private void WriteToFileHelper(string filePath)
{
TurnOnAllSecurityProtocolTypes();
InstrumentProfileReader reader = new InstrumentProfileReader();
InstrumentProfileWriter writer = new InstrumentProfileWriter();
IList <InstrumentProfile> profilesFromHttp = reader.ReadFromFile(dxfToolsHost, dxfToolsUser, dxfToolsPassword);
Assert.Greater(profilesFromHttp.Count, 0);
writer.WriteToFile(filePath, profilesFromHttp);
IList <InstrumentProfile> profilesFromFile;
using (FileStream inputStream = new FileStream(filePath, FileMode.Open))
{
profilesFromFile = reader.Read(inputStream, filePath);
}
Assert.AreEqual(profilesFromHttp.Count, profilesFromFile.Count);
/* NOTE: Next commented code may not performed if current instrument
* format was extended with new. */
//for (int i = 0; i < profilesFromHttp.Count; i++) {
// Assert.AreEqual(profilesFromHttp[i], profilesFromFile[i]);
//}
}
public void ReadFromHttpTest()
{
TurnOnAllSecurityProtocolTypes();
InstrumentProfileReader reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles = reader.ReadFromFile(dxfToolsHost, dxfToolsUser, dxfToolsPassword);
Assert.Greater(profiles.Count, 0);
}
private static void Main(string[] args)
{
if (args.Length < 7)
{
Console.WriteLine(
"Usage: dxf_option_chain_sample <host> <user> <password> <symbol> <nStrikes> <nMonths> <price>\n" +
"where\n" +
" host - valid host to download instruments (https://tools.dxfeed.com/ipf)\n" +
" user - user name to host access\n" +
" password - user password to host access\n" +
" symbol - is the product or underlying symbol (GOOG, AAPL, IBM etc)" +
" nStrikes - number of strikes to print for each series" +
" nMonths - number of months to print" +
" price - price of the last trade" +
"example: dxf_option_chain_sample https://tools.dxfeed.com/ipf demo demo AAPL 500 5 90.5\n"
);
return;
}
var path = args[0];
var user = args[1];
var password = args[2];
var symbol = args[3];
try {
var nStrikes = int.Parse(args[4]);
var nMonths = int.Parse(args[5]);
var price = double.Parse(args[6], CultureInfo.InvariantCulture);
var reader = new InstrumentProfileReader();
//Read profiles from server
var profiles = reader.ReadFromFile(path, user, password);
Console.WriteLine("Profiles from '{0}' count: {1}", path, profiles.Count);
Console.WriteLine("Building option chains ...");
IDictionary <string, OptionChain> chains = OptionChainsBuilder.Build(profiles).Chains;
var chain = chains[symbol];
nMonths = Math.Min(nMonths, chain.GetSeries().Count);
var seriesList
= new List <OptionSeries>(chain.GetSeries()).GetRange(0, nMonths);
Console.WriteLine("Printing option series ...");
foreach (var series in seriesList)
{
Console.WriteLine("Option series {0}", series);
var strikes = series.GetNStrikesAround(nStrikes, price);
Console.WriteLine("Strikes:");
foreach (var strike in strikes)
{
Console.Write("{0} ", strike);
}
Console.WriteLine();
}
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc}");
}
}
private void ReadFromFileHelper(string filePath, int profilesCountExpected)
{
InstrumentProfileReader reader = new InstrumentProfileReader();
using (FileStream inputStream = new FileStream(filePath, FileMode.Open))
{
IList <InstrumentProfile> profiles = reader.Read(inputStream, Path.GetFileName(filePath));
Assert.AreEqual(profilesCountExpected, profiles.Count);
}
}
private static void Main(string[] args)
{
if (args.Length == 0)
{
PrintUsage();
return;
}
var path = args[0];
var user = string.Empty;
var password = string.Empty;
var token = string.Empty;
const string ZIP_FILE_PATH = "profiles.zip";
try
{
var reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles;
if (IsFilePath(path))
{
//Read profiles from local file system
using (var inputStream = new FileStream(path, FileMode.Open))
{
profiles = reader.Read(inputStream, path);
}
}
else
{
if (args.Length >= 2)
{
if (args[1].Equals("-T"))
{
if (args.Length >= 3)
{
token = args[2];
}
else
{
PrintUsage();
return;
}
}
else
{
user = args[1];
if (args.Length >= 3)
{
password = args[2];
}
}
}
//Read profiles from server
profiles = string.IsNullOrEmpty(token)
? reader.ReadFromFile(path, user, password)
: reader.ReadFromFile(path, token);
}
//Iterate through received profiles
Console.WriteLine("Profiles from '{0}' count: {1}", path, profiles.Count);
Console.WriteLine("Print first {0} instruments:", MaxPrintCount);
for (var i = 0; i < Math.Min(profiles.Count, MaxPrintCount); i++)
{
Console.WriteLine("#{0}:{1}", i, profiles[i]);
}
if (profiles.Count > MaxPrintCount)
{
Console.WriteLine(" {0} instruments left...", profiles.Count - MaxPrintCount);
}
//Write profiles to local file system
var writer = new InstrumentProfileWriter();
writer.WriteToFile(ZIP_FILE_PATH, profiles);
}
catch (Exception exc)
{
Console.WriteLine($"Exception occured: {exc}");
}
}
private static void Main(string[] args)
{
if (args.Length == 0)
{
Console.WriteLine(
"Usage: dxf_instrument_profile_sample <host> <user> <password>\n" +
"or: dxf_instrument_profile_sample <file>\n" +
"where\n" +
" host - The valid 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" +
" file - The name of file or archive (.gz or .zip) contains instrument profiles\n\n" +
"example: dxf_instrument_profile_sample https://tools.dxfeed.com/ipf demo demo\n" +
"or: dxf_instrument_profile_sample profiles.zip\n"
);
return;
}
var path = args[0];
var user = string.Empty;
var password = string.Empty;
const string ZIP_FILE_PATH = "profiles.zip";
try {
var reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles;
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 >= 2)
{
user = args[1];
}
if (args.Length >= 3)
{
password = args[2];
}
//Read profiles from server
profiles = reader.ReadFromFile(path, user, password);
}
//Iterate through received profiles
Console.WriteLine("Profiles from '{0}' count: {1}", path, profiles.Count);
Console.WriteLine("Print first {0} instruments:", MAX_PRINT_COUNT);
for (var i = 0; i < Math.Min(profiles.Count, MAX_PRINT_COUNT); i++)
{
Console.WriteLine("#{0}:{1}", i, profiles[i]);
}
if (profiles.Count > MAX_PRINT_COUNT)
{
Console.WriteLine(" {0} instruments left...", profiles.Count - MAX_PRINT_COUNT);
}
//Write profiles to local file system
var writer = new InstrumentProfileWriter();
writer.WriteToFile(ZIP_FILE_PATH, profiles);
} catch (Exception exc) {
Console.WriteLine($"Exception occured: {exc}");
}
}
private static void Main(string[] args)
{
if (args.Length == 0)
{
Console.WriteLine(
"Usage: dxf_ipf_connect_sample <ipf_host> <user> <password> <host:port> <events>\n" +
"or: dxf_ipf_connect_sample <file> <host:port> <event>\n" +
"where\n" +
" ipf_host - The valid ipf host to download instruments (https://tools.dxfeed.com/ipf)\n" +
" user - The user name to host access\n" +
" password - The user password to host access\n" +
" host:port - The address of dxfeed server (demo.dxfeed.com:7300)\n" +
" events - Any of the {Profile,Quote,Trade,TimeAndSale,Summary,\n" +
" TradeETH,Candle,Greeks,TheoPrice,Underlying,Series,\n" +
" Configuration}\n" +
" file - The name of file or archive (.gz or .zip) contains instrument profiles\n\n" +
"example: dxf_ipf_connect_sample https://tools.dxfeed.com/ipf?TYPE=STOCK demo demo demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample https://demo:[email protected]/ipf?TYPE=STOCK demo.dxfeed.com:7300 Quote,Trade\n" +
"or: dxf_ipf_connect_sample profiles.zip demo.dxfeed.com:7300 Quote,Trade\n"
);
return;
}
var path = args[0];
var user = string.Empty;
var password = string.Empty;
string dxFeedAddress;
EventType events;
List <string> symbols;
try {
var reader = new InstrumentProfileReader();
IList <InstrumentProfile> profiles;
var dxFeedAddressParamIndex = 1;
if (IsFilePath(path))
{
//Read profiles from local file system
using (var inputStream = new FileStream(path, FileMode.Open)) {
profiles = reader.Read(inputStream, path);
}
}
else
{
if (args.Length == 5)
{
user = args[1];
password = args[2];
dxFeedAddressParamIndex += 2;
}
//Read profiles from server
profiles = reader.ReadFromFile(path, user, password);
}
dxFeedAddress = args[dxFeedAddressParamIndex];
var eventsString = args[dxFeedAddressParamIndex + 1];
if (!Enum.TryParse(eventsString, true, out events))
{
Console.WriteLine($"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();
}
}
}
