Gateways

Indemos · Jun 10, 2024 · cbb46bb · cbb46bb
1 parent c15dd11
commit cbb46bb
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Showing 174 changed files with 1,466 additions and 2,726 deletions.
diff --git a/Client/Client.csproj b/Client/Client.csproj
@@ -9,7 +9,7 @@
   <ItemGroup>
     <PackageReference Include="Canvas.Views.Web" Version="3.1.4" />
     <PackageReference Include="Estimator" Version="1.0.2" />
-    <PackageReference Include="MudBlazor" Version="6.19.1" />
+    <PackageReference Include="MudBlazor" Version="6.20.0" />
   </ItemGroup>
 
   <ItemGroup>

diff --git a/Core/Domains/Gateway.cs b/Core/Domains/Gateway.cs
@@ -18,6 +18,11 @@ public interface IGateway : IDisposable
     /// </summary>
     IAccount Account { get; set; }
 
+    /// <summary>
+    /// Tape
+    /// </summary>
+    Action<StateModel<OrderModel>> OrderStream { get; set; }
+
     /// <summary>
     /// Connect
     /// </summary>
@@ -42,7 +47,7 @@ public interface IGateway : IDisposable
     /// Get quotes history
     /// </summary>
     /// <param name="message"></param>
-    Task<ResponseItemModel<IList<PointModel>>> GetPoints(PointMessageModel message);
+    Task<ResponseItemModel<IDictionary<string, PointModel>>> GetPoint(PointMessageModel message);
 
     /// <summary>
     /// Get option chains
@@ -73,11 +78,17 @@ public abstract class Gateway : IGateway
     /// </summary>
     public virtual IAccount Account { get; set; }
 
+    /// <summary>
+    /// Tape
+    /// </summary>
+    public virtual Action<StateModel<OrderModel>> OrderStream { get; set; }
+
     /// <summary>
     /// Constructor
     /// </summary>
     public Gateway()
     {
+      OrderStream = o => { };
     }
 
     /// <summary>
@@ -107,7 +118,7 @@ public Gateway()
     /// Get quotes history
     /// </summary>
     /// <param name="message"></param>
-    public abstract Task<ResponseItemModel<IList<PointModel>>> GetPoints(PointMessageModel message);
+    public abstract Task<ResponseItemModel<IDictionary<string, PointModel>>> GetPoint(PointMessageModel message);
 
     /// <summary>
     /// Get option chains

diff --git a/Core/Models/Instruments/OptionMessageModel.cs b/Core/Models/Instruments/OptionMessageModel.cs
@@ -9,6 +9,16 @@ public class OptionMessageModel
     /// </summary>
     public virtual string Name { get; set; }
 
+    /// <summary>
+    /// Min strike
+    /// </summary>
+    public virtual double? MinPrice { get; set; }
+
+    /// <summary>
+    /// Max strike
+    /// </summary>
+    public virtual double? MaxPrice { get; set; }
+
     /// <summary>
     /// End date
     /// </summary>

diff --git a/Core/Models/Instruments/OptionModel.cs b/Core/Models/Instruments/OptionModel.cs
@@ -11,11 +11,6 @@ public class OptionModel : ICloneable
     /// </summary>
     public virtual string Name { get; set; }
 
-    /// <summary>
-    /// The name of the underlying instrument
-    /// </summary>
-    public virtual string BaseName { get; set; }
-
     /// <summary>
     /// Strike price
     /// </summary>

diff --git a/Core/Models/Points/PointMessageModel.cs b/Core/Models/Points/PointMessageModel.cs
@@ -1,15 +1,11 @@
 using System;
+using System.Collections.Generic;
 using Terminal.Core.Enums;
 
 namespace Terminal.Core.Models
 {
   public class PointMessageModel
   {
-    /// <summary>
-    /// Symbol
-    /// </summary>
-    public virtual string Name { get; set; }
-
     /// <summary>
     /// End date
     /// </summary>
@@ -24,5 +20,10 @@ public class PointMessageModel
     /// Resolution
     /// </summary>
     public virtual ResolutionEnum? Resolution { get; set; }
+
+    /// <summary>
+    /// Symbol
+    /// </summary>
+    public virtual IList<string> Names { get; set; }
   }
 }
diff --git a/Core/Models/Transactions/OrderModel.cs b/Core/Models/Transactions/OrderModel.cs
@@ -17,15 +17,25 @@ public class OrderModel : ICloneable
     public virtual double? Price { get; set; }
 
     /// <summary>
-    /// Side
+    /// Asset type
     /// </summary>
-    public virtual OrderSideEnum? Side { get; set; }
+    public virtual string AssetType { get; set; }
+
+    /// <summary>
+    /// Custom order type
+    /// </summary>
+    public virtual string Combination { get; set; }
 
     /// <summary>
     /// Type
     /// </summary>
     public virtual OrderTypeEnum? Type { get; set; }
 
+    /// <summary>
+    /// Side
+    /// </summary>
+    public virtual OrderSideEnum? Side { get; set; }
+
     /// <summary>
     /// Time in force
     /// </summary>

diff --git a/Core/Validators/OptionValidator.cs b/Core/Validators/OptionValidator.cs
@@ -11,7 +11,6 @@ public class OptionValidator : AbstractValidator<OptionModel>
     public OptionValidator()
     {
       RuleFor(o => o.Name).NotEmpty();
-      RuleFor(o => o.BaseName).NotEmpty();
       RuleFor(o => o.Side).NotEmpty();
       RuleFor(o => o.Strike).NotEmpty();
       RuleFor(o => o.Leverage).NotEmpty();