private void SubscribeToTicks(IObservable <ITick> ticks)
{
// Display error messages, if any.
ticks.Subscribe(m => { }, async exception => await SyncMessageBox.Show(exception.Message));
var bidAskTicks = ticks.ToBidAskTicks();
bidAskTicks.Select(y => y.Spread()).Subscribe(Spread);
var bidPrices = bidAskTicks.Select(tick => tick.BidPrice);
bidPrices.Subscribe(BidPrice);
bidPrices.Change().Subscribe(BidPriceChange);
var askPrices = bidAskTicks.Select(tick => tick.AskPrice);
askPrices.Subscribe(AskPrice);
askPrices.Change().Subscribe(AskPriceChange);
var sizeTicks = ticks.OfType <TickSize>();
sizeTicks.Where(x => x.TickType == TickType.BidSize).Select(x => x.Size).Subscribe(BidSize);
sizeTicks.Where(x => x.TickType == TickType.AskSize).Select(x => x.Size).Subscribe(AskSize);
var realtimeTicks = ticks.OfType <TickRealtimeVolume>();
var prices = realtimeTicks.Select(tick => tick.Price);
prices.Subscribe(LastPrice);
prices.Change().Subscribe(LastPriceChange);
realtimeTicks.Select(tick => tick.Size).Subscribe(LastSize);
realtimeTicks.Select(m => m.Volume).Subscribe(Volume);
realtimeTicks.Select(m => m.Instant).Subscribe(LastInstant);
}
public async void Init()
{
Observable.Timer(DateTimeOffset.Now, TimeSpan.FromSeconds(1)).Subscribe(x => Date.Value = DateTime.Now);
IInterReactClient interReactClient;
try
{
interReactClient = await new InterReactClientBuilder().BuildAsync();
}
catch (Exception exception)
{
await SyncMessageBox.Show(exception.Message, terminate : true);
return;
}
CoreApplication.Suspending += (x, y) => { interReactClient.Dispose(); };
// TickRedundantRealtimeVolumeFilter removes redundant messages (LastPrice, LastSize, Volume and Time ticks).
// Display a message box for any errors. Write messages to the Debug window.
interReactClient.Response
.Subscribe(async message =>
{
Debug.WriteLine(message.Stringify());
if (message is Alert alert &&
(alert.AlertType == AlertType.ConnectionLost || alert.AlertType == AlertType.ConnectionRestored))
{
await SyncMessageBox.Show(alert.Message);
}
}, async exception => await SyncMessageBox.Show(exception.Message, terminate: true));
// Note that Symbol is an observable.
Symbol.Throttle(TimeSpan.FromSeconds(1))
.DistinctUntilChanged()
.Subscribe(async symbol =>
{
try
{
await FindContract(symbol, interReactClient);
}
catch (Exception exception)
{
await SyncMessageBox.Show(exception.Message);
}
});
}
