/// <summary>
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
/// </summary>
public void Dispose()
{
if (_brokerage != null)
{
_brokerage.Disconnect();
_brokerage.Dispose();
}
}
public void GetsTickDataAfterDisconnectionConnectionCycle()
{
using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider(), new AggregationManager(), new LocalDiskMapFileProvider()))
{
ib.Connect();
var cancelationToken = new CancellationTokenSource();
var gotUsdData = false;
var gotEurData = false;
ProcessFeed(
ib.Subscribe(GetSubscriptionDataConfig <TradeBar>(Symbols.AAPL, Resolution.Second), (s, e) => { gotUsdData = true; }),
cancelationToken,
(tick) => Log(tick));
ProcessFeed(
ib.Subscribe(GetSubscriptionDataConfig <TradeBar>(Symbols.SPY, Resolution.Second), (s, e) => { gotEurData = true; }),
cancelationToken,
(tick) => Log(tick));
Thread.Sleep(2000);
Assert.IsTrue(gotUsdData);
Assert.IsTrue(gotEurData);
ib.Disconnect();
gotUsdData = false;
gotEurData = false;
Thread.Sleep(2000);
ib.Connect();
Thread.Sleep(2000);
cancelationToken.Cancel();
cancelationToken.Dispose();
Assert.IsTrue(gotUsdData);
Assert.IsTrue(gotEurData);
}
}
public void GetsTickDataAfterDisconnectionConnectionCycle()
{
InteractiveBrokersGatewayRunner.StartFromConfiguration();
var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider());
ib.Connect();
ib.Subscribe(null, new List <Symbol> {
Symbols.USDJPY, Symbols.EURGBP
});
ib.Disconnect();
Thread.Sleep(1000);
for (var i = 0; i < 20; i++)
{
foreach (var tick in ib.GetNextTicks()) // we need to make sure we consumer the already sent data, if any
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
}
}
ib.Connect();
Thread.Sleep(1000);
var gotUsdData = false;
var gotEurData = false;
for (var i = 0; i < 20; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
gotUsdData |= tick.Symbol == Symbols.USDJPY;
gotEurData |= tick.Symbol == Symbols.EURGBP;
}
}
Assert.IsTrue(gotUsdData);
Assert.IsTrue(gotEurData);
InteractiveBrokersGatewayRunner.Stop();
}
public void Dispose()
{
_brokerage.Disconnect();
}