/// <summary>
/// Returns available market data providers along with there configuration information
/// </summary>
/// <returns></returns>
public async Task <IList <MarketDataProvider> > GetAvailableMarketDataProviders()
{
var availableProvidersInformation = _dataProvidersManager.GetAvailableProviders();
// Safety check incase information was not populated
if (availableProvidersInformation == null)
{
return(null);
}
MarketDataProviders.Clear();
// Populate Individual Market Data Provider details
foreach (var keyValuePair in availableProvidersInformation)
{
MarketDataProvider tempProvider = new MarketDataProvider()
{
ProviderType = ProviderType.MarketData,
ProviderName = keyValuePair.Key,
ConnectionStatus = ConnectionStatus.Disconnected
};
tempProvider.ProviderCredentials = keyValuePair.Value;
// Add to Collection
MarketDataProviders.Add(tempProvider);
}
return(MarketDataProviders);
}
public MarketScannerWindowViewModel(MetroWindow scannerWindow, MarketDataProvider provider, ObservableCollection <MarketDataProvider> providers)
{
_sendOrderViewModel = new SendOrderViewModel();
_tickDetailsCollection = provider.MarketDetailCollection;
_scannerWindow = scannerWindow;
_provider = provider;
_providers = providers;
}
public void RequestNewConnection_SendRequestToServer_ReceiveLogon()
{
Thread.Sleep(5000);
MarketDataProvider provider = new MarketDataProvider();
provider.ProviderType = ProviderType.MarketData;
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
}
/// <summary>
/// Called when disconnect request is received for given Market Data Provider
/// </summary>
/// <param name="marketDataProvider">Contains provider details</param>
private void DisconnectMarketDataProvider(MarketDataProvider marketDataProvider)
{
// Check current provider status
if (marketDataProvider.ConnectionStatus.Equals(ConnectionStatus.Connected))
{
// Forward disconnect request
_marketDataManager.Disconnect(marketDataProvider.ProviderName);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(marketDataProvider.ProviderName + " connection status is already set to dis-connected.",
_type.FullName, "DisconnectMarketDataProvider");
}
}
}
/// <summary>
/// Called when new Connection request is made by the user
/// </summary>
/// <param name="marketDataProvider"></param>
private void NewConnectionRequest(MarketDataProvider marketDataProvider)
{
// Only entertain 'Market Data Provider' related calls
if (!marketDataProvider.ProviderType.Equals(ProviderType.MarketData))
{
return;
}
if (marketDataProvider.ConnectionStatus.Equals(ConnectionStatus.Disconnected))
{
// Open a new market data connection
ConnectMarketDataProvider(marketDataProvider);
}
else if (marketDataProvider.ConnectionStatus.Equals(ConnectionStatus.Connected))
{
// Close existing connection
DisconnectMarketDataProvider(marketDataProvider);
}
}
public void UnsubscribeMarketData_SendRequestToServer()
{
Thread.Sleep(5000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "AAPL"
};
// Create Tick details to hold market data information
MarketDataDetail tickDetails = new MarketDataDetail(security);
// Add TickDetails object to
provider.AddMarketDetail(tickDetails);
{
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Subscribe);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
Thread.Sleep(2000);
{
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Unsubscribe);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
}
public void PersistTickDataTest()
{
Thread.Sleep(10000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "TEST"
};
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick,
SubscriptionType.Subscribe);
// Create Tick details to hold market data information
MarketDataDetail dataDetail = new MarketDataDetail(security);
dataDetail.PersistenceInformation.SaveTrades = true;
// Add TickDetails object to
provider.AddMarketDetail(dataDetail);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
Thread.Sleep(20000);
}
public void RequestMarketData_SendRequestToServer_ReceiveMultipleMarketDataMessages()
{
Thread.Sleep(5000);
MarketDataProvider provider = new MarketDataProvider();
provider.ConnectionStatus = ConnectionStatus.Disconnected;
provider.ProviderName = TradeHubConstants.MarketDataProvider.Simulated;
// Rasie event to request connection
EventSystem.Publish <MarketDataProvider>(provider);
Thread.Sleep(5000);
Assert.IsTrue(provider.ConnectionStatus.Equals(ConnectionStatus.Connected));
// Create Security to use the Symbol information
Security security = new Security()
{
Symbol = "ERX"
};
// Create a new subscription request for requesting market data
var subscriptionRequest = new SubscriptionRequest(security, provider, MarketDataType.Tick, SubscriptionType.Subscribe);
// Create Tick details to hold market data information
MarketDataDetail tickDetails = new MarketDataDetail(security);
// Add TickDetails object to
provider.AddMarketDetail(tickDetails);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
Thread.Sleep(60000);
Assert.IsTrue(tickDetails.AskPrice.Equals(1.23M), "Best Ask Price");
Assert.IsTrue(tickDetails.BidRecordsCollection.Count.Equals(6), "LOB Collection count");
}
/// <summary>
/// Called when connection request is received for given Market Data Provider
/// </summary>
/// <param name="marketDataProvider">Contains provider details</param>
private void ConnectMarketDataProvider(MarketDataProvider marketDataProvider)
{
// Check if the provider already exists in the local map
if (!_providersMap.ContainsKey(marketDataProvider.ProviderName))
{
// Add incoming provider to local map
_providersMap.Add(marketDataProvider.ProviderName, marketDataProvider);
}
// Check current provider status
if (marketDataProvider.ConnectionStatus.Equals(ConnectionStatus.Disconnected))
{
// Forward connection request
_marketDataManager.Connect(marketDataProvider.ProviderName);
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info(marketDataProvider.ProviderName + " connection status is already set to connected.",
_type.FullName, "ConnectMarketDataProvider");
}
}
}
