Merge pull request #8 from mautomic/hist_candles

price history

src/main/java/com/sleet/api/Constants.kt

@@ -23,6 +23,7 @@ object Constants {
     const val EQUALS = '='
     const val GRANT_TYPE = "grant_type"
     const val MARKETDATA = "marketdata"
+    const val PRICEHISTORY = "pricehistory"
     const val OFFLINE = "offline"
     const val ORDERS = "orders"
     const val REDIRECT_URI = "redirect_uri"
@@ -31,6 +32,7 @@ object Constants {
     const val SLASH = "/"
     const val TOKEN_ENDPOINT = "oauth2/token"
     const val URL_ENCODED = "application/x-www-form-urlencoded"
+    const val QUESTION_MARK = "?"
 
     const val QUERY_PARAM_OTM = "&range=OTM"
     const val QUERY_PARAM_CONTRACT_TYPE = "&contractType="
@@ -44,4 +46,8 @@ object Constants {
     const val QUERY_PARAM_TO_ENTERED_TIME = "&toEnteredTime="
     const val QUERY_PARAM_ORDERS_AND_POSITIONS = "?fields=positions%2Corders"
     const val QUERY_PARAM_USER_PRINCIPALS = "userprincipals?fields=streamerSubscriptionKeys%2CstreamerConnectionInfo"
+    const val QUERY_PARAM_PERIOD_TYPE = "&periodType="
+    const val QUERY_PARAM_PERIOD = "&period="
+    const val QUERY_PARAM_FREQUENCY_TYPE = "&frequencyType="
+    const val QUERY_PARAM_FREQUENCY = "&frequency="
 }

src/main/java/com/sleet/api/model/Candles.kt

@@ -0,0 +1,8 @@
+package com.sleet.api.model
+
+import com.fasterxml.jackson.annotation.JsonIgnoreProperties
+
+@JsonIgnoreProperties(ignoreUnknown = true)
+class Candles {
+    val candles: Array<PriceHistory> = emptyArray()
+}

src/main/java/com/sleet/api/model/PriceHistory.kt

@@ -0,0 +1,13 @@
+package com.sleet.api.model
+
+import com.fasterxml.jackson.annotation.JsonIgnoreProperties
+
+@JsonIgnoreProperties(ignoreUnknown = true)
+class PriceHistory {
+    val open: Double = 0.0
+    val high: Double = 0.0
+    val low: Double = 0.0
+    val close: Double = 0.0
+    val volume: Int = 0
+    val datetime: String? = null
+}

src/main/java/com/sleet/api/service/QuoteService.kt

@@ -6,9 +6,7 @@ import com.fasterxml.jackson.databind.JsonNode
 import com.sleet.api.util.RequestUtil.Companion.createGetRequest
 import com.sleet.api.Constants
 import com.sleet.api.Constants.DEFAULT_TIMEOUT_MILLIS
-import com.sleet.api.model.Asset
-import com.sleet.api.model.Contract
-import com.sleet.api.model.OptionChain
+import com.sleet.api.model.*
 import org.asynchttpclient.AsyncHttpClient
 import org.asynchttpclient.Response
 import org.slf4j.LoggerFactory
@@ -33,6 +31,8 @@ class QuoteService(
 ) {
 
     private var OPTION_CHAIN_URL: String = Constants.API_URL + Constants.MARKETDATA + "/chains?apikey=" + apiKey
+    private var HIST_PRICE_URL: String = Constants.API_URL + Constants.MARKETDATA
+    private var HIST_PRICE_API: String = "/pricehistory?apikey=$apiKey"
     private var QUOTE_URL: String = "/quotes?apikey=$apiKey"
 
     companion object {
@@ -324,6 +324,43 @@ class QuoteService(
         return getOptionChainForStrikeAsync(ticker, strike)[DEFAULT_TIMEOUT_MILLIS, TimeUnit.MILLISECONDS]
     }
 
+    /**
+     * Queries the TD API endpoint for historical prices for a specified period & frequency
+     *
+     * @param ticker of security to retrieve prices for
+     * @param periodType type of period to show, e.g. [day, month, year, ytd]
+     * @param period number of periods to show
+     * @param frequencyType type of frequency with which a new candle is formed, e.g. [minute, daily, weekly, monthly]
+     * @param frequency the number of frequencies to be included
+     * @param startDate start date as milliseconds since epoch
+     * @param endDate end date as milliseconds since epoch
+     * @return [Response] with all option data for the ticker
+     */
+    @Throws(Exception::class)
+    fun getPriceHistory(ticker: String?, periodType: String?, period: String?, frequencyType: String?, frequency: String?,
+                        startDate: String?, endDate: String?): CompletableFuture<Candles?> {
+
+        val builder = StringBuilder()
+            .append(HIST_PRICE_URL)
+            .append(Constants.SLASH)
+            .append(ticker)
+            .append(HIST_PRICE_API)
+            .append(Constants.QUERY_PARAM_PERIOD_TYPE)
+            .append(periodType)
+            .append(Constants.QUERY_PARAM_PERIOD)
+            .append(period)
+            .append(Constants.QUERY_PARAM_FREQUENCY_TYPE)
+            .append(frequencyType)
+            .append(Constants.QUERY_PARAM_FREQUENCY)
+            .append(frequency)
+
+        val future = CompletableFuture<Candles?>()
+        val request = createGetRequest(builder.toString(), null)
+        httpClient.executeRequest(request).toCompletableFuture()
+            .whenComplete { resp: Response, _: Throwable? -> future.complete(deserializeHistoryResponse(resp)) }
+        return future
+    }
+
     /**
      * Queries the TD API endpoint asynchronously for all options for a ticker with a specific strike price
      *
@@ -439,6 +476,23 @@ class QuoteService(
         return null
     }
 
+    /**
+     * Deserialize a JSON response string into an [PriceHistory]
+     *
+     * @param response to deserialize
+     * @return [PriceHistory] for the original request, or null if exception occurs
+     */
+    private fun deserializeHistoryResponse(response: Response): Candles? {
+        if (response.statusCode == 200) {
+            try {
+                return mapper.readValue(response.responseBody, Candles::class.java)
+            } catch (e: Exception) {
+                logFailure(e)
+            }
+        }
+        return null
+    }
+
     /**
      * Method for logging exceptions after failed HTTP requests. Exit program
      * if api key expires.

src/test/java/com/sleet/api/service/QuoteServiceTest.kt

@@ -130,4 +130,18 @@ class QuoteServiceTest {
             Thread.sleep(2000)
         }
     }
+
+
+    @Test
+    @Ignore
+    @Throws(Exception::class)
+    fun testHistoricalPrices() {
+        val quoteService = QuoteService(TestConstants.API_KEY, Dsl.asyncHttpClient(Dsl.config()))
+        val time = System.currentTimeMillis()
+        val priceHistory = quoteService.getPriceHistory("SPY", "month", "1", "daily", "1", "", "")
+        println("Retrieval for price history " + (System.currentTimeMillis() - time) + " ms")
+
+        val history = priceHistory.get()
+        Assert.assertNotNull(history)
+    }
 }