public void TestClearSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
string aaplSymbolString = "AAPL{=d,price=mark}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
listener.WaitEvents <IDxCandle>(candleSymbolString);
s.Clear();
listener.ClearEvents <IDxCandle>();
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetEventCount <IDxCandle>());
//try to restore symbols
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
listener.WaitEvents <IDxCandle>(candleSymbolString);
//set other symbol
s.Clear();
listener.ClearEvents <IDxCandle>();
s.AddSymbol(CandleSymbol.ValueOf(aaplSymbolString));
listener.WaitEvents <IDxCandle>(aaplSymbolString);
Assert.AreEqual(listener.GetEventCount <IDxCandle>(), listener.GetEventCount <IDxCandle>(aaplSymbolString));
}
}
}
public void TestClearSymbols2()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
string candleString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSource(source);
s.AddSymbol(symbol);
listener.WaitSnapshot <IDxOrder>(symbol, source);
s.Clear();
listener.ClearEvents <IDxOrder>();
Assert.AreEqual(0, s.GetSymbols().Count);
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetSnapshotsCount <IDxOrder>(symbol));
//add another symbol
s.AddSymbols(CandleSymbol.ValueOf(candleString));
listener.WaitSnapshot <IDxCandle>(candleString);
}
}
}
public void TestAddSource()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string initialSource = "NTV";
string symbol = "AAPL";
string otherSource = "DEX";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
Assert.Throws <ArgumentException>(delegate { s.SetSource((string[])null); });
Assert.Throws <InvalidOperationException>(delegate { s.SetSource(new string[] { }); });
Assert.Throws <ArgumentException>(delegate { s.SetSource(new string[] { string.Empty }); });
Assert.Throws <InvalidOperationException>(delegate { s.SetSource(new string[] { "DEA", "DEX" }); });
s.AddSource(initialSource);
s.AddSymbol(symbol);
listener.WaitSnapshot <IDxOrder>(symbol, initialSource);
//try add source
Assert.Throws <InvalidOperationException>(delegate { s.AddSource(otherSource); });
}
}
}
public void TestGetSymbols()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSource(source);
s.AddSymbol(symbol);
listener.WaitSnapshot <IDxOrder>(symbol, source);
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(symbol, returnedSymbolList[0]);
s.Clear();
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(0, returnedSymbolList.Count);
}
}
}
public void TestClearSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "IBM");
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
s.Clear();
listener.ClearEvents <IDxOrder>();
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetEventCount <IDxOrder>("AAPL", "IBM"));
//add another symbol
s.AddSymbols("XBT/USD");
listener.WaitEvents <IDxOrder>("XBT/USD");
}
}
}
public void TestSetSymbolsCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "IBM");
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
CandleSymbol[] candleSymbols = new CandleSymbol[] {
CandleSymbol.ValueOf("XBT/USD{=d}"),
CandleSymbol.ValueOf("AAPL{=d}"),
CandleSymbol.ValueOf("IBM{=d}")
};
s.SetSymbols(candleSymbols);
listener.ClearEvents <IDxOrder>();
Assert.AreEqual(2, s.GetSymbols().Count);
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
}
}
}
public void TestAddSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
//add candle symbol
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
//try to add other non-candle symbols
s.AddSymbols("AAPL", "IBM");
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
listener.WaitEvents <IDxCandle>(candleSymbolString);
}
}
}
public void TestAddSymbolsCandle()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
Assert.Throws <ArgumentException>(delegate { s.AddSymbols((CandleSymbol[])null); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new CandleSymbol[] { }); });
Assert.Throws <ArgumentException>(delegate { s.AddSymbols(new CandleSymbol[] { null }); });
Assert.Throws <InvalidOperationException>(delegate
{
s.AddSymbols(new CandleSymbol[] {
CandleSymbol.ValueOf("AAPL{=d,price=mark}"),
CandleSymbol.ValueOf("XBT/USD{=d,price=mark}")
});
});
s.AddSymbols(new CandleSymbol[] { CandleSymbol.ValueOf(candleString) });
listener.WaitSnapshot <IDxCandle>(candleString);
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols("IBM"); });
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols(CandleSymbol.ValueOf("AAPL{=d,price=mark}")); });
}
}
}
public void TestGetSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
List <string> symbols = new List <string>(new string[] { "AAPL", "IBM" });
s.AddSymbols(symbols.ToArray());
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(symbols.Count, returnedSymbolList.Count);
foreach (string symbol in returnedSymbolList)
{
Assert.True(symbols.Contains(symbol));
}
s.Clear();
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(0, returnedSymbolList.Count);
}
}
}
public void TestSetSource3()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
string source = "NTV";
string[] sources2 = new string[] { "DEX", "DEA" };
string[] allSource = new string[] { "NTV", "DEX", "DEA" };
string[] symbols = new string[] { "AAPL", "IBM", "XBT/USD" };
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols(symbols);
listener.WaitOrders(allSource);
listener.WaitEvents <IDxOrder>(symbols);
s.SetSource(source);
Thread.Sleep(12000);
listener.ClearEvents <IDxOrder>();
Thread.Sleep(3000);
listener.WaitOrders(source);
listener.WaitEvents <IDxOrder>(symbols);
Assert.AreEqual(0, listener.GetOrderCount(sources2));
s.AddSource(sources2);
Thread.Sleep(1000);
listener.ClearEvents <IDxOrder>();
Thread.Sleep(3000);
listener.WaitOrders(allSource);
listener.WaitEvents <IDxOrder>(symbols);
}
}
}
public void TestAddSymbols()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
Assert.Throws <ArgumentException>(delegate { s.AddSymbols((string[])null); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new string[] { }); });
Assert.Throws <ArgumentException>(delegate { s.AddSymbols(new string[] { string.Empty }); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new string[] { "AAPL", "XBT/USD" }); });
s.AddSource(source);
s.AddSymbols(new string[] { symbol });
listener.WaitSnapshot <IDxOrder>(symbol, source);
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols("IBM"); });
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols(CandleSymbol.ValueOf("AAPL{=d,price=mark}")); });
}
}
}
public void TestSetSymbolsCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
string aaplSymbolString = "AAPL{=d,price=mark}";
string ibmSymbolString = "IBM{=d,price=mark}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
//add candle symbol
s.AddSymbols(new CandleSymbol[] {
CandleSymbol.ValueOf(aaplSymbolString),
CandleSymbol.ValueOf(ibmSymbolString)
});
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(2, returnedSymbolList.Count);
listener.WaitEvents <IDxCandle>(aaplSymbolString, ibmSymbolString);
//try to set other non-candle symbols
s.SetSymbols(CandleSymbol.ValueOf(candleSymbolString));
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
listener.ClearEvents <IDxCandle>();
listener.WaitEvents <IDxCandle>(candleSymbolString);
}
}
}
public void Initialize(NativeConnection connection, IDxSnapshotListener listener)
{
snapshotSubscription = connection.CreateSnapshotSubscription(time, listener);
if (candleSymbol != null)
{
snapshotSubscription.AddSymbol(candleSymbol);
}
else
{
snapshotSubscription.AddSource(source);
snapshotSubscription.AddSymbol(symbol);
}
}
/// <summary>
/// Creates a time event subscription.
/// </summary>
/// <remarks>
/// Don't call this method inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="type">Event type.</param>
/// <param name="time">Date time in the past.</param>
/// <param name="listener">Event listener callback.</param>
/// <returns>Subscription object.</returns>
/// <exception cref="ArgumentNullException">Listener is null.</exception>
/// <exception cref="DxException"></exception>
public IDxSubscription CreateSubscription(EventType type, DateTime?time, IDxEventListener listener)
{
if (handle == IntPtr.Zero)
{
throw new NativeDxException("not connected");
}
IDxSubscription result = (time == null)
? new NativeSubscription(this, type, 0L, listener)
: new NativeSubscription(this, type, (DateTime)time, listener);
subscriptions.Add(result);
return(result);
}
public void TestSetSource()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
s.SetSource("IST");
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
s.SetSource("NTV", "DEX");
listener.WaitEvents <IDxCandle>(candleSymbolString);
}
}
}
public void TestGetSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
CandleSymbol candleSymbol = CandleSymbol.ValueOf(candleSymbolString);
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
s.AddSymbol(candleSymbol);
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
}
}
}
public void TestAddSourceCandle2()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string initialSource = "NTV";
string candleString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleString));
s.AddSource(initialSource);
listener.WaitSnapshot <IDxCandle>(candleString);
s.AddSource(initialSource);
}
}
}
public void TestAll()
{
TestListener eventListener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
SnapshotTestListener snapshotListener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
OrderViewTestListener orderViewListener = new OrderViewTestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order | EventType.Profile |
EventType.Quote | EventType.Summary | EventType.TimeAndSale | EventType.Series |
EventType.Trade;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription eventSubscription = con.CreateSubscription(events, eventListener),
candleSubscription = con.CreateSubscription(oneMonth, eventListener),
orderViewSubscription = con.CreateOrderViewSubscription(orderViewListener))
using (SnapshotCollection snapshotCollection = new SnapshotCollection(con, snapshotListener, snapshotCases))
{
eventSubscription.AddSymbols(eventSymbols);
candleSubscription.AddSymbol(CandleSymbol.ValueOf(candleSymbols[0]));
orderViewSubscription.AddSource(orderViewSources);
orderViewSubscription.AddSymbols(orderViewSymbols);
DateTime startTime = DateTime.Now;
while (testCommonTime >= (DateTime.Now - startTime).TotalMilliseconds)
{
Console.WriteLine();
PrintEvents <IDxCandle>(eventListener, candleSymbols);
PrintEvents <IDxOrder>(eventListener, eventSymbols);
PrintEvents <IDxProfile>(eventListener, eventSymbols);
PrintEvents <IDxQuote>(eventListener, eventSymbols);
PrintEvents <IDxSummary>(eventListener, eventSymbols);
PrintEvents <IDxTimeAndSale>(eventListener, eventSymbols);
PrintEvents <IDxSeries>(eventListener, eventSymbols);
PrintEvents <IDxTrade>(eventListener, eventSymbols);
PrintSnapshots <IDxOrder>(snapshotListener, snapshotCases);
PrintSnapshots <IDxCandle>(snapshotListener, snapshotCases);
PrintOrderViews(orderViewListener, orderViewSymbols);
Thread.Sleep(testPrintInterval);
}
}
}
}
/// <inheritdoc />
public void SetSource(params string[] sources)
{
if (connection == null)
{
throw new InvalidOperationException("Object is disposed");
}
if (subscription != null)
{
throw new InvalidOperationException("Sources is already configured for this subscription.");
}
subscription = connection.CreateSubscription(EventType.Order, this);
subscription.SetSource(sources);
foreach (var source in sources)
{
this.sources.Add(OrderSource.ValueOf(source));
}
}
public void TestAddSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "XBT/USD");
listener.WaitEvents <IDxOrder>("AAPL", "XBT/USD");
listener.ClearEvents <IDxOrder>();
s.AddSymbols("IBM", "MSFT");
listener.WaitEvents <IDxOrder>("AAPL", "XBT/USD", "IBM", "MSFT");
}
}
}
public void TestAddSymbolCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
string anotherCandleSymbolString = "AAPL{=d,price=mark}";
CandleSymbol anotherCandleSymbol = CandleSymbol.ValueOf(anotherCandleSymbolString);
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
listener.WaitEvents <IDxCandle>(candleSymbolString);
s.AddSymbol(anotherCandleSymbol);
listener.ClearEvents <IDxCandle>();
listener.WaitEvents <IDxCandle>(candleSymbolString, anotherCandleSymbolString);
}
}
}
public void TestRemoveSymbolsCandle()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleString = "XBT/USD{=d}";
CandleSymbol[] unusingSymbols = new CandleSymbol[] {
CandleSymbol.ValueOf("AAPL{=d,price=mark}"),
CandleSymbol.ValueOf("XBT/USD{=d,price=mark}")
};
CandleSymbol[] usingSymbols = new CandleSymbol[] {
CandleSymbol.ValueOf(candleString),
CandleSymbol.ValueOf("AAPL{=d,price=mark}"),
CandleSymbol.ValueOf("XBT/USD{=d,price=mark}")
};
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleString));
Assert.AreEqual(1, s.GetSymbols().Count);
listener.WaitSnapshot <IDxCandle>(candleString);
Assert.Throws <ArgumentException>(delegate { s.RemoveSymbols((CandleSymbol[])null); });
s.RemoveSymbols(new CandleSymbol[] { null });
s.RemoveSymbols("AAPL", "XBT/USD");
s.RemoveSymbols(unusingSymbols);
Thread.Sleep(5000);
Assert.AreEqual(1, s.GetSymbols().Count);
s.RemoveSymbols(usingSymbols);
Thread.Sleep(3000);
Assert.AreEqual(0, s.GetSymbols().Count);
listener.ClearEvents <IDxCandle>();
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetSnapshotsCount <IDxCandle>());
}
}
}
public void TestRemoveSymbols()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
string[] unusingSymbols = { "IBM", "XBT/USD" };
string[] usingSymbols = { symbol, "IBM", "XBT/USD" };
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSource(source);
s.AddSymbol(symbol);
Assert.AreEqual(1, s.GetSymbols().Count);
listener.WaitSnapshot <IDxOrder>(symbol, source);
Assert.Throws <ArgumentException>(delegate { s.RemoveSymbols((string[])null); });
s.RemoveSymbols(new string[] { string.Empty });
s.RemoveSymbols(new CandleSymbol[] {
CandleSymbol.ValueOf("AAPL{=d,price=mark}"),
CandleSymbol.ValueOf("XBT/USD{=d,price=mark}")
});
s.RemoveSymbols(unusingSymbols);
Thread.Sleep(5000);
Assert.AreEqual(1, s.GetSymbols().Count);
s.RemoveSymbols(usingSymbols);
Thread.Sleep(3000);
Assert.AreEqual(0, s.GetSymbols().Count);
listener.ClearEvents <IDxOrder>();
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetSnapshotsCount <IDxOrder>());
}
}
}
public void TestAddSymbolCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
string symbol = "AAPL";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbol(symbol);
listener.WaitEvents <IDxOrder>();
CandleSymbol candleSymbol = CandleSymbol.ValueOf("XBT/USD{=d}");
s.AddSymbol(candleSymbol);
listener.ClearEvents <IDxOrder>();
Assert.AreEqual(1, s.GetSymbols().Count);
Assert.AreEqual(symbol, s.GetSymbols()[0]);
}
}
}
public void TestAddSymbol()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbol("AAPL");
listener.WaitEvents <IDxOrder>();
TestListener.ReceivedEvent <IDxOrder> e = listener.GetLastEvent <IDxOrder>();
Assert.AreEqual("AAPL", e.Symbol);
s.AddSymbol("IBM");
listener.ClearEvents <IDxOrder>();
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
}
}
}
public void TestGetSymbolsCandle()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
s.AddSymbol(CandleSymbol.ValueOf(candleString));
listener.WaitSnapshot <IDxCandle>(candleString);
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleString, returnedSymbolList[0]);
s.Clear();
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(0, returnedSymbolList.Count);
}
}
}
private bool disposedValue = false; // To detect redundant calls
/// <summary>
/// This code added to correctly implement the disposable pattern.
/// </summary>
protected virtual void Dispose(bool disposing)
{
if (connection != null)
{
connection.RemoveSubscription(this);
connection = null;
}
if (disposedValue)
{
return;
}
if (disposing)
{
if (subscription != null)
{
subscription.Dispose();
subscription = null;
}
}
disposedValue = true;
}
private static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 9)
{
ShowUsage();
return;
}
var address = args[HostIndex];
var symbol = args[SymbolIndex];
var source = new InputParam <string>(OrderSource.NTV.Name);
var dateTime = new InputParam <DateTime?>(null);
var recordsPrintLimit = new InputParam <int>(DefaultRecordsPrintLimit);
var token = new InputParam <string>(null);
var logDataTransferFlag = false;
for (var i = SymbolIndex + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
if (!source.IsSet)
{
source.Value = args[i];
}
}
Console.WriteLine(
$"Connecting to {address} for [Order#{source.Value} (book)] on [{symbol}] ...");
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler)
: new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler))
{
IDxSubscription s = null;
try
{
NativeTools.InitializeLogging("dxf_simple_order_book_sample.log", true, true, logDataTransferFlag);
s = con.CreateSnapshotSubscription(EventType.Order, dateTime.Value, new OrderListener(recordsPrintLimit.Value));
s.SetSource(source.Value);
s.AddSymbols(symbol);
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
catch (DxException dxException)
{
Console.WriteLine($"Native exception occured: {dxException.Message}");
}
catch (Exception exc)
{
Console.WriteLine($"Exception occured: {exc.Message}");
}
finally
{
s?.Dispose();
}
}
}
private static void Main(string[] args)
{
if (args.Length == 0)
{
Console.WriteLine(
"Usage: dxf_ipf_connect_sample <ipf_host> <user> <password> <host:port> <events>\n" +
"or: dxf_ipf_connect_sample <file> <host:port> <event>\n" +
"where\n" +
" ipf_host - The valid ipf host to download instruments (https://tools.dxfeed.com/ipf)\n" +
" user - The user name to host access\n" +
" password - The user password to host access\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" events - Any of the {Profile,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,Candle,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" file - The name of file or archive (.gz or .zip) contains instrument profiles\n\n" +
"example: dxf_ipf_connect_sample https://tools.dxfeed.com/ipf?TYPE=STOCK demo demo demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample https://demo:[email protected]/ipf?TYPE=STOCK demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample profiles.zip demo.dxfeed.com:7300 Quote,Trade\n"
);
return;
}
var path = args[0];
var user = string.Empty;
var password = string.Empty;
string dxFeedAddress;
EventType events;
List <string> symbols;
try {
var reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles;
var dxFeedAddressParamIndex = 1;
if (IsFilePath(path))
{
//Read profiles from local file system
using (var inputStream = new FileStream(path, FileMode.Open)) {
profiles = reader.Read(inputStream, path);
}
}
else
{
if (args.Length == 5)
{
user = args[1];
password = args[2];
dxFeedAddressParamIndex += 2;
}
//Read profiles from server
profiles = reader.ReadFromFile(path, user, password);
}
dxFeedAddress = args[dxFeedAddressParamIndex];
var eventsString = args[dxFeedAddressParamIndex + 1];
if (!Enum.TryParse(eventsString, true, out events))
{
Console.WriteLine($"Unsupported event type: {eventsString}");
return;
}
if (profiles.Count == 0)
{
Console.WriteLine("There are no profiles");
return;
}
Console.WriteLine("Profiles from '{0}' count: {1}", path, profiles.Count);
symbols = profiles.Select(profile => profile.GetSymbol()).ToList();
Console.WriteLine(value: $"Symbols: {string.Join(", ", symbols.Take(42).ToArray())}...");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc}");
return;
}
Console.WriteLine($"Connecting to {dxFeedAddress} for [{events} on [{string.Join(", ", symbols.Take(42).ToArray())}...] ...");
NativeTools.InitializeLogging("dxf_ipf_connect_sample.log", true, true);
using (var connection = new NativeConnection(dxFeedAddress, DisconnectHandler, ConnectionStatusChangeHandler)) {
IDxSubscription subscription = null;
try {
subscription = connection.CreateSubscription(events, new EventPrinter());
if (events == EventType.Candle)
{
subscription.AddSymbols(symbols.ConvertAll(CandleSymbol.ValueOf).ToArray());
}
else
{
subscription.AddSymbols(symbols.ToArray());
}
Console.WriteLine("Press enter to stop");
Console.ReadLine();
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
} finally {
subscription?.Dispose();
}
}
}
static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 13)
{
Console.WriteLine(
"Usage: dxf_client <host:port> <event> <symbol> [<date>] [<source>] [snapshot] [-l <records_print_limit>] [-T <token>] [-s <subscr_data>] [-p]\n" +
"where\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" event - Any of the {Profile,Order,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,SpreadOrder,Candle,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" symbol - a) IBM, MSFT, ... ; * - all symbols\n" +
" b) if it is Candle event you can specify candle symbol\n" +
" attribute by string, for example: XBT/USD{=d}\n" +
" date - The date of time series event in the format YYYY-MM-DD (optional)\n" +
" source - Used only for Order or MarketMaker subscription:\n" +
" a) OPTIONAL source for order events is any combination of:\n" +
" NTV,NFX,ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,\n" +
" BXTR,IST,BI20,ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...;\n" +
" b) source for Order snapshot can be one of following: NTV,NFX,\n" +
" ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,BXTR,IST,BI20,\n" +
" ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...\n" +
" c) source for MarketMaker snapshot, can be COMPOSITE_ASK\n" +
" or COMPOSITE_BID\n" +
" snapshot - Use keyword 'snapshot' for create snapshot subscription,\n" +
" otherwise leave empty\n" +
$" -l <records_print_limit> - The number of displayed records (0 - unlimited, default: {DEFAULT_RECORDS_PRINT_LIMIT})\n" +
" -T <token> - The authorization token\n\n" +
" -s <subscr_data> - The subscription data: ticker|TICKER, stream|STREAM, history|HISTORY\n" +
" -p - Enables the data transfer logging\n\n" +
"examples:\n" +
" events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST\n" +
" events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST -s stream\n" +
" order: dxf_client demo.dxfeed.com:7300 Order MSFT.TEST,IBM.TEST NTV,IST\n" +
" candle: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10\n" +
" underlying: dxf_client demo.dxfeed.com:7300 Underlyingn AAPL\n" +
" series: dxf_client demo.dxfeed.com:7300 Series AAPL\n" +
" order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot\n" +
" order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot -l 0\n" +
" market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot\n" +
" market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot -l 3\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot -l 10\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d,pl=0.5} 2016-10-10 snapshot -l 10\n"
);
return;
}
var address = args[HOST_INDEX];
EventType events;
if (!Enum.TryParse(args[EVENT_INDEX], true, out events))
{
Console.WriteLine($"Unsupported event type: {args[EVENT_INDEX]}");
return;
}
var symbols = args[SYMBOL_INDEX];
var sources = new InputParam <string[]>(new string[] { });
var isSnapshot = new InputParam <bool>(false);
var dateTime = new InputParam <DateTime?>(null);
var recordsPrintLimit = new InputParam <int>(DEFAULT_RECORDS_PRINT_LIMIT);
var token = new InputParam <string>(null);
var subscriptionData = new InputParam <EventSubscriptionFlag>(EventSubscriptionFlag.Default);
var logDataTransferFlag = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!isSnapshot.IsSet && TryParseSnapshotParam(args[i], isSnapshot))
{
continue;
}
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (!subscriptionData.IsSet && i < args.Length - 1 &&
TryParseEventSubscriptionFlagParam("-s", args[i], args[i + 1], subscriptionData))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
if (!sources.IsSet)
{
TryParseSourcesParam(args[i], sources);
}
}
var snapshotString = isSnapshot.Value ? " snapshot" : string.Empty;
var timeSeriesString = dateTime.IsSet && !isSnapshot.Value ? " time-series" : string.Empty;
Console.WriteLine(
$"Connecting to {address} for [{events}{snapshotString}]{timeSeriesString} on [{symbols}] ...");
NativeTools.InitializeLogging("dxf_client.log", true, true, logDataTransferFlag);
var listener = new EventPrinter();
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler)
: new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler)) {
IDxSubscription s = null;
try {
if (isSnapshot.Value)
{
s = con.CreateSnapshotSubscription(events, dateTime.Value,
new SnapshotPrinter(recordsPrintLimit.Value));
}
else if (dateTime.IsSet)
{
s = subscriptionData.IsSet
? con.CreateSubscription(events, dateTime.Value, subscriptionData.Value, listener)
: con.CreateSubscription(events, dateTime.Value, listener);
}
else
{
s = subscriptionData.IsSet
? con.CreateSubscription(events, subscriptionData.Value, listener)
: con.CreateSubscription(events, listener);
}
if (events.HasFlag(EventType.Order) && sources.Value.Length > 0)
{
s.SetSource(sources.Value);
}
if (events == EventType.Candle)
{
var candleSymbol = CandleSymbol.ValueOf(symbols);
s.AddSymbol(candleSymbol);
}
else
{
s.AddSymbols(symbols.Split(','));
}
Console.WriteLine("Press enter to stop");
Console.ReadLine();
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
} finally {
s?.Dispose();
}
}
}
