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TkRest.cs
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TkRest.cs
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#region License
/*
This file is part of TkApi.NET project.
TkApi.NET is free software: you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
TkApi.NET is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public License
along with TkApi.NET. If not, see <http://www.gnu.org/licenses/>.
Copyright (c) 2011-2012, Michael D. Spradling (mike@mspradling.com)
*/
#endregion
using System;
using System.IO;
using System.Text;
using Newtonsoft.Json;
using TkApi.DataStructures;
using System.Net.Security;
using System.Security.Cryptography.X509Certificates;
using OAuth;
using System.Collections.Specialized;
using System.Net;
using System.Web;
namespace TkApi {
public class TkRest {
private enum RequestFormat {
XML,
JSON,
JSONP,
}
private enum RequestMethod {
GET,
POST,
DELETE,
}
private const string BaseUri = "https://api.tradeking.com/v1/";
private const string OAuthVersion = "1.0";
private const string TkVersion = "1.0-RC1";
private const string OAuthSignatureMethod = "HMAC-SHA1";
private RequestFormat Format = RequestFormat.JSON;
private const string RateLimitUsedHeader = "X-RateLimit-Used";
private const string RateLimitExpireHeader = "X-RateLimit-Expire";
private const string RateLimitLimitHeader = "X-RateLimit-Limit";
private const string RateLimitRemainingHeader = "X-RateLimit-Remaining";
private string _consumerKey = "";
private string _consumerSecret = "";
private string _accessToken = "";
private string _accessSecret = "";
private string _x_rate_limit_used;
private string _x_rate_limit_expire;
private string _x_rate_limit_limit;
private string _x_rate_limit_remaining;
private bool allowWrite = true;
public string ConsumerKey {
get { return _consumerKey; }
set {
if (value == null) {
throw new ArgumentNullException("ConsumerKey");
} else {
_consumerKey = value;
}
}
}
public string ConsumerSecret {
get { return _consumerSecret; }
set {
if (value == null) {
throw new ArgumentNullException("ConsumerSecret");
} else {
_consumerSecret = value;
}
}
}
public string AccessToken {
get { return _accessToken; }
set {
if (value == null) {
throw new ArgumentNullException("AccessToken");
} else {
_accessToken = value;
}
}
}
public string AccessSecret {
get { return _accessSecret; }
set {
if (value == null) {
throw new ArgumentNullException("AccessSecret");
} else {
_accessSecret = value;
}
}
}
public string XRateLimitUsed {
get { return _x_rate_limit_used; }
internal set {
if (value == null) {
throw new ArgumentNullException("XRateLimitUsed");
} else {
_x_rate_limit_used = value;
}
}
}
public string XRateLimitExpire {
get { return _x_rate_limit_expire; }
internal set {
if (value == null) {
throw new ArgumentNullException("XRateLimitExpire");
} else {
_x_rate_limit_expire = value;
}
}
}
public string XRateLimitLimit {
get { return _x_rate_limit_limit; }
internal set {
if (value == null) {
throw new ArgumentNullException("XRateLimitLimit");
} else {
_x_rate_limit_limit = value;
}
}
}
public string XRateLimitRemaining {
get { return _x_rate_limit_remaining; }
internal set {
if (value == null) {
throw new ArgumentNullException("XRateLimitRemaining");
} else {
_x_rate_limit_remaining = value;
}
}
}
private class RequestData {
public RequestMethod method;
public string call;
public bool authRequired;
public NameValueCollection queryParams;
public NameValueCollection headerParams;
public string postData;
public RequestData(RequestMethod method, string call, bool authRequired, NameValueCollection q, NameValueCollection h, string postData) {
this.method = method;
this.call = call;
this.authRequired = authRequired;
this.queryParams = q;
this.headerParams = h;
this.postData = postData;
}
}
public TkRest(string consumerKey, string consumerSecret, string accessToken, string accessSecret) {
ConsumerKey = consumerKey;
ConsumerSecret = consumerSecret;
AccessToken = accessToken;
AccessSecret = accessSecret;
// Verify support for server version
UtilityVersion version = GetUtility_Version();
if (version.Version != TkVersion) {
allowWrite = false;
throw new NotSupportedException("TKAPI.NET only supports version " + TkVersion + ". Server is using version " + version.Version + ".");
}
}
public TkRest(string consumerKey, string consumerSecret, string accessToken, string accessSecret, bool allowTrades) {
ConsumerKey = consumerKey;
ConsumerSecret = consumerSecret;
AccessToken = accessToken;
AccessSecret = accessSecret;
allowWrite = allowTrades;
}
public virtual Accounts GetAccounts() {
RequestData req = new RequestData(RequestMethod.GET, "accounts", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Accounts>(response);
}
public virtual AccountsBalance GetAccounts_Balances() {
RequestData req = new RequestData(RequestMethod.GET, "accounts/balances", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<AccountsBalance>(response);
}
public virtual AccountsSingle GetAccounts(string accountNumber) {
RequestData req = new RequestData(RequestMethod.GET, "accounts/" + accountNumber, true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<AccountsSingle>(response);
}
public virtual AccountsBalancesSingle GetAccounts_Balances(string accountNumber) {
RequestData req = new RequestData(RequestMethod.GET, "accounts/" + accountNumber + "/balances", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<AccountsBalancesSingle>(response);
}
public virtual AccountsHistory GetAccounts_History(string accountNumber, AccountsHistory_Range range, AccountsHistory_Transactions transactions) {
NameValueCollection q = new NameValueCollection();
q.Add("range", range.ToString().ToLower());
q.Add("transactions", transactions.ToString().ToLower());
RequestData req = new RequestData(RequestMethod.GET, "accounts/" + accountNumber + "/history", true, q, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<AccountsHistory>(response);
}
public virtual AccountsHoldings GetAccount_Holdings(string accountNumber) {
RequestData req = new RequestData(RequestMethod.GET, "accounts/" + accountNumber + "/holdings", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<AccountsHoldings>(response);
}
public virtual Orders GetAccounts_Orders(string accountNumber) {
RequestData req = new RequestData(RequestMethod.GET, "accounts/" + accountNumber + "/orders", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Orders>(response);
}
public OrdersPost PostAccounts_Order(string accountNumber, string fixml, string tradePassword, bool tradeOverRide = false) {
NameValueCollection h = new NameValueCollection();
h.Add("TKI_OVERRIDE", tradeOverRide.ToString().ToLower());
if (!String.IsNullOrEmpty(tradePassword)) {
h.Add("TKI_TRADEPASS", tradePassword);
}
RequestData req = new RequestData(RequestMethod.POST, "accounts/" + accountNumber + "/orders", true, null, h, fixml);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<OrdersPost>(response);
}
public OrdersPost PostAccount_OrderPreview(string accountNumber, string fixml) {
RequestData req = new RequestData(RequestMethod.POST, "accounts/" + accountNumber + "/orders/preview", true, null, null, fixml);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<OrdersPost>(response);
}
public virtual MarketClock GetMarket_Clock() {
RequestData req = new RequestData(RequestMethod.GET, "market/clock", false, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<MarketClock>(response);
}
public virtual MarketExtQuotes GetMarket_ExtQuotes(string symbol) {
string postData = "symbols=" + symbol;
RequestData req = new RequestData(RequestMethod.POST, "market/ext/quotes", true, null, null, postData);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<MarketExtQuotes>(response);
}
// TODO: // Will this call the other one in cahched version
public MarketExtQuotes GetMarket_ExtQuotes(string[] symbols) {
StringBuilder symbol = new StringBuilder();
foreach (string idx in symbols) {
symbol.Append(idx + ",");
}
// Remove last comma
string s = symbol.ToString();
s = s.Substring(0,s.Length - 1);
return GetMarket_ExtQuotes(s);
}
// TODO: MarketOptionsSearch
public virtual MarketOptionsStrikes GetMarket_OptionStrikes(string symbol) {
NameValueCollection q = new NameValueCollection();
q.Add("symbol", symbol);
RequestData req = new RequestData(RequestMethod.GET, "market/options/strikes", true, q, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<MarketOptionsStrikes>(response);
}
public virtual MarketOptionsExpirations GetMarket_OptionExpirations(string symbol) {
NameValueCollection q = new NameValueCollection();
q.Add("symbol", symbol);
RequestData req = new RequestData(RequestMethod.GET, "market/options/expirations", true, q, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<MarketOptionsExpirations>(response);
}
// TODO: MarketToplists
public virtual MemberProfile GetMember_Profile() {
RequestData req = new RequestData(RequestMethod.GET, "member/profile", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<MemberProfile>(response);
}
public virtual UtilityDocumentation GetUtility_Documentation() {
RequestData req = new RequestData(RequestMethod.GET, "utility/documentation", false, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<UtilityDocumentation>(response);
}
public virtual UtilityStatus GetUtility_Status() {
RequestData req = new RequestData(RequestMethod.GET, "utility/status", false, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<UtilityStatus>(response);
}
public virtual UtilityVersion GetUtility_Version() {
RequestData req = new RequestData(RequestMethod.GET, "utility/version", false, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<UtilityVersion>(response);
}
public virtual Watchlists GetWatchlists() {
RequestData req = new RequestData(RequestMethod.GET, "watchlists", true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Watchlists>(response);
}
public Watchlists PostWatchlists(string id, string symbols) {
string postData;
postData = "id=" + id;
postData += "&symbols=" + symbols;
RequestData req = new RequestData(RequestMethod.POST, "watchlists", true, null, null, postData);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Watchlists>(response);
}
public Watchlists PostWatchlists(string id, string[] symbols) {
StringBuilder symbol = new StringBuilder();
foreach (string idx in symbols) {
symbol.Append(idx + ",");
}
// Remove last comma
string s = symbol.ToString();
s = s.Substring(0,s.Length - 1);
return PostWatchlists(id, s);
}
public virtual WatchlistsItems GetWatchlists(string id) {
RequestData req = new RequestData(RequestMethod.GET, "watchlists/" + id, true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<WatchlistsItems>(response);
}
public Watchlists DeleteWatchlists(string id) {
RequestData req = new RequestData(RequestMethod.DELETE, "watchlists/" + id, true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Watchlists>(response);
}
public Watchlists PostWatchlist(string id, string symbol) {
string postData = "symbols=" + symbol;
RequestData req = new RequestData(RequestMethod.POST, "watchlists/" + id + "/symbols", true, null, null, postData);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Watchlists>(response);
}
public Watchlists PostWatchlist(string id, string[] symbols) {
StringBuilder symbol = new StringBuilder();
foreach (string idx in symbols) {
symbol.Append(idx + ",");
}
// Remove last comma
string s = symbol.ToString();
s = s.Substring(0,s.Length - 1);
return PostWatchlist(id, s);
}
public Watchlists DeleteWatchList(string id, string symbol) {
RequestData req = new RequestData(RequestMethod.DELETE, "watchlists/" + id + "/symbols/" + symbol, true, null, null, null);
string response = RequestSync(req);
return JsonConvert.DeserializeObject<Watchlists>(response);
}
private static bool Validator (object sender, X509Certificate certificate, X509Chain chain, SslPolicyErrors sslPolicyErrors) {
return true;
}
private string RequestSync(RequestData req) {
if (req.method.ToString() != "GET" && !allowWrite) {
return "";
}
// Build URI
StringBuilder sbUri = new StringBuilder(BaseUri);
sbUri.Append(req.call);
sbUri.Append("." + Format.ToString().ToLower());
// Query Params
if (req.queryParams != null) {
sbUri.Append("?");
foreach (string idx in req.queryParams.AllKeys) {
sbUri.AppendFormat("{0}={1}&", Uri.EscapeDataString(idx), Uri.EscapeDataString(req.queryParams[idx]));
}
sbUri.Remove(sbUri.Length - 1, 1);
}
Uri uri = new Uri(sbUri.ToString());
// Create Request
OAuthBase oAuth = new OAuthBase();
string nonce = oAuth.GenerateNonce();
string timeStamp = oAuth.GenerateTimeStamp();
string normRequestUrl;
string normRequestParam;
string sig = oAuth.GenerateSignature(uri, ConsumerKey, ConsumerSecret, AccessToken, AccessSecret,
req.method.ToString(), timeStamp, nonce, out normRequestUrl, out normRequestParam);
ServicePointManager.ServerCertificateValidationCallback = Validator;
// normRequestParam += "&oauth_signature=" + sig;
//Console.WriteLine(normRequestUrl + normRequestParam);
HttpWebRequest webReq = (HttpWebRequest)WebRequest.Create(sbUri.ToString());
webReq.Method = req.method.ToString();
if (req.authRequired) {
StringBuilder authHdr = new StringBuilder();
authHdr.Append("OAuth ");
authHdr.AppendFormat("oauth_consumer_key=\"{0}\",", HttpUtility.UrlEncode(ConsumerKey));
authHdr.AppendFormat("oauth_token=\"{0}\",", HttpUtility.UrlEncode(AccessToken));
authHdr.AppendFormat("oauth_signature_method=\"{0}\",", HttpUtility.UrlEncode(OAuthSignatureMethod));
authHdr.AppendFormat("oauth_signature=\"{0}\",", HttpUtility.UrlEncode(sig));
authHdr.AppendFormat("oauth_timestamp=\"{0}\",", HttpUtility.UrlEncode(timeStamp));
authHdr.AppendFormat("oauth_nonce=\"{0}\",", HttpUtility.UrlEncode(nonce));
authHdr.AppendFormat("oauth_version=\"{0}\",", HttpUtility.UrlEncode(OAuthVersion));
webReq.Headers.Add("Authorization", authHdr.ToString());
}
// Header Params
if (req.headerParams != null) {
webReq.Headers.Add(req.headerParams);
}
// POST Data
if (!String.IsNullOrEmpty(req.postData)) {
ASCIIEncoding objEncoding = new ASCIIEncoding();
byte[] objBytes = objEncoding.GetBytes(req.postData);
webReq.ContentLength = objBytes.Length;
webReq.ContentType = "application/x-www-form-urlencoded";
Stream postStream = webReq.GetRequestStream();
postStream.Write(objBytes, 0, objBytes.Length);
}
// Send web request and colleciton response
WebResponse webResp = webReq.GetResponse();
Stream respStream = webResp.GetResponseStream();
StreamReader respReader = new StreamReader(respStream);
string resp = respReader.ReadToEnd();
// Save Response Headers
string header;
header = webResp.Headers[RateLimitUsedHeader];
if (!String.IsNullOrEmpty(header)) XRateLimitUsed = header;
header = webResp.Headers[RateLimitExpireHeader];
if (!String.IsNullOrEmpty(header)) XRateLimitExpire = header;
header = webResp.Headers[RateLimitLimitHeader];
if (!String.IsNullOrEmpty(header)) XRateLimitLimit = header;
header = webResp.Headers[RateLimitRemainingHeader];
if (!String.IsNullOrEmpty(header)) XRateLimitRemaining = header;
respReader.Close();
respStream.Close();
webResp.Close();
//Console.WriteLine(resp);
return StripResponseProperty(resp);
}
private string StripResponseProperty(string json)
{
if (String.IsNullOrEmpty(json))
throw new ArgumentNullException("json");
System.Text.RegularExpressions.Regex reg =
new System.Text.RegularExpressions.Regex(@"{.*""response"":(.*)}",
System.Text.RegularExpressions.RegexOptions.Singleline);
System.Text.RegularExpressions.Match m = reg.Match(json);
if (m.Success)
{
return m.Groups[1].Value;
}
throw new FormatException("Unknown Response from TK Server");
}
}
}