/// <summary>
/// Get the current Tradier stream session
/// </summary>
private TradierStreamSession GetStreamSession()
{
if (_streamSession == null)
{
var request = new RestRequest("markets/events/session", Method.POST);
_streamSession = Execute <TradierStreamSession>(request, TradierApiRequestType.Data, "stream");
}
return(_streamSession);
}
/// <summary>
/// Get the current market status
/// </summary>
public TradierStreamSession CreateStreamSession()
{
var session = new TradierStreamSession();
try
{
var request = new RestRequest("markets/events/session", Method.POST);
session = Execute <TradierStreamSession>(request, TradierApiRequestType.Data, "stream");
}
catch (Exception err)
{
Log.Error("Tradier.Stream(): " + err.Message + ">> " + _previousRequestRaw);
}
return(session);
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
// streaming is not supported by sandbox
if (_useSandbox)
{
throw new NotSupportedException(
"TradierBrokerage.DataQueueHandler.Subscribe(): The sandbox does not support data streaming.");
}
// initialize data queue handler on-demand
if (!_isDataQueueHandlerInitialized)
{
_isDataQueueHandlerInitialized = true;
_streamSession = CreateStreamSession();
using (var resetEvent = new ManualResetEvent(false))
{
EventHandler triggerEvent = (o, args) => resetEvent.Set();
_webSocketClient.Open += triggerEvent;
_webSocketClient.Connect();
if (!resetEvent.WaitOne(ConnectionTimeout))
{
throw new TimeoutException("Websockets connection timeout.");
}
_webSocketClient.Open -= triggerEvent;
}
}
if (!CanSubscribe(dataConfig.Symbol))
{
return(Enumerable.Empty <BaseData>().GetEnumerator());
}
var enumerator = _aggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}
