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| ## Version 0.6.0 | ||
| * Feature: Add IpfConnection | ||
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| ## Version 0.5.0 | ||
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| ## What's Changed | ||
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| <Project Sdk="Microsoft.NET.Sdk"> | ||
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| <PropertyGroup> | ||
| <OutputType>Exe</OutputType> | ||
| <RootNamespace>DxFeed.Graal.Net.Samples</RootNamespace> | ||
| </PropertyGroup> | ||
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| <PropertyGroup Condition=" '$(Configuration)' == 'Debug' "> | ||
| <OutputPath>../../artifacts/Debug/Samples/DxFeedLiveIpfSample/</OutputPath> | ||
| </PropertyGroup> | ||
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| <PropertyGroup Condition=" '$(Configuration)' == 'Release' "> | ||
| <OutputPath>../../artifacts/Release/Samples/DxFeedLiveIpfSample/</OutputPath> | ||
| </PropertyGroup> | ||
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| <ItemGroup> | ||
| <ProjectReference Include="..\..\src\DxFeed.Graal.Net\DxFeed.Graal.Net.csproj" /> | ||
| </ItemGroup> | ||
| </Project> |
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| // <copyright file="Program.cs" company="Devexperts LLC"> | ||
| // Copyright © 2022 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // </copyright> | ||
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| using System; | ||
| using System.Collections.Concurrent; | ||
| using System.Collections.Generic; | ||
| using System.Threading; | ||
| using System.Threading.Tasks; | ||
| using DxFeed.Graal.Net.Ipf; | ||
| using DxFeed.Graal.Net.Ipf.Live; | ||
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| namespace DxFeed.Graal.Net.Samples; | ||
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| internal abstract class Program | ||
| { | ||
| private static readonly string DXFEED_IPF_URL = "https://demo:[email protected]/ipf"; | ||
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| public static async Task Main(string[] args) | ||
| { | ||
| if (args.Length > 1) { | ||
| Console.WriteLine("usage: DXFeedLiveIpfSample [<ipf-url>]"); | ||
| Console.WriteLine("where: <ipf-url> is URL for the instruments profiles, default: " + DXFEED_IPF_URL); | ||
| return; | ||
| } | ||
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| var url = (args.Length > 0) ? args[0] : DXFEED_IPF_URL; | ||
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| var collector = new InstrumentProfileCollector(); | ||
| var connection = InstrumentProfileConnection.CreateConnection(url, collector); | ||
| // Update period can be used to re-read IPF files, not needed for services supporting IPF "live-update" | ||
| connection.SetUpdatePeriod(60_000L); | ||
| connection.Start(); | ||
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| // Data model to keep all instrument profiles mapped by their ticker symbol | ||
| var profiles = new ConcurrentDictionary<string, InstrumentProfile>(); | ||
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| // It is possible to add listener after connection is started - updates will not be missed in this case | ||
| collector.AddUpdateListener(instruments => | ||
| { | ||
| Console.WriteLine("\nInstrument Profiles:"); | ||
| // We can observe REMOVED elements - need to add necessary filtering | ||
| // See javadoc for InstrumentProfileCollector for more details | ||
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| // (1) We can either process instrument profile updates manually | ||
| instruments.ForEach(profile => | ||
| { | ||
| if (InstrumentProfileType.REMOVED.Name.Equals(profile.GetType().Name, StringComparison.Ordinal)) { | ||
| // Profile was removed - remove it from our data model | ||
| profiles.Remove(profile.Symbol, out _); | ||
| } else { | ||
| // Profile was updated - collector only notifies us if profile was changed | ||
| profiles.TryAdd(profile.Symbol, profile); | ||
| } | ||
| }); | ||
| Console.WriteLine("Total number of profiles (1): " + profiles.Count); | ||
| Console.WriteLine("Last modified: " + DateTimeOffset.FromUnixTimeMilliseconds(collector.GetLastUpdateTime())); | ||
| }); | ||
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| await Task.Delay(Timeout.Infinite); | ||
| } | ||
| } |
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src/DxFeed.Graal.Net/Ipf/Live/InstrumentProfileCollector.cs
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| // <copyright file="InstrumentProfileCollector.cs" company="Devexperts LLC"> | ||
| // Copyright © 2022 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // </copyright> | ||
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| using System.Collections.Generic; | ||
| using DxFeed.Graal.Net.Native.Ipf; | ||
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| namespace DxFeed.Graal.Net.Ipf.Live; | ||
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| /// <summary> | ||
| /// Collects instrument profile updates and provides the live list of instrument profiles. | ||
| /// This class contains a map that keeps a unique instrument profile per symbol. | ||
| /// This class is intended to be used with InstrumentProfileConnection as a repository | ||
| /// that keeps profiles of all known instruments. | ||
| /// As set of instrument profiles stored in this collector can be accessed with view method. | ||
| /// A snapshot plus a live stream of updates can be accessed with addUpdateListener method. | ||
| /// Removal of instrument profile is represented by an InstrumentProfile instance | ||
| /// with a type equal to InstrumentProfileType.REMOVED. | ||
| /// </summary> | ||
| public class InstrumentProfileCollector | ||
| { | ||
| private readonly InstrumentProfileCollectorHandle handle = InstrumentProfileCollectorHandle.Create(); | ||
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| /// <summary> | ||
| /// Gets last modification time (in milliseconds) of instrument profiles or zero if it is unknown. | ||
| /// Note, that while the time is represented in milliseconds, the actual granularity of time here is a second. | ||
| /// </summary> | ||
| /// <returns>Last modification time (in milliseconds) of instrument profiles or zero if it is unknown.</returns> | ||
| public long GetLastUpdateTime() => | ||
| handle.GetLastUpdateTime(); | ||
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| /// <summary> | ||
| /// Gets a concurrent view of the set of instrument profiles. | ||
| /// Note, that removal of instrument profile is represented by an <see cref="InstrumentProfile"/> instance with a | ||
| /// <see cref="InstrumentProfileType"/> equal to | ||
| /// <c>InstrumentProfileType.REMOVED</c> | ||
| /// Normally, this view exposes only non-removed profiles. However, if iteration is concurrent with removal, | ||
| /// then a removed instrument profile (with a removed type) can be exposed by this view. | ||
| /// </summary> | ||
| /// <returns>A concurrent view of the set of instrument profiles.</returns> | ||
| public IEnumerable<InstrumentProfile> View() => | ||
| handle.View(); | ||
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| /// <summary> | ||
| /// Adds listener that is notified about any updates in the set of instrument profiles. | ||
| /// If a set of instrument profiles is not empty, then this listener will be immediately notified. | ||
| /// </summary> | ||
| /// <param name="listener">The profile update listener.</param> | ||
| public void AddUpdateListener(InstrumentProfileUpdateListener listener) => | ||
| handle.AddUpdateListener(listener); | ||
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| /// <summary> | ||
| /// Removes listener that is notified about any updates in the set of instrument profiles. | ||
| /// </summary> | ||
| /// <param name="listener">The profile update listener.</param> | ||
| public void RemoveUpdateListener(InstrumentProfileUpdateListener listener) => | ||
| handle.RemoveUpdateListener(listener); | ||
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| internal InstrumentProfileCollectorHandle GetHandle() => | ||
| handle; | ||
| } |
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