public void TestGetSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
List <string> symbols = new List <string>(new string[] { "AAPL", "IBM" });
s.AddSymbols(symbols.ToArray());
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(symbols.Count, returnedSymbolList.Count);
foreach (string symbol in returnedSymbolList)
{
Assert.True(symbols.Contains(symbol));
}
s.Clear();
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(0, returnedSymbolList.Count);
}
}
}
public void TestSetSource()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
string source = "NTV";
string[] sources2 = new string[] { "DEX", "DEA" };
string[] symbols = new string[] { "AAPL", "IBM" };
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols(symbols);
Thread.Sleep(3000);
s.SetSource(source);
Thread.Sleep(10000);
listener.ClearEvents <IDxOrder>();
Thread.Sleep(3000);
listener.WaitOrders(source);
listener.WaitEvents <IDxOrder>(symbols);
Assert.AreEqual(0, listener.GetOrderCount(sources2));
}
}
}
public void TestSetSymbolsCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "IBM");
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
CandleSymbol[] candleSymbols = new CandleSymbol[] {
CandleSymbol.ValueOf("XBT/USD{=d}"),
CandleSymbol.ValueOf("AAPL{=d}"),
CandleSymbol.ValueOf("IBM{=d}")
};
s.SetSymbols(candleSymbols);
listener.ClearEvents <IDxOrder>();
Assert.AreEqual(2, s.GetSymbols().Count);
listener.WaitEvents <IDxOrder>("AAPL", "IBM");
}
}
}
public void TestRemoveSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
string[] symbols = { "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("AAPL", "IBM", "XBT/USD");
listener.WaitEvents <IDxOrder>(symbols);
s.RemoveSymbols("IBM", "XBT/USD");
listener.ClearEvents <IDxOrder>();
Thread.Sleep(10000);
listener.WaitEvents <IDxOrder>("AAPL");
Assert.GreaterOrEqual(listener.GetEventCount <IDxOrder>("AAPL"), 1);
Assert.AreEqual(0, listener.GetEventCount <IDxOrder>("IBM", "XBT/USD"));
}
}
}
public void TestAddSymbols()
{
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))
{
//add candle symbol
s.AddSymbol(CandleSymbol.ValueOf(candleSymbolString));
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
//try to add other non-candle symbols
s.AddSymbols("AAPL", "IBM");
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
listener.WaitEvents <IDxCandle>(candleSymbolString);
}
}
}
public void TestSetSymbolsCandle()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleSymbolString = "XBT/USD{=d}";
string aaplSymbolString = "AAPL{=d,price=mark}";
string ibmSymbolString = "IBM{=d,price=mark}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(defaultDateTime, listener))
{
//add candle symbol
s.AddSymbols(new CandleSymbol[] {
CandleSymbol.ValueOf(aaplSymbolString),
CandleSymbol.ValueOf(ibmSymbolString)
});
IList <string> returnedSymbolList = s.GetSymbols();
Assert.AreEqual(2, returnedSymbolList.Count);
listener.WaitEvents <IDxCandle>(aaplSymbolString, ibmSymbolString);
//try to set other non-candle symbols
s.SetSymbols(CandleSymbol.ValueOf(candleSymbolString));
returnedSymbolList = s.GetSymbols();
Assert.AreEqual(1, returnedSymbolList.Count);
Assert.AreEqual(candleSymbolString, returnedSymbolList[0]);
listener.ClearEvents <IDxCandle>();
listener.WaitEvents <IDxCandle>(candleSymbolString);
}
}
}
public void TestClearSymbols2()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
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.AddSource(source);
s.AddSymbol(symbol);
listener.WaitSnapshot <IDxOrder>(symbol, source);
s.Clear();
listener.ClearEvents <IDxOrder>();
Assert.AreEqual(0, s.GetSymbols().Count);
Thread.Sleep(10000);
Assert.AreEqual(0, listener.GetSnapshotsCount <IDxOrder>(symbol));
//add another symbol
s.AddSymbols(CandleSymbol.ValueOf(candleString));
listener.WaitSnapshot <IDxCandle>(candleString);
}
}
}
public void TestAddSymbols()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string source = "NTV";
string symbol = "AAPL";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
Assert.Throws <ArgumentException>(delegate { s.AddSymbols((string[])null); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new string[] { }); });
Assert.Throws <ArgumentException>(delegate { s.AddSymbols(new string[] { string.Empty }); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new string[] { "AAPL", "XBT/USD" }); });
s.AddSource(source);
s.AddSymbols(new string[] { symbol });
listener.WaitSnapshot <IDxOrder>(symbol, source);
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols("IBM"); });
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols(CandleSymbol.ValueOf("AAPL{=d,price=mark}")); });
}
}
}
public void TestAddSymbolsCandle()
{
SnapshotTestListener listener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
string candleString = "XBT/USD{=d}";
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSnapshotSubscription(0, listener))
{
Assert.Throws <ArgumentException>(delegate { s.AddSymbols((CandleSymbol[])null); });
Assert.Throws <InvalidOperationException>(delegate { s.AddSymbols(new CandleSymbol[] { }); });
Assert.Throws <ArgumentException>(delegate { s.AddSymbols(new CandleSymbol[] { null }); });
Assert.Throws <InvalidOperationException>(delegate
{
s.AddSymbols(new CandleSymbol[] {
CandleSymbol.ValueOf("AAPL{=d,price=mark}"),
CandleSymbol.ValueOf("XBT/USD{=d,price=mark}")
});
});
s.AddSymbols(new CandleSymbol[] { CandleSymbol.ValueOf(candleString) });
listener.WaitSnapshot <IDxCandle>(candleString);
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols("IBM"); });
Assert.Throws(typeof(InvalidOperationException), delegate { s.AddSymbols(CandleSymbol.ValueOf("AAPL{=d,price=mark}")); });
}
}
}
public void TestAddSymbols()
{
TestListener listener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription s = con.CreateSubscription(events, listener))
{
s.AddSymbols("AAPL", "XBT/USD");
listener.WaitEvents <IDxOrder>("AAPL", "XBT/USD");
listener.ClearEvents <IDxOrder>();
s.AddSymbols("IBM", "MSFT");
listener.WaitEvents <IDxOrder>("AAPL", "XBT/USD", "IBM", "MSFT");
}
}
}
/// <inheritdoc />
public void AddSymbols(params string[] symbols)
{
if (subscription == null)
{
throw new InvalidOperationException(AddSymbolBeforeSourceErrorText);
}
subscription.AddSymbols(symbols);
foreach (var symbol in symbols)
{
if (this.symbols.Contains(symbol.ToUpper()))
{
continue;
}
this.symbols.Add(symbol);
receivedSnapshots.Add(symbol.ToUpper(), new HashSet <IndexedEventSource>());
}
}
public void TestAll()
{
TestListener eventListener = new TestListener(eventsTimeout, eventsSleepTime, IsConnected);
SnapshotTestListener snapshotListener = new SnapshotTestListener(eventsTimeout, eventsSleepTime, IsConnected);
OrderViewTestListener orderViewListener = new OrderViewTestListener(eventsTimeout, eventsSleepTime, IsConnected);
EventType events = EventType.Order | EventType.Profile |
EventType.Quote | EventType.Summary | EventType.TimeAndSale | EventType.Series |
EventType.Trade;
using (var con = new NativeConnection(address, OnDisconnect))
{
Interlocked.Exchange(ref isConnected, 1);
using (IDxSubscription eventSubscription = con.CreateSubscription(events, eventListener),
candleSubscription = con.CreateSubscription(oneMonth, eventListener),
orderViewSubscription = con.CreateOrderViewSubscription(orderViewListener))
using (SnapshotCollection snapshotCollection = new SnapshotCollection(con, snapshotListener, snapshotCases))
{
eventSubscription.AddSymbols(eventSymbols);
candleSubscription.AddSymbol(CandleSymbol.ValueOf(candleSymbols[0]));
orderViewSubscription.AddSource(orderViewSources);
orderViewSubscription.AddSymbols(orderViewSymbols);
DateTime startTime = DateTime.Now;
while (testCommonTime >= (DateTime.Now - startTime).TotalMilliseconds)
{
Console.WriteLine();
PrintEvents <IDxCandle>(eventListener, candleSymbols);
PrintEvents <IDxOrder>(eventListener, eventSymbols);
PrintEvents <IDxProfile>(eventListener, eventSymbols);
PrintEvents <IDxQuote>(eventListener, eventSymbols);
PrintEvents <IDxSummary>(eventListener, eventSymbols);
PrintEvents <IDxTimeAndSale>(eventListener, eventSymbols);
PrintEvents <IDxSeries>(eventListener, eventSymbols);
PrintEvents <IDxTrade>(eventListener, eventSymbols);
PrintSnapshots <IDxOrder>(snapshotListener, snapshotCases);
PrintSnapshots <IDxCandle>(snapshotListener, snapshotCases);
PrintOrderViews(orderViewListener, orderViewSymbols);
Thread.Sleep(testPrintInterval);
}
}
}
}
/// <summary>
/// <para>
/// Adds the specified array of symbols to the set of subscribed symbols.
/// This is a convenience method to subscribe to one or few symbols at a time.
/// When subscribing to multiple symbols at once it is preferable to use
/// <see cref="AddSymbols(ICollection{object})"/> method.
/// All registered event listeners will receive update on the last events for all
/// newly added symbols.
/// </para>
/// <para>
/// Implementation notes.
/// </para>
/// <para>
/// This method notifies all subscribed <see cref="OnSymbolsAdded"/> events on
/// symbols changing for this subscription. The <c>false</c> value of
/// <paramref name="callUpdateEvent"/> disables calling any symbols update events
/// for this method.
/// </para>
/// </summary>
/// <param name="callUpdateEvent">
/// The <c>false</c> value disables calling any symbols update events for this method.
/// </param>
/// <param name="symbols">The array of symbols.</param>
protected void AddSymbols(bool callUpdateEvent, params object[] symbols)
{
if (IsClosed)
{
return;
}
if (symbols == null || symbols.Length == 0)
{
return;
}
lock (symbolsLocker)
{
subscriptionInstance.AddSymbols(SymbolsToStringList(symbols).ToArray());
if (callUpdateEvent)
{
OnSymbolsAdded?.Invoke(this, new DXFeedSymbolsUpdateEventArgs(symbols));
}
}
}
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($"Exception occured: {exc.Message}");
}
finally
{
s?.Dispose();
}
}
}
private static void Main(string[] args)
{
if (args.Length == 0)
{
Console.WriteLine(
"Usage: dxf_ipf_connect_sample <ipf_host> <user> <password> <host:port> <events>\n" +
"or: dxf_ipf_connect_sample <file> <host:port> <event>\n" +
"where\n" +
" ipf_host - The valid ipf host to download instruments (https://tools.dxfeed.com/ipf)\n" +
" user - The user name to host access\n" +
" password - The user password to host access\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" events - Any of the {Profile,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,Candle,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" file - The name of file or archive (.gz or .zip) contains instrument profiles\n\n" +
"example: dxf_ipf_connect_sample https://tools.dxfeed.com/ipf?TYPE=STOCK demo demo demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample https://demo:[email protected]/ipf?TYPE=STOCK demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample profiles.zip demo.dxfeed.com:7300 Quote,Trade\n"
);
return;
}
var path = args[0];
var user = string.Empty;
var password = string.Empty;
string dxFeedAddress;
EventType events;
List <string> symbols;
try {
var reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles;
var dxFeedAddressParamIndex = 1;
if (IsFilePath(path))
{
//Read profiles from local file system
using (var inputStream = new FileStream(path, FileMode.Open)) {
profiles = reader.Read(inputStream, path);
}
}
else
{
if (args.Length == 5)
{
user = args[1];
password = args[2];
dxFeedAddressParamIndex += 2;
}
//Read profiles from server
profiles = reader.ReadFromFile(path, user, password);
}
dxFeedAddress = args[dxFeedAddressParamIndex];
var eventsString = args[dxFeedAddressParamIndex + 1];
if (!Enum.TryParse(eventsString, true, out events))
{
Console.WriteLine($"Unsupported event type: {eventsString}");
return;
}
if (profiles.Count == 0)
{
Console.WriteLine("There are no profiles");
return;
}
Console.WriteLine("Profiles from '{0}' count: {1}", path, profiles.Count);
symbols = profiles.Select(profile => profile.GetSymbol()).ToList();
Console.WriteLine(value: $"Symbols: {string.Join(", ", symbols.Take(42).ToArray())}...");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc}");
return;
}
Console.WriteLine($"Connecting to {dxFeedAddress} for [{events} on [{string.Join(", ", symbols.Take(42).ToArray())}...] ...");
NativeTools.InitializeLogging("dxf_ipf_connect_sample.log", true, true);
using (var connection = new NativeConnection(dxFeedAddress, DisconnectHandler, ConnectionStatusChangeHandler)) {
IDxSubscription subscription = null;
try {
subscription = connection.CreateSubscription(events, new EventPrinter());
if (events == EventType.Candle)
{
subscription.AddSymbols(symbols.ConvertAll(CandleSymbol.ValueOf).ToArray());
}
else
{
subscription.AddSymbols(symbols.ToArray());
}
Console.WriteLine("Press enter to stop");
Console.ReadLine();
} catch (DxException dxException) {
Console.WriteLine($"Native exception occured: {dxException.Message}");
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc.Message}");
} finally {
subscription?.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();
}
}
}