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Add MarketDataServer

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Sean
2025-04-06 18:28:24 -04:00
parent 954c45ee81
commit ac69b4a994
17 changed files with 961 additions and 0 deletions
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24
MarketDataServer/.vscode/launch.json vendored Normal file
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{
// Use IntelliSense to learn about possible attributes.
// Hover to view descriptions of existing attributes.
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
"version": "0.2.0",
"configurations": [
{
"name": ".NET Core Launch (console)",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "build",
"program": "${workspaceFolder}/bin/Debug/net8.0/mks.dll",
"args": [],
"cwd": "${workspaceFolder}",
"console": "internalConsole",
"stopAtEntry": false
},
{
"name": ".NET Core Attach",
"type": "coreclr",
"request": "attach"
}
]
}

41
MarketDataServer/.vscode/tasks.json vendored Normal file
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{
"version": "2.0.0",
"tasks": [
{
"label": "build",
"command": "dotnet",
"type": "process",
"args": [
"build",
"${workspaceFolder}/MarketDataServer.csproj",
"/property:GenerateFullPaths=true",
"/consoleloggerparameters:NoSummary;ForceNoAlign"
],
"problemMatcher": "$msCompile"
},
{
"label": "publish",
"command": "dotnet",
"type": "process",
"args": [
"publish",
"${workspaceFolder}/MarketDataServer.csproj",
"/property:GenerateFullPaths=true",
"/consoleloggerparameters:NoSummary;ForceNoAlign"
],
"problemMatcher": "$msCompile"
},
{
"label": "watch",
"command": "dotnet",
"type": "process",
"args": [
"watch",
"run",
"--project",
"${workspaceFolder}/MarketDataServer.csproj"
],
"problemMatcher": "$msCompile"
}
]
}

78
MarketDataServer/Authorization/Authorizations.cs Executable file
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using MarketData;
using MarketData.DataAccess;
using MarketData.Extensions;
using MarketData.MarketDataModel.User;
using System.Text;
namespace MarketDataServer.Authorization
{
public class Authorizations
{
private Dictionary<String, String> authorizationDictionary = null;
private static Authorizations authorizations = null;
private bool isEnabled=true;
private Authorizations()
{
authorizationDictionary=new Dictionary<String,String>();
}
public static Authorizations GetInstance()
{
lock (typeof(Authorizations))
{
if (null == authorizations) authorizations = new Authorizations();
}
return authorizations;
}
public bool IsEnabled
{
get{return isEnabled;}
set{isEnabled=value;}
}
public bool IsAuthorized(String token)
{
lock (this)
{
if(!IsEnabled)return true;
return authorizationDictionary.ContainsKey(token);
}
}
public String GetAuthenticationToken()
{
lock (this)
{
String token = Guid.NewGuid().ToString();
authorizationDictionary.Add(token, token);
return token;
}
}
public bool IsValidUser(String username,String password)
{
lock (this)
{
if(!UserDA.UserExists(username))return false;
MDTrace.WriteLine(MarketData.LogLevel.DEBUG,String.Format("[{0:G}][User {1} exists.]",DateTime.Now ,username));
User user = UserDA.GetUser(username);
if(null == user)
{
MDTrace.WriteLine(MarketData.LogLevel.DEBUG,String.Format("[{0:G}][User {1} validation failed.]",DateTime.Now ,username));
return false;
}
MDTrace.WriteLine(MarketData.LogLevel.DEBUG,String.Format("[{0:G}][User {1} is validated.]",DateTime.Now ,username));
return user.Verify(password);
}
}
public static String Xor(String input, int magic)
{
StringBuilder sb = new StringBuilder();
foreach (char ch in input) sb.Append((char)(ch ^ (char)magic));
return sb.ToString();
}
}
}

288
MarketDataServer/Controllers/GainLossController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;
using MarketData.Generator.GainLoss;
using MarketData.MarketDataModel.GainLoss;
using MarketDataServer.Authorization;
using MarketData.Cache;
using MarketData.Generator;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class GainLossController : ControllerBase
{
private ActiveGainLossGenerator gainLossGenerator=new ActiveGainLossGenerator();
[HttpGet(Name = "GetGainLoss")]
public IEnumerable<GainLossSummaryItem> GetGainLoss(String token, DateTime selectedDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals=new GainLossSummaryItem();
gainLossSummaryTotals.Symbol="";
gainLossSummaryTotals.CompanyName="Account Summary";
if(null!=gainLossSummaryItems&&gainLossSummaryItems.Count>0)
{
gainLossSummaryTotals.Date=gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change=gainLossSummaryItems.Sum(x=>x.Change);
gainLossSummaryTotals.CurrentGainLoss=gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent=((gainLossSummaryTotals.CurrentGainLoss-gainLossSummaryTotals.PreviousGainLoss)/Math.Abs(gainLossSummaryTotals.PreviousGainLoss))*100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0,gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
[HttpGet(Name = "GetGainLoss")]
public IEnumerable<GainLossSummaryItem> GetGainLoss(String token, DateTime selectedDate,String account)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLoss](String token, DateTime selectedDate,String account)", DateTime.Now));
LocalPriceCache.GetInstance().Refresh();
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades=new PortfolioTrades(portfolioTrades.Where(x=>x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
// **** Add an aggregate entry
GainLossSummaryItem gainLossSummaryTotals = new GainLossSummaryItem();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName="Account Summary";
if (null != gainLossSummaryItems && gainLossSummaryItems.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItems.Min(x => x.Date);
gainLossSummaryTotals.Change = gainLossSummaryItems.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItems.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItems.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
}
gainLossSummaryItems.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItems;
}
[HttpGet(Name = "GetGainLossWithDetail")]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetail(String token, DateTime selectedDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection = new List<GainLossSummaryItemDetail>();
foreach (GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if (null == portfolioTrades || 0 == portfolioTrades.Count) continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots = portfolioTrades.Count;
gainLossSummaryItemDetail.Shares = shares;
gainLossSummaryItemDetail.Exposure = exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
{
gainLossSummaryItemDetail.DividendYield = weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend = exposure * weightAdjustedDividendYield;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement = parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent = gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent = parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if (null != p1 && null != p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice = p1;
gainLossSummaryItemDetail.PriceChange = change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure = gainLossSummaryItemDetailCollection.Sum(x => x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
[HttpGet(Name = "GetGainLossWithDetail")]
public IEnumerable<GainLossSummaryItemDetail> GetGainLossWithDetail(String token, DateTime selectedDate, String account)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetGainLossWithDetail](String token, DateTime selectedDate,String account)", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Account.Equals(account)).ToList());
PortfolioTrades tradesOnOrBefore = portfolioTrades.GetTradesOnOrBefore(selectedDate);
GainLossSummaryItemCollection gainLossSummaryItems = new GainLossSummaryItemCollection(tradesOnOrBefore, selectedDate);
List<GainLossSummaryItemDetail> gainLossSummaryItemDetailCollection=new List<GainLossSummaryItemDetail>();
foreach(GainLossSummaryItem gainLossSummaryItem in gainLossSummaryItems)
{
GainLossSummaryItemDetail gainLossSummaryItemDetail = new GainLossSummaryItemDetail(gainLossSummaryItem);
portfolioTrades = PortfolioDA.GetOpenTradesSymbol(gainLossSummaryItem.Symbol);
double weightAdjustedDividendYield = portfolioTrades.GetWeightAdjustedDividendYield();
DateTime currentDate = PricingDA.GetLatestDate(gainLossSummaryItem.Symbol);
if(null==portfolioTrades||0==portfolioTrades.Count)continue;
double shares = (from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Shares).Sum();
double exposure = portfolioTrades.Sum(x => x.Exposure());
if(null==gainLossGenerator) gainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss = gainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
GainLossItem gainLossItem = gainLoss.OrderByDescending(x => x.GainLossPercent).FirstOrDefault();
gainLossSummaryItemDetail.Lots=portfolioTrades.Count;
gainLossSummaryItemDetail.Shares=shares;
gainLossSummaryItemDetail.Exposure=exposure;
if (!double.IsNaN(weightAdjustedDividendYield))
{
gainLossSummaryItemDetail.DividendYield=weightAdjustedDividendYield;
gainLossSummaryItemDetail.AnnualDividend=exposure * weightAdjustedDividendYield;
}
ParityElement parityElement = ParityGenerator.GenerateBreakEven(gainLossSummaryItem.Symbol);
gainLossSummaryItemDetail.ParityElement=parityElement;
if (null != parityElement)
{
gainLossSummaryItemDetail.AllTimeGainLossPercent=gainLossItem.GainLossPercent;
gainLossSummaryItemDetail.PercentDistanceFromAllTimeGainLossPercent=parityElement.ParityOffsetPercent - (gainLossItem.GainLossPercent / 100);
}
DateGenerator dateGenerator = new DateGenerator();
DateTime priorDate = dateGenerator.FindPrevBusinessDay(currentDate);
Price p1 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, currentDate);
Price p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
if (null == p2 && null != p1)
{
priorDate = dateGenerator.FindPrevBusinessDay(priorDate);
p2 = PricingDA.GetPrice(gainLossSummaryItem.Symbol, priorDate);
}
if(null!=p1&&null!=p2)
{
double change = (p1.Close - p2.Close) / p2.Close;
gainLossSummaryItemDetail.LatestPrice=p1;
gainLossSummaryItemDetail.PriceChange=change;
}
gainLossSummaryItemDetailCollection.Add(gainLossSummaryItemDetail);
}
// **** Add an aggregate entry
GainLossSummaryItemDetail gainLossSummaryTotals = new GainLossSummaryItemDetail();
gainLossSummaryTotals.Symbol = "";
gainLossSummaryTotals.CompanyName = "Account Summary";
if (null != gainLossSummaryItemDetailCollection && gainLossSummaryItemDetailCollection.Count > 0)
{
gainLossSummaryTotals.Date = gainLossSummaryItemDetailCollection.Min(x => x.Date);
gainLossSummaryTotals.Exposure=gainLossSummaryItemDetailCollection.Sum(x=>x.Exposure);
gainLossSummaryTotals.Change = gainLossSummaryItemDetailCollection.Sum(x => x.Change);
gainLossSummaryTotals.CurrentGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.CurrentGainLoss);
gainLossSummaryTotals.PreviousGainLoss = gainLossSummaryItemDetailCollection.Sum(x => x.PreviousGainLoss);
gainLossSummaryTotals.ChangePercent = ((gainLossSummaryTotals.CurrentGainLoss - gainLossSummaryTotals.PreviousGainLoss) / Math.Abs(gainLossSummaryTotals.PreviousGainLoss)) * 100.00;
gainLossSummaryTotals.LatestPrice=new Price();
gainLossSummaryTotals.PriceChange=0;
}
else
{
gainLossSummaryTotals.Date = selectedDate;
gainLossSummaryTotals.Change = 0.00;
gainLossSummaryTotals.CurrentGainLoss = 0.00;
gainLossSummaryTotals.PreviousGainLoss = 0.00;
gainLossSummaryTotals.ChangePercent = 0.00;
gainLossSummaryTotals.LatestPrice = new Price();
gainLossSummaryTotals.PriceChange = 0;
}
gainLossSummaryItemDetailCollection.Insert(0, gainLossSummaryTotals);
// ****
return gainLossSummaryItemDetailCollection;
}
[HttpGet(Name = "GetCompoundGainLoss")]
public GainLossCompoundModelCollection GetCompoundGainLoss(String token, int selectedDays, bool includeDividends)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][GainLossController::GetCompundGainLoss](String token, int days)", DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
LocalPriceCache.GetInstance().Refresh();
DividendPayments dividendPayments = null;
PortfolioTrades portfolioTrades = PortfolioDA.GetTrades();
GainLossGenerator gainLossGenerator=new GainLossGenerator();
if(includeDividends)dividendPayments=DividendPaymentDA.GetDividendPayments();
ActiveGainLossGenerator activeGainLossGenerator=new ActiveGainLossGenerator();
GainLossCollection gainLoss=activeGainLossGenerator.GenerateGainLoss(portfolioTrades); // gainLoss contains the gain/loss from active positions. Never includes dividends .. just positions
TotalGainLossCollection totalGainLoss=null;
if(null!=dividendPayments)totalGainLoss=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
else totalGainLoss=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
GainLossCompoundModelCollection gainLossModelCollection=null;
gainLossModelCollection=new GainLossCompoundModelCollection(gainLoss,totalGainLoss);
if(-1==selectedDays)return gainLossModelCollection;
int skip=gainLossModelCollection.Count-selectedDays;
if(skip<0)return gainLossModelCollection;
return new GainLossCompoundModelCollection(gainLossModelCollection.Skip(skip).ToList());
}
}
}

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MarketDataServer/Controllers/HeadlinesController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class HeadlinesController : ControllerBase
{
[HttpGet(Name = "GetLatestHeadlines")]
public IEnumerable<Headline> GetLatestHeadlines(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetLatestHeadlines]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetLatestHeadlines();
}
[HttpGet(Name = "GetHeadlineDates")]
public IEnumerable<String> GetHeadlineDates(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadlineDates]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<string> headlineDates = HeadlinesDA.GetHeadlineDates();
if(headlineDates.Count>0)headlineDates=headlineDates.Take(252).ToList();
return headlineDates;
}
[HttpGet(Name = "GetHeadlines")]
public IEnumerable<Headline> GetHeadlines(String token,DateTime headlineDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][HeadlinesController::GetHeadliness(DateTime headlineDate)]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return HeadlinesDA.GetHeadlines(headlineDate);
}
}
}

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MarketDataServer/Controllers/LoginController.cs Executable file
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using MarketData;
using MarketDataServer.Authorization;
using Microsoft.AspNetCore.Mvc;
using LogLevel = MarketData.LogLevel;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class AuthorizationController : ControllerBase
{
[HttpGet(Name = "GetToken")]
public String GetToken(String user, String password)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][AuthorizationController::Authorize]",DateTime.Now));
if(null==user)return null;
user=Authorizations.Xor(user,5);
password=Authorizations.Xor(password,5);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Login requested for user '{1}']",DateTime.Now, user));
if(!Authorizations.GetInstance().IsValidUser(user, password))
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][User '{1}' is not authorized]", DateTime.Now,user));
return null;
}
String accessToken= Authorizations.GetInstance().GetAuthenticationToken();
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][Access token granted for user {1} : {2}]",DateTime.Now ,user, accessToken));
return accessToken;
}
}
}

19
MarketDataServer/Controllers/PingController.cs Executable file
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using MarketData;
using Microsoft.AspNetCore.Mvc;
using LogLevel = MarketData.LogLevel;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class PingController : ControllerBase
{
[HttpGet(Name = "GetPing")]
public bool GetPing()
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PingController::GetPing]", DateTime.Now));
return true;
}
}
}

80
MarketDataServer/Controllers/PortfolioController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using MarketData.Generator;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
namespace MarketDataServer.Controllers
{
//http://localhost:8000/api/Portfolio/GetTradesSymbol?&symbol=SPY
//http://73.245.214.234:8000/api/Portfolio/GetTradesSymbol?&symbol=SPY
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class PortfolioController : ControllerBase
{
[HttpGet(Name = "GetOpenPositionsWithDescription")]
public IEnumerable<PositionWithDescription> GetOpenPositionsWithDescription(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
List<PositionWithDescription> positionsWithDescription=new List<PositionWithDescription>();
PortfolioTrades openTrades=PortfolioDA.GetOpenTrades();
List<Position> positions=openTrades.GetPositions(DateTime.Now);
foreach(Position position in positions)
{
CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(position.Symbol);
if(null==companyProfile.Description)companyProfile.Description="Description unvailable";
positionsWithDescription.Add(new PositionWithDescription(position,companyProfile.CompanyName, companyProfile.Description));
}
return positionsWithDescription;
}
[HttpGet(Name = "GetAccounts")]
public IEnumerable<String> GetAccounts(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccounts]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccounts();
}
[HttpGet(Name = "GetAccountsWithOpenTrades")]
public IEnumerable<String> GetAccountsWithOpenTrades(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetAccountsWithOpenTrades]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PortfolioDA.GetAccountsWithOpenTrades();
}
[HttpGet(Name = "GetStopLimit")]
public StopLimit GetStopLimit(String token,String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetStopLimit]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
StopLimit stopLimit=PortfolioDA.GetStopLimit(symbol);
return stopLimit;
}
[HttpGet(Name = "GetPortfolioTradesWithParityPrice")]
public PortfolioTradesWithParityPrice GetPortfolioTradesWithParityPrice(String token, String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetPortfolioTradesWithParityPrice]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Price zeroPrice=null;
DateTime latestPricingDate=PricingDA.GetLatestDate(symbol);
Price latestPrice = PricingDA.GetPrice(symbol, latestPricingDate);
PortfolioTrades portfolioTrades = PortfolioDA.GetTradesSymbol(symbol);
if (null == portfolioTrades) return null;
portfolioTrades = portfolioTrades.GetOpenTrades();
if (null == portfolioTrades) return null;
PortfolioTrades portfolioTradesLots = LotAggregator.CombineLots(portfolioTrades);
zeroPrice=ParityGenerator.GenerateGainLossValue(portfolioTrades,latestPrice);
return new PortfolioTradesWithParityPrice(portfolioTradesLots,zeroPrice);
}
}
}
}

40
MarketDataServer/Controllers/PreMarketController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
namespace MarketDataServer.Controllers
{
//http://localhost:8000/api/PreMarket/GetAvailableMarketDates?&market=S&P
[ApiController]
[Route("api/[controller]/[action]")]
public class PreMarketController: ControllerBase
{
[HttpGet(Name = "GetAvailableMarketDates")]
public IEnumerable<DateTime> GetAvailableMarketDates(String token,String market)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarketDates]{1}",DateTime.Now,market));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetAvailableMarketDates(market);
}
[HttpGet(Name = "GetAvailableMarkets")]
public IEnumerable<String> GetAvailableMarkets(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetAvailableMarkets]",DateTime.Now));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetDistinctMarkets();
}
[HttpGet(Name = "GetLatestPremarketData")]
public IEnumerable<PremarketElement> GetLatestPremarketData(String token,String market,DateTime marketDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PreMarketController::GetLatestPremarketData]{1},{2}",DateTime.Now,market,marketDate.ToShortDateString()));
if(!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PremarketDA.GetLatestPremarketData(market,marketDate);
}
}
}

55
MarketDataServer/Controllers/PriceController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using MarketData.Generator;
using MarketData;
using LogLevel = MarketData.LogLevel;
using Microsoft.AspNetCore.Mvc;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
//http://localhost:8000/api/Price
//http://localhost:8000/api/Price/GetPrices?&symbol=MIDD&days=5
//http://73.245.214.234:8000/api/Price/GetPrices?&symbol=MIDD&days=5
public class PriceController : ControllerBase
{
[HttpGet(Name = "GetPrices")]
public IEnumerable<Price> GetPrices(String token, String symbol, int days)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetPrices]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return PricingDA.GetPrices(symbol, days);
}
[HttpGet(Name = "GetBollingerBands")]
public BollingerBands GetBollingerBands(String token,String symbol,int dayCount)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetBollingerBands]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
Prices prices=PricingDA.GetPrices(symbol,dayCount);
BollingerBands bollingerBands=BollingerBandGenerator.GenerateBollingerBands(prices);
return bollingerBands;
}
[HttpGet(Name = "GetLatestPricingDate")]
public DateTime GetLatestPricingDate(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceController::GetLatestPricingDate]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return DateTime.MinValue;
DateTime latestPricingDate=PricingDA.GetLatestDate();
return latestPricingDate;
}
[HttpGet(Name = "GetCompanyNameForSymbol")]
public String GetCompanyNameForSymbol(String token, String symbol)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PortfolioController::GetCompanyNameForSymbol]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
String companyName=PricingDA.GetNameForSymbol(symbol);
return companyName;
}
}
}

32
MarketDataServer/Controllers/PriceIndexController.cs Executable file
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using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using MarketData;
using Microsoft.AspNetCore.Mvc;
using LogLevel = MarketData.LogLevel;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class PriceIndexController : ControllerBase
{
//http://localhost:8000/api/PriceIndex/GetDistnctPriceIndices
[HttpGet(Name = "GetDistinctPriceIndices")]
public IEnumerable<String> GetDistinctPriceIndices(String token)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetDistinctPriceIndices]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return ConsumerPriceIndexDA.GetDistinctIndices();
}
[HttpGet(Name = "GetConsumerPriceIndex")]
public IEnumerable<PriceIndex> GetConsumerPriceIndex(String token,String indexCode)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][PriceIndexController::GetOpenPositionsWithDescriptionAsOf]",DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
PriceIndices priceIndices=ConsumerPriceIndexDA.GetConsumerPriceIndex(indexCode);
return priceIndices;
}
}
}

21
MarketDataServer/Controllers/WatchListController.cs Executable file
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using MarketData;
using MarketData.DataAccess;
using MarketDataServer.Authorization;
using Microsoft.AspNetCore.Mvc;
using LogLevel = MarketData.LogLevel;
namespace MarketDataServer.Controllers
{
[ApiController]
[Route("api/[controller]/[action]")]
public class WatchListController : ControllerBase
{
[HttpGet(Name = "GetWatchList")]
public IEnumerable<String> GetWatchList(String token,String watchList)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("[{0:G}][WatchListController::GetWatchList]", DateTime.Now));
if (!Authorizations.GetInstance().IsAuthorized(token)) return null;
return WatchListDA.GetWatchList(watchList);
}
}
}

26
MarketDataServer/Handlers/CustomHeaderHandler.cs Executable file
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Net.Http;
namespace MarketDataServer.Handlers
{
public class CustomHeaderHandler : DelegatingHandler
{
protected override Task<HttpResponseMessage> SendAsync(HttpRequestMessage request, System.Threading.CancellationToken cancellationToken)
{
return base.SendAsync(request, cancellationToken)
.ContinueWith((task) =>
{
HttpResponseMessage response = task.Result;
response.Headers.Add("Access-Control-Allow-Origin", "*");
//response.Headers.Add("Access-Control-Allow-Credentials", "true");
//response.Headers.Add("Access-Control-Allow-Methods", "OPTIONS, GET, POST");
//response.Headers.Add("Access-Control-Allow-Headers", "Content-Type, Depth, User-Agent, X-File-Size, X-Requested-With, If-Modified-Since, X-File-Name, Cache-Control");
return response;
});
}
}
}

23
MarketDataServer/MarketDataServer.csproj Executable file
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<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<AssemblyName>mks</AssemblyName>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>disable</Nullable>
<NoWarn>SYSLIB0014;CA1416;CS8769;CS0108;CS8602;CS8601;CS8620;CS8618;CS8603;CS8767;CS8625;CS8604;CS8600;CS8604</NoWarn>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\MarketData\MarketDataLib\MarketDataLib.csproj" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="Microsoft.Extensions.Configuration.Json" Version="9.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="6.6.2" />
<PackageReference Include="MySql.Data" Version="9.2.0" />
</ItemGroup>
<ItemGroup>
<None Update="appsettings.json">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
</ItemGroup>
</Project>

68
MarketDataServer/Program.cs Executable file
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using System.Diagnostics;
using MarketData;
using MarketData.Configuration;
using MarketData.Utils;
using MarketDataServer.Authorization;
namespace MarketDataServer
{
class Program
{
static void Main(string[] args)
{
String logFileName="marketdataserver";
Authorizations.GetInstance().IsEnabled=false;
WebApplicationBuilder builder = WebApplication.CreateBuilder(args);
// Add services to the container.
GlobalConfig.Instance.Configuration = builder.Configuration;
String baseAddress = GlobalConfig.Instance.Configuration["server_address"];
CreateLogging(logFileName);
MDTrace.WriteLine(MarketData.LogLevel.DEBUG,$"Server Address:{baseAddress}");
builder.Services.AddControllers();
builder.Services.AddEndpointsApiExplorer();
builder.Services.AddSwaggerGen( config =>
{
config.ResolveConflictingActions (apiDescriptions => apiDescriptions.First ());
});
WebApplication webApplication = builder.Build();
// Configure the HTTP request pipeline.
if (webApplication.Environment.IsDevelopment()||webApplication.Environment.IsProduction() )
{
webApplication.UseSwagger();
webApplication.UseSwaggerUI();
}
webApplication.UseHttpsRedirection();
webApplication.UseAuthorization();
webApplication.MapControllers();
webApplication.MapControllerRoute(name: "default",pattern: "api/{controller}/{action}/{id?}");
webApplication.Run(baseAddress);
}
private static bool CreateLogging(String task)
{
if(String.IsNullOrEmpty(task))return false;
task=task.ToLower();
MDTrace.LogLevel = MarketData.LogLevel.DEBUG;
String logFolder = "/logs";
DateTime currentDate=DateTime.Now;
String strLogFile = "marketdata_" + task + ".log";
String currentWorkingDirectory = Directory.GetCurrentDirectory();
Console.WriteLine($"Current directory is {currentWorkingDirectory}");
Utility.EnsureLogFolder(currentWorkingDirectory+logFolder);
Utility.ExpireLogs(currentWorkingDirectory+logFolder,1);
Trace.Listeners.Remove("Default");
Console.WriteLine($"Adding Trace Listener :{currentWorkingDirectory+logFolder+"/"+strLogFile}");
Trace.Listeners.Add(new TextWriterTraceListener(currentWorkingDirectory+logFolder+"/"+strLogFile));
MDTrace.WriteLine($"Trace Listener added.");
Utility.ShowLogs(currentWorkingDirectory + logFolder);
return true;
}
}
}

17
MarketDataServer/appsettings.json Executable file
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{
"market_data" : "Database=market_data;Datasource=euporie;Username=guest;Password=guest",
"portfolio_data" : "Database=portfolio_data;Datasource=euporie;Username=guest;Password=guest",
"user_data" : "Database=user_data;Datasource=euporie;Username=guest;Password=guest",
"server_address" : "http://localhost:8000/",
"sms_smtpaddress" : "smtp.gmail.com",
"sms_smsusername" : "skessler1964@gmail.com",
"sms_smspassword" : "xjfo isnf gmyi zovr",
"sms_smsrecipients" : "skessler1964@gmail.com",
"Logging": {
"LogLevel": {
"Default": "Information",
"Microsoft.AspNetCore": "Warning"
}
},
"AllowedHosts": "*"
}