Пример #1
0
 public void FuturesDefinitionAndDetailsTest()
 {
     var request           = new MarketSecuritiesListRequest("futures", "forts");
     var futures           = request.Response.Securities.Data[0];
     var secDefRequest     = new SecurityDefinitionRequest(futures["SECID"]);
     var secDetailsRequest = new SecurityDetailsRequest("futures", "forts", futures["SECID"]);
 }
Пример #2
0
        /// <summary>
        /// “естирование получение списка инструментов рынка
        /// </summary>
        //[Fact]
        public void SecuritiesListTest()
        {
            var request = new MarketSecuritiesListRequest("stock", "bonds");
            var ofz     = new List <Dictionary <string, string> >();
            var types   = new List <string>();

            foreach (var sec in request.Response.Securities.Data)
            {
                var secType = sec["SECTYPE"];
                if (!types.Contains(secType))
                {
                    types.Add(secType);
                }

                if (secType == "3")
                {
                    ofz.Add(sec);
                    var secDefRequest = new SecurityDefinitionRequest(sec["SECID"]);
                    var type          = secDefRequest.Response.Description.Data.FirstOrDefault(_ => _["name"] == "TYPE")["value"];
                    if (type != "ofz_bond")
                    {
                        ;
                    }

                    var secDetailsRequest = new SecurityDetailsRequest("stock", "bonds", sec["SECID"]);
                }
            }
        }
Пример #3
0
 public virtual void onMessage(SecurityDefinitionRequest message, QuickFix.SessionID session)
 {
     throw new QuickFix.UnsupportedMessageType();
 }