/// <summary>
/// Constructor.
/// </summary>
/// <param name="periods">The period collection</param>
public PeriodCollectionUpdateObserver(PeriodCollection periods)
{
mPeriods = periods;
if (mPeriods.IsAlive)
{
mPeriods.OnCollectionUpdate += IPeriodCollection_Updated;
}
}
/// <summary>
/// Print history data from response and fills periods collection.
/// </summary>
/// <param name="communicator">The price history communicator.</param>
/// <param name="response">The response. Cannot be null.</param>
/// <param name="periods">The periods collection.</param>
public static void ProcessHistoricalPrices(IPriceHistoryCommunicator communicator, IPriceHistoryCommunicatorResponse response, ref PeriodCollection periods)
{
// use O2GMarketDataSnapshotResponseReader to extract price data from the response object
O2GMarketDataSnapshotResponseReader reader = communicator.createResponseReader(response);
for (int i = 0; i < reader.Count; i++)
{
if (reader.isBar)
{
periods.Add(reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i),
reader.getAskOpen(i), reader.getAskHigh(i), reader.getAskLow(i), reader.getAskClose(i), reader.getVolume(i));
Console.WriteLine("DateTime={0}, BidOpen={1}, BidHigh={2}, BidLow={3}, BidClose={4}, AskOpen={5}, AskHigh={6}, AskLow={7}, AskClose={8}, Volume={9}",
reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i),
reader.getAskOpen(i), reader.getAskHigh(i), reader.getAskLow(i), reader.getAskClose(i), reader.getVolume(i));
}
}
}
/// <summary>
/// Request historical prices for the specified timeframe of the specified period
/// and then show live prices.
/// </summary>
/// <param name="communicator">The price history communicator.</param>
/// <param name="instrument">The instrument.</param>
/// <param name="timeframe">The timeframe.</param>
/// <param name="from">From-date.</param>
/// <param name="to">To-date</param>
/// <param name="quotesCount">The quotes count.</param>
/// <param name="responseListener">The response listener.</param>
/// <param name="session">The trading session.</param>
/// <param name="sessionListener">The trading session listener.</param>
public static void GetLivePrices(IPriceHistoryCommunicator communicator, string instrument, string timeframe,
DateTime from, DateTime to, int quotesCount, ResponseListener responseListener,
O2GSession session, SessionStatusListener sessionListener)
{
if (!communicator.isReady())
{
Console.WriteLine("History communicator is not ready.");
return;
}
// create timeframe entity
ITimeframeFactory timeframeFactory = communicator.TimeframeFactory;
O2GTimeframe timeframeObj = timeframeFactory.create(timeframe);
// check timeframe for ticks
if (O2GTimeframeUnit.Tick == timeframeObj.Unit)
{
throw new Exception("Application works only for bars. Don't use tick as timeframe.");
}
// load Offers table and start ticks listening
PriceUpdateController priceUpdateController = new PriceUpdateController(session, instrument);
if (!priceUpdateController.Wait())
{
return;
}
// create period collection
bool alive = true;
PeriodCollection periods = new PeriodCollection(instrument, timeframe, alive, priceUpdateController);
PeriodCollectionUpdateObserver livePriceViewer = new PeriodCollectionUpdateObserver(periods);
// create and send a history request
IPriceHistoryCommunicatorRequest request = communicator.createRequest(instrument, timeframeObj, from, to, quotesCount);
responseListener.SetRequest(request);
communicator.sendRequest(request);
// wait results
responseListener.Wait();
IPriceHistoryCommunicatorResponse response = responseListener.GetResponse();
O2GMarketDataSnapshotResponseReader reader = communicator.createResponseReader(response);
if (response != null)
{
ProcessHistoricalPrices(communicator, response, ref periods);
}
// finally notify the collection that all bars are added, so it can
// add all ticks collected while the request was being executed
// and start update the data by forthcoming ticks
periods.Finish(reader.getLastBarTime(), reader.getLastBarVolume());
// continue update the data until cancelled by a user
Console.WriteLine("\nPress ENTER to cancel.\n\n");
Console.ReadKey();
livePriceViewer.Unsubscribe();
priceUpdateController.Unsubscribe();
}
