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Subscriptions

Starting with 5.0 version, S#.API offers a new data acquisition model (market and transactional data). The model is based on subscriptions and has advantages over regular subscription requests:

  • Subscriptions are isolated from each other, so you can run an arbitrary number of subscriptions in parallel (with a history request or not).
  • Subscriptions have states that make it possible to understand whether historical data is being received at the moment, or whether the subscription has gone online.
  • Subscriptions have a universal approach, and their code is the same regardless of the requested data types.

To work with subscriptions, you should use the Subscription class. Below is an example of subscribing to candles via the new model:

C#
...
var subscription = new Subscription(new MarketDataMessage
{
    DataType2 = DataType.TimeFrame(TimeSpan.FromMinutes(5)),
    From = DateTimeOffset.Now.Subtract(TimeSpan.FromDays(30)),

    // null means make subscriptions goes online after historical data
    To = null,
}, (SecurityMessage)sec);

// subscribe to events
_connector.CandleReceived += (sub, candle) =>
{
    if (sub != subscription)
        return;

    Console.WriteLine(candle);
};
_connector.SubscriptionOnline += (sub) =>
{
    if (sub != subscription)
        return;

    Console.WriteLine("Online");
};
_connector.SubscriptionFailed += (sub, error, isSubscribe) =>
{
    if (sub != subscription)
        return;

    Console.WriteLine(error);
};

// start subscription
_connector.Subscribe(subscription);
...

Subscription states:

  • Stopped - the subscription is inactive (stopped or did not start).
  • Active - the subscription is active, and it can transfer historical data until it goes online or is completed.
  • Error - the subscription is inactive and in an error state.
  • Finished - the subscription has finished its work (all data has been received).
  • Online - the subscription has gone online and only transfers data in real time.