public async Task SubscribeToSpots(long accountId, bool isLive, params long[] symbolIds)
{
var client = GetClient(isLive);
using var cancelationTokenSource = new CancellationTokenSource();
ProtoOASubscribeSpotsRes receivedResponse = null;
using var disposable = client.OfType <ProtoOASubscribeSpotsRes>().Where(response => response.CtidTraderAccountId == accountId)
.Subscribe(response =>
{
receivedResponse = response;
cancelationTokenSource.Cancel();
});
var requestMessage = new ProtoOASubscribeSpotsReq
{
CtidTraderAccountId = accountId,
};
requestMessage.SymbolId.AddRange(symbolIds);
await SendMessage(requestMessage, ProtoOAPayloadType.ProtoOaSubscribeSpotsReq, client, cancelationTokenSource, () => receivedResponse is not null);
}
public ProtoMessage CreateSubscribeForSpotsRequest(long accountId, int symbolId, string clientMsgId = null)
{
var _msg = ProtoOASubscribeSpotsReq.CreateBuilder();
_msg.SetCtidTraderAccountId(accountId);
_msg.AddSymbolId(symbolId);
return(CreateMessage((uint)_msg.PayloadType, _msg.Build().ToByteString(), clientMsgId));
}
private async static void SubscribeToSymbolSpot(string[] commandSplit)
{
Console.WriteLine("Subscribing to symbol spot event...");
var subscribeSpotsReq = new ProtoOASubscribeSpotsReq()
{
CtidTraderAccountId = long.Parse(commandSplit[2]),
};
subscribeSpotsReq.SymbolId.AddRange(commandSplit.Skip(3).Select(iSymbolId => long.Parse(iSymbolId)));
await _client.SendMessage(subscribeSpotsReq, ProtoOAPayloadType.ProtoOaSubscribeSpotsReq);
}
private void Transmit()
{
while (!isShutdown)
{
if (_trasmitQueue.Count() > 0)
{
//get the next message to submit
ProtoMessage msg = _trasmitQueue.Dequeue();
//Sends the Proto message
var msgByteArray = msg.ToByteArray();
byte[] length = BitConverter.GetBytes(msgByteArray.Length).Reverse().ToArray();
_apiSocket.Write(length);
_apiSocket.Write(msgByteArray);
switch ((ProtoOAPayloadType)msg.PayloadType)
{
case ProtoOAPayloadType.PROTO_OA_APPLICATION_AUTH_REQ:
MessageHandler?.Invoke("Authorising App.");
break;
case ProtoOAPayloadType.PROTO_OA_ACCOUNT_AUTH_REQ:
var accAuth = ProtoOAAccountAuthReq.CreateBuilder().MergeFrom(msg.Payload).Build();
MessageHandler?.Invoke("Authorising account " + Users[accAuth.AccessToken].AccountId);
break;
case ProtoOAPayloadType.PROTO_OA_SUBSCRIBE_SPOTS_REQ:
var spotReq = ProtoOASubscribeSpotsReq.CreateBuilder().MergeFrom(msg.Payload).Build();
//get the associated user
UserConfig config = Users.Where(x => x.Value.AccountId == spotReq.CtidTraderAccountId).Select(x => x.Value).FirstOrDefault();
//get the associated symbol
Symbol symbol = config.Symbols.Where(x => x.Id == spotReq.GetSymbolId(0)).FirstOrDefault();
//Notify the spot request has been sent
SymbolTickRequestHandler?.Invoke(symbol);
break;
}
}
else if (!_heartbeatTimer.Enabled)
{
//start the heartbeat timer
_heartbeatTimer.Enabled = true;
_heartbeatTimer.Start();
}
//Wait 2.01 seconds between each message as to not exceed the 30 messages per minute restriction
Thread.Sleep(2010);
}
}
private void btnSubscribeForSpots_Click(object sender, EventArgs e)
{
var spotRequest = new ProtoOASubscribeSpotsReq
{
CtidTraderAccountId = _accountID,
};
spotRequest.SymbolId.Add(1);
var message = new ProtoMessage
{
Payload = spotRequest.ToByteString(),
PayloadType = (int)ProtoOAPayloadType.ProtoOaSubscribeSpotsReq,
};
Transmit(message);
}
public static ProtoMessage Subscribe_Spots_Req(long ctidTraderAccountId, long[] symbolIDs)
{
ProtoOASubscribeSpotsReq message = new ProtoOASubscribeSpotsReq
{
payloadType = ProtoOAPayloadType.ProtoOaSubscribeSpotsReq,
ctidTraderAccountId = ctidTraderAccountId,
symbolIds = symbolIDs
};
Log.Info("ProtoOASubscribeSpotsReq:: " +
$"ctidTraderAccountId: {ctidTraderAccountId}; " +
$"symbolIds: [{string.Join("; ", symbolIDs)}]");
InnerMemoryStream.SetLength(0);
Serializer.Serialize(InnerMemoryStream, message);
return(Encode((uint)message.payloadType, InnerMemoryStream.ToArray()));
}
public ProtoOASubscribeSpotsReq GetSubscribeForSpotsRequest(byte[] msg = null)
{
return(ProtoOASubscribeSpotsReq.CreateBuilder().MergeFrom(GetPayload(msg)).Build());
}