static IDisposable SubscribeExecutionSource(RealtimeSourceFactory factory, BfProductCode productCode)
{
var source = factory.GetExecutionSource(productCode);
return(source.Subscribe(exec =>
{
Console.WriteLine($"{exec.ExecutedTime} P:{exec.Price} A:{exec.Side} B:{exec.Size}");
}));
}
static void RealtimeExecutionSample(RealtimeSourceFactory factory)
{
factory.GetExecutionSource(BfProductCode.FXBTCJPY).Subscribe(tick =>
{
Console.WriteLine("{0} {1} {2} {3} {4} {5}",
tick.ExecutionId,
tick.Side,
tick.Price,
tick.Size,
tick.ExecutedTime.ToLocalTime(),
tick.ChildOrderAcceptanceId);
}).AddTo(_disposables);
}
public IObservable <RealtimeOhlc> GetRealtimeOhlcSource(BfProductCode productCode, TimeSpan frameSpan)
{
return(new RealtimeOhlcSource(_historicalFactory, productCode, frameSpan, _realtimeFactory.GetExecutionSource(productCode, true)));
}