// Writes Chunk c's state metadata into given buffer
// and returns the amount of bytes written
public static int CompressMetadataState(Chunk c, byte[] buffer, int targetPos = 0)
{
List <ushort> palleteList = Compression.GetPallete(Pallete.METADATA);
int bytes;
NativeArray <int> writtenBytes = new NativeArray <int>(new int[1] {
0
}, Allocator.TempJob);
NativeArray <ushort> chunkData = NativeTools.CopyToNative(c.metadata.GetStateData());
NativeArray <byte> buff = NativeTools.CopyToNative(buffer);
NativeArray <ushort> palleteArray = NativeTools.CopyToNative(palleteList.ToArray());
CompressionJob cmdJob = new CompressionJob {
chunkData = chunkData,
buffer = buff,
palleteArray = palleteArray,
writtenBytes = writtenBytes
};
JobHandle handle = cmdJob.Schedule();
handle.Complete();
NativeArray <byte> .Copy(buff, 0, buffer, targetPos, writtenBytes[0]);
bytes = writtenBytes[0];
chunkData.Dispose();
palleteArray.Dispose();
buff.Dispose();
writtenBytes.Dispose();
return(bytes);
}
// Builds Chunk's State Metadata using Decompression algorithm
public static void DecompressMetadataStateClient(Chunk c, byte[] buffer, int initialPos)
{
// Preparation Variables
List <ushort> palleteList = Compression.GetPallete(Pallete.METADATA);
NativeArray <ushort> data = new NativeArray <ushort>(Chunk.chunkWidth * Chunk.chunkWidth * Chunk.chunkDepth, Allocator.TempJob);
NativeArray <byte> readData = NativeTools.CopyToNative(buffer);
NativeArray <ushort> pallete = NativeTools.CopyToNative(palleteList.ToArray());
DecompressJob dbJob = new DecompressJob {
data = data,
readData = readData,
pallete = pallete,
initialPos = initialPos
};
JobHandle job = dbJob.Schedule();
job.Complete();
c.metadata.SetStateData(data.ToArray());
data.Dispose();
readData.Dispose();
pallete.Dispose();
}
// Builds Chunk's VoxelData using Decompression algorithm
public static void DecompressBlocks(Chunk c, byte[] buffer)
{
// Preparation Variables
Pallete p = Compression.BiomeToPallete(c.biomeName);
List <ushort> palleteList = Compression.GetPallete(p);
NativeArray <ushort> data = new NativeArray <ushort>(Chunk.chunkWidth * Chunk.chunkWidth * Chunk.chunkDepth, Allocator.TempJob);
NativeArray <byte> readData = NativeTools.CopyToNative(buffer);
NativeArray <ushort> pallete = NativeTools.CopyToNative(palleteList.ToArray());
DecompressJob dbJob = new DecompressJob {
data = data,
readData = readData,
pallete = pallete,
initialPos = 0
};
JobHandle job = dbJob.Schedule();
job.Complete();
c.data.SetData(data.ToArray());
data.Dispose();
readData.Dispose();
pallete.Dispose();
}
private static void Main(string[] args)
{
if (args.Length < 2 || args.Length > 5)
{
Console.WriteLine(
"Usage: dxf_regional_book_sample <host:port> <symbol> [-T <token>] [-p]\n" +
"where\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" symbol - IBM\n" +
" -T <token> - The authorization token\n" +
" -p - Enables the data transfer logging\n\n" +
"example: dxf_regional_book_sample demo.dxfeed.com:7300 MSFT\n"
);
return;
}
var address = args[HOST_INDEX];
var symbol = args[SYMBOL_INDEX];
var token = new InputParam <string>(null);
var logDataTransferFlag = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
}
}
Console.WriteLine("Connecting to {0} on {1}...", address, symbol);
try {
NativeTools.InitializeLogging("dxf_regional_book_sample.log", true, true, logDataTransferFlag);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
using (con.CreateRegionalBook(symbol, new RegionalBookListener(), new QuoteListener())) {
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);
}
}
private static void Main(string[] args)
{
if (args.Length < 1 || args.Length > 5)
{
PrintUsage();
return;
}
var address = args[HOST_INDEX];
var recordsPrintLimit = new InputParam <int>(DEFAULT_RECORDS_PRINT_LIMIT);
var token = new InputParam <string>(null);
for (var i = HOST_INDEX + 1; i < args.Length; i++)
{
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
}
}
Console.WriteLine($"Connecting to {address} for Order View");
try {
NativeTools.InitializeLogging("dxf_order_view_sample.log", true, true);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
using (var sub =
con.CreateOrderViewSubscription(new OrderViewEventListener(recordsPrintLimit.Value))) {
sub.SetSource("NTV", "DEA", "DEX");
sub.SetSymbols("AAPL", "GOOG", "IBM", "F");
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
}
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
}
}
private static void Main()
{
const string ADDRESS = "demo.dxfeed.com:7300";
const string SYMBOL = "IBM";
const string SOURCE = "NTV";
const string RAW_FILE_NAME = "test.raw";
const EventType EVENT_TYPE = EventType.Order;
Console.WriteLine("Connecting to {0} for Order#{1} snapshot on {2}...", ADDRESS, SOURCE, SYMBOL);
try {
NativeTools.InitializeLogging("dxf_read_write_raw_data_sample.log", true, true);
Console.WriteLine("Writing to raw file");
using (var con = new NativeConnection(ADDRESS, DisconnectHandler)) {
con.WriteRawData(RAW_FILE_NAME);
using (var s = con.CreateSubscription(EVENT_TYPE, new EventListener())) {
s.AddSource(SOURCE);
s.AddSymbol(SYMBOL);
Console.WriteLine("Receiving events for 15 seconds");
Thread.Sleep(15000);
}
}
Console.WriteLine("Reading from raw file");
using (var con = new NativeConnection(RAW_FILE_NAME, DisconnectHandler)) {
using (var s = con.CreateSubscription(EVENT_TYPE, new EventListener())) {
s.AddSource(SOURCE);
s.AddSymbol(SYMBOL);
Thread.Sleep(2000);
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
}
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
}
}
// Writes Chunk c's data using a Pallete's compression into given buffer
// and returns the amount of bytes written
public static int CompressBlocks(Chunk c, byte[] buffer, int targetPos = 0)
{
int bytes;
Pallete p = Compression.BiomeToPallete(c.biomeName);
List <ushort> palleteList = Compression.GetPallete(p);
NativeArray <int> writtenBytes = new NativeArray <int>(new int[1] {
0
}, Allocator.TempJob);
NativeArray <ushort> chunkData = NativeTools.CopyToNative(c.data.GetData());
NativeArray <byte> buff = NativeTools.CopyToNative(buffer);
NativeArray <ushort> palleteArray = NativeTools.CopyToNative(palleteList.ToArray());
CompressionJob cbJob = new CompressionJob {
chunkData = chunkData,
buffer = buff,
palleteArray = palleteArray,
writtenBytes = writtenBytes
};
JobHandle handle = cbJob.Schedule();
handle.Complete();
NativeArray <byte> .Copy(buff, 0, buffer, targetPos, writtenBytes[0]);
bytes = writtenBytes[0];
chunkData.Dispose();
palleteArray.Dispose();
buff.Dispose();
writtenBytes.Dispose();
return(bytes);
}
private static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 9)
{
ShowUsage();
return;
}
var address = args[HostIndex];
var symbol = args[SymbolIndex];
var source = new InputParam <string>(OrderSource.NTV.Name);
var dateTime = new InputParam <DateTime?>(null);
var recordsPrintLimit = new InputParam <int>(DefaultRecordsPrintLimit);
var token = new InputParam <string>(null);
var logDataTransferFlag = false;
for (var i = SymbolIndex + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
if (!source.IsSet)
{
source.Value = args[i];
}
}
Console.WriteLine(
$"Connecting to {address} for [Order#{source.Value} (book)] on [{symbol}] ...");
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler)
: new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler))
{
IDxSubscription s = null;
try
{
NativeTools.InitializeLogging("dxf_simple_order_book_sample.log", true, true, logDataTransferFlag);
s = con.CreateSnapshotSubscription(EventType.Order, dateTime.Value, new OrderListener(recordsPrintLimit.Value));
s.SetSource(source.Value);
s.AddSymbols(symbol);
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
catch (DxException dxException)
{
Console.WriteLine($"Native exception occured: {dxException.Message}");
}
catch (Exception exc)
{
Console.WriteLine($"Exception occured: {exc.Message}");
}
finally
{
s?.Dispose();
}
}
}
private static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 9)
{
Console.WriteLine(
"Usage: dxf_snapshot_sample <host:port> <event> <symbol> [<source>] [-l <records_print_limit>] [-T <token>] [-p]\n" +
"where\n" +
" host:port - address of dxfeed server (demo.dxfeed.com:7300)\n" +
" event - snapshot event Order, Candle, TimeAndSale, SpreadOrder,\n" +
" Greeks, Series for MarketMaker see source parameter\n" +
" symbol - symbol string, it is allowed to use only one symbol\n" +
" a) event symbol: IBM, MSFT, ...\n" +
" b) candle symbol attribute: XBT/USD{=d},\n" +
" AAPL{=d,price=mark}, ...\n" +
" source - used only for Order or MarketMaker subscription,\n" +
" also it is allowed to use only one source\n" +
" a) source for Order, e.g. NTV, BYX, BZX, DEA, ISE, \n" +
" DEX, IST\n" +
" b) source for MarketMaker, one of following: AGGREGATE_ASK\n" +
" or AGGREGATE_BID (default value for Order snapshots)\n" +
" If source is not specified MarketMaker snapshot will be\n" +
" subscribed by default.\n\n" +
$" -l <records_print_limit> - The number of displayed records (0 - unlimited, default: {DEFAULT_RECORDS_PRINT_LIMIT})\n" +
" -T <token> - The authorization token\n" +
" -p - Enables the data transfer logging\n\n" +
"order example: dxf_snapshot_sample demo.dxfeed.com:7300 Order AAPL NTV\n" +
"market maker example:\n" +
" dxf_snapshot_sample demo.dxfeed.com:7300 Order AAPL AGGREGATE_BID\n" +
"or just:\n" +
" dxf_snapshot_sample demo.dxfeed.com:7300 Order AAPL\n" +
"candle example: dxf_snapshot_sample demo.dxfeed.com:7300 Candle XBT/USD{=d}"
);
return;
}
var address = args[HOST_INDEX];
var symbol = args[SYMBOL_INDEX];
EventType eventType;
if (!Enum.TryParse(args[EVENT_INDEX], true, out eventType) ||
eventType != EventType.Order && eventType != EventType.Candle &&
eventType != EventType.TimeAndSale && eventType != EventType.SpreadOrder &&
eventType != EventType.Greeks && eventType != EventType.Series)
{
Console.WriteLine($"Unsupported event type: {args[EVENT_INDEX]}");
return;
}
var source = new InputParam <string>(OrderSource.AGGREGATE_BID);
var recordsPrintLimit = new InputParam <int>(DEFAULT_RECORDS_PRINT_LIMIT);
var token = new InputParam <string>(null);
var logDataTransferFlag = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
if (!source.IsSet)
{
TryParseStringParam(args[i], source);
}
}
if (eventType == EventType.Order)
{
if (source.Value.Equals(OrderSource.AGGREGATE_BID) || source.Value.Equals(OrderSource.AGGREGATE_ASK))
{
Console.WriteLine("Connecting to {0} for MarketMaker snapshot on {1}...", address, symbol);
}
else
{
Console.WriteLine("Connecting to {0} for Order#{1} snapshot on {2}...", address, source.Value,
symbol);
}
}
else
{
Console.WriteLine("Connecting to {0} for {1} snapshot on {2}...", address, eventType, symbol);
}
try {
NativeTools.InitializeLogging("dxf_snapshot_sample.log", true, true, logDataTransferFlag);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
using (var s = con.CreateSnapshotSubscription(eventType, DEFAULT_TIME,
new SnapshotListener(recordsPrintLimit.Value))) {
switch (eventType)
{
case EventType.Order:
s.AddSource(source.Value);
s.AddSymbol(symbol);
break;
case EventType.Candle:
s.AddSymbol(CandleSymbol.ValueOf(symbol));
break;
default:
s.AddSymbol(symbol);
break;
}
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}");
}
}
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($"Exception occured: {exc.Message}");
} finally {
subscription?.Dispose();
}
}
}
private static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 7)
{
Console.WriteLine(
"Usage: dxf_events_sample <host:port> <event> <symbol> [<date>] [-T <token>] [-p]\n" +
"where\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" event - Any of the {Profile,Order,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,SpreadOrder,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" symbol - IBM, MSFT, ...\n\n" +
" date - The date of time series event in the format YYYY-MM-DD (optional)\n" +
" -T <token> - The authorization token\n" +
" -p - Enables the data transfer logging\n\n" +
"example: dxf_events_sample demo.dxfeed.com:7300 quote,trade MSFT.TEST,IBM.TEST\n" +
"or: dxf_events_sample demo.dxfeed.com:7300 TimeAndSale MSFT,IBM 2016-10-10\n"
);
return;
}
var address = args[HOST_INDEX];
EventType events;
if (!Enum.TryParse(args[EVENT_INDEX], true, out events))
{
Console.WriteLine($"Unsupported event type: {args[EVENT_INDEX]}");
return;
}
var symbols = args[SYMBOL_INDEX].Split(',');
var dateTime = new InputParam <DateTime?>(null);
var token = new InputParam <string>(null);
var logDataTransferFlag = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
}
}
Console.WriteLine($"Connecting to {address} for [{events}] on [{string.Join(", ", symbols)}] ...");
try {
NativeTools.InitializeLogging("dxf_events_sample.log", true, true, logDataTransferFlag);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
using (var s = con.CreateSubscription(events, dateTime.Value, new EventListener())) {
s.AddSymbols(symbols);
Console.WriteLine("Press enter to stop");
Console.ReadLine();
}
}
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
}
}
static void Main(string[] args)
{
if (args.Length < 3 || args.Length > 13)
{
Console.WriteLine(
"Usage: dxf_client <host:port> <event> <symbol> [<date>] [<source>] [snapshot] [-l <records_print_limit>] [-T <token>] [-s <subscr_data>] [-p]\n" +
"where\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" event - Any of the {Profile,Order,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,SpreadOrder,Candle,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" symbol - a) IBM, MSFT, ... ; * - all symbols\n" +
" b) if it is Candle event you can specify candle symbol\n" +
" attribute by string, for example: XBT/USD{=d}\n" +
" date - The date of time series event in the format YYYY-MM-DD (optional)\n" +
" source - Used only for Order or MarketMaker subscription:\n" +
" a) OPTIONAL source for order events is any combination of:\n" +
" NTV,NFX,ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,\n" +
" BXTR,IST,BI20,ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...;\n" +
" b) source for Order snapshot can be one of following: NTV,NFX,\n" +
" ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,BXTR,IST,BI20,\n" +
" ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...\n" +
" c) source for MarketMaker snapshot, can be COMPOSITE_ASK\n" +
" or COMPOSITE_BID\n" +
" snapshot - Use keyword 'snapshot' for create snapshot subscription,\n" +
" otherwise leave empty\n" +
$" -l <records_print_limit> - The number of displayed records (0 - unlimited, default: {DEFAULT_RECORDS_PRINT_LIMIT})\n" +
" -T <token> - The authorization token\n\n" +
" -s <subscr_data> - The subscription data: ticker|TICKER, stream|STREAM, history|HISTORY\n" +
" -p - Enables the data transfer logging\n\n" +
"examples:\n" +
" events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST\n" +
" events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST -s stream\n" +
" order: dxf_client demo.dxfeed.com:7300 Order MSFT.TEST,IBM.TEST NTV,IST\n" +
" candle: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10\n" +
" underlying: dxf_client demo.dxfeed.com:7300 Underlyingn AAPL\n" +
" series: dxf_client demo.dxfeed.com:7300 Series AAPL\n" +
" order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot\n" +
" order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot -l 0\n" +
" market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot\n" +
" market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot -l 3\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot -l 10\n" +
" candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d,pl=0.5} 2016-10-10 snapshot -l 10\n"
);
return;
}
var address = args[HOST_INDEX];
EventType events;
if (!Enum.TryParse(args[EVENT_INDEX], true, out events))
{
Console.WriteLine($"Unsupported event type: {args[EVENT_INDEX]}");
return;
}
var symbols = args[SYMBOL_INDEX];
var sources = new InputParam <string[]>(new string[] { });
var isSnapshot = new InputParam <bool>(false);
var dateTime = new InputParam <DateTime?>(null);
var recordsPrintLimit = new InputParam <int>(DEFAULT_RECORDS_PRINT_LIMIT);
var token = new InputParam <string>(null);
var subscriptionData = new InputParam <EventSubscriptionFlag>(EventSubscriptionFlag.Default);
var logDataTransferFlag = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!isSnapshot.IsSet && TryParseSnapshotParam(args[i], isSnapshot))
{
continue;
}
if (!recordsPrintLimit.IsSet && i < args.Length - 1 &&
TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit))
{
i++;
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (!subscriptionData.IsSet && i < args.Length - 1 &&
TryParseEventSubscriptionFlagParam("-s", args[i], args[i + 1], subscriptionData))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
if (!sources.IsSet)
{
TryParseSourcesParam(args[i], sources);
}
}
var snapshotString = isSnapshot.Value ? " snapshot" : string.Empty;
var timeSeriesString = dateTime.IsSet && !isSnapshot.Value ? " time-series" : string.Empty;
Console.WriteLine(
$"Connecting to {address} for [{events}{snapshotString}]{timeSeriesString} on [{symbols}] ...");
NativeTools.InitializeLogging("dxf_client.log", true, true, logDataTransferFlag);
var listener = new EventPrinter();
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler)
: new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler)) {
IDxSubscription s = null;
try {
if (isSnapshot.Value)
{
s = con.CreateSnapshotSubscription(events, dateTime.Value,
new SnapshotPrinter(recordsPrintLimit.Value));
}
else if (dateTime.IsSet)
{
s = subscriptionData.IsSet
? con.CreateSubscription(events, dateTime.Value, subscriptionData.Value, listener)
: con.CreateSubscription(events, dateTime.Value, listener);
}
else
{
s = subscriptionData.IsSet
? con.CreateSubscription(events, subscriptionData.Value, listener)
: con.CreateSubscription(events, listener);
}
if (events.HasFlag(EventType.Order) && sources.Value.Length > 0)
{
s.SetSource(sources.Value);
}
if (events == EventType.Candle)
{
var candleSymbol = CandleSymbol.ValueOf(symbols);
s.AddSymbol(candleSymbol);
}
else
{
s.AddSymbols(symbols.Split(','));
}
Console.WriteLine("Press enter to stop");
Console.ReadLine();
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
} finally {
s?.Dispose();
}
}
}
private static void Main(string[] args)
{
if (args.Length < 1 || args.Length > 3)
{
Console.WriteLine(
"Usage: dxf_order_view_xcheck <host:port> [-T <token>]\n" +
"where\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" -T <token> - The authorization token\n\n" +
"example: dxf_order_view_xcheck demo.dxfeed.com:7300\n"
);
return;
}
var address = args[HOST_INDEX];
var token = new InputParam <string>(null);
for (var i = HOST_INDEX + 1; i < args.Length; i++)
{
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
}
}
Console.WriteLine("Connecting to {0} for Order View", address);
try {
NativeTools.InitializeLogging("dxf_order_view_xcheck.log", true, true);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
var l = new OrderViewEventListener();
var subs = new List <IDxSubscription>();
/*
* We CAN NOT use one instance OrderViewSubscription here.
* If OrderViewSubscription is configured with multiple sources,
* it MIXES sources to one "view" and this "view" is NOT
* transactional-safe and atomic anymore.
* You could see "crosses" between orders with different sources
* in the mixed view, it is normal. Atomicity is only guaranteed
* for order book from one source!
*/
foreach (var src in new[] { "NTV" /*, "DEX", "BZX" */ })
{
var s = con.CreateOrderViewSubscription(l);
s.SetSource(src);
s.SetSymbols(/*"AAPL",*/ "FB" /*, "SPY"*/);
subs.Add(s);
}
Console.WriteLine("Press enter to stop");
Console.ReadLine();
foreach (var sub in subs)
{
sub.Dispose();
}
}
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
}
}
private static void Main(string[] args)
{
if (args.Length < 2)
{
WriteHelp();
return;
}
try {
var address = args[HOST_INDEX];
var baseSymbol = args[SYMBOL_INDEX];
var dateTime = new InputParam <DateTime?>(new DateTime(1970, 1, 1, 0, 0, 0, 0));
var token = new InputParam <string>(null);
var exchange = CandleSymbolAttributes.Exchange.DEFAULT;
var periodValue = 1.0;
var period = CandleSymbolAttributes.Period.DEFAULT;
var price = CandleSymbolAttributes.Price.DEFAULT;
var session = CandleSymbolAttributes.Session.DEFAULT;
var alignment = CandleSymbolAttributes.Alignment.DEFAULT;
var priceLevel = CandleSymbolAttributes.PriceLevel.DEFAULT;
var logDataTransferFlag = false;
var attributesAreSet = false;
for (var i = SYMBOL_INDEX + 1; i < args.Length; i++)
{
if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime))
{
continue;
}
if (!token.IsSet && i < args.Length - 1 &&
TryParseTaggedStringParam("-T", args[i], args[i + 1], token))
{
i++;
continue;
}
if (logDataTransferFlag == false && args[i].Equals("-p"))
{
logDataTransferFlag = true;
i++;
continue;
}
const string KEY_VALUE_REGEX = @"([a-z]+)(=)([a-z]+|\d+\.?\d*)";
var match = Regex.Match(args[i], KEY_VALUE_REGEX, RegexOptions.IgnoreCase);
if (match.Groups.Count < 4 || !match.Success)
{
Console.WriteLine("Invalid Attributes");
WriteHelp();
return;
}
if (match.Groups[1].Value.Equals("exchange"))
{
if (match.Groups[3].Length == 1 && char.IsLetter(match.Groups[3].Value[0]))
{
exchange = CandleSymbolAttributes.Exchange.NewExchange(match.Groups[3].Value[0]);
attributesAreSet = true;
}
}
else if (match.Groups[1].Value.Equals("period"))
{
periodValue = double.Parse(match.Groups[3].Value, new CultureInfo("en-US"));
attributesAreSet = true;
}
else if (match.Groups[1].Value.Equals("type"))
{
period = CandleSymbolAttributes.Period.NewPeriod(periodValue,
CandleType.Parse(match.Groups[3].Value));
attributesAreSet = true;
}
else if (match.Groups[1].Value.Equals("price"))
{
price = CandleSymbolAttributes.Price.Parse(match.Groups[3].Value);
attributesAreSet = true;
}
else if (match.Groups[1].Value.Equals("session"))
{
session = CandleSymbolAttributes.Session.Parse(match.Groups[3].Value);
attributesAreSet = true;
}
else if (match.Groups[1].Value.Equals("alignment"))
{
alignment = CandleSymbolAttributes.Alignment.Parse(match.Groups[3].Value);
attributesAreSet = true;
}
else if (match.Groups[1].Value.Equals("priceLevel"))
{
priceLevel = CandleSymbolAttributes.PriceLevel.Parse(match.Groups[3].Value);
attributesAreSet = true;
}
}
var symbol = (attributesAreSet)
? CandleSymbol.ValueOf(baseSymbol, exchange, period, price, session, alignment, priceLevel)
: CandleSymbol.ValueOf(baseSymbol);
Console.WriteLine($"Connecting to {address} for Candle on {symbol} ...");
NativeTools.InitializeLogging("dxf_candle_sample.log", true, true, logDataTransferFlag);
using (var con = token.IsSet
? new NativeConnection(address, token.Value, DisconnectHandler)
: new NativeConnection(address, DisconnectHandler)) {
using (var s = con.CreateSubscription(dateTime.Value, new EventListener())) {
s.AddSymbol(symbol);
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.GetType()}, message: {exc.Message}");
}
}
async Task ExecuteShareBlobCommandAsync()
{
if (IsBusy)
{
return;
}
App.Logger.Track(AppEvent.ShareBlob.ToString());
if (HasBlobBeenSaved)
{
try
{
#if __ANDROID__
string mimeType = MediaTypeMapper.GetMimeType(BlobFileExtension);
Android.Net.Uri uri = Android.Net.Uri.Parse("file:///" + GetBlobFilePath());
Intent intent = new Intent(Intent.ActionView);
intent.SetDataAndType(uri, mimeType);
intent.SetFlags(ActivityFlags.ClearWhenTaskReset | ActivityFlags.NewTask);
try
{
Xamarin.Forms.Forms.Context.StartActivity(intent);
}
catch (Exception ex)
{
MessagingService.Current.SendMessage <MessagingServiceAlert>(MessageKeys.Message, new MessagingServiceAlert
{
Title = "Unable to Share",
Message = "No applications available to open files of type " + BlobFileExtension,
Cancel = "OK"
});
throw ex;
}
#elif __IOS__
var extensionClassRef = new NSString(UTType.TagClassFilenameExtension);
var mimeTypeClassRef = new NSString(UTType.TagClassMIMEType);
var uti = NativeTools.UTTypeCreatePreferredIdentifierForTag(extensionClassRef.Handle, new NSString(BlobFileExtension).Handle, IntPtr.Zero);
//TODO: open file based off of type
var fi = NSData.FromFile(GetBlobFilePath());
var item = NSObject.FromObject(fi);
var activityItems = new[] { item };
var activityController = new UIActivityViewController(activityItems, null);
var topController = UIApplication.SharedApplication.KeyWindow.RootViewController;
while (topController.PresentedViewController != null)
{
topController = topController.PresentedViewController;
}
topController.PresentViewController(activityController, true, () => { });
#endif
}
catch (Exception ex)
{
App.Logger.Report(ex, Severity.Error);
}
}
}