private PriceDTO GetMarketInfo(int marketId)
{
IStreamingListener <PriceDTO> listener = null;
PriceDTO marketInfo = null;
try
{
listener = _streamingClient.BuildPricesListener(marketId);
var gate = new AutoResetEvent(false);
listener.MessageReceived += (o, s) =>
{
marketInfo = s.Data;
gate.Set();
};
if (!gate.WaitOne(10000))
{
throw new Exception("timed out waiting for market data");
}
}
finally
{
_streamingClient.TearDownListener(listener);
}
return(marketInfo);
}
private void BuildClients()
{
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating rpc client"));
RpcClient = new Client(RPC_URI, "CI-WP7");
RpcClient.BeginLogIn(USERNAME, PASSWORD, ar =>
{
var session = RpcClient.EndLogIn(ar);
ThreadPool.QueueUserWorkItem(_ =>
{
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating listeners"));
StreamingClient = StreamingClientFactory.CreateStreamingClient(STREAM_URI, USERNAME, session.Session);
MarketPricesStream = StreamingClient.BuildPricesListener(new[] { MarketId });
MarketPricesStream.MessageReceived += OnMarketPricesStreamMessageReceived;
OrdersStream = StreamingClient.BuildOrdersListener();
OrdersStream.MessageReceived += OnOrdersStreamMessageReceived;
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting account info"));
RpcClient.AccountInformation.BeginGetClientAndTradingAccount(ar2 =>
{
Account = RpcClient.AccountInformation.EndGetClientAndTradingAccount(ar2);
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting market info"));
RpcClient.Market.BeginGetMarketInformation(MarketId.ToString(), ar3 =>
{
Market = RpcClient.Market.EndGetMarketInformation(ar3).MarketInformation;
Dispatcher.BeginInvoke(() => button1.IsEnabled = true);
}, null);
}, null);
});
}, null);
}
private void BuildListener_CITYINDEXSTREAMING_DataAdapterSet()
{
LogToScreen("building listener on CITYINDEXSTREAMING data adapter");
_priceListener = StreamingClient.BuildPricesListener(PRICEMARKETIDS);
_priceListener.MessageReceived += PriceListenerMessageReceived;
LogToScreen("listener on CITYINDEXSTREAMING built");
}
private static Dictionary <int, List <PriceDTO> > ListenToPricesFor(IStreamingClient streamingClient,
IEnumerable <int> markets, TimeSpan within, int minPricesToCollect)
{
var gates = new Dictionary <int, ManualResetEvent>();
var priceListeners = new Dictionary <int, IStreamingListener>();
var collectedPrices = new Dictionary <int, List <PriceDTO> >();
foreach (var market in markets)
{
var gate = new ManualResetEvent(false);
gates.Add(market, gate);
var prices = new List <PriceDTO>();
collectedPrices.Add(market, prices);
var priceListener = streamingClient.BuildPricesListener(new[] { market });
priceListener.MessageReceived += (s, e) =>
{
prices.Add(e.Data);
if (prices.Count >= minPricesToCollect)
{
gate.Set();
}
};
priceListeners.Add(market, priceListener);
priceListener.Start();
}
try
{
foreach (var market in markets)
{
if (!gates[market].WaitOne(within))
{
Assert.Fail("Not enough prices were collected for {0} within {1}. Required {2}. Got {3}",
market, within, minPricesToCollect, collectedPrices[market].Count);
}
}
}
finally
{
foreach (var market in markets)
{
priceListeners[market].Stop();
}
}
return(collectedPrices);
}
private void StartButtonClick(object sender, RoutedEventArgs e)
{
Dispatcher.BeginInvoke(() => { listBox2.Items.Add("Starting"); });
Dispatcher.BeginInvoke(() =>
{
listBox1.Items.Clear();
listBox2.Items.Clear();
listBox3.Items.Clear();
StartButton.IsEnabled = false;
StopButton.IsEnabled = false;
_backgroundRpcStop = false;
_backgroundRpc = new Thread(() =>
{
while (_backgroundRpcStop == false)
{
new AutoResetEvent(false).WaitOne(100000);
var marketInfo = rpcClient.Market.GetMarketInformation("400535967");
Dispatcher.BeginInvoke(() => listBox3.Items.Add(marketInfo.MarketInformation.MarketId));
}
return;
});
_backgroundRpc.Start();
new Thread(() =>
{
Debug.WriteLine("building listener2");
_listener = _streamingClient.BuildPricesListener(400535967, 81136, 400509294, 400535971, 80902, 400509295, 400193864, 400525367, 80926, 400498641, 400193866, 91047, 400194551, 121766, 400172033, 139144);
_listener.MessageReceived += ListenerMessageReceived;
Debug.WriteLine("building listener");
_listener2 = _streamingClient.BuildDefaultPricesListener(2347);
_listener2.MessageReceived += Listener2MessageReceived;
Debug.WriteLine("listener started");
Debug.WriteLine("listener2 started");
Dispatcher.BeginInvoke(() =>
{
StartButton.IsEnabled = false;
StopButton.IsEnabled = true;
});
}).Start();
});
}
private void BuildClients()
{
//Hook up a logger for the CIAPI.CS libraries
LogManager.CreateInnerLogger = (logName, logLevel, showLevel, showDateTime, showLogName, dateTimeFormat)
=> new SimpleDebugAppender(logName, logLevel, showLevel, showDateTime, showLogName, dateTimeFormat);
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating rpc client"));
RpcClient = new Client(RPC_URI, STREAM_URI, "CI-WP7");
RpcClient.BeginLogIn(USERNAME, PASSWORD, ar =>
{
_logger.Info("ending login");
var session = RpcClient.EndLogIn(ar);
ThreadPool.QueueUserWorkItem(_ =>
{
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating listeners"));
StreamingClient = RpcClient.CreateStreamingClient();
MarketPricesStream = StreamingClient.BuildPricesListener(new[] { MarketId });
MarketPricesStream.MessageReceived += OnMarketPricesStreamMessageReceived;
OrdersStream = StreamingClient.BuildOrdersListener();
OrdersStream.MessageReceived += OnOrdersStreamMessageReceived;
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting account info"));
RpcClient.AccountInformation.BeginGetClientAndTradingAccount(ar2 =>
{
Account = RpcClient.AccountInformation.EndGetClientAndTradingAccount(ar2);
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting market info"));
RpcClient.Market.BeginGetMarketInformation(MarketId.ToString(), ar3 =>
{
Market = RpcClient.Market.EndGetMarketInformation(ar3).MarketInformation;
Dispatcher.BeginInvoke(() => button1.IsEnabled = true);
}, null);
}, null);
});
}, null);
}
private void BuildClients()
{
//Hook up a logger for the CIAPI.CS libraries
LogManager.CreateInnerLogger = (logName, logLevel, showLevel, showDateTime, showLogName, dateTimeFormat)
=> new SimpleDebugAppender(logName, logLevel, showLevel, showDateTime, showLogName, dateTimeFormat);
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating rpc client"));
RpcClient = new Client(RPC_URI, STREAM_URI, "CI-WP7");
RpcClient.BeginLogIn(USERNAME, PASSWORD, ar =>
{
_logger .Info("ending login");
var session = RpcClient.EndLogIn(ar);
ThreadPool.QueueUserWorkItem(_ =>
{
Dispatcher.BeginInvoke(() => listBox1.Items.Add("creating listeners"));
StreamingClient = RpcClient.CreateStreamingClient();
MarketPricesStream = StreamingClient.BuildPricesListener(new[] { MarketId });
MarketPricesStream.MessageReceived += OnMarketPricesStreamMessageReceived;
OrdersStream = StreamingClient.BuildOrdersListener();
OrdersStream.MessageReceived += OnOrdersStreamMessageReceived;
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting account info"));
RpcClient.AccountInformation.BeginGetClientAndTradingAccount(ar2 =>
{
Account = RpcClient.AccountInformation.EndGetClientAndTradingAccount(ar2);
Dispatcher.BeginInvoke(() => listBox1.Items.Add("getting market info"));
RpcClient.Market.BeginGetMarketInformation(MarketId.ToString(), ar3 =>
{
Market = RpcClient.Market.EndGetMarketInformation(ar3).MarketInformation;
Dispatcher.BeginInvoke(() => button1.IsEnabled = true);
}, null);
}, null);
});
}, null);
}
static void Main(string[] args)
{
try
{
var adapter = new MyLoggerFactoryAdapter(null) { OnMessage = AddLogMessage };
LogManager.Adapter = adapter;
_client = new Client(RPC_URI);
_client.LogIn(USERNAME, PASSWORD);
_streamingClient = StreamingClientFactory.CreateStreamingClient(STREAMING_URI, USERNAME, _client.Session);
_streamingClient.Connect();
Console.WriteLine("Connected");
var accountInfo = _client.AccountInformation.GetClientAndTradingAccount();
var markets = _client.CFDMarkets.ListCfdMarkets("", "", accountInfo.ClientAccountId, -1).Markets;
var marketIds = markets.Select(market => market.MarketId).ToArray();
var listener = _streamingClient.BuildPricesListener(marketIds);
listener.MessageReceived += OnMessageReceived;
listener.Start();
Console.ReadKey();
_streamingClient.Disconnect();
_client.LogOut();
_client.Dispose();
}
catch (Exception exc)
{
Console.WriteLine(exc);
Trace.WriteLine(exc);
}
}
public void CanOrder()
{
var gate = new AutoResetEvent(false);
PriceDTO currentPrice = null;
OrderDTO newOrder = null;
var orderHasBeenPlacedFlag = false;
var marketInformation = _rpcClient.Market.GetMarketInformation(_CFDmarketId.ToString());
var pricesListener = _streamingClient.BuildPricesListener(_CFDmarketId);
var ordersListener = _streamingClient.BuildOrdersListener();
try
{
ordersListener.MessageReceived += (s, e) =>
{
newOrder = e.Data;
Console.WriteLine(
string.Format(
"New order has been recieved on Orders stream\r\n {0}",
e.Data.ToStringWithValues()));
gate.Set();
};
pricesListener.MessageReceived += (o, s) =>
{
if (orderHasBeenPlacedFlag)
{
return;
}
currentPrice = s.Data;
var order = new NewStopLimitOrderRequestDTO
{
MarketId = currentPrice.MarketId,
BidPrice = currentPrice.Bid + 1,
OfferPrice = currentPrice.Offer + 1,
AuditId = currentPrice.AuditId,
Quantity = marketInformation.MarketInformation.WebMinSize.GetValueOrDefault() + 1,
TradingAccountId = _accounts.TradingAccounts[0].TradingAccountId,
Direction = "buy",
Applicability = "GTD",
ExpiryDateTimeUTC = DateTime.UtcNow + TimeSpan.FromDays(1)
};
var response = _rpcClient.TradesAndOrders.Order(order);
orderHasBeenPlacedFlag = true;
_rpcClient.MagicNumberResolver.ResolveMagicNumbers(response);
Assert.AreEqual("Accepted", response.Status_Resolved, string.Format("Error placing order: \r\n{0}", response.ToStringWithValues()));
};
if (!gate.WaitOne(TimeSpan.FromSeconds(15)))
{
throw new Exception("timed out waiting for order notification");
}
Assert.IsNotNull(newOrder);
}
finally
{
_streamingClient.TearDownListener(pricesListener);
_streamingClient.TearDownListener(ordersListener);
}
}