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fix to support protocol 6.2 changes in L2 streaming example #144

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fix to support protocol 6.2 changes in L2 streaming example #144

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30f6481
fix to support protocol 6.2 changes in L2 streaming example
jphiggs Jul 13, 2022
d14a6ad
Merge branch 'mathpaquette:master' into fix-L2example-issue141
jphiggs Feb 21, 2023
f66c98a
Add branch changes to local
jphiggs Feb 22, 2023
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1 change: 1 addition & 0 deletions IQFeed.CSharpApiClient
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Submodule IQFeed.CSharpApiClient added at 22fe2b
51 changes: 41 additions & 10 deletions src/IQFeed.CSharpApiClient.Examples/Examples/StreamingLevel2/StreamingLevel2Example.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,7 @@ namespace IQFeed.CSharpApiClient.Examples.Examples.StreamingLevel2
{
public class StreamingLevel2Example : IExampleAsync
{
public bool Enable => false; // *** SET TO TRUE TO RUN THIS EXAMPLE ***
public bool Enable => true; // *** SET TO TRUE TO RUN THIS EXAMPLE ***
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could you please put it back to false

public string Name => nameof(StreamingLevel2Example);

public async Task RunAsync()
Expand All @@ -32,34 +32,65 @@ public async Task RunAsync()
level2Client.System += Level2ClientOnSystem;
level2Client.Error += Level2ClientOnError;

level2Client.Summary += Level2ClientOnSummary;
level2Client.Update += Level2ClientOnSummary;
//level2Client.Summary += Level2ClientOnSummary; // protocol 6.1 and prior
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is it documented somewhere?

//level2Client.Update += Level2ClientOnSummary; // protocol 6.1 and prior

// Comment/uncomment the following line for MBP data **********************************
//level2Client.PriceLevelSummary += Level2Client_PriceLevelSummary;
//level2Client.PriceLevelUpdate += Level2Client_PriceLevelSummary;

// Comment/uncomment the following line for MBO data **********************************
level2Client.OrderSummary += Level2Client_MBOSummary;
level2Client.OrderUpdate += Level2Client_MBOSummary;

level2Client.Timestamp += Level2ClientOnTimestamp;

// Step 6 - Make your streaming Level 2 requests
level2Client.ReqWatch("@ES#");
// ReqWatch is only supported in protocols 6.1 and below.
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ah didnt know that.

// For protocol 6.2+, use ReqWatchMarketByPrice or ReqWatchMarketByOrder
//level2Client.ReqWatchMarketByPrice("@ES#"); // MBP data *******************************
level2Client.ReqWatchMarketByOrder("@ES#"); // MBO data *******************************

Console.WriteLine("Watching @ES# for the next 30 seconds... Please be patient ;-)\n");
await Task.Delay(TimeSpan.FromSeconds(30));
Console.WriteLine("Watching @ES# (front month) for the next 20 seconds... Please be patient ;-)\n");
await Task.Delay(TimeSpan.FromSeconds(20));

// Step 7 - Unwatch and unregister events
level2Client.ReqUnwatch("@ES#");

level2Client.Summary -= Level2ClientOnSummary;
level2Client.Update -= Level2ClientOnSummary;
//level2Client.Summary -= Level2ClientOnSummary; // protocol 6.1 and prior
//level2Client.Update -= Level2ClientOnSummary; // protocol 6.1 and prior

// Comment/uncomment the following 2 lines for MBP data *******************************
//level2Client.PriceLevelSummary -= Level2Client_PriceLevelSummary;
//level2Client.PriceLevelUpdate -= Level2Client_PriceLevelSummary;

// Comment/uncomment the following 2 lines for MBO data *******************************
level2Client.OrderSummary -= Level2Client_MBOSummary;
level2Client.OrderUpdate -= Level2Client_MBOSummary;

level2Client.Timestamp -= Level2ClientOnTimestamp;
}

private void Level2ClientOnTimestamp(TimestampMessage msg)
private void Level2Client_PriceLevelSummary(PriceLevelUpdateSummaryMessage msg) // Added for protocol 6.2 MBP
{
Console.WriteLine(msg);
}

private void Level2ClientOnSummary(UpdateSummaryMessage msg)
private void Level2Client_MBOSummary(OrderAddUpdateSummaryMessage msg) // Added for protocol 6.2 MBO
{
Console.WriteLine(msg);
}

private void Level2ClientOnTimestamp(TimestampMessage msg)
{
Console.WriteLine(msg);
}

//private void Level2ClientOnSummary(UpdateSummaryMessage msg) // protocol 6.1 and prior
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maybe we can just remove all this code if not usable in 6,2 anymore...

//{
// Console.WriteLine(msg);
//}

private void Level2ClientOnError(ErrorMessage msg)
{
Console.WriteLine(msg);
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