static void Main(string[] args)
{
try
{
Log.Level = NLog.LogLevel.Debug;
using ISession session = Configuration.Sessions.GetSession();
// Open the session
session.Open();
// Define a stream to retrieve level 1 content...
using var stream = OMMStream.Definition("EUR=").GetStream().OnRefresh((item, msg, s) => Console.WriteLine(msg))
.OnUpdate((item, msg, s) => Console.WriteLine(msg))
.OnError((item, err, s) => Console.WriteLine(err))
.OnStatus((item, msg, s) => Console.WriteLine(msg));
// Open the stream...
stream.Open();
// Wait for data to come in then hit any key to close the stream...
Console.ReadKey();
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}
static void Main(string[] args)
{
try
{
// Create the platform session.
using (ISession session = Configuration.Sessions.GetSession())
{
// Open the session and test the state...
if (session.Open() == Session.State.Opened)
{
// Define a stream to retrieve a batch of level 1 instruments...
using var stream = OMMStream.Definition("EUR=", "GBP=", "CAD=").GetStream()
.OnRefresh((item, msg, s) => DumpMsg(item, msg))
.OnUpdate((item, msg, s) => DumpMsg(item, msg))
.OnError((item, err, s) => Console.WriteLine(err))
.OnStatus((item, msg, s) => Console.WriteLine(msg))
.OnComplete(s => Console.WriteLine("\nInitial response for all instruments complete. Updates will follow based on changes in the market..."));
// Open the stream...
stream.Open();
// Wait for data to come in then hit any key to close the stream...
Console.ReadKey();
}
}
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}
static void Main(string[] args)
{
try
{
// Create the platform session.
using (ISession session = Configuration.Sessions.GetSession())
{
// Open the session and test the state...
if (session.Open() == Session.State.Opened)
{
// *******************************************************************************************************************************
// Requesting for multiple instruments.
// The following code segment demonstrates the usage of the library and .NET's asynchronous capabilities to send a collection of
// requests and monitor the whole collection for completion.
// *******************************************************************************************************************************
List <Task <Stream.State> > tasks = new List <Task <Stream.State> >();
// First, prepare our item stream definition, defining the fields of interest and where to capture events...
var itemDef = OMMStream.Definition().Fields("DSPLY_NAME", "BID", "ASK");
// Next, iterate through the collection of items, applying each to our parameters specification. Send each request asynchronously...
foreach (var item in new[] { "EUR=", "GBP=", "CAD=" })
{
// Create our stream
IStream stream = itemDef.Name(item).GetStream().OnRefresh((item, msg, s) => DumpMsg(item, msg))
.OnUpdate((item, msg, s) => DumpMsg(item, msg))
.OnStatus((item, msg, s) => Console.WriteLine(msg))
.OnError((item, err, s) => Console.WriteLine(err));
// Open the stream asynchronously and keep track of the task
tasks.Add(stream.OpenAsync());
}
// Monitor the collection for completion. We are intentionally blocking here waiting for the whole collection to complete.
Task.WhenAll(tasks).GetAwaiter().GetResult();
Console.WriteLine("\nInitial response for all instruments complete. Updates will follow based on changes in the market...");
// Wait for updates...
Console.ReadKey();
}
}
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}
private static void TestStreaming()
{
string item1 = "EUR=";
string item2 = "CAD=";
try
{
var stream1 = OMMStream.Definition(item1).GetStream().OnRefresh((item, msg, s) => Console.WriteLine($"{DateTime.Now}:{msg}"))
.OnUpdate((item, msg, s) => DumpMsg(item, msg))
.OnStatus((item, msg, s) => Console.WriteLine($"{DateTime.Now} => Status1: {msg}"))
.OnError((item, msg, s) => Console.WriteLine($"Stream1 error: {DateTime.Now}:{msg}"));
if (stream1.Open() != Stream.State.Opened)
{
Console.WriteLine($"Stream did not open: {stream1.OpenState}");
}
var stream2 = OMMStream.Definition(item2).GetStream().OnRefresh((item, msg, s) => Console.WriteLine($"{DateTime.Now}:{msg}"))
.OnUpdate((item, msg, s) => DumpMsg(item, msg))
.OnStatus((item, msg, s) => Console.WriteLine($"{DateTime.Now} => Status2: {msg}"))
.OnError((item, msg, s) => Console.WriteLine($"Stream2 error: {DateTime.Now}:{msg}"));
stream2.Open();
Console.ReadKey();
stream1.Close();
Console.WriteLine($"Stream {item1} has been closed. Hit any key to close the {item2} stream...");
Console.ReadKey();
stream2.Close();
}
catch (PlatformNotSupportedException e)
{
Console.WriteLine($"\n******{e.Message} Choose an alternative WebSocket implementation.\n");
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
static void Main(string[] args)
{
try
{
Log.Level = NLog.LogLevel.Debug;
// Complete image of the concatenation our MarketByPrice level 2 initial refreshes
JObject image = new JObject();
// Create a session into the platform.
using (ISession session = Configuration.Sessions.GetSession())
{
// Open the session
session.Open();
// Define a MarketByPrice stream specifying the Domain "MarketByPrice"
// For each refresh, we merge the contents into the image object. Once all refresh segments have arrived, the
// OnComplete is executed and the completed image details are presented for display.
using IStream stream = OMMStream.Definition("BB.TO").Domain("MarketByPrice")
.GetStream().OnRefresh((item, msg, s) => image.Merge(msg))
.OnComplete(s => DumpImage(image))
.OnUpdate((item, msg, s) => DumpUpdate(msg))
.OnStatus((item, msg, s) => Console.WriteLine(msg))
.OnError((item, err, s) => Console.WriteLine(err));
// Open the stream...
stream.Open();
// Wait for data to come in then hit any key to close the stream...
Console.ReadKey();
}
}
catch (Exception e)
{
Console.WriteLine($"\n**************\nFailed to execute: {e.Message}\n{e.InnerException}\n***************");
}
}