private static void Main(string[] args)
{
AppDomain.CurrentDomain.ProcessExit += new EventHandler(ProgramExit);
HistoricalDataService dataService = new HistoricalDataService();
HttpIGAccountService igService = new HttpIGAccountService(ConfigurationService.LoadAccountDetails(), true);
Console.WriteLine($"Bank Balance: {igService.AccountDetails.AccountInfo.Balance} {igService.AccountDetails.CurrencyIsoCode}");
IGTradeService tradeService = new IGTradeService();
tradeService.SetAccountServiceToMain();
streamer = new IGMarketDataStreamer(igService.AccountDetails, igService.Account);
dataService.LoadIGHistoricalData("IX.D.OMX.IFM.IP", "MINUTE_15", 51);
decimal[] values = dataService.OhlcListToArray(51, dataService.HistoricalDataIG);
var SMA = new SimpleMovingAverage(values, 50).Sma();
var EMA = new ExponentialMovingAverage(values, 12).Ema();
//igService.PlaceOrder("IX.D.OMX.IFM.IP", "BUY", 10, "SEK");
Console.ReadKey();
Console.WriteLine($"Order Size: {tradeService.CalculateBuyOrderSize("SEK", 0.0075m, 0.25m, 100)}");
Console.ReadKey();
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="responseHandler"></param>
/// <param name="marketDataService"></param>
/// <param name="historicalDataService"></param>
public ApplicationControl(MarketDataResponseHandler responseHandler, MarketDataService marketDataService, HistoricalDataService historicalDataService)
{
try
{
#region Initialization of BlockingCollection
_barsQueue = new ConcurrentQueue <Bar>();
_blockingCollectionBar = new BlockingCollection <Bar>(_barsQueue);
_ticksQueue = new ConcurrentQueue <Tick>();
_blockingCollectionTick = new BlockingCollection <Tick>(_ticksQueue);
_historicBarsQueue = new ConcurrentQueue <HistoricBarData>();
_blockingCollectionHistoricBarData = new BlockingCollection <HistoricBarData>(_historicBarsQueue);
#endregion
_responseHandler = responseHandler;
_marketDataService = marketDataService;
_historicalDataService = historicalDataService;
#region MarketDataEngine Events
_marketDataService.LogonArrived += MarketDataEngineClientLogonArrived;
_marketDataService.LogoutArrived += MarketDataEngineClientLogoutArrived;
_marketDataService.TickArrived += MarketDataEngineClientTickArrived;
_marketDataService.BarArrived += MarketDataEngineClientBarArrived;
_historicalDataService.HistoricalDataArrived += MarketDataEngineClientHistoricBarsArrived;
#endregion
_marketDataService.StartService();
_historicalDataService.StartService();
#region Event Aggregator
EventSystem.Subscribe <Login>(SendLogonRequest);
EventSystem.Subscribe <SecurityPermissions>(RequestDataFromMarketDataEngine);
EventSystem.Subscribe <Unsubscribe>(UnsubscribeSecurity);
EventSystem.Subscribe <ProviderPermission>(ChangeInProiderPermission);
EventSystem.Subscribe <ChangeSecurityPermissionsMessage>(UpdateSecurityPermissions);
EventSystem.Subscribe <Logout>(Logout);
EventSystem.Subscribe <BarDataRequest>(RequestBarData);
EventSystem.Subscribe <UnsubscribeBars>(UnsubscribeBarRequest);
EventSystem.Subscribe <HistoricDataRequest>(RequestHistoricalData);
EventSystem.Subscribe <string>(OnApplicationClose);
#endregion
#region Queue Initialization
Task.Factory.StartNew(ReadTicksFromQueue);
Task.Factory.StartNew(ReadBarsFromQueue);
Task.Factory.StartNew(ReadHistoricBarFromQueue);
#endregion
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "ApplicationControl");
}
}
public void StartUp()
{
_applicationController = ContextRegistry.GetContext()["ApplicationController"] as ApplicationController;
if (_applicationController != null)
{
_applicationController.StartServer();
}
_service = new HistoricalDataService(new MarketDataEngineClient());
}
public ActionResult Index()
{
HistoricalDataService histDataService = new HistoricalDataService();
List <HistoricalData> histDataList = histDataService.getHistDataBySymbolanDuration("fb", "1m");
Debug.WriteLine(histDataList.Count);
ViewData["histData"] = histDataList;
return(View());
}
public async Task GetHistoricalDataAsync_ThrowNoException()
{
var messageHandlerMock = new Mock<HttpMessageHandler>()
.SetupSendAsyncMethod(HttpStatusCode.OK, Content);
var sourceKeyResponseMock = new Mock<SourceKeyResponse>();
using (var httpClient = new HttpClient(messageHandlerMock.Object))
{
var service = new HistoricalDataService(httpClient, _standardTokenProviderMock.Object);
Func<Task<HistoricalDataResponse>> action = () => service.GetHistoricalDataAsync(CancellationToken.None, sourceKeyResponseMock.Object.MachineId, new HistoricalDataRequest());
await action.Should().NotThrowAsync();
}
}
public async Task GetSourceKeysAsync_ThrowHttpExceptionBecauseOfUnauthorized()
{
var messageHandlerMock = new Mock<HttpMessageHandler>()
.SetupSendAsyncMethod(HttpStatusCode.Unauthorized, "{}");
var sourceKeyResponseMock = new Mock<SourceKeyResponse>();
using (var httpClient = new HttpClient(messageHandlerMock.Object))
{
var service = new HistoricalDataService(httpClient, _standardTokenProviderMock.Object);
Func<Task<SourceKeyResponse>> action = () => service.GetSourceKeysAsync(CancellationToken.None, sourceKeyResponseMock.Object.MachineId);
await action.Should().ThrowAsync<HttpException>();
}
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="marketDataService">Provides communication access with Market Data Server for live data</param>
/// <param name="historicalDataService">Provider communication access with Market Data for historical data</param>
public MarketDataManager(MarketDataService marketDataService, HistoricalDataService historicalDataService)
{
// Save Instance
_marketDataService = marketDataService;
_historicalDataService = historicalDataService;
// Initialize
_idGenerator = new MarketDataIdGenerator();
_barParametersMap = new Dictionary <string, BarParameters>();
SubscribeDataServiceEvents();
//_marketDataService.StartService();
//_historicalDataService.StartService();
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="marketDataService">Provides communication access with Market Data Server for live data</param>
/// <param name="historicalDataService">Provides communication access with Market Data Server for historical data</param>
public MarketDataController(MarketDataService marketDataService, HistoricalDataService historicalDataService)
{
this._currentDispatcher = Dispatcher.CurrentDispatcher;
// Initialize Manager
_marketDataManager = new MarketDataManager(marketDataService, historicalDataService);
// Intialize local maps
_providersMap = new Dictionary <string, MarketDataProvider>();
// Subscribe Application events
SubscribeEvents();
// Subscribe Market Data Manager events
SubscribeManagerEvents();
}
