public static void CancelStreamRequest()
{
_cancelingStream = true;
if (_quoteStreamRequest != null)
{
_quoteStreamRequest.CloseStream();
_quoteStreamRequest = null;
}
}
private static void StartStreamingData(QuoteStreamRequest quoteStream, CancellationToken cancelToken, CancellationTokenSource tokenSource)
{
Task.Run(() => {
Console.WriteLine("Starting data stream, press enter to cancel...");
// Poll on this property if you have to do other cleanup before throwing.
if (cancelToken.IsCancellationRequested)
{
cancelToken.ThrowIfCancellationRequested();
}
quoteStream.Execute((items) => {
foreach (var item in items)
{
var ticker = string.Format("[{0}]", item.Symbol);
var time = DateTime.Now.ToShortTimeString();
if (item is Quote)
{
Quote quote = (Quote)item;
int askSz = Convert.ToInt32(quote.Asksz);
int bidSz = Convert.ToInt32(quote.Bidsz);
Console.WriteLine("{0} [Qu] {1} Ask: {2} Bid: {3} AskSz: {4} BidSz: {5}", time, ticker.PadRight(5, ' '), quote.Ask.PadRight(6, ' '), quote.Bid.PadRight(5, ' '), askSz.ToString("N0").PadRight(9, ' '), bidSz.ToString("N0"));
using (var db = DbFactory.GetDbSource())
{
db.SaveStreamQuote(quote);
}
}
else if (item is Trade)
{
Trade trade = (Trade)item;
Console.WriteLine("{0} [Tr] {1} Last: {2} Vol: {3}", time, ticker.PadRight(6, ' '), trade.Last.PadRight(5, ' '), trade.Vl);
using (var db = DbFactory.GetDbSource())
{
db.SaveStreamTrade(trade);
}
}
}
});
});
}
private static void StreamingData_EntryPoint()
{
var tokenSource = new CancellationTokenSource();
var ct = tokenSource.Token;
List <string> tickers;
using (var db = DbFactory.GetDbSource())
{
tickers = db.GetTickers();
}
var quoteStream = new QuoteStreamRequest(tickers);
var task = Task.Factory.StartNew(() =>
{
// Were we already canceled?
ct.ThrowIfCancellationRequested();
StartStreamingData(quoteStream, ct, tokenSource);
}, tokenSource.Token);
try
{
task.Wait();
var exit = Console.ReadLine();
if (string.IsNullOrWhiteSpace(exit))
{
Console.WriteLine("Cancel requested");
tokenSource.Cancel();
}
}
finally
{
tokenSource.Dispose();
}
quoteStream.CloseStream();
quoteStream = null;
}
private void StartStreamingData()
{
Task.Run(() => {
List <string> tickers;
using (var db = DbFactory.GetDbSource())
{
tickers = db.GetTickers();
}
var quoteStream = new QuoteStreamRequest(tickers);
Console.WriteLine("Starting data stream");
// Poll on this property if you have to do other cleanup before throwing.
quoteStream.Execute((items) => {
foreach (var item in items)
{
var ticker = string.Format("[{0}]", item.Symbol);
var time = DateTime.Now.ToShortTimeString();
if (item is Quote)
{
Quote quote = (Quote)item;
int askSz = Convert.ToInt32(quote.Asksz);
int bidSz = Convert.ToInt32(quote.Bidsz);
Console.WriteLine("{0} [Qu] {1} Ask: {2} Bid: {3} AskSz: {4} BidSz: {5}", time, ticker.PadRight(5, ' '), quote.Ask.PadRight(6, ' '), quote.Bid.PadRight(5, ' '), askSz.ToString("N0").PadRight(9, ' '), bidSz.ToString("N0"));
if (quote.Symbol == "SSPXF")
{
App.Current.Dispatcher.Invoke(delegate
{
this.SSPXFQuotes.Add(new QuoteDataPoint
{
Ask = Convert.ToDecimal(quote.Ask),
Bid = Convert.ToDecimal(quote.Bid),
Time = DateTime.Parse(quote.Datetime)
});
});
}
else if (quote.Symbol == "CANWF")
{
App.Current.Dispatcher.Invoke(delegate
{
this.CANWFQuotes.Add(new QuoteDataPoint
{
Ask = Convert.ToDecimal(quote.Ask),
Bid = Convert.ToDecimal(quote.Bid),
Time = DateTime.Parse(quote.Datetime)
});
});
}
using (var db = DbFactory.GetDbSource())
{
db.SaveStreamQuote(quote);
}
}
else if (item is Trade)
{
Trade trade = (Trade)item;
Console.WriteLine("{0} [Tr] {1} Last: {2} Vol: {3}", time, ticker.PadRight(6, ' '), trade.Last.PadRight(5, ' '), trade.Vl);
using (var db = DbFactory.GetDbSource())
{
db.SaveStreamTrade(trade);
}
}
}
});
});
}
//private static CancellationToken _cancelToken;
//private static CancellationTokenSource _cancelTokenSource;
public static async void ExecuteStreamRequest(List <string> tickers, Action <List <StreamDataItem> > callback)
{
_quoteStreamRequest = new QuoteStreamRequest(tickers);
try
{
_cancelingStream = false;
await _quoteStreamRequest.Execute(callback);
}
catch (WebException ex)
{
Console.WriteLine("[Quote Stream] Web exception: " + ex.Message);
if (_quoteStreamRequest != null)
{
_quoteStreamRequest.CloseStream();
}
if (!_cancelingStream)
{
DoRetry(5000, tickers, callback);
}
}
catch (IOException ex)
{
// TK API closed the connection, cleanup and retry in 1 second
Console.WriteLine("[Quote Stream] IO exception: " + ex.Message);
if (_quoteStreamRequest != null)
{
_quoteStreamRequest.CloseStream();
}
if (!_cancelingStream)
{
DoRetry(1000, tickers, callback);
}
}
catch (NullReferenceException ex)
{
Console.WriteLine("[Quote Stream] NullReferenceException. StackTrace: " + ex.StackTrace);
if (_quoteStreamRequest != null)
{
_quoteStreamRequest.CloseStream();
}
if (!_cancelingStream)
{
DoRetry(1000, tickers, callback);
}
}
catch (Exception ex)
{
Console.WriteLine(string.Format("[Quote Stream] Unhandled exception: {0} [{1}]", ex.Message, ex.GetType().ToString()));
Console.WriteLine();
if (_quoteStreamRequest != null)
{
_quoteStreamRequest.CloseStream();
}
if (!_cancelingStream)
{
DoRetry(1000, tickers, callback);
}
}
}
