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[MDAPI-112] [.NET] Add LastEventsConsole API sample
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Konstantin Ivaschenko
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samples/LastEventConsoleSample/LastEventConsoleSample.csproj
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| <Project Sdk="Microsoft.NET.Sdk"> | ||
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| <PropertyGroup> | ||
| <OutputType>Exe</OutputType> | ||
| <RootNamespace>DxFeed.Graal.Net.Samples</RootNamespace> | ||
| <TargetFrameworks>net6.0</TargetFrameworks> | ||
| </PropertyGroup> | ||
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| <PropertyGroup Condition=" '$(Configuration)' == 'Debug' "> | ||
| <OutputPath>../../artifacts/Debug/Samples/</OutputPath> | ||
| </PropertyGroup> | ||
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| <PropertyGroup Condition=" '$(Configuration)' == 'Release' "> | ||
| <OutputPath>../../artifacts/Release/Samples/</OutputPath> | ||
| </PropertyGroup> | ||
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| <ItemGroup> | ||
| <ProjectReference Include="..\..\src\DxFeed.Graal.Net\DxFeed.Graal.Net.csproj"/> | ||
| </ItemGroup> | ||
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| </Project> |
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| using System; | ||
| using System.Collections.Generic; | ||
| using System.Diagnostics.CodeAnalysis; | ||
| using System.Threading.Tasks; | ||
| using DxFeed.Graal.Net.Api; | ||
| using DxFeed.Graal.Net.Events; | ||
| using DxFeed.Graal.Net.Events.Market; | ||
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| namespace DxFeed.Graal.Net.Samples; | ||
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| /// <summary> | ||
| /// This sample demonstrates a way to subscribe to the big world of symbols with dxFeed API, so that the events are | ||
| /// updated and cached in memory of this process, and then take snapshots of those events from memory whenever | ||
| /// they are needed. This example repeatedly reads symbol name from the console and prints a snapshot of its last | ||
| /// quote, trade, summary, and profile events. | ||
| /// </summary> | ||
| [SuppressMessage("ReSharper", "FunctionNeverReturns")] | ||
| public abstract class Program | ||
| { | ||
| private static async Task Main() | ||
| { | ||
| // Permanent subscription to the world is performed with a special property named "dxfeed.qd.subscribe.ticker". | ||
| // Its value consists of a comma-separated list of records, followed by a space, followed by a comma-separated | ||
| // list of symbols. Record names for composite (NBBO) events are the same as the corresponding event classes | ||
| // in API. The string below defines subscription for quote, trade, summary, and profile composite events: | ||
| var records = "Quote,Trade,Summary,Profile"; | ||
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| // Records for regional-exchange events are derived by appending "&" (ampersand) and the a single-digit | ||
| // exchange code. Regexp-like syntax can be used instead of listing them all. For example, the commented | ||
| // line below and to the mix a subscription on regional quotes from all potential exchange codes A-Z | ||
| // var record records = "Quote,Trade,Summary,Profile,Quote&[A-Z]"; | ||
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| // There is an important trade-off between a resource consumption and speed of access to the last events. | ||
| // The whole world of stocks and options from all the exchanges is very large and will consume gigabytes | ||
| // of memory to cache. Moreover, this cache has to be constantly kept up-to-date which consumes a lot of | ||
| // network and CPU. | ||
| // | ||
| // A particular application's use cases have to be studied to figure out what is optimal for this particular | ||
| // application. If some events are known to be rarely needed and a small delay while accessing them can be | ||
| // tolerated, then it is not worth configuring a permanent subscription for them. The code in this | ||
| // sample works using DXFeed.GetLastEventAsync method that will request the event from the upstream data provider | ||
| // if it is not present in the local in-memory cache. | ||
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| // There are multiple ways to specify a list of symbols. It is typically taken from an IPF file and its | ||
| // specification consists of a URL to the file which has to contain ".ipf" in order to be recognized. | ||
| // The string below defines subscription for all symbols that are available on the demo feed. | ||
| var symbols = "http://dxfeed.s3.amazonaws.com/masterdata/ipf/demo/mux-demo.ipf.zip"; | ||
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| // The permanent subscription property "dxfeed.qd.subscribe.ticker" can be placed directly into the | ||
| // "dxfeed.properties" file, eliminating the need for a custom DXEndpoint instance. In this example, | ||
| // it is explicitly specified using the DXFeedEndpoint.Builder class. Note that the "connect" method | ||
| // is not used on DXEndpoint. This sample assumes that the "dxfeed.address" property is specified in the builder, | ||
| // establishing the connection automatically. Alternatively, "dxfeed.address" can also | ||
| // be specified in the "dxfeed.properties" file. | ||
| var endpoint = DXEndpoint.NewBuilder() | ||
| .WithProperty("dxfeed.address", "demo.dxfeed.com:7300") | ||
| .WithProperty("dxfeed.qd.subscribe.ticker", $"{records} {symbols}") | ||
| .Build(); | ||
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| // The actual client code does not need a reference to DXEndpoint, which only contains lifecycle | ||
| // methods like "connect" and "close". The client code needs a reference to DXFeed. | ||
| var feed = endpoint.GetFeed(); | ||
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| // Print a short help. | ||
| Console.WriteLine("Type symbols to get their quote, trade, summary, and profile event snapshots"); | ||
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| // The main loop of this sample loops forever reading symbols from console and printing events. | ||
| while (true) | ||
| { | ||
| // User of this sample application can type symbols on the console. Symbol like "IBM" corresponds | ||
| // to the stock. Symbol like "IBM&N" corresponds to the information from a specific exchange. | ||
| // See the dxFeed Symbol guide at http://www.dxfeed.com/downloads/documentation/dxFeed_Symbol_Guide.pdf | ||
| var symbol = Console.ReadLine(); | ||
| if (symbol == null) | ||
| { | ||
| continue; | ||
| } | ||
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| // The first step is to extract tasks for all events that we are interested in. This way we | ||
| // can get an event even if we have not previously subscribed for it. | ||
| var quoteTask = feed.GetLastEventAsync<Quote>(symbol).ContinueWith(task => task.Result as ILastingEvent); | ||
| var tradeTask = feed.GetLastEventAsync<Trade>(symbol).ContinueWith(task => task.Result as ILastingEvent); | ||
| var summaryTask = feed.GetLastEventAsync<Summary>(symbol).ContinueWith(task => task.Result as ILastingEvent); | ||
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| // All tasks are put into a list for convenience. | ||
| var tasks = new List<Task<ILastingEvent>> { quoteTask, tradeTask, summaryTask }; | ||
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| // Profile events are composite-only. They are not available for regional symbols like | ||
| // "IBM&N" and the attempt to retrieve them never completes (will timeout), so we don't even try. | ||
| if (!MarketEventSymbols.HasExchangeCode(symbol)) | ||
| { | ||
| var profileTask = feed.GetLastEventAsync<Profile>(symbol) | ||
| .ContinueWith(task => task.Result as ILastingEvent); | ||
| tasks.Add(profileTask); | ||
| } | ||
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| // If the events are available in the in-memory cache, then the tasks will be completed immediately. | ||
| // Otherwise, a request to the upstream data provider is sent. Below we combine tasks using | ||
| // Task.WhenAll in order to wait for at most 1 second for all the tasks to complete. | ||
| // This sample prints a special message in the case of timeout. | ||
| var timeout = Task.Delay(TimeSpan.FromSeconds(1)); | ||
| var completedTask = await Task.WhenAny(Task.WhenAll(tasks), timeout); | ||
| if (completedTask == timeout) | ||
| { | ||
| Console.WriteLine("Request timed out"); | ||
| } | ||
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| // The combination above is used only to ensure a common wait of 1 second. Tasks for individual events | ||
| // are completed independently and the corresponding events can be accessed even if some events were not | ||
| // available for any reason and the wait above had timed out. This sample just prints all completed tasks. | ||
| foreach (var task in tasks) | ||
| { | ||
| if (task.IsCompleted) | ||
| { | ||
| Console.WriteLine(task.Result); | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } |