Example #1
0
        public void GetLongHistoricPrices(string symbol, string timeframe, int ticks)
        {
            _mktData = new Quantum();
            Symbol   = new Symbol(symbol);
            session.AttachHandler(mHandler);

            DateTime dateNow = DateTime.Now;
            TimeSpan time    = Timeframe.StringToTimeSpan(timeframe);

            DateTime startDate = dateNow.AddMinutes(-ticks * Timeframe.TimeframeToMinutes(timeframe));

            O2GRequestFactory      factory    = session.Session.getRequestFactory();
            O2GTimeframeCollection timeframes = factory.Timeframes;
            O2GTimeframe           tfo        = timeframes[timeframe];

            int counter = ticks;

            lock (locker)
            {
                while (counter > 0)
                {
                    _completeCounter++;
                    int subticks = (counter >= QSConstants.MAX_FXCM_API_TICKS)
                        ? QSConstants.MAX_FXCM_API_TICKS
                        : counter;
                    O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(symbol, tfo, subticks);
                    factory.fillMarketDataSnapshotRequestTime(request, startDate,
                                                              startDate.AddMinutes(2 * subticks * Timeframe.TimeframeToMinutes(timeframe)));
                    session.Session.sendRequest(request);

                    startDate = startDate.AddMinutes(subticks * Timeframe.TimeframeToMinutes(timeframe));
                    counter  -= (counter >= QSConstants.MAX_FXCM_API_TICKS) ? QSConstants.MAX_FXCM_API_TICKS : counter;
                }
            }

            int timeCounter = 0;

            while (!Complete || timeCounter++ < 3000) //max timeout 30 seconds
            {
                Thread.Sleep(100);
            }
        }
Example #2
0
 public AccountInformation(FXSession session)
 {
     this.session = session;
     mHandler     = AccountInformationReceived;
     session.AttachHandler(mHandler);
 }
Example #3
0
 public AccountInformation(FXSession session)
 {
     this.session = session;
     mHandler = AccountInformationReceived;
     session.AttachHandler(mHandler);
 }