AssetManager.API/AssetManager.Infrastructure/Services/MarketDataService.cs

using Alpaca.Markets;
using AssetManager.Models.DTOs;
using Microsoft.Extensions.Logging;

namespace AssetManager.Infrastructure.Services;

/// <summary>
/// 市场数据服务实现
/// </summary>
public class MarketDataService : IMarketDataService
{
    private readonly ILogger<MarketDataService> _logger;
    private readonly IAlpacaDataClient _dataClient;

    /// <summary>
    /// 构造函数
    /// </summary>
    /// <param name="logger">日志记录器</param>
    public MarketDataService(ILogger<MarketDataService> logger)
    {
        _logger = logger;

        // 初始化 Alpaca 客户端 (7.2 版本)
        var secretKey = new SecretKey("YOUR_API_KEY", "YOUR_SECRET_KEY");

        // 使用 Paper Trading 环境进行测试，生产环境请使用 Environments.Live
        _dataClient = Environments.Paper.GetAlpacaDataClient(secretKey);
    }

    /// <summary>
    /// 获取股票实时价格
    /// </summary>
    /// <param name="symbol">股票代码</param>
    /// <returns>股票价格信息</returns>
    public async Task<MarketPriceResponse> GetStockPriceAsync(string symbol)
    {
        try
        {
            _logger.LogInformation($"Requesting stock price for symbol: {symbol}");

            var request = new LatestMarketDataRequest(symbol);
            var latestTrade = await _dataClient.GetLatestTradeAsync(request);

            return new MarketPriceResponse
            {
                Symbol = symbol,
                Price = latestTrade.Price,
                Timestamp = latestTrade.TimestampUtc,
                AssetType = "Stock"
            };
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, $"Error getting stock price for {symbol}");
            throw;
        }
    }

    /// <summary>
    /// 获取加密货币实时价格
    /// </summary>
    /// <param name="symbol">加密货币代码</param>
    /// <returns>加密货币价格信息</returns>
    public async Task<MarketPriceResponse> GetCryptoPriceAsync(string symbol)
    {
        try
        {
            _logger.LogInformation($"Requesting crypto price for symbol: {symbol}");

            var request = new LatestMarketDataRequest(symbol);
            var latestTrade = await _dataClient.GetLatestTradeAsync(request);

            return new MarketPriceResponse
            {
                Symbol = symbol,
                Price = latestTrade.Price,
                Timestamp = latestTrade.TimestampUtc,
                AssetType = "Crypto"
            };
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, $"Error getting crypto price for {symbol}");
            throw;
        }
    }

    /// <summary>
    /// 获取股票历史数据
    /// </summary>
    /// <param name="symbol">股票代码</param>
    /// <param name="timeframe">时间周期</param>
    /// <param name="limit">数据点数量</param>
    /// <returns>历史数据列表</returns>
    public async Task<List<MarketDataResponse>> GetStockHistoricalDataAsync(string symbol, string timeframe, int limit)
    {
        try
        {
            _logger.LogInformation($"Requesting stock historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}");

            var barTimeFrame = GetBarTimeFrame(timeframe);
            var endDate = DateTime.UtcNow;
            var startDate = CalculateStartDate(endDate, timeframe, limit);

            var request = new HistoricalBarsRequest(symbol, startDate, endDate, barTimeFrame);
            var barsPage = await _dataClient.GetHistoricalBarsAsync(request);

            var result = new List<MarketDataResponse>();
            foreach (var kvp in barsPage.Items)
            {
                foreach (var bar in kvp.Value)
                {
                    result.Add(new MarketDataResponse
                    {
                        Symbol = symbol,
                        Open = bar.Open,
                        High = bar.High,
                        Low = bar.Low,
                        Close = bar.Close,
                        Volume = bar.Volume,
                        Timestamp = bar.TimeUtc,
                        AssetType = "Stock"
                    });
                }
            }

            return result;
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, $"Error getting stock historical data for {symbol}");
            throw;
        }
    }

    /// <summary>
    /// 获取加密货币历史数据
    /// </summary>
    /// <param name="symbol">加密货币代码</param>
    /// <param name="timeframe">时间周期</param>
    /// <param name="limit">数据点数量</param>
    /// <returns>历史数据列表</returns>
    public async Task<List<MarketDataResponse>> GetCryptoHistoricalDataAsync(string symbol, string timeframe, int limit)
    {
        try
        {
            _logger.LogInformation($"Requesting crypto historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}");

            var barTimeFrame = GetBarTimeFrame(timeframe);
            var endDate = DateTime.UtcNow;
            var startDate = CalculateStartDate(endDate, timeframe, limit);

            var request = new HistoricalBarsRequest(symbol, startDate, endDate, barTimeFrame);
            var barsPage = await _dataClient.GetHistoricalBarsAsync(request);

            var result = new List<MarketDataResponse>();
            foreach (var kvp in barsPage.Items)
            {
                foreach (var bar in kvp.Value)
                {
                    result.Add(new MarketDataResponse
                    {
                        Symbol = symbol,
                        Open = bar.Open,
                        High = bar.High,
                        Low = bar.Low,
                        Close = bar.Close,
                        Volume = bar.Volume,
                        Timestamp = bar.TimeUtc,
                        AssetType = "Crypto"
                    });
                }
            }

            return result;
        }
        catch (Exception ex)
        {
            _logger.LogError(ex, $"Error getting crypto historical data for {symbol}");
            throw;
        }
    }

    /// <summary>
    /// 转换时间周期
    /// </summary>
    /// <param name="timeframe">时间周期字符串</param>
    /// <returns>BarTimeFrame 对象</returns>
    private BarTimeFrame GetBarTimeFrame(string timeframe)
    {
        return timeframe.ToLower() switch
        {
            "1min" => BarTimeFrame.Minute,
            "5min" => BarTimeFrame.Minute,
            "15min" => BarTimeFrame.Minute,
            "1h" => BarTimeFrame.Hour,
            "1d" => BarTimeFrame.Day,
            "1w" => BarTimeFrame.Week,
            "1m" => BarTimeFrame.Month,
            _ => BarTimeFrame.Day
        };
    }

    /// <summary>
    /// 计算开始日期
    /// </summary>
    /// <param name="endDate">结束日期</param>
    /// <param name="timeframe">时间周期</param>
    /// <param name="limit">数据点数量</param>
    /// <returns>开始日期</returns>
    private DateTime CalculateStartDate(DateTime endDate, string timeframe, int limit)
    {
        return timeframe.ToLower() switch
        {
            "1min" => endDate.AddMinutes(-limit),
            "5min" => endDate.AddMinutes(-limit * 5),
            "15min" => endDate.AddMinutes(-limit * 15),
            "1h" => endDate.AddHours(-limit),
            "1d" => endDate.AddDays(-limit),
            "1w" => endDate.AddDays(-limit * 7),
            "1m" => endDate.AddMonths(-limit),
            _ => endDate.AddDays(-limit)
        };
    }
}