quantconnect--lean/ToolBox/EstimizeDataDownloader/EstimizeDataDownloader.cs

/*
 * 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 Newtonsoft.Json;
using QuantConnect.Configuration;
using QuantConnect.Data;
using QuantConnect.Util;
using System;
using System.Collections.Generic;
using System.Net.Http;
using System.Net.Http.Headers;
using System.Threading.Tasks;

namespace QuantConnect.ToolBox.EstimizeDataDownloader
{
    public abstract class EstimizeDataDownloader : IDataDownloader
    {
        private readonly string _clientKey;

        /// <summary>
        /// Control the rate of download per unit of time.
        /// </summary>
        public RateGate IndexGate { get; }

        protected EstimizeDataDownloader()
        {
            _clientKey = Config.Get("estimize-economics-auth-token");

            // Represents rate limits of 10 requests per 1.1 second
            IndexGate = new RateGate(10, TimeSpan.FromSeconds(1.1));
        }

        /// <summary>
        /// Runs the instance of the object.
        /// </summary>
        /// <returns>True if process all downloads successfully</returns>
        public abstract bool Run();

        /// <summary>
        /// Get Trading Economics data for a given this start and end times(in UTC).
        /// </summary>
        /// <param name="symbol">Symbol for the data we're looking for.</param>
        /// <param name="resolution">Resolution of the data request</param>
        /// <param name="startUtc">Start time of the data in UTC</param>
        /// <param name="endUtc">End time of the data in UTC</param>
        /// <returns>Enumerable of string representing data for this date range</returns>
        public IEnumerable<BaseData> Get(Symbol symbol, Resolution resolution, DateTime startUtc, DateTime endUtc)
        {
            throw new NotImplementedException();
        }

        public async Task<List<Company>> GetCompanies()
        {
            try
            {
                var content = await HttpRequester("/companies");
                return JsonConvert.DeserializeObject<List<Company>>(content);
            }
            catch (Exception e)
            {
                throw new Exception("EstimizeDownloader.GetSymbols(): Error parsing companies list", e);
            }
        }

        public async Task<string> HttpRequester(string url)
        {
            try
            {
                using (var client = new HttpClient())
                {
                    client.BaseAddress = new Uri("https://api.estimize.com/");
                    client.DefaultRequestHeaders.Clear();

                    // You must supply your API key in the HTTP header X-Estimize-Key,
                    // otherwise you will receive a 403 Forbidden response 
                    client.DefaultRequestHeaders.Add("X-Estimize-Key", _clientKey);

                    // Responses are in JSON: you need to specify the HTTP header Accept: application/json
                    client.DefaultRequestHeaders.Accept.Add(new MediaTypeWithQualityHeaderValue("application/json"));

                    var response = await client.GetAsync(Uri.EscapeUriString(url));

                    response.EnsureSuccessStatusCode();

                    return await response.Content.ReadAsStringAsync();
                }
            }
            catch (Exception e)
            {
                throw new Exception($"Error at HttpRequester with msg: {e.Message}", e);
            }
        }

        public class Company
        {
            /// <summary>
            /// The name of the company 
            /// </summary>
            [JsonProperty(PropertyName = "name")]
            public string Name { get; set; }

            /// <summary>
            /// The ticker/symbol for the company
            /// </summary>
            [JsonProperty(PropertyName = "ticker")]
            public string Ticker { get; set; }

            /// <summary>
            /// The CUSIP used to identify the security
            /// </summary>
            [JsonProperty(PropertyName = "cusip")]
            public string Cusip { get; set; }

            /// <summary>
            /// Returns a string that represents the Company object
            /// </summary>
            /// <returns></returns>
            public override string ToString() => $"{Cusip} - {Ticker} - {Name}";
        }
    }
}