public async Task Test()
{
// Create the InterReact client by first connecting to TWS/Gateway on the local host.
IInterReactClient interReact = await new InterReactClientConnector().ConnectAsync();
// Create a contract object.
Contract contract = new()
{
SecurityType = SecurityType.Stock,
Symbol = "SPY",
Currency = "USD",
Exchange = "SMART"
};
// Create and then subscribe to the observable which can observe ticks for the contract.
IDisposable subscription = interReact
.Services
.CreateTickObservable(contract)
.OfTickClass(selector => selector.PriceTick)
.Subscribe(onNext: priceTick => Console.WriteLine($"Price = {priceTick.Price}"));
Console.WriteLine(Environment.NewLine + "press a key to exit...");
Console.ReadKey();
Console.Clear();
// Dispose the subscription to stop receiving ticks.
subscription.Dispose();
// Disconnect from TWS/Gateway.
await interReact.DisposeAsync();
}
}
internal static async Task Run(int port, ILogger logger, ILogger libLogger)
{
IInterReactClient client = await new InterReactClientConnector()
.WithLogger(libLogger)
.WithPorts(port)
.ConnectAsync()
.ConfigureAwait(false);
logger.LogCritical("Connected to server.");
logger.LogCritical("Sending some messages...");
Enumerable.Range(0, 50).ToList().ForEach(client.Request.CancelMarketData);
// indicate test end
client.Request.RequestMarketData(42, new Contract());
// wait to get the first tickSize message, indicating test start
await client.Response.OfType <SizeTick>().FirstAsync();
logger.LogCritical("Receiving...");
// receive some messages to measure throughput
Stopwatch watch = new();
watch.Start();
int count = await client.Response.TakeWhile(m => m is SizeTick).Count();
watch.Stop();
long frequency = Stopwatch.Frequency * count / watch.ElapsedTicks;
logger.LogCritical("Received!! {Frequency:N0} messages/second.", frequency);
logger.LogCritical("Disconnecting.");
await client.DisposeAsync();
logger.LogCritical("Disconnected.");
}
