/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System;
using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
namespace QuantConnect
{
///
/// Defines a to be used when deserializing to
/// the class.
///
public class SymbolJsonConverter : JsonConverter
{
///
/// Writes the JSON representation of the object.
///
/// The to write to.The value.The calling serializer.
public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
{
var symbol = value as Symbol;
if (ReferenceEquals(symbol, null)) return;
writer.WriteStartObject();
writer.WritePropertyName("value");
writer.WriteValue(symbol.Value);
writer.WritePropertyName("id");
writer.WriteValue(symbol.ID.ToString());
writer.WritePropertyName("permtick");
writer.WriteValue(symbol.Value);
if (symbol.HasUnderlying)
{
writer.WritePropertyName("underlying");
WriteJson(writer, symbol.Underlying, serializer);
}
writer.WriteEndObject();
}
///
/// Reads the JSON representation of the object.
///
/// The to read from.Type of the object.The existing value of object being read.The calling serializer.
///
/// The object value.
///
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var jobject = JObject.Load(reader);
if (jobject.TryGetValue("type", StringComparison.InvariantCultureIgnoreCase, out var type))
{
return BuildSymbolFromUserFriendlyValue(jobject);
}
return ReadSymbolFromJson(jobject);
}
///
/// Determines whether this instance can convert the specified object type.
///
/// Type of the object.
///
/// true if this instance can convert the specified object type; otherwise, false.
///
public override bool CanConvert(Type objectType)
{
return objectType == typeof (Symbol);
}
private Symbol ReadSymbolFromJson(JObject jObject)
{
JToken symbolId;
JToken value;
if ((jObject.TryGetValue("ID", StringComparison.InvariantCultureIgnoreCase, out symbolId)
&& jObject.TryGetValue("Value", StringComparison.InvariantCultureIgnoreCase, out value))
|| (jObject.TryGetValue("id", StringComparison.InvariantCultureIgnoreCase, out symbolId)
&& jObject.TryGetValue("value", StringComparison.InvariantCultureIgnoreCase, out value)))
{
Symbol underlyingSymbol = null;
JToken underlying;
if (jObject.TryGetValue("Underlying", StringComparison.InvariantCultureIgnoreCase, out underlying)
|| jObject.TryGetValue("underlying", StringComparison.InvariantCultureIgnoreCase, out underlying))
{
underlyingSymbol = ReadSymbolFromJson(underlying as JObject);
}
return new Symbol(SecurityIdentifier.Parse(symbolId.ToString()), value.ToString(), underlyingSymbol);
}
return null;
}
///
/// Creates a symbol from the user friendly string representation
///
private Symbol BuildSymbolFromUserFriendlyValue(JObject jObject)
{
if (jObject.TryGetValue("value", StringComparison.InvariantCultureIgnoreCase, out var value)
&& jObject.TryGetValue("type", StringComparison.InvariantCultureIgnoreCase, out var securityTypeToken)
&& securityTypeToken.ToString().TryParseSecurityType(out var securityType))
{
if (securityType == SecurityType.Option)
{
return SymbolRepresentation.ParseOptionTickerOSI(value.ToString());
}
else if (securityType == SecurityType.Future)
{
return SymbolRepresentation.ParseFutureSymbol(value.ToString());
}
else if(securityType == SecurityType.FutureOption)
{
return SymbolRepresentation.ParseFutureOptionSymbol(value.ToString());
}
else if (securityType == SecurityType.IndexOption)
{
return SymbolRepresentation.ParseOptionTickerOSI(value.ToString(), securityType: securityType);
}
if (!jObject.TryGetValue("market", StringComparison.InvariantCultureIgnoreCase, out var market))
{
market = Market.USA;
}
return Symbol.Create(value.ToString(), securityType, market.ToString());
}
return null;
}
}
}