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 AcceptAvailableDataRequestsAreForwardedToTheHistoricalDataBroker()
{
var fixture = new Fixture();
var instrument = new Instrument
{
ID = 1,
Symbol = "SPY",
Datasource = new Datasource {
ID = 1, Name = "MockSource"
}
};
_historicalDataBrokerMock
.Setup(x => x.GetAvailableDataInfo(It.Is <Instrument>(i => i.ID.HasValue && i.ID.Value == 1 && i.Symbol.Equals("SPY", StringComparison.InvariantCultureIgnoreCase))))
.Returns(fixture.CreateMany <StoredDataInfo>().ToList());
_client.GetLocallyAvailableDataInfo(instrument);
// TODO: Think about delay amount
Thread.Sleep(1000);
_historicalDataBrokerMock.Verify(
x => x.GetAvailableDataInfo(
It.Is <Instrument>(
y =>
y.ID == 1 &&
y.Symbol == "SPY")
),
Times.Once);
}
/// <summary>
/// Tries to retrieve data on locally available data for a given instrument.
/// Returns DateTime(1,1,1) if the request is not filled.
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
private StoredDataInfo TryGetStorageInfo(Instrument instrument)
{
if (instrument.ID == null)
{
throw new Exception("Null instrument ID return wtf");
}
_client.GetLocallyAvailableDataInfo(instrument);
//wait until the storage info arrives
int i = 0;
while (i < 100)
{
Thread.Sleep(20);
lock (_storageInfoLock)
{
if (_storageInfo.ContainsKey(instrument.ID.Value))
{
return(_storageInfo[instrument.ID.Value]);
}
}
i++;
}
return(null);
}
public void AcceptAvailableDataRequestsAreForwardedToTheHistoricalDataBroker()
{
var instrument = new Instrument
{
ID = 1,
Symbol = "SPY",
Datasource = new Datasource {
ID = 1, Name = "MockSource"
}
};
_client.GetLocallyAvailableDataInfo(instrument);
Thread.Sleep(50);
_brokerMock.Verify(x => x.GetAvailableDataInfo(
It.Is <Instrument>(y =>
y.ID == 1 &&
y.Symbol == "SPY")
), Times.Once);
}
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();
}