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75 changes: 75 additions & 0 deletions
75
Samples/Playgrounds/OnDemandSample.playground/Contents.swift
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,75 @@ | ||
| import Cocoa | ||
| import DXFeedFramework | ||
|
|
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| // Empty Listener with handler | ||
| class Listener: DXEventListener, Hashable { | ||
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| static func == (lhs: Listener, rhs: Listener) -> Bool { | ||
| lhs === rhs | ||
| } | ||
|
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| func hash(into hasher: inout Hasher) { | ||
| hasher.combine("\(self):\(stringReference(self))") | ||
| } | ||
| var callback: ([MarketEvent]) -> Void = { _ in } | ||
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| func receiveEvents(_ events: [MarketEvent]) { | ||
| self.callback(events) | ||
| } | ||
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| init(overrides: (Listener) -> Listener) { | ||
| _ = overrides(self) | ||
| } | ||
| } | ||
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| do { | ||
| // get on-demand-only data feed | ||
| let onDemand = try OnDemandService.getInstance() | ||
| let feed = onDemand.getEndpoint()?.getFeed() | ||
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| // prepare time format | ||
| let timeZone = try DXTimeZone(timeZoneID: "America/New_York") | ||
| let defaultTimeFormat = try DXTimeFormat.init(timeZone: timeZone) | ||
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| // subscribe to Accenture symbol ACN to print its quotes | ||
| let subscription = try feed?.createSubscription(Quote.self) | ||
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| let listener = Listener { anonymCl in | ||
| anonymCl.callback = { events in | ||
| events.forEach { event in | ||
| if let quote = event as? Quote { | ||
| let time = (try? defaultTimeFormat.format(value: quote.eventTime)) ?? "" | ||
| print("\(time):bid \(quote.bidPrice) / ask \(quote.askPrice)") | ||
| } | ||
| } | ||
| } | ||
| return anonymCl | ||
| } | ||
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| try subscription?.add(listener: listener) | ||
| try subscription?.addSymbols("ACN") | ||
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| // Watch Accenture drop under $1 on May 6, 2010 "Flashcrash" from 14:47:48 to 14:48:02 EST | ||
| guard let fromDate: Date = try defaultTimeFormat.parse("2010-05-06 14:47:48.000 EST"), | ||
| let toDate: Date = try defaultTimeFormat.parse("2010-05-06 14:48:02.000 EST") else { | ||
| print("Couldn't parse date") | ||
| exit(-1) | ||
| } | ||
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| // switch into historical on-demand data replay mode | ||
| try onDemand.replay(date: fromDate) | ||
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| //// replaying events until end time reached | ||
| while (onDemand.getTime ?? Date.init(timeIntervalSince1970: 0)) < toDate { | ||
| if let time: Long = onDemand.getTime?.millisecondsSince1970() { | ||
| let timeStr = (try? defaultTimeFormat.format(value: time)) ?? "empty string" | ||
| let connectedState = (try? onDemand.getEndpoint()?.getState()) ?? .notConnected | ||
| print("Current state is \(connectedState), on-demand time is \(timeStr)") | ||
| } | ||
| Thread.sleep(forTimeInterval: 1000) | ||
| } | ||
| // close endpoint completely to release resources | ||
| try onDemand.getEndpoint()?.closeAndAwaitTermination() | ||
| } catch { | ||
| print("Exception during sample: \(error)") | ||
| } |
4 changes: 4 additions & 0 deletions
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Samples/Playgrounds/OnDemandSample.playground/contents.xcplayground
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,4 @@ | ||
| <?xml version="1.0" encoding="UTF-8" standalone="yes"?> | ||
| <playground version='5.0' target-platform='macos' buildActiveScheme='true' importAppTypes='true'> | ||
| <timeline fileName='timeline.xctimeline'/> | ||
| </playground> |