/// <summary>
/// Opens connection to Alpaca streaming API.
/// </summary>
public void Connect()
{
var connectedEvent = new ManualResetEvent(false);
EventHandler onOpenAction = (s, e) =>
{
connectedEvent.Set();
};
_webSocket.Open += onOpenAction;
try
{
_webSocket.Connect();
if (!connectedEvent.WaitOne(ConnectionTimeout))
{
throw new Exception("SockClient.Connect(): WebSocket connection timeout.");
}
}
finally
{
_webSocket.Open -= onOpenAction;
connectedEvent.DisposeSafely();
}
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
// streaming is not supported by sandbox
if (_useSandbox)
{
throw new NotSupportedException(
"TradierBrokerage.DataQueueHandler.Subscribe(): The sandbox does not support data streaming.");
}
// initialize data queue handler on-demand
if (!_isDataQueueHandlerInitialized)
{
_isDataQueueHandlerInitialized = true;
_streamSession = CreateStreamSession();
using (var resetEvent = new ManualResetEvent(false))
{
EventHandler triggerEvent = (o, args) => resetEvent.Set();
_webSocketClient.Open += triggerEvent;
_webSocketClient.Connect();
if (!resetEvent.WaitOne(ConnectionTimeout))
{
throw new TimeoutException("Websockets connection timeout.");
}
_webSocketClient.Open -= triggerEvent;
}
}
if (!CanSubscribe(dataConfig.Symbol))
{
return(Enumerable.Empty <BaseData>().GetEnumerator());
}
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}
/// <summary>
/// Opens connection to Alpaca streaming API.
/// </summary>
/// <returns>Waitable task object for handling action completion in asyncronious mode.</returns>
public Task ConnectAsync()
{
return(Task.Run(() => _webSocket.Connect()));
}