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[MDAPI-67] [.NET] Integrate IndexedEventTxModel
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Konstantin Ivaschenko
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Jul 26, 2024
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27 changes: 27 additions & 0 deletions
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samples/IncOrderSnapshotSample/IncOrderSnapshotSample.csproj
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|---|---|---|
| @@ -0,0 +1,27 @@ | ||
| <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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| <ItemGroup> | ||
| <None Update="dxfeed.properties"> | ||
| <CopyToOutputDirectory>Always</CopyToOutputDirectory> | ||
| </None> | ||
| </ItemGroup> | ||
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| </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.Generic; | ||
| using System.Linq; | ||
| using System.Threading; | ||
| using System.Threading.Tasks; | ||
| using DxFeed.Graal.Net.Api; | ||
| using DxFeed.Graal.Net.Events; | ||
| using DxFeed.Graal.Net.Events.Market; | ||
| using DxFeed.Graal.Net.Models; | ||
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| namespace DxFeed.Graal.Net.Samples; | ||
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| internal abstract class Program | ||
| { | ||
| public static async Task Main(string[] args) | ||
| { | ||
| // Set the dxFeed server address. | ||
| SystemProperty.SetProperty("dxfeed.address", "dxfeed.address.com:7300"); | ||
| var symbol = "AAPL"; | ||
| var recordPrintLimit = 10; | ||
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| var eventPrinter = new EventPrinter(recordPrintLimit); | ||
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| // Build the model with the specified configurations. | ||
| using var model = IndexedTxModel<Order>.NewBuilder() | ||
| .WithBatchProcessing(true) // Enable batch processing. | ||
| .WithSnapshotProcessing(true) // Enable snapshot processing. | ||
| .WithFeed(DXFeed.GetInstance()) // Attach the model to the DXFeed instance. | ||
| .WithSymbol(symbol) // Set the symbol to subscribe to. | ||
| .WithSources(OrderSource.NTV) // Set the source for indexed events. | ||
| .WithListener((source, events, isSnapshot) => | ||
| eventPrinter.Print(symbol, source, events.ToList(), isSnapshot)) | ||
| .Build(); | ||
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| Console.WriteLine($"Subscribed to market depth updates for {symbol}. Press Ctrl+C to exit."); | ||
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| // Keep the application running indefinitely. | ||
| await Task.Delay(Timeout.Infinite); | ||
| } | ||
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| private sealed class EventPrinter | ||
| { | ||
| private readonly int _recordsPrintLimit; | ||
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| public EventPrinter(int recordsPrintLimit) => | ||
| _recordsPrintLimit = recordsPrintLimit; | ||
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| public void Print(string symbol, IndexedEventSource source, List<Order> events, bool isSnapshot) | ||
| { | ||
| Console.WriteLine( | ||
| "Snapshot {{Symbol: '{0}', Source: '{1}', Type: {2}}}", | ||
| symbol, | ||
| source, | ||
| isSnapshot ? "full" : "update"); | ||
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| var count = 0; | ||
| foreach (var order in events) | ||
| { | ||
| if (!EventFlags.IsRemove(order) && order.HasSize) | ||
| { | ||
| Console.WriteLine($" {order}"); | ||
| } | ||
| else | ||
| { | ||
| Console.WriteLine($" REMOVAL {{ Index: 0x{order.Index:x} }}"); | ||
| } | ||
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| if (++count < _recordsPrintLimit || _recordsPrintLimit == 0) | ||
| { | ||
| continue; | ||
| } | ||
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| Console.WriteLine(" {{ ... {0} records left ...}}", events.Count - count); | ||
| break; | ||
| } | ||
| } | ||
| } | ||
| } |
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