wehub-resource-sync
339 lines
10 KiB
C#
339 lines
10 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Linq;
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using System.Collections.Generic;
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namespace QuantConnect
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{
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/// <summary>
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/// Markets Collection: Soon to be expanded to a collection of items specifying the market hour, timezones and country codes.
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/// </summary>
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public static class Market
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{
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// the upper bound (non-inclusive) for market identifiers
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private const int MaxMarketIdentifier = 1000;
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private static Dictionary<string, int> Markets = new Dictionary<string, int>();
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private static Dictionary<int, string> ReverseMarkets = new Dictionary<int, string>();
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private static readonly IEnumerable<Tuple<string, int>> HardcodedMarkets = new List<Tuple<string, int>>
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{
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Tuple.Create("empty", 0),
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Tuple.Create(USA, 1),
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Tuple.Create(FXCM, 2),
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Tuple.Create(Oanda, 3),
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Tuple.Create(Dukascopy, 4),
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Tuple.Create(Bitfinex, 5),
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Tuple.Create(Globex, 6),
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Tuple.Create(NYMEX, 7),
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Tuple.Create(CBOT, 8),
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Tuple.Create(ICE, 9),
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Tuple.Create(CBOE, 10),
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Tuple.Create(India, 11),
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Tuple.Create(GDAX, 12),
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Tuple.Create(Kraken, 13),
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Tuple.Create(Bittrex, 14),
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Tuple.Create(Bithumb, 15),
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Tuple.Create(Binance, 16),
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Tuple.Create(Poloniex, 17),
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Tuple.Create(Coinone, 18),
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Tuple.Create(HitBTC, 19),
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Tuple.Create(OkCoin, 20),
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Tuple.Create(Bitstamp, 21),
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Tuple.Create(COMEX, 22),
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Tuple.Create(CME, 23),
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Tuple.Create(SGX, 24),
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Tuple.Create(HKFE, 25),
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Tuple.Create(NYSELIFFE, 26),
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Tuple.Create(CFE, 33),
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Tuple.Create(FTX, 34),
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Tuple.Create(FTXUS, 35),
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Tuple.Create(BinanceUS, 36),
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Tuple.Create(Bybit, 37),
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Tuple.Create(Coinbase, 38),
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Tuple.Create(InteractiveBrokers, 39),
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Tuple.Create(EUREX, 40),
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Tuple.Create(OSE, 41),
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Tuple.Create(DYDX, 42)
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};
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static Market()
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{
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// initialize our maps
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foreach (var market in HardcodedMarkets)
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{
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Markets[market.Item1] = market.Item2;
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ReverseMarkets[market.Item2] = market.Item1;
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}
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}
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/// <summary>
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/// USA Market
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/// </summary>
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public const string USA = "usa";
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/// <summary>
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/// Oanda Market
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/// </summary>
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public const string Oanda = "oanda";
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/// <summary>
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/// FXCM Market Hours
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/// </summary>
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public const string FXCM = "fxcm";
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/// <summary>
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/// Dukascopy Market
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/// </summary>
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public const string Dukascopy = "dukascopy";
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/// <summary>
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/// Bitfinex market
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/// </summary>
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public const string Bitfinex = "bitfinex";
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// Futures exchanges
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/// <summary>
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/// CME Globex
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/// </summary>
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public const string Globex = "cmeglobex";
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/// <summary>
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/// NYMEX
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/// </summary>
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public const string NYMEX = "nymex";
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/// <summary>
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/// CBOT
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/// </summary>
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public const string CBOT = "cbot";
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/// <summary>
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/// ICE
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/// </summary>
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public const string ICE = "ice";
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/// <summary>
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/// CBOE
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/// </summary>
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public const string CBOE = "cboe";
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/// <summary>
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/// CFE
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/// </summary>
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public const string CFE = "cfe";
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/// <summary>
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/// NSE - National Stock Exchange
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/// </summary>
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public const string India = "india";
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/// <summary>
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/// Comex
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/// </summary>
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public const string COMEX = "comex";
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/// <summary>
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/// CME
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/// </summary>
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public const string CME = "cme";
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/// <summary>
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/// EUREX
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/// </summary>
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public const string EUREX = "eurex";
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/// <summary>
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/// Singapore Exchange
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/// </summary>
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public const string SGX = "sgx";
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/// <summary>
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/// Hong Kong Exchange
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/// </summary>
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public const string HKFE = "hkfe";
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/// <summary>
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/// Osaka Stock Exchange
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/// </summary>
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public const string OSE = "ose";
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/// <summary>
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/// London International Financial Futures and Options Exchange
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/// </summary>
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public const string NYSELIFFE = "nyseliffe";
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/// <summary>
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/// GDAX
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/// </summary>
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[Obsolete("The GDAX constant is deprecated. Please use Coinbase instead.")]
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public const string GDAX = Coinbase;
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/// <summary>
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/// Kraken
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/// </summary>
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public const string Kraken = "kraken";
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/// <summary>
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/// Bitstamp
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/// </summary>
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public const string Bitstamp = "bitstamp";
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/// <summary>
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/// OkCoin
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/// </summary>
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public const string OkCoin = "okcoin";
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/// <summary>
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/// Bithumb
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/// </summary>
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public const string Bithumb = "bithumb";
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/// <summary>
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/// Binance
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/// </summary>
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public const string Binance = "binance";
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/// <summary>
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/// Poloniex
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/// </summary>
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public const string Poloniex = "poloniex";
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/// <summary>
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/// Coinone
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/// </summary>
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public const string Coinone = "coinone";
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/// <summary>
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/// HitBTC
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/// </summary>
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public const string HitBTC = "hitbtc";
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/// <summary>
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/// Bittrex
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/// </summary>
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public const string Bittrex = "bittrex";
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/// <summary>
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/// FTX
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/// </summary>
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public const string FTX = "ftx";
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/// <summary>
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/// FTX.US
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/// </summary>
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public const string FTXUS = "ftxus";
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/// <summary>
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/// Binance.US
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/// </summary>
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public const string BinanceUS = "binanceus";
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/// <summary>
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/// Bybit
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/// </summary>
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public const string Bybit = "bybit";
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/// <summary>
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/// Coinbase
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/// </summary>
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public const string Coinbase = "coinbase";
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/// <summary>
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/// InteractiveBrokers market
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/// </summary>
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public const string InteractiveBrokers = "interactivebrokers";
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/// <summary>
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/// dYdX market
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/// </summary>
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public const string DYDX = "dydx";
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/// <summary>
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/// Adds the specified market to the map of available markets with the specified identifier.
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/// </summary>
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/// <param name="market">The market string to add</param>
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/// <param name="identifier">The identifier for the market, this value must be positive and less than 1000</param>
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public static void Add(string market, int identifier)
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{
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if (identifier >= MaxMarketIdentifier)
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{
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throw new ArgumentOutOfRangeException(nameof(identifier), Messages.Market.InvalidMarketIdentifier(MaxMarketIdentifier));
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}
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market = market.ToLowerInvariant();
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int marketIdentifier;
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if (Markets.TryGetValue(market, out marketIdentifier) && identifier != marketIdentifier)
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{
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throw new ArgumentException(Messages.Market.TriedToAddExistingMarketWithDifferentIdentifier(market));
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}
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string existingMarket;
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if (ReverseMarkets.TryGetValue(identifier, out existingMarket))
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{
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throw new ArgumentException(Messages.Market.TriedToAddExistingMarketIdentifier(market, existingMarket));
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}
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// update our maps.
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// We make a copy and update the copy, later swap the references so it's thread safe with no lock
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var newMarketDictionary = Markets.ToDictionary(entry => entry.Key,
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entry => entry.Value);
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newMarketDictionary[market] = identifier;
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var newReverseMarketDictionary = ReverseMarkets.ToDictionary(entry => entry.Key,
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entry => entry.Value);
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newReverseMarketDictionary[identifier] = market;
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Markets = newMarketDictionary;
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ReverseMarkets = newReverseMarketDictionary;
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}
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/// <summary>
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/// Gets the market code for the specified market. Returns <c>null</c> if the market is not found
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/// </summary>
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/// <param name="market">The market to check for (case sensitive)</param>
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/// <returns>The internal code used for the market. Corresponds to the value used when calling <see cref="Add"/></returns>
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public static int? Encode(string market)
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{
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return !Markets.TryGetValue(market, out var code) ? null : code;
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}
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/// <summary>
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/// Gets the market string for the specified market code.
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/// </summary>
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/// <param name="code">The market code to be decoded</param>
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/// <returns>The string representation of the market, or null if not found</returns>
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public static string Decode(int code)
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{
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return !ReverseMarkets.TryGetValue(code, out var market) ? null : market;
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}
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/// <summary>
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/// Returns a list of the supported markets
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/// </summary>
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public static List<string> SupportedMarkets()
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{
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return Markets.Keys.ToList();
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}
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}
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}
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