// @nuget: Newtonsoft.Json

// @nuget: System.Net.Http

​

using Newtonsoft.Json.Linq;

using System;

using System.Collections.Generic;

using System.Net;

using System.Net.Http;

using System.Net.Http.Headers;

using System.Text;

using System.Threading;

using System.Data;

​

public class Program

{

    static string _baseURL = "https://sandbox.livevol.com/api/v1/delayed/";

    public static void Main()

    {

        string idServerURL = "https://sandbox.livevol.com/id/connect/token";

        string authenticationHeader = Convert.ToBase64String(Encoding.UTF8.GetBytes("sandbox_api_examples_client:api_example_secret")); // Sandbox

        var accessToken = GetBearerToken(idServerURL, authenticationHeader);

        if (!string.IsNullOrEmpty(accessToken))

        {

            GetData("time-and-sales/trades-and-quotes?mode=NBBO_CHANGES&limit=50&order_by_time=ASC&min_time=09:30:00.000&max_time=10:00:00.000&date=2019-01-18&symbol=SPY", accessToken);

        }

    }

​

    static string GetBearerToken(string idServer, string authorization)

    {

        var httpClient = new HttpClient{BaseAddress = new Uri(idServer)};

        Console.Write("Accessing URL: " + idServer + " ...");

        httpClient.DefaultRequestHeaders.Authorization = new AuthenticationHeaderValue("Basic", authorization);

        HttpResponseMessage response = httpClient.PostAsync(string.Empty, (HttpContent)new FormUrlEncodedContent(new Dictionary<string, string>()

        {{"grant_type", "client_credentials"}}), CancellationToken.None).Result;

        if (response.StatusCode == HttpStatusCode.OK)

        {

            var data = response.Content.ReadAsStringAsync().Result;

            var content = JObject.Parse(data);

            Console.WriteLine("successfully received access token...");

            return content.GetValue("access_token").ToString();

        }

        else

        {

            //Add robust response handing

            Console.WriteLine(string.Format("Response status code does not indicate success: {0} ({1})", (int)response.StatusCode, response.ReasonPhrase));

            Console.WriteLine("Did you remember to update the client_id:client_secret?");

            return null;

        }

    }

​

    static void GetData(string url, string accessToken)

    {

         var httpClient = new HttpClient { BaseAddress = new Uri(_baseURL) };

         Console.WriteLine("Accessing URL: " + _baseURL + url);

​

         httpClient.DefaultRequestHeaders.Authorization = new AuthenticationHeaderValue("Bearer", accessToken);

         var response = httpClient.GetAsync(url).Result;

​

         if (response.StatusCode == HttpStatusCode.OK)

         {

             var data = JArray.Parse(response.Content.ReadAsStringAsync().Result);

             //Write raw results to console 

             //Console.WriteLine(data);

             //Display data using FiddleHelper.WriteTable 

             DisplayNetFiddleTable(data);

         }

         else

         {

             Console.WriteLine(string.Format("Response status code does not indicate success: {0} ({1})", (int)response.StatusCode, response.ReasonPhrase));

         }

     }

    static void DisplayNetFiddleTable(JArray data)

    {

        DataTable table = new DataTable();

        table.Columns.Add("Type", typeof(string));

        table.Columns.Add("Time", typeof(string));

        table.Columns.Add("Price", typeof(double));

        table.Columns.Add("Size", typeof(int));

        table.Columns.Add("Bid", typeof(double));

        table.Columns.Add("Bid Size", typeof(int));

        table.Columns.Add("Ask", typeof(double));

        table.Columns.Add("Ask Size", typeof(int));

        table.Columns.Add("NBBO Bid", typeof(double));

        table.Columns.Add("NBBO Ask", typeof(double));

        foreach (var dataValue in data)

        {

            var price = dataValue.Value<double>("price");

            var type = price > 0 ? "Trade" : "Quote";

            table.Rows.Add(type, dataValue.Value<string>("time"), price, dataValue.Value<int>("size"), dataValue.Value<double>("bid"), dataValue.Value<int>("bid_size"), dataValue.Value<double>("ask"), dataValue.Value<int>("ask_size"),

                          dataValue.Value<double>("nbbo_bid"), dataValue.Value<double>("nbbo_ask") );

        }

        FiddleHelper.WriteTable(table);

    }

}