SoftTraderBackend/ServiceHandler/MarketDataHander.cs

using Backend.MarketDataRequest;
using IBApi;

namespace Backend.ServiceHander
{
	public sealed class MarketDataService
	{
		private readonly IBGatewayControl Gateway;
		private int NextRequestId = 1;
		private readonly object Lock = new();

		public MarketDataService()
		{
			Gateway = new IBGatewayControl();
			try
			{
				Gateway.Start("127.0.0.1", 4002, 1);
			}
			catch
			{
				Console.WriteLine("Invalid connection to IB Gateway. Please ensure gateway is running and connected.");
				Environment.Exit(1);
			}
		}

		private int GetNextRequestId()
		{
			lock (Lock)
			{
				return NextRequestId++;
			}
		}

		public LiveEquitySnapshot GetLiveQuote(string Symbol) //
		{
			var Request = new LiveEquityRequest
			{
				RequestId = GetNextRequestId(),
				Symbol = Symbol,
				SecType = "STK",
				Exchange = "SMART",
				PrimaryExchange = "NASDAQ",
				Currency = "USD",
				RegulatorySnapshot = false
			};

			return Gateway.RequestLiveEquityBlocking(Request, TimeSpan.FromSeconds(10));
		}

		public List<object> GetHistorical(string symbol, string endDateTime, string duration, HistoricalBarSize barSize, HistoricalWhatToShow whatToShow = HistoricalWhatToShow.Trades, bool useRth = true)
		{
			var Request = new HistoricalEquityRequest
			{
				RequestId = GetNextRequestId(),
				Symbol = symbol,
				EndDateTime = endDateTime,
				Duration = duration,
				BarSize = barSize,
				WhatToShow = whatToShow,
				UseRth = useRth,
				KeepUpToDate = false,
				FormatDate = 1
			};

			var Bars = Gateway.RequestHistoricalBlocking(Request, TimeSpan.FromSeconds(20));

			return Bars.Select(b => new
			{
				time = b.Time,
				open = b.Open,
				high = b.High,
				low = b.Low,
				close = b.Close,
				volume = b.Volume
			}).Cast<object>().ToList();
		}

		public List<object> GetHistoricalLine(string symbol, string endDateTime, string duration, HistoricalBarSize barSize, HistoricalWhatToShow whatToShow = HistoricalWhatToShow.Trades, bool useRth = true)
		{
			var Request = new HistoricalEquityRequest
			{
				RequestId = GetNextRequestId(),
				Symbol = symbol,
				EndDateTime = endDateTime,
				Duration = duration,
				BarSize = barSize,
				WhatToShow = whatToShow,
				UseRth = useRth,
				KeepUpToDate = false,
				FormatDate = 1
			};

			var Bars = Gateway.RequestHistoricalBlocking(Request, TimeSpan.FromSeconds(20));

			return Bars.Select(b => new
			{
				timestamp = b.Time,
				price = b.Close,
				volume = b.Volume
			}).Cast<object>().ToList();
		}

		public void Dispose()
		{
			Gateway.Dispose();
		}

		public void Disconnect()
		{
			Gateway.Disconnect();
		}
	}
}