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Issue #745 - Added new methods
GetOptionChainAsyncAsAsyncEnumerable…
… and `ListSnapshotsAsAsyncEnumerable` into the Extensions package.
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54 changes: 54 additions & 0 deletions
54
Alpaca.Markets.Extensions.Tests/AlpacaOptionsDataClientTest.Snapshots.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,54 @@ | ||
| namespace Alpaca.Markets.Extensions.Tests; | ||
|
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| public sealed partial class AlpacaOptionsDataClientTest | ||
| { | ||
| [Fact] | ||
| public async Task GetOptionChainAsAsyncEnumerableWorks() | ||
| { | ||
| using var mock = mockClientsFactory.GetAlpacaOptionsDataClientMock(); | ||
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| addPaginatedResponses(mock, addSingleContractPageExpectation); | ||
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| var counter = await validateList( | ||
| mock.Client.GetOptionChainAsyncAsAsyncEnumerable( | ||
| new OptionChainRequest(Stock))); | ||
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| Assert.NotEqual(0, counter); | ||
| } | ||
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| [Fact] | ||
| public async Task ListSnapshotsAsAsyncEnumerableWorks() | ||
| { | ||
| using var mock = mockClientsFactory.GetAlpacaOptionsDataClientMock(); | ||
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| addPaginatedResponses(mock, addSingleSnapshotPageExpectation); | ||
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| var counter = await validateList( | ||
| mock.Client.ListSnapshotsAsAsyncEnumerable( | ||
| new OptionSnapshotRequest(_symbols))); | ||
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| Assert.NotEqual(0, counter); | ||
| } | ||
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| private static void addSingleContractPageExpectation( | ||
| MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock, | ||
| String? token = null) => | ||
| addSingleContractOrSnapshotPageExpectation(mock, "/*", token); | ||
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| private static void addSingleSnapshotPageExpectation( | ||
| MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock, | ||
| String? token = null) => | ||
| addSingleContractOrSnapshotPageExpectation(mock, String.Empty, token); | ||
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| private static void addSingleContractOrSnapshotPageExpectation( | ||
| MockClient<AlpacaOptionsDataClientConfiguration, IAlpacaOptionsDataClient> mock, | ||
| String urlPathLastSegment, | ||
| String? token = null) => | ||
| mock.AddGet($"/v1beta1/options/snapshots{urlPathLastSegment}", new JObject( | ||
| new JProperty("snapshots", new JObject( | ||
| _symbols.Select(symbol => new JProperty(symbol, createSnapshot())).OfType<Object>().ToArray())), | ||
| new JProperty("next_page_token", token))); | ||
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| private static JObject createSnapshot() => new( | ||
| new JProperty("impliedVolatility", Price)); | ||
| } |
3 changes: 3 additions & 0 deletions
3
Alpaca.Markets.Extensions.Tests/AlpacaOptionsDataClientTest.cs
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197 changes: 197 additions & 0 deletions
197
Alpaca.Markets.Extensions/Pagination/AlpacaOptionsDataClientExtensions.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,197 @@ | ||
| namespace Alpaca.Markets.Extensions; | ||
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| /// <summary> | ||
| /// Set of extension methods for the <see cref="IAlpacaOptionsDataClient"/> interface. | ||
| /// </summary> | ||
| public static class AlpacaOptionsDataClientExtensions | ||
| { | ||
| /// <summary> | ||
| /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream. | ||
| /// </summary> | ||
| /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param> | ||
| /// <param name="request">Account activities request parameters.</param> | ||
| /// <exception cref="RequestValidationException"> | ||
| /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request. | ||
| /// </exception> | ||
| /// <exception cref="HttpRequestException"> | ||
| /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout. | ||
| /// </exception> | ||
| /// <exception cref="RestClientErrorException"> | ||
| /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. | ||
| /// </exception> | ||
| /// <exception cref="SocketException"> | ||
| /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue. | ||
| /// </exception> | ||
| /// <exception cref="TaskCanceledException"> | ||
| /// .NET Core and .NET 5 and later only: The request failed due to timeout. | ||
| /// </exception> | ||
| /// <exception cref="ArgumentNullException"> | ||
| /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>. | ||
| /// </exception> | ||
| /// <returns>Option contacts' snapshots obtained page by page.</returns> | ||
| [UsedImplicitly] | ||
| [CLSCompliant(false)] | ||
| public static IAsyncEnumerable<IOptionSnapshot> ListSnapshotsAsAsyncEnumerable( | ||
| this IAlpacaOptionsDataClient client, | ||
| OptionSnapshotRequest request) => | ||
| ListSnapshotsAsAsyncEnumerable(client, request, CancellationToken.None); | ||
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| /// <summary> | ||
| /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream. | ||
| /// </summary> | ||
| /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param> | ||
| /// <param name="request">Account activities request parameters.</param> | ||
| /// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param> | ||
| /// <exception cref="RequestValidationException"> | ||
| /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request. | ||
| /// </exception> | ||
| /// <exception cref="HttpRequestException"> | ||
| /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout. | ||
| /// </exception> | ||
| /// <exception cref="RestClientErrorException"> | ||
| /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. | ||
| /// </exception> | ||
| /// <exception cref="SocketException"> | ||
| /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue. | ||
| /// </exception> | ||
| /// <exception cref="TaskCanceledException"> | ||
| /// .NET Core and .NET 5 and later only: The request failed due to timeout. | ||
| /// </exception> | ||
| /// <exception cref="ArgumentNullException"> | ||
| /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>. | ||
| /// </exception> | ||
| /// <returns>Option contacts' snapshots obtained page by page.</returns> | ||
| [UsedImplicitly] | ||
| [CLSCompliant(false)] | ||
| public static IAsyncEnumerable<IOptionSnapshot> ListSnapshotsAsAsyncEnumerable( | ||
| this IAlpacaOptionsDataClient client, | ||
| OptionSnapshotRequest request, | ||
| CancellationToken cancellationToken) => | ||
| getAllOptionSnapshotsPages(client.EnsureNotNull(), | ||
| getRequestWithoutPageToken(request.EnsureNotNull()), cancellationToken); | ||
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| /// <summary> | ||
| /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream. | ||
| /// </summary> | ||
| /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param> | ||
| /// <param name="request">Account activities request parameters.</param> | ||
| /// <exception cref="RequestValidationException"> | ||
| /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request. | ||
| /// </exception> | ||
| /// <exception cref="HttpRequestException"> | ||
| /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout. | ||
| /// </exception> | ||
| /// <exception cref="RestClientErrorException"> | ||
| /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. | ||
| /// </exception> | ||
| /// <exception cref="SocketException"> | ||
| /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue. | ||
| /// </exception> | ||
| /// <exception cref="TaskCanceledException"> | ||
| /// .NET Core and .NET 5 and later only: The request failed due to timeout. | ||
| /// </exception> | ||
| /// <exception cref="ArgumentNullException"> | ||
| /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>. | ||
| /// </exception> | ||
| /// <returns>Option contacts' snapshots obtained page by page.</returns> | ||
| [UsedImplicitly] | ||
| [CLSCompliant(false)] | ||
| public static IAsyncEnumerable<IOptionSnapshot> GetOptionChainAsyncAsAsyncEnumerable( | ||
| this IAlpacaOptionsDataClient client, | ||
| OptionChainRequest request) => | ||
| GetOptionChainAsyncAsAsyncEnumerable(client, request, CancellationToken.None); | ||
|
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| /// <summary> | ||
| /// Gets all option snapshots from Alpaca REST API endpoint as async enumerable stream. | ||
| /// </summary> | ||
| /// <param name="client">The <see cref="IAlpacaOptionsDataClient"/> object instance.</param> | ||
| /// <param name="request">Account activities request parameters.</param> | ||
| /// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param> | ||
| /// <exception cref="RequestValidationException"> | ||
| /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request. | ||
| /// </exception> | ||
| /// <exception cref="HttpRequestException"> | ||
| /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout. | ||
| /// </exception> | ||
| /// <exception cref="RestClientErrorException"> | ||
| /// The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. | ||
| /// </exception> | ||
| /// <exception cref="SocketException"> | ||
| /// The initial TPC socket connection failed due to an underlying low-level network connectivity issue. | ||
| /// </exception> | ||
| /// <exception cref="TaskCanceledException"> | ||
| /// .NET Core and .NET 5 and later only: The request failed due to timeout. | ||
| /// </exception> | ||
| /// <exception cref="ArgumentNullException"> | ||
| /// The <paramref name="client"/> or <paramref name="request"/> argument is <c>null</c>. | ||
| /// </exception> | ||
| /// <returns>Option contacts' snapshots obtained page by page.</returns> | ||
| [UsedImplicitly] | ||
| [CLSCompliant(false)] | ||
| public static IAsyncEnumerable<IOptionSnapshot> GetOptionChainAsyncAsAsyncEnumerable( | ||
| this IAlpacaOptionsDataClient client, | ||
| OptionChainRequest request, | ||
| CancellationToken cancellationToken) => | ||
| getAllOptionSnapshotsPages(client.EnsureNotNull(), | ||
| getRequestWithoutPageToken(request.EnsureNotNull()), cancellationToken); | ||
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| [MethodImpl(MethodImplOptions.AggressiveInlining)] | ||
| private static OptionSnapshotRequest getRequestWithoutPageToken( | ||
| OptionSnapshotRequest request) => | ||
| new(request.Symbols) | ||
| { | ||
| //Pagination = { Size = Pagination.MaxPageSize }, | ||
| OptionsFeed = request.OptionsFeed | ||
| }; | ||
|
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| private static async IAsyncEnumerable<IOptionSnapshot> getAllOptionSnapshotsPages( | ||
| IAlpacaOptionsDataClient client, | ||
| OptionSnapshotRequest request, | ||
| [EnumeratorCancellation] CancellationToken cancellationToken) | ||
| { | ||
| do | ||
| { | ||
| var page = await client.ListSnapshotsAsync(request, cancellationToken).ConfigureAwait(false); | ||
|
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| foreach (var item in page.Items) | ||
| { | ||
| yield return item.Value; | ||
| } | ||
|
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| request.Pagination.Token = page.NextPageToken ?? String.Empty; | ||
| } while (!String.IsNullOrEmpty(request.Pagination.Token)); | ||
| } | ||
|
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| [MethodImpl(MethodImplOptions.AggressiveInlining)] | ||
| private static OptionChainRequest getRequestWithoutPageToken( | ||
| OptionChainRequest request) => | ||
| new(request.UnderlyingSymbol) | ||
| { | ||
| ExpirationDateGreaterThanOrEqualTo = request.ExpirationDateGreaterThanOrEqualTo, | ||
| ExpirationDateLessThanOrEqualTo = request.ExpirationDateLessThanOrEqualTo, | ||
| StrikePriceGreaterThanOrEqualTo = request.StrikePriceGreaterThanOrEqualTo, | ||
| StrikePriceLessThanOrEqualTo = request.StrikePriceLessThanOrEqualTo, | ||
| ExpirationDateEqualTo = request.ExpirationDateEqualTo, | ||
| Pagination = { Size = Pagination.MaxPageSize }, | ||
| OptionType = request.OptionType, | ||
| RootSymbol = request.RootSymbol | ||
| }; | ||
|
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| private static async IAsyncEnumerable<IOptionSnapshot> getAllOptionSnapshotsPages( | ||
| IAlpacaOptionsDataClient client, | ||
| OptionChainRequest request, | ||
| [EnumeratorCancellation] CancellationToken cancellationToken) | ||
| { | ||
| do | ||
| { | ||
| var page = await client.GetOptionChainAsync(request, cancellationToken).ConfigureAwait(false); | ||
|
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| foreach (var item in page.Items) | ||
| { | ||
| yield return item.Value; | ||
| } | ||
|
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| request.Pagination.Token = page.NextPageToken ?? String.Empty; | ||
| } while (!String.IsNullOrEmpty(request.Pagination.Token)); | ||
| } | ||
| } |
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