public void TestSetSource3() { TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected); EventType events = EventType.Order; string source = "NTV"; string[] sources2 = new string[] { "DEX", "DEA" }; string[] allSource = new string[] { "NTV", "DEX", "DEA" }; string[] symbols = new string[] { "AAPL", "IBM", "XBT/USD" }; using (var con = new NativeConnection(address, OnDisconnect)) { Interlocked.Exchange(ref isConnected, 1); using (IDxSubscription s = con.CreateSubscription(events, listener)) { s.AddSymbols(symbols); listener.WaitOrders(allSource); listener.WaitEvents <IDxOrder>(symbols); s.SetSource(source); Thread.Sleep(12000); listener.ClearEvents <IDxOrder>(); Thread.Sleep(3000); listener.WaitOrders(source); listener.WaitEvents <IDxOrder>(symbols); Assert.AreEqual(0, listener.GetOrderCount(sources2)); s.AddSource(sources2); Thread.Sleep(1000); listener.ClearEvents <IDxOrder>(); Thread.Sleep(3000); listener.WaitOrders(allSource); listener.WaitEvents <IDxOrder>(symbols); } } }
public void TestSetSource() { TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected); string candleSymbolString = "XBT/USD{=d}"; using (var con = new NativeConnection(address, OnDisconnect)) { Interlocked.Exchange(ref isConnected, 1); using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener)) { s.SetSource("IST"); s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString)); s.SetSource("NTV", "DEX"); listener.WaitEvents <IDxCandle>(candleSymbolString); } } }
public void TestSetSourceCandle2() { SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected); string initialSource = "NTV"; string candleString = "XBT/USD{=d}"; using (var con = new NativeConnection(address, OnDisconnect)) { Interlocked.Exchange(ref isConnected, 1); using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener)) { s.AddSymbol(CandleSymbol.ValueOf(candleString)); s.SetSource(initialSource); listener.WaitSnapshot <IDxCandle>(candleString); s.SetSource(initialSource); } } }
public void TestSetSource() { SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected); string initialSource = "NTV"; string symbol = "AAPL"; string otherSource = "DEX"; using (var con = new NativeConnection(address, OnDisconnect)) { Interlocked.Exchange(ref isConnected, 1); using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener)) { Assert.Throws <ArgumentException>(delegate { s.SetSource((string[])null); }); Assert.Throws <InvalidOperationException>(delegate { s.SetSource(new string[] { }); }); Assert.Throws <ArgumentException>(delegate { s.SetSource(new string[] { string.Empty }); }); Assert.Throws <InvalidOperationException>(delegate { s.SetSource(new string[] { "DEA", "DEX" }); }); s.SetSource(initialSource); s.AddSymbol(symbol); listener.WaitSnapshot <IDxOrder>(symbol, initialSource); //try reSet source s.SetSource(otherSource); Thread.Sleep(10000); listener.ClearEvents <IDxOrder>(); Thread.Sleep(3000); listener.WaitSnapshot <IDxOrder>(symbol, otherSource); Assert.False(listener.HaveSnapshotEvents <IDxOrder>(symbol, initialSource)); } } }
/// <inheritdoc /> public void SetSource(params string[] sources) { if (connection == null) { throw new InvalidOperationException("Object is disposed"); } if (subscription != null) { throw new InvalidOperationException("Sources is already configured for this subscription."); } subscription = connection.CreateSubscription(EventType.Order, this); subscription.SetSource(sources); foreach (var source in sources) { this.sources.Add(OrderSource.ValueOf(source)); } }
private static void Main(string[] args) { if (args.Length < 3 || args.Length > 9) { ShowUsage(); return; } var address = args[HostIndex]; var symbol = args[SymbolIndex]; var source = new InputParam <string>(OrderSource.NTV.Name); var dateTime = new InputParam <DateTime?>(null); var recordsPrintLimit = new InputParam <int>(DefaultRecordsPrintLimit); var token = new InputParam <string>(null); var logDataTransferFlag = false; for (var i = SymbolIndex + 1; i < args.Length; i++) { if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime)) { continue; } if (!recordsPrintLimit.IsSet && i < args.Length - 1 && TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit)) { i++; continue; } if (!token.IsSet && i < args.Length - 1 && TryParseTaggedStringParam("-T", args[i], args[i + 1], token)) { i++; continue; } if (logDataTransferFlag == false && args[i].Equals("-p")) { logDataTransferFlag = true; i++; continue; } if (!source.IsSet) { source.Value = args[i]; } } Console.WriteLine( $"Connecting to {address} for [Order#{source.Value} (book)] on [{symbol}] ..."); using (var con = token.IsSet ? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler) : new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler)) { IDxSubscription s = null; try { NativeTools.InitializeLogging("dxf_simple_order_book_sample.log", true, true, logDataTransferFlag); s = con.CreateSnapshotSubscription(EventType.Order, dateTime.Value, new OrderListener(recordsPrintLimit.Value)); s.SetSource(source.Value); s.AddSymbols(symbol); Console.WriteLine("Press enter to stop"); Console.ReadLine(); } catch (DxException dxException) { Console.WriteLine($"Native exception occured: {dxException.Message}"); } catch (Exception exc) { Console.WriteLine($"Exception occured: {exc.Message}"); } finally { s?.Dispose(); } } }
static void Main(string[] args) { if (args.Length < 3 || args.Length > 13) { Console.WriteLine( "Usage: dxf_client <host:port> <event> <symbol> [<date>] [<source>] [snapshot] [-l <records_print_limit>] [-T <token>] [-s <subscr_data>] [-p]\n" + "where\n" + " host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" + " event - Any of the {Profile,Order,Quote,Trade,TimeAndSale,Summary,\n" + " TradeETH,SpreadOrder,Candle,Greeks,TheoPrice,Underlying,Series,\n" + " Configuration}\n" + " symbol - a) IBM, MSFT, ... ; * - all symbols\n" + " b) if it is Candle event you can specify candle symbol\n" + " attribute by string, for example: XBT/USD{=d}\n" + " date - The date of time series event in the format YYYY-MM-DD (optional)\n" + " source - Used only for Order or MarketMaker subscription:\n" + " a) OPTIONAL source for order events is any combination of:\n" + " NTV,NFX,ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,\n" + " BXTR,IST,BI20,ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...;\n" + " b) source for Order snapshot can be one of following: NTV,NFX,\n" + " ESPD,XNFI,ICE,ISE,DEA,DEX,BYX,BZX,BATE,CHIX,CEUX,BXTR,IST,BI20,\n" + " ABE,FAIR,GLBX,ERIS,XEUR,CFE,C2OX,SMFE...\n" + " c) source for MarketMaker snapshot, can be COMPOSITE_ASK\n" + " or COMPOSITE_BID\n" + " snapshot - Use keyword 'snapshot' for create snapshot subscription,\n" + " otherwise leave empty\n" + $" -l <records_print_limit> - The number of displayed records (0 - unlimited, default: {DEFAULT_RECORDS_PRINT_LIMIT})\n" + " -T <token> - The authorization token\n\n" + " -s <subscr_data> - The subscription data: ticker|TICKER, stream|STREAM, history|HISTORY\n" + " -p - Enables the data transfer logging\n\n" + "examples:\n" + " events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST\n" + " events: dxf_client demo.dxfeed.com:7300 Quote,Trade MSFT.TEST,IBM.TEST -s stream\n" + " order: dxf_client demo.dxfeed.com:7300 Order MSFT.TEST,IBM.TEST NTV,IST\n" + " candle: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10\n" + " underlying: dxf_client demo.dxfeed.com:7300 Underlyingn AAPL\n" + " series: dxf_client demo.dxfeed.com:7300 Series AAPL\n" + " order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot\n" + " order snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL NTV snapshot -l 0\n" + " market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot\n" + " market maker snapshot: dxf_client demo.dxfeed.com:7300 Order AAPL COMPOSITE_BID snapshot -l 3\n" + " candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot\n" + " candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d} 2016-10-10 snapshot -l 10\n" + " candle snapshot: dxf_client demo.dxfeed.com:7300 Candle XBT/USD{=d,pl=0.5} 2016-10-10 snapshot -l 10\n" ); return; } var address = args[HOST_INDEX]; EventType events; if (!Enum.TryParse(args[EVENT_INDEX], true, out events)) { Console.WriteLine($"Unsupported event type: {args[EVENT_INDEX]}"); return; } var symbols = args[SYMBOL_INDEX]; var sources = new InputParam <string[]>(new string[] { }); var isSnapshot = new InputParam <bool>(false); var dateTime = new InputParam <DateTime?>(null); var recordsPrintLimit = new InputParam <int>(DEFAULT_RECORDS_PRINT_LIMIT); var token = new InputParam <string>(null); var subscriptionData = new InputParam <EventSubscriptionFlag>(EventSubscriptionFlag.Default); var logDataTransferFlag = false; for (var i = SYMBOL_INDEX + 1; i < args.Length; i++) { if (!dateTime.IsSet && TryParseDateTimeParam(args[i], dateTime)) { continue; } if (!isSnapshot.IsSet && TryParseSnapshotParam(args[i], isSnapshot)) { continue; } if (!recordsPrintLimit.IsSet && i < args.Length - 1 && TryParseRecordsPrintLimitParam(args[i], args[i + 1], recordsPrintLimit)) { i++; continue; } if (!token.IsSet && i < args.Length - 1 && TryParseTaggedStringParam("-T", args[i], args[i + 1], token)) { i++; continue; } if (!subscriptionData.IsSet && i < args.Length - 1 && TryParseEventSubscriptionFlagParam("-s", args[i], args[i + 1], subscriptionData)) { i++; continue; } if (logDataTransferFlag == false && args[i].Equals("-p")) { logDataTransferFlag = true; i++; continue; } if (!sources.IsSet) { TryParseSourcesParam(args[i], sources); } } var snapshotString = isSnapshot.Value ? " snapshot" : string.Empty; var timeSeriesString = dateTime.IsSet && !isSnapshot.Value ? " time-series" : string.Empty; Console.WriteLine( $"Connecting to {address} for [{events}{snapshotString}]{timeSeriesString} on [{symbols}] ..."); NativeTools.InitializeLogging("dxf_client.log", true, true, logDataTransferFlag); var listener = new EventPrinter(); using (var con = token.IsSet ? new NativeConnection(address, token.Value, DisconnectHandler, ConnectionStatusChangeHandler) : new NativeConnection(address, DisconnectHandler, ConnectionStatusChangeHandler)) { IDxSubscription s = null; try { if (isSnapshot.Value) { s = con.CreateSnapshotSubscription(events, dateTime.Value, new SnapshotPrinter(recordsPrintLimit.Value)); } else if (dateTime.IsSet) { s = subscriptionData.IsSet ? con.CreateSubscription(events, dateTime.Value, subscriptionData.Value, listener) : con.CreateSubscription(events, dateTime.Value, listener); } else { s = subscriptionData.IsSet ? con.CreateSubscription(events, subscriptionData.Value, listener) : con.CreateSubscription(events, listener); } if (events.HasFlag(EventType.Order) && sources.Value.Length > 0) { s.SetSource(sources.Value); } if (events == EventType.Candle) { var candleSymbol = CandleSymbol.ValueOf(symbols); s.AddSymbol(candleSymbol); } else { s.AddSymbols(symbols.Split(',')); } Console.WriteLine("Press enter to stop"); Console.ReadLine(); } catch (DxException dxException) { Console.WriteLine($"Native exception occured: {dxException.Message}"); } catch (Exception exc) { Console.WriteLine($"Exception occured: {exc.Message}"); } finally { s?.Dispose(); } } }