public void RequestRealTimelDataRaisesErrorEventAndReturnsMinusOneWhenInstrumentIsNull()
{
var req = new RealTimeDataRequest
{
Instrument = null
};
bool errorTriggered = false;
_client.Error += (sender, e) => errorTriggered = true;
Assert.AreEqual(-1, _client.RequestRealTimeData(req));
Assert.IsTrue(errorTriggered);
}
private static void Main()
{
//create the client, assuming the default port settings
using (var client = new QDMSClient.QDMSClient("SampleClient", "127.0.0.1", 5556, 5557, 5558, 5555)) {
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
var instruments = client.FindInstruments();
foreach (var i in instruments)
{
Console.WriteLine($"Instrument ID {i.ID}: {i.Symbol} ({i.Type}), Datasource: {i.Datasource.Name}");
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = instruments.FirstOrDefault(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo");
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15));
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
}
}
public void ServerCorrectlyForwardsRealTimeDataRequestsToBroker()
{
var ds = new Datasource()
{
ID = 1, Name = "TestDS"
};
var inst = new Instrument()
{
ID = 15, Datasource = ds, DatasourceID = 1, Symbol = "SPY", Type = InstrumentType.Stock
};
var req = new RealTimeDataRequest(inst, BarSize.FiveSeconds, rthOnly: false, savetoLocalStorage: false);
_client.RequestRealTimeData(req);
_brokerMock.Verify(x => x.RequestRealTimeData(It.Is <RealTimeDataRequest>(
y => y.Frequency == BarSize.FiveSeconds &&
y.RTHOnly == false &&
y.SaveToLocalStorage == false &&
y.Instrument.ID == 15 &&
y.Instrument.Symbol == "SPY" &&
y.Instrument.Datasource.Name == "TestDS")));
}
static void Main()
{
//create the client, assuming the default port settings
QDMSClient.QDMSClient client = new QDMSClient.QDMSClient(
"SampleClient",
"127.0.0.1",
5556,
5557,
5558,
5555);
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
List<Instrument> instruments = client.FindInstruments();
foreach (Instrument i in instruments)
{
Console.WriteLine("Instrument ID {0}: {1} ({2}), Datasource: {3}",
i.ID,
i.Symbol,
i.Type,
i.Datasource.Name);
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = client.FindInstruments(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo").FirstOrDefault();
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15),
dataLocation: DataLocation.Both,
saveToLocalStorage: true,
rthOnly: true);
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
client.Disconnect();
client.Dispose();
}
