/* * 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; } } }