+using Terminal.Core.Domains;
 using Terminal.Core.Enums;
 
 namespace Terminal.Core.Models
@@ -10,11 +11,6 @@ public class OptionScreenerModel
     /// </summary>
     public virtual int? Count { get; set; }
 
-    /// <summary>
-    /// Symbol name
-    /// </summary>
-    public virtual string Name { get; set; }
-
     /// <summary>
     /// Min strike
     /// </summary>
@@ -41,8 +37,13 @@ public class OptionScreenerModel
     public virtual OptionSideEnum? Side { get; set; }
 
     /// <summary>
-    /// Symbol data
+    /// Current quote
     /// </summary>
     public virtual PointModel Point { get; set; }
+
+    /// <summary>
+    /// Instrument
+    /// </summary>
+    public virtual InstrumentModel Instrument { get; set; }
   }
 }
diff --git a/Gateway/Alpaca/Libs/Adapter.cs b/Gateway/Alpaca/Libs/Adapter.cs
@@ -5,7 +5,6 @@
 using Distribution.Stream.Extensions;
 using System;
 using System.Collections;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
 using System.Net.Http;
@@ -19,6 +18,7 @@
 using Terminal.Core.Enums;
 using Terminal.Core.Extensions;
 using Terminal.Core.Models;
+using A = Alpaca.Markets;
 
 namespace Alpaca
 {
@@ -87,13 +87,6 @@ public override async Task<ResponseModel<StatusEnum>> Connect()
         _sender = new Service();
         _streamer = await GetConnection(ws, scheduler);
 
-        await SendStream(_streamer, new AuthenticationMessage
-        {
-          Action = "auth",
-          SecretKey = ConsumerSecret,
-          KeyId = ConsumerKey
-        });
-
         await GetAccount([]);
 
         _connections.Add(_sender);
@@ -289,13 +282,13 @@ public override async Task<ResponseModel<IList<InstrumentModel>>> GetOptions(Opt
       {
         var props = new Hashtable
         {
-          ["underlying_symbol"] = screener.Name,
           ["expiration_date_gte"] = screener.MinDate,
-          ["expiration_date_lte"] = screener.MaxDate
+          ["expiration_date_lte"] = screener.MaxDate,
+          ["underlying_symbols"] = screener.Instrument.Name
 
         }.Merge(criteria);
 
-        var optionResponse = await SendData<DataMessage<OptionSnapshotMessage>>($"/v1beta1/options/snapshots/{props["underlying_symbol"]}?{props}");
+        var optionResponse = await SendData<DataMessage<OptionContractMessage>>($"/v2/options/contracts?{props}");
 
         response.Data = optionResponse
           .Data
@@ -340,8 +333,13 @@ public override async Task<ResponseModel<DomModel>> GetDom(DomScreenerModel scre
         }
 
         var pointResponse = await SendData<DataMessage<SnapshotMessage>>(source);
+        var point = InternalMap.GetPrice(pointResponse.Data.Quotes[props["symbols"]]);
 
-        response.Data = InternalMap.GetDom(pointResponse.Data.Quotes[props["symbols"]]);
+        response.Data = new DomModel
+        {
+          Asks = [point],
+          Bids = [point],
+        };
       }
       catch (Exception e)
       {
@@ -460,17 +458,23 @@ protected virtual async Task<ClientWebSocket> GetConnection(ClientWebSocket ws,
       var cancellation = new CancellationTokenSource();
 
       await ws.ConnectAsync(source.Uri, cancellation.Token);
+      await SendStream(ws, new AuthenticationMessage
+      {
+        Action = "auth",
+        SecretKey = ConsumerSecret,
+        KeyId = ConsumerKey
+      });
 
       scheduler.Send(async () =>
       {
         while (ws.State is WebSocketState.Open)
         {
-          var data = new byte[byte.MaxValue];
+          var data = new ArraySegment<byte>(new byte[byte.MaxValue]);
 
           await ws.ReceiveAsync(data, cancellation.Token).ContinueWith(async o =>
           {
             var response = await o;
-            var content = $"[{Encoding.ASCII.GetString(data).Trim(['\0', '[', ']'])}]";
+            var content = $"[{Encoding.ASCII.GetString(data.Array).Trim(['[', ']'])}]";
             var message = JsonNode
               .Parse(content)
               ?.AsArray()
@@ -601,13 +605,15 @@ protected virtual async Task<ResponseModel<OrderModel>> CreateOrder(OrderModel o
         var exResponse = await SendData<OrderMessage>("/v2/orders", HttpMethod.Post, exOrder);
 
         inResponse.Data = order;
-        inResponse.Data.Transaction.Id = exResponse.Data.OrderId;
-        inResponse.Data.Transaction.Status = InternalMap.GetStatus(exResponse.Data.OrderStatus);
 
-        if ((int)exResponse.Message.StatusCode < 400)
+        if (string.IsNullOrEmpty(exResponse.Data.OrderId))
         {
-          Account.Orders[order.Id] = order;
+          inResponse.Errors.Add(new ErrorModel { ErrorMessage = $"{exResponse.Message.StatusCode}" });
+          return inResponse;
         }
+
+        inResponse.Data.Transaction.Id = exResponse.Data.OrderId;
+        inResponse.Data.Transaction.Status = InternalMap.GetStatus(exResponse.Data.OrderStatus);
       }
       catch (Exception e)
       {

diff --git a/Gateway/Alpaca/Libs/Alpaca.csproj b/Gateway/Alpaca/Libs/Alpaca.csproj
@@ -7,6 +7,7 @@
   </PropertyGroup>
 
   <ItemGroup>
+    <PackageReference Include="Alpaca.Markets" Version="7.1.2" />
     <PackageReference Include="Distribution.Stream" Version="1.2.2" />
   </ItemGroup>
 

diff --git a/Gateway/Alpaca/Libs/Maps/InternalMap.cs b/Gateway/Alpaca/Libs/Maps/InternalMap.cs
@@ -13,7 +13,7 @@ public class InternalMap
     /// </summary>
     /// <param name="message"></param>
     /// <returns></returns>
-    public static DomModel GetDom(QuoteMessage message)
+    public static PointModel GetPrice(QuoteMessage message)
     {
       var point = new PointModel
       {
@@ -24,32 +24,29 @@ public static DomModel GetDom(QuoteMessage message)
         Last = message.AskPrice ?? message.BidPrice,
       };
 
-      return new DomModel
-      {
-        Asks = [point],
-        Bids = [point],
-      };
+      return point;
     }
 
     /// <summary>
     /// Get option contract
     /// </summary>
     /// <param name="message"></param>
     /// <returns></returns>
-    public static InstrumentModel GetOption(OptionSnapshotMessage message)
+    public static InstrumentModel GetOption(OptionContractMessage message)
     {
       var point = new PointModel
       {
-        Ask = message.Quote.AskPrice,
-        Bid = message.Quote.BidPrice,
-        AskSize = message.Quote.AskSize,
-        BidSize = message.Quote.BidSize,
-        Last = message.Quote.AskPrice ?? message.Quote.BidPrice
+        Ask = message.ClosePrice,
+        Bid = message.ClosePrice,
+        Last = message.ClosePrice,
+        AskSize = 0,
+        BidSize = 0
       };
 
       var derivative = new DerivativeModel
       {
-        Expiration = message.Quote.TimestampUtc
+        Strike = message.StrikePrice,
+        Expiration = message.ExpirationDate?.ToDateTime(TimeOnly.MinValue)
       };
 
       var option = new InstrumentModel