Gateways

Indemos · Jul 10, 2024 · acaac27 · acaac27
1 parent e35d14a
commit acaac27
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Showing 156 changed files with 4,670 additions and 1,973 deletions.
diff --git a/Client/Client.csproj b/Client/Client.csproj
@@ -14,6 +14,7 @@
 
   <ItemGroup>
     <ProjectReference Include="..\Gateways\Alpaca\Libs\Alpaca.csproj" />
+    <ProjectReference Include="..\Gateways\InteractiveBrokers\Libs\InteractiveBrokers.csproj" />
     <ProjectReference Include="..\Gateways\Schwab\Libs\Schwab.csproj" />
     <ProjectReference Include="..\Gateways\Simulation\Libs\Simulation.csproj" />
   </ItemGroup>

diff --git a/Client/Components/PageComponent.razor.cs b/Client/Components/PageComponent.razor.cs
@@ -67,7 +67,7 @@ public virtual void Subscribe()
       try
       {
         IsSubscription = true;
-        Adapter.Account.Instruments.ForEach(o => Adapter.Subscribe(o.Key));
+        Adapter.Account.Instruments.ForEach(o => Adapter.Subscribe(o.Value));
       }
       catch (Exception e)
       {
@@ -80,7 +80,7 @@ public virtual void Unsubscribe()
       try
       {
         IsSubscription = false;
-        Adapter.Account.Instruments.ForEach(o => Adapter.Unsubscribe(o.Key));
+        Adapter.Account.Instruments.ForEach(o => Adapter.Unsubscribe(o.Value));
       }
       catch (Exception e)
       {

diff --git a/Client/Pages/Orders.razor.cs b/Client/Pages/Orders.razor.cs
@@ -76,9 +76,9 @@ protected virtual void CreateAccounts()
       Account = new Account
       {
         Descriptor = "Demo",
-        Instruments = new Dictionary<string, Instrument>
+        Instruments = new Dictionary<string, InstrumentModel>
         {
-          [_asset] = new Instrument { Name = _asset }
+          [_asset] = new InstrumentModel { Name = _asset }
         }
       };
 
@@ -126,7 +126,7 @@ private async Task OnData(PointModel point)
       await View.PositionsView.UpdateItems(Account.ActivePositions);
     }
 
-    private void OpenPositions(IInstrument assetBuy, IInstrument assetSell)
+    private void OpenPositions(InstrumentModel assetBuy, InstrumentModel assetSell)
     {
       var orderSell = new OrderModel
       {

diff --git a/Client/Pages/Pairs.razor.cs b/Client/Pages/Pairs.razor.cs
@@ -78,10 +78,10 @@ protected virtual void CreateAccounts()
       Account = new Account
       {
         Balance = 25000,
-        Instruments = new Dictionary<string, Instrument>
+        Instruments = new Dictionary<string, InstrumentModel>
         {
-          [_assetX] = new Instrument { Name = _assetX },
-          [_assetY] = new Instrument { Name = _assetY }
+          [_assetX] = new InstrumentModel { Name = _assetX },
+          [_assetY] = new InstrumentModel { Name = _assetY }
         }
       };
 
@@ -163,7 +163,7 @@ private async Task OnData(PointModel point)
       await View.PositionsView.UpdateItems(Account.ActivePositions);
     }
 
-    private void OpenPositions(IInstrument assetBuy, IInstrument assetSell)
+    private void OpenPositions(InstrumentModel assetBuy, InstrumentModel assetSell)
     {
       var orderSell = new OrderModel
       {

diff --git a/Core/Arguments/InstrumentArgs.cs b/Core/Arguments/InstrumentArgs.cs
@@ -0,0 +1,25 @@
+namespace Terminal.Core.Models
+{
+  public class InstrumentArgs
+  {
+    /// <summary>
+    /// Symbol name
+    /// </summary>
+    public string Name { get; set; }
+
+    /// <summary>
+    /// Security type
+    /// </summary>
+    public string Security { get; set; }
+
+    /// <summary>
+    /// Exchange
+    /// </summary>
+    public string Exchange { get; set; }
+
+    /// <summary>
+    /// Currency
+    /// </summary>
+    public string Currency { get; set; }
+  }
+}
diff --git a/Core/Arguments/OptionsArgs.cs b/Core/Arguments/OptionsArgs.cs
@@ -0,0 +1,32 @@
+using System;
+
+namespace Terminal.Core.Models
+{
+  public class OptionsArgs
+  {
+    /// <summary>
+    /// Symbol name
+    /// </summary>
+    public string Name { get; set; }
+
+    /// <summary>
+    /// Min strike
+    /// </summary>
+    public double? MinPrice { get; set; }
+
+    /// <summary>
+    /// Max strike
+    /// </summary>
+    public double? MaxPrice { get; set; }
+
+    /// <summary>
+    /// Start date
+    /// </summary>
+    public DateTime MinDate { get; set; }
+
+    /// <summary>
+    /// End date
+    /// </summary>
+    public DateTime MaxDate { get; set; }
+  }
+}
diff --git a/Core/Arguments/OrdersArgs.cs b/Core/Arguments/OrdersArgs.cs
@@ -0,0 +1,18 @@
+using System;
+using System.Collections.Generic;
+
+namespace Terminal.Core.Models
+{
+  public class OrdersArgs
+  {
+    /// <summary>
+    /// Order status
+    /// </summary>
+    public string Status { get; set; }
+
+    /// <summary>
+    /// Symbols
+    /// </summary>
+    public IList<string> Names { get; set; }
+  }
+}
diff --git a/Core/Arguments/PointsArgs.cs b/Core/Arguments/PointsArgs.cs
@@ -0,0 +1,27 @@
+using System;
+
+namespace Terminal.Core.Models
+{
+  public class PointsArgs
+  {
+    /// <summary>
+    /// Symbol name
+    /// </summary>
+    public string Name { get; set; }
+
+    /// <summary>
+    /// Security type
+    /// </summary>
+    public string Security { get; set; }
+
+    /// <summary>
+    /// Start date
+    /// </summary>
+    public DateTime MinDate { get; set; }
+
+    /// <summary>
+    /// End date
+    /// </summary>
+    public DateTime MaxDate { get; set; }
+  }
+}
diff --git a/Core/Arguments/PositionsArgs.cs b/Core/Arguments/PositionsArgs.cs
@@ -0,0 +1,12 @@
+using System.Collections.Generic;
+
+namespace Terminal.Core.Models
+{
+  public class PositionsArgs
+  {
+    /// <summary>
+    /// Symbols
+    /// </summary>
+    public IList<string> Names { get; set; }
+  }
+}
diff --git a/Core/Domains/Account.cs b/Core/Domains/Account.cs
@@ -61,7 +61,7 @@ public interface IAccount
     /// <summary>
     /// List of instruments
     /// </summary>
-    IDictionary<string, Instrument> Instruments { get; set; }
+    IDictionary<string, InstrumentModel> Instruments { get; set; }
   }
 
   /// <summary>
@@ -117,7 +117,7 @@ public class Account : IAccount
     /// <summary>
     /// List of instruments
     /// </summary>
-    public virtual IDictionary<string, Instrument> Instruments { get; set; }
+    public virtual IDictionary<string, InstrumentModel> Instruments { get; set; }
 
     /// <summary>
     /// Constructor
@@ -131,7 +131,7 @@ public Account()
 
       Orders = [];
       Positions = [];
-      Instruments = new Dictionary<string, Instrument>();
+      Instruments = new Dictionary<string, InstrumentModel>();
       ActiveOrders = new Dictionary<string, OrderModel>();
       ActivePositions = new Dictionary<string, PositionModel>();
     }

diff --git a/Core/Domains/Gateway.cs b/Core/Domains/Gateway.cs
@@ -35,33 +35,63 @@ public interface IGateway : IDisposable
     /// <summary>
     /// Subscribe
     /// </summary>
-    Task<IList<ErrorModel>> Subscribe(string name);
+    /// <param name="instrument"></param>
+    /// <returns></returns>
+    Task<IList<ErrorModel>> Subscribe(InstrumentModel instrument);
 
     /// <summary>
     /// Unsubscribe
     /// </summary>
-    Task<IList<ErrorModel>> Unsubscribe(string name);
+    /// <param name="instrument"></param>
+    /// <returns></returns>
+    Task<IList<ErrorModel>> Unsubscribe(InstrumentModel instrument);
+
+    /// <summary>
+    /// Get account state
+    /// </summary>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    Task<ResponseModel<IAccount>> GetAccount(Hashtable criteria);
 
     /// <summary>
     /// Get latest quote
     /// </summary>
+    /// <param name="args"></param>
     /// <param name="criteria"></param>
     /// <returns></returns>
-    Task<ResponseItemModel<IDictionary<string, PointModel>>> GetPoint(Hashtable criteria);
+    Task<ResponseModel<DomModel>> GetDom(InstrumentArgs args, Hashtable criteria);
 
     /// <summary>
     /// Get historical bars
     /// </summary>
+    /// <param name="args"></param>
     /// <param name="criteria"></param>
     /// <returns></returns>
-    Task<ResponseItemModel<IList<PointModel>>> GetPoints(Hashtable criteria);
+    Task<ResponseModel<IList<PointModel>>> GetPoints(PointsArgs args, Hashtable criteria);
 
     /// <summary>
     /// Get options
     /// </summary>
-    /// <param name="props"></param>
+    /// <param name="args"></param>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    Task<ResponseModel<IList<OptionModel>>> GetOptions(OptionsArgs args, Hashtable criteria);
+
+    /// <summary>
+    /// Get positions
+    /// </summary>
+    /// <param name="args"></param>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    Task<ResponseModel<IList<PositionModel>>> GetPositions(PositionsArgs args, Hashtable criteria);
+
+    /// <summary>
+    /// Get orders
+    /// </summary>
+    /// <param name="args"></param>
+    /// <param name="criteria"></param>
     /// <returns></returns>
-    Task<ResponseItemModel<IList<OptionModel>>> GetOptions(Hashtable criteria);
+    Task<ResponseModel<IList<OrderModel>>> GetOrders(OrdersArgs args, Hashtable criteria);
 
     /// <summary>
     /// Send new orders
@@ -107,9 +137,9 @@ public Gateway()
     /// <summary>
     /// Subscribe
     /// </summary>
-    /// <param name="name"></param>
+    /// <param name="instrument"></param>
     /// <returns></returns>
-    public abstract Task<IList<ErrorModel>> Subscribe(string name);
+    public abstract Task<IList<ErrorModel>> Subscribe(InstrumentModel instrument);
 
     /// <summary>
     /// Disconnect
@@ -120,28 +150,56 @@ public Gateway()
     /// <summary>
     /// Unsubscribe
     /// </summary>
-    public abstract Task<IList<ErrorModel>> Unsubscribe(string name);
+    /// <param name="instrument"></param>
+    /// <returns></returns>
+    public abstract Task<IList<ErrorModel>> Unsubscribe(InstrumentModel instrument);
+
+    /// <summary>
+    /// Get account state
+    /// </summary>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    public abstract Task<ResponseModel<IAccount>> GetAccount(Hashtable criteria);
 
     /// <summary>
     /// Get latest quote
     /// </summary>
+    /// <param name="args"></param>
     /// <param name="criteria"></param>
     /// <returns></returns>
-    public abstract Task<ResponseItemModel<IDictionary<string, PointModel>>> GetPoint(Hashtable criteria);
+    public abstract Task<ResponseModel<DomModel>> GetDom(InstrumentArgs args, Hashtable criteria);
 
     /// <summary>
     /// Get historical bars
     /// </summary>
+    /// <param name="args"></param>
     /// <param name="criteria"></param>
     /// <returns></returns>
-    public abstract Task<ResponseItemModel<IList<PointModel>>> GetPoints(Hashtable criteria);
+    public abstract Task<ResponseModel<IList<PointModel>>> GetPoints(PointsArgs args, Hashtable criteria);
 
     /// <summary>
     /// Get options
     /// </summary>
+    /// <param name="args"></param>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    public abstract Task<ResponseModel<IList<OptionModel>>> GetOptions(OptionsArgs args, Hashtable criteria);
+
+    /// <summary>
+    /// Get positions
+    /// </summary>
+    /// <param name="args"></param>
+    /// <param name="criteria"></param>
+    /// <returns></returns>
+    public abstract Task<ResponseModel<IList<PositionModel>>> GetPositions(PositionsArgs args, Hashtable criteria);
+
+    /// <summary>
+    /// Get orders
+    /// </summary>
+    /// <param name="args"></param>
     /// <param name="criteria"></param>
     /// <returns></returns>
-    public abstract Task<ResponseItemModel<IList<OptionModel>>> GetOptions(Hashtable criteria);
+    public abstract Task<ResponseModel<IList<OrderModel>>> GetOrders(OrdersArgs args, Hashtable criteria);
 
     /// <summary>
     /// Send new orders
@@ -208,7 +266,7 @@ protected virtual ResponseMapModel<OrderModel> ValidateOrders(params OrderModel[
         })));
 
         response.Count += errors.Count;
-        response.Items.Add(new ResponseItemModel<OrderModel>
+        response.Items.Add(new ResponseModel<OrderModel>
         {
           Data = order,
           Errors = errors

diff --git a/Core/Extensions/Hashtable.cs b/Core/Extensions/Hashtable.cs
@@ -0,0 +1,29 @@
+using System.Collections;
+using System.Collections.Specialized;
+using System.Web;
+
+namespace Terminal.Core.Extensions
+{
+  public static class HashtableExtensions
+  {
+    public static T Get<T>(this Hashtable input, string index)
+    {
+      return (T)(index is not null && input.ContainsKey(index) ? input[index] : default);
+    }
+
+    public static NameValueCollection Merge(this Hashtable source, params Hashtable[] maps)
+    {
+      var response = HttpUtility.ParseQueryString(string.Empty);
+
+      foreach (Hashtable map in maps ?? [])
+      {
+        foreach (DictionaryEntry o in map ?? [])
+        {
+          response[$"{o.Key}"] = $"{o.Value}";
+        }
+      }
+
+      return response;
+    }
+  }
+}