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(); } } }