static void Main(string[] args)
{
ILogger logger = Logger.CreateConsoleLogger("TestMdc: ");
logger.LogInfo("Running...");
try
{
QRDataProviderId dataProviderId = QRDataProviderId.Bloomberg; // QRDataProviderId.ReutersIDN;
// create MDS client
MarketDataSet data = null;
IMarketDataClient mdc = new MarketDataRealtimeClient(
logger, new Sequencer(logger),
dataProviderId);
data = mdc.GetCurrentData(
QRDataProviderId.Undefined,
Guid.NewGuid(),
null,
QRAssetIdType.Undefined,
new string[6] {
"AUD-FxSpot-SP",
"NZD-FxSpot-SP",
"GBP-FxSpot-SP",
"JPY-FxSpot-SP",
"CHF-FxSpot-SP",
"XYZ-FxSpot-SP"
},
new string[2] {
"ASK", "BID"
});
Thread.Sleep(1000);
logger.LogInfo("Results...");
for (int i = 0; i < data.rows.Length; i++)
{
MarketDataRow row = data.rows[i];
logger.LogInfo("[{0}] {1}", i, row.instrumentId);
for (int j = 0; j < row.field.Length; j++)
{
MarketDataFld field = row.field[j];
logger.LogInfo("[{0}] {1} ({2})='[{3}]'", i, field.name, field.type, String.Join(",", field.value));
}
}
logger.LogInfo("Completed.");
}
catch (Exception e)
{
logger.Log(e);
}
logger.LogInfo("Press ENTER to exit.");
Console.ReadLine();
}
private IEnumerable <BaseRow> GetGenericResponse(O2GMarketDataSnapshotResponseReader reader, string requestID)
{
var rows = new List <MarketDataRow>();
// Try to obtain the instrument from a saved list of market data requests.
var instrument = this.MarketDataInstrumentGetter(requestID);
for (var i = 0; i < reader.Count; i++)
{
var row = new MarketDataRow();
row.Instrument = instrument;
if (reader.isBar)
{
row.AskClose = reader.getAskClose(i);
row.AskHigh = reader.getAskHigh(i);
row.AskLow = reader.getAskLow(i);
row.AskOpen = reader.getAskOpen(i);
row.BidClose = reader.getBidClose(i);
row.BidHigh = reader.getBidHigh(i);
row.BidLow = reader.getBidLow(i);
row.BidOpen = reader.getBidOpen(i);
}
else
{
row.Ask = reader.getAsk(i);
row.Bid = reader.getBid(i);
}
row.IsBar = reader.isBar;
row.Time = reader.getDate(i);
row.Volume = reader.getVolume(i);
rows.Add(row);
}
return(rows);
}
