static void client_RealTimeDataReceived(object sender, RealTimeDataEventArgs e)
{
Console.WriteLine("Real Time Data Received: O: {0} H: {1} L: {2} C: {3}",
e.Open,
e.High,
e.Low,
e.Close);
}
/// <summary>
/// When data arrives from an external data source to the broker, this event is fired.
/// </summary>
private void BrokerRealTimeDataArrived(object sender, RealTimeDataEventArgs e)
{
lock (_publisherSocketLock)
{
if (_publisherSocket != null)
{
using (var ms = new MemoryStream())
{
Serializer.Serialize(ms, e);
_publisherSocket.SendMoreFrame(BitConverter.GetBytes(e.InstrumentID)); // Start by sending the ticker before the data
_publisherSocket.SendFrame(ms.ToArray()); // Then send the serialized bar
}
}
}
}
/// <summary>
/// When one of the data sources receives new real time data, it raises an event which is handled by this method,
/// which then forwards the data over the PUB socket after serializing it.
/// </summary>
public void RealTimeData(object sender, RealTimeDataEventArgs e)
{
lock (_pubSocketLock)
{
_ms.SetLength(0);
_pubSocket.SendMore(Encoding.UTF8.GetBytes(e.Symbol)); //start by sending the ticker before the data
Serializer.Serialize(_ms, e);
_pubSocket.Send(_ms.ToArray()); //then send the serialized bar
}
#if DEBUG
Application.Current.Dispatcher.Invoke(() => Log(LogLevel.Trace,
string.Format("RTD Received Symbol: {0} O:{1} H:{2} L:{3} C:{4} V:{5} T:{6}",
e.Symbol,
e.Open,
e.High,
e.Low,
e.Close,
e.Volume,
e.Time)));
#endif
}
/// <summary>
/// When data arrives from an external data source to the broker, this event is fired.
/// </summary>
void _broker_RealTimeDataArrived(object sender, RealTimeDataEventArgs e)
{
using (var ms = new MemoryStream())
{
Serializer.Serialize(ms, e);
//this lock is needed because this method will be called from
//the thread of each DataSource in the broker
lock (_pubSocketLock)
{
_pubSocket.SendMore(BitConverter.GetBytes(e.InstrumentID)); //start by sending the ticker before the data
_pubSocket.Send(ms.ToArray()); //then send the serialized bar
}
}
}