public async Task TestRealtimeStream()
{
await client.SignIn();
using (var socket = new TDAmeritradeStreamClient(client))
{
var symbol = "SPY";
socket.OnHeartbeatSignal += o => { };
socket.OnQuoteSignal += o => { };
socket.OnTimeSaleSignal += o => { };
socket.OnChartSignal += o => { };
socket.OnBookSignal += o => { };
await socket.Connect();
await socket.SubscribeQuote(symbol);
await socket.SubscribeChart(symbol, TDChartSubs.CHART_EQUITY);
await socket.SubscribeTimeSale(symbol, TDTimeSaleServices.TIMESALE_EQUITY);
await socket.SubscribeBook(symbol, TDBookOptions.LISTED_BOOK);
await socket.SubscribeBook(symbol, TDBookOptions.NASDAQ_BOOK);
await Task.Delay(1000);
Assert.IsTrue(socket.IsConnected);
await socket.Disconnect();
}
}
public async Task TestRealtimeStreamFuture()
{
await client.SignIn();
using (var socket = new TDAmeritradeStreamClient(client))
{
var symbol = "/NQ";
socket.OnHeartbeatSignal += o => { };
socket.OnQuoteSignal += o => { };
socket.OnTimeSaleSignal += o => { };
socket.OnChartSignal += o => { };
socket.OnBookSignal += o => { };
await socket.Connect();
await socket.SubscribeQuote(symbol);
await socket.SubscribeChart(symbol, TDChartSubs.CHART_FUTURES);
await socket.SubscribeTimeSale(symbol, TDTimeSaleServices.TIMESALE_FUTURES);
await Task.Delay(1000);
Assert.IsTrue(socket.IsConnected);
Assert.IsTrue(socket.IsConnected);
await socket.Disconnect();
}
}
public async Task RecordStream()
{
await client.SignIn();
Console.WriteLine($"IsSignedIn : {client.IsSignedIn}");
Console.WriteLine("Input Symbol :");
var symbols = Console.ReadLine();
Console.WriteLine("Input Save Directory :");
var path = Console.ReadLine();
if (string.IsNullOrEmpty(path))
{
path = "/Records/";
}
Console.WriteLine("Save Format 0) All 1) Json 2) Binary:");
char format = Console.ReadKey().KeyChar;
Console.WriteLine();
Console.WriteLine("Input QOS : 0-5 (500, 750, 1000, 1500, 3000, 5000)ms");
var qos = Console.ReadKey().KeyChar;
Console.WriteLine();
int qosInt = 0;
int.TryParse(qos.ToString(), out qosInt);
var txt_path = $"{path}/{DateTime.UtcNow.ToString("yyyy-MM-dd")}.txt";
if (!File.Exists(txt_path))
{
using (var s = File.Create(txt_path)) { }
}
using (var socket = new TDAmeritradeStreamClient(client))
{
async void Retry()
{
if (!terminated)
{
Console.WriteLine("Retrying...");
await Task.Delay(5000);
Connect();
}
}
async void Connect()
{
Console.WriteLine("Connecting...");
try
{
await socket.Connect();
if (socket.IsConnected)
{
await socket.RequestQOS((TDQOSLevels)qosInt);
await Task.Delay(1000);
await socket.SubscribeQuote(symbols);
await socket.SubscribeChart(symbols, IsFutureSymbol(symbols)?TDChartSubs.CHART_FUTURES : TDChartSubs.CHART_EQUITY);
await socket.SubscribeTimeSale(symbols, IsFutureSymbol(symbols)?TDTimeSaleServices.TIMESALE_FUTURES : TDTimeSaleServices.TIMESALE_EQUITY);
await socket.SubscribeBook(symbols, TDBookOptions.LISTED_BOOK);
await socket.SubscribeBook(symbols, TDBookOptions.NASDAQ_BOOK);
await socket.SubscribeBook(symbols, TDBookOptions.FUTURES_BOOK);
}
else if (!terminated)
{
Retry();
}
}
catch (Exception ex)
{
Console.WriteLine("Error " + ex);
Retry();
}
}
socket.OnJsonSignal += (m) =>
{
if (format == '0' || format == '1')
{
lock (txt_path)
{
Console.WriteLine(m);
using (var s = File.AppendText(txt_path))
{
s.WriteLine(m);
}
}
}
};
socket.OnConnect += (s) =>
{
if (!s)
{
Connect();
}
};
Connect();
Console.WriteLine("Type any key to quit");
Console.ReadLine();
terminated = true;
await socket.Disconnect();
}
}