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 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 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 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 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 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 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 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);
}
}
}
}
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 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");
}
}
}
private static void Main()
{
const string ADDRESS = "demo.dxfeed.com:7300";
const string SYMBOL = "IBM";
const string SOURCE = "NTV";
const string RAW_FILE_NAME = "test.raw";
const EventType EVENT_TYPE = EventType.Order;
Console.WriteLine("Connecting to {0} for Order#{1} snapshot on {2}...", ADDRESS, SOURCE, SYMBOL);
try {
NativeTools.InitializeLogging("dxf_read_write_raw_data_sample.log", true, true);
Console.WriteLine("Writing to raw file");
using (var con = new NativeConnection(ADDRESS, DisconnectHandler)) {
con.WriteRawData(RAW_FILE_NAME);
using (var s = con.CreateSubscription(EVENT_TYPE, new EventListener())) {
s.AddSource(SOURCE);
s.AddSymbol(SYMBOL);
Console.WriteLine("Receiving events for 15 seconds");
Thread.Sleep(15000);
}
}
Console.WriteLine("Reading from raw file");
using (var con = new NativeConnection(RAW_FILE_NAME, DisconnectHandler)) {
using (var s = con.CreateSubscription(EVENT_TYPE, new EventListener())) {
s.AddSource(SOURCE);
s.AddSymbol(SYMBOL);
Thread.Sleep(2000);
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}");
}
}
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 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");
}
}
}
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();
}
}
}