Esempio n. 1
0
    private void btn_start_fix_Click(object sender, EventArgs e)
    {
        BTCCFIXClientApp     app          = new BTCCFIXClientApp();
        string               sessionFile  = Environment.CurrentDirectory + @"\session_client.txt";
        SessionSettings      settings     = new SessionSettings(sessionFile);
        IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
        ILogFactory          logFactory   = new FileLogFactory(settings);

        QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
        initiator.Start();

        BTCCMarketDataRequest btccDataRequest = new BTCCMarketDataRequest();

        System.Threading.Thread.Sleep(5000);
        //request full snapshot
        MarketDataRequest dataRequest = btccDataRequest.marketDataFullSnapRequest("BTCCNY");
        bool ret = Session.SendToTarget(dataRequest, app.m_sessionID);

        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        System.Threading.Thread.Sleep(15000);
        //request incremental request
        dataRequest = btccDataRequest.marketDataIncrementalRequest("BTCCNY");
        ret         = Session.SendToTarget(dataRequest, app.m_sessionID);
        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        System.Threading.Thread.Sleep(40000);
        //unsubscribe incremental request
        dataRequest = btccDataRequest.unsubscribeIncrementalRequest("BTCCNY");
        ret         = Session.SendToTarget(dataRequest, app.m_sessionID);
        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);
    }
    private void btn_start_fix_Click(object sender, EventArgs e)
    {
        BTCCFIXClientApp app = new BTCCFIXClientApp();
        string sessionFile = Environment.CurrentDirectory + @"\session_client.txt";
        SessionSettings settings = new SessionSettings(sessionFile);
        IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
        ILogFactory logFactory = new FileLogFactory(settings);
        QuickFix.Transport.SocketInitiator initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory);
        initiator.Start();

        BTCCMarketDataRequest btccDataRequest = new BTCCMarketDataRequest();

        System.Threading.Thread.Sleep(5000);
        //request full snapshot
        MarketDataRequest dataRequest = btccDataRequest.marketDataFullSnapRequest("BTCCNY");
        bool ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataFullSnapRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        System.Threading.Thread.Sleep(15000);
        //request incremental request
        dataRequest = btccDataRequest.marketDataIncrementalRequest("BTCCNY");
        ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.marketDataIncrementalRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        System.Threading.Thread.Sleep(40000);
        //unsubscribe incremental request
        dataRequest = btccDataRequest.unsubscribeIncrementalRequest("BTCCNY");
        ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCCNY");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);

        //			dataRequest = btccDataRequest.unsubscribeIncrementalRequest("LTCBTC");
        //			ret = Session.SendToTarget(dataRequest, app.m_sessionID);
        //			Console.WriteLine("SendToTarget ret={0}", ret);
    }