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[MDAPI-22] [.NET] CandleWebService API sample
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Konstantin Ivaschenko
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Jun 28, 2024
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153 changes: 153 additions & 0 deletions
153
samples/CandleDataResponseReader/AbstractTimeSeriesMap.cs
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,153 @@ | ||
| // <copyright file="TimeSeriesMap.cs" company="Devexperts LLC"> | ||
| // Copyright © 2024 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // </copyright> | ||
|
|
||
| using System; | ||
| using System.Diagnostics.CodeAnalysis; | ||
| using System.Globalization; | ||
| using System.Linq; | ||
| using CsvHelper; | ||
| using CsvHelper.Configuration; | ||
| using CsvHelper.TypeConversion; | ||
| using DxFeed.Graal.Net.Events; | ||
| using DxFeed.Graal.Net.Utils; | ||
|
|
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| namespace DxFeed.Graal.Net.Samples; | ||
|
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| /// <summary> | ||
| /// Abstract base class for mapping <see cref="ITimeSeriesEvent"/> to CSV using <see cref="CsvHelper"/>. | ||
| /// Provides common functionality for parsing event flags and custom type converters. | ||
| /// </summary> | ||
| /// <typeparam name="T">The type of time series event to map.</typeparam> | ||
| internal abstract class AbstractTimeSeriesMap<T> : ClassMap<T> | ||
| where T : ITimeSeriesEvent | ||
| { | ||
| /// <summary> | ||
| /// Parses the <see cref="IIndexedEvent.EventFlags"/> field from the last column in the CSV row. | ||
| /// This field may not be represented, and is not contained in the CSV header. | ||
| /// </summary> | ||
| /// <param name="row">The CSV row being processed.</param> | ||
| /// <returns>An integer representing the combined <see cref="IIndexedEvent.EventFlags"/>.</returns> | ||
| protected static int ParseEventFlags(IReaderRow row) | ||
| { | ||
| var text = row.Context.Parser?.Record?.Last(); | ||
| if (string.IsNullOrEmpty(text) || !text.Contains("EventFlags=")) | ||
| { | ||
| return 0; | ||
| } | ||
|
|
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| var i = text.IndexOf("=", StringComparison.Ordinal); | ||
| var textFlags = text.Substring(i + 1).Split(','); | ||
| var flags = 0; | ||
| foreach (var textFlag in textFlags) | ||
| { | ||
| switch (textFlag) | ||
| { | ||
| case "TX_PENDING": | ||
| flags |= EventFlags.TxPending; | ||
| break; | ||
| case "REMOVE_EVENT": | ||
| flags |= EventFlags.RemoveEvent; | ||
| break; | ||
| case "SNAPSHOT_BEGIN": | ||
| flags |= EventFlags.SnapshotBegin; | ||
| break; | ||
| case "SNAPSHOT_END": | ||
| flags |= EventFlags.SnapshotEnd; | ||
| break; | ||
| case "SNAPSHOT_SNIP": | ||
| flags |= EventFlags.SnapshotSnip; | ||
| break; | ||
| } | ||
| } | ||
|
|
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| return flags; | ||
| } | ||
|
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| /// <summary> | ||
| /// Custom type converter to handle string fields, converting "\NULL" to null. | ||
| /// </summary> | ||
| [SuppressMessage("ReSharper", "ClassNeverInstantiated.Global", Justification = "Created by CsvHelper")] | ||
| protected class StringConverter : DefaultTypeConverter | ||
| { | ||
| /// <summary> | ||
| /// Converts a string field to its corresponding object representation. | ||
| /// </summary> | ||
| /// <param name="text">The text to convert.</param> | ||
| /// <param name="row">The CSV row being processed.</param> | ||
| /// <param name="memberMapData">The member map data for the field.</param> | ||
| /// <returns>The converted object, or null if the text is "\NULL".</returns> | ||
| public override object? ConvertFromString(string? text, IReaderRow row, MemberMapData memberMapData) => | ||
| text == null || text.Equals("\\NULL", StringComparison.Ordinal) ? null : text; | ||
| } | ||
|
|
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| /// <summary> | ||
| /// Custom type converter to handle event time fields, converting them to Unix time in milliseconds. | ||
| /// </summary> | ||
| [SuppressMessage("ReSharper", "ClassNeverInstantiated.Global", Justification = "Created by CsvHelper")] | ||
| protected class EventTimeConverter : DefaultTypeConverter | ||
| { | ||
| /// <summary> | ||
| /// Converts a string representation of event time to Unix time in milliseconds. | ||
| /// </summary> | ||
| /// <param name="text">The text to convert.</param> | ||
| /// <param name="row">The CSV row being processed.</param> | ||
| /// <param name="memberMapData">The member map data for the field.</param> | ||
| /// <returns>The Unix time in milliseconds.</returns> | ||
| public override object ConvertFromString(string? text, IReaderRow row, MemberMapData memberMapData) => | ||
| string.IsNullOrEmpty(text) ? 0 : TimeFormat.Default.Parse(text).ToUnixTimeMilliseconds(); | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Custom type converter to handle fields representing both time and sequence. | ||
| /// </summary> | ||
| [SuppressMessage("ReSharper", "ClassNeverInstantiated.Global", Justification = "Created by CsvHelper")] | ||
| protected class TimeAndSequenceConverter : DefaultTypeConverter | ||
| { | ||
| /// <summary> | ||
| /// Converts a string representation of time and sequence to a combined Index value. | ||
| /// </summary> | ||
| /// <param name="text">The text to convert.</param> | ||
| /// <param name="row">The CSV row being processed.</param> | ||
| /// <param name="memberMapData">The member map data for the field.</param> | ||
| /// <returns>The combined Index value of time and sequence.</returns> | ||
| public override object ConvertFromString(string? text, IReaderRow row, MemberMapData memberMapData) => | ||
| (ParseTime(text) << 32) | (ParseSequence(row.GetField("Sequence")) & 0xFFFFFFFFL); | ||
|
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| /// <summary> | ||
| /// Parses the time component from the string representation. | ||
| /// </summary> | ||
| /// <param name="time">The time string to parse.</param> | ||
| /// <returns>The parsed time as a long value representing Unix time in seconds.</returns> | ||
| private static long ParseTime(string? time) | ||
| { | ||
| if (string.IsNullOrEmpty(time) || time.Equals("0", StringComparison.Ordinal)) | ||
| { | ||
| return 0; | ||
| } | ||
|
|
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| return TimeFormat.Default.Parse(time).ToUnixTimeSeconds(); | ||
| } | ||
|
|
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| /// <summary> | ||
| /// Parses the sequence and millis component from the string representation. | ||
| /// </summary> | ||
| /// <param name="sequence">The sequence string to parse.</param> | ||
| /// <returns>The parsed sequence and millis as an integer value.</returns> | ||
| private static int ParseSequence(string? sequence) | ||
| { | ||
| if (string.IsNullOrEmpty(sequence) || sequence.Equals("0", StringComparison.Ordinal)) | ||
| { | ||
| return 0; | ||
| } | ||
|
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| var i = sequence.IndexOf(':'); | ||
| return i >= 0 | ||
| ? (int.Parse(sequence.Substring(0, i), CultureInfo.InvariantCulture) << 22) + | ||
| int.Parse(sequence.Substring(i + 1), CultureInfo.InvariantCulture) | ||
| : int.Parse(sequence, CultureInfo.InvariantCulture); | ||
| } | ||
| } | ||
| } |
25 changes: 25 additions & 0 deletions
25
samples/CandleDataResponseReader/CandleDataResponseReader.csproj
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|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| <Project Sdk="Microsoft.NET.Sdk"> | ||
|
|
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| <PropertyGroup> | ||
| <OutputType>Exe</OutputType> | ||
| <RootNamespace>DxFeed.Graal.Net.Samples</RootNamespace> | ||
| <TargetFramework>net6.0</TargetFramework> | ||
| </PropertyGroup> | ||
|
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| <PropertyGroup Condition=" '$(Configuration)' == 'Debug' "> | ||
| <OutputPath>../../artifacts/Debug/Samples/</OutputPath> | ||
| </PropertyGroup> | ||
|
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| <PropertyGroup Condition=" '$(Configuration)' == 'Release' "> | ||
| <OutputPath>../../artifacts/Release/Samples/</OutputPath> | ||
| </PropertyGroup> | ||
|
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| <ItemGroup> | ||
| <ProjectReference Include="..\..\src\DxFeed.Graal.Net\DxFeed.Graal.Net.csproj"/> | ||
| </ItemGroup> | ||
|
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| <ItemGroup> | ||
| <PackageReference Include="CsvHelper" Version="33.0.1" /> | ||
| </ItemGroup> | ||
|
|
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| </Project> |
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