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Add IQFeed host and port configuration settings

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This commit is contained in:
moshferatu 2024-04-20 07:05:59 -07:00
parent 9e1e8e387f
commit 5603353cc5
1 changed files with 26 additions and 16 deletions
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42
indicators/MarketDepth.cs
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@ -48,14 +48,14 @@ namespace NinjaTrader.NinjaScript.Indicators
{"12", "Z"}
};
public static async Task StreamMarketDepth(Instrument instrument, int maxLevels)
public static async Task StreamMarketDepth(Instrument instrument, int maxLevels, string host, int port)
{
Asks.Clear();
Bids.Clear();
string symbol = GetIQFeedSymbol(instrument);
using (TcpClient client = new TcpClient("127.0.0.1", 9200))
using (TcpClient client = new TcpClient(host, port))
using (NetworkStream stream = client.GetStream())
{
StringBuilder data = new StringBuilder();
@ -179,13 +179,15 @@ namespace NinjaTrader.NinjaScript.Indicators
IsSuspendedWhileInactive = false;
MaxLevels = 0;
MaxWidth = 500;
Host = "127.0.0.1";
Port = 9200;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
Task.Run(() => MarketDepthProcessor.StreamMarketDepth(Instrument, MaxLevels));
Task.Run(() => MarketDepthProcessor.StreamMarketDepth(Instrument, MaxLevels, Host, Port));
}
else if (State == State.Historical)
{
@ -253,6 +255,14 @@ namespace NinjaTrader.NinjaScript.Indicators
[Display(Name = "Max Width", Description = "The maximum width of the market depth levels in pixels", Order = 2, GroupName = "Market Depth")]
public int MaxWidth
{ get; set; }
[NinjaScriptProperty]
[Display(Name = "IQFeed Host", Description = "The host on which the IQFeed connection is running", Order = 3, GroupName = "Market Depth")]
public string Host { get; set; }
[NinjaScriptProperty]
[Display(Name = "IQFeed Port", Description = "The port on which the IQFeed connection is listening", Order = 4, GroupName = "Market Depth")]
public int Port { get; set; }
}
}
@ -263,18 +273,18 @@ namespace NinjaTrader.NinjaScript.Indicators
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private MarketDepth[] cacheMarketDepth;
public MarketDepth MarketDepth(int maxLevels, int maxWidth)
public MarketDepth MarketDepth(int maxLevels, int maxWidth, string host, int port)
{
return MarketDepth(Input, maxLevels, maxWidth);
return MarketDepth(Input, maxLevels, maxWidth, host, port);
}
public MarketDepth MarketDepth(ISeries<double> input, int maxLevels, int maxWidth)
public MarketDepth MarketDepth(ISeries<double> input, int maxLevels, int maxWidth, string host, int port)
{
if (cacheMarketDepth != null)
for (int idx = 0; idx < cacheMarketDepth.Length; idx++)
if (cacheMarketDepth[idx] != null && cacheMarketDepth[idx].MaxLevels == maxLevels && cacheMarketDepth[idx].MaxWidth == maxWidth && cacheMarketDepth[idx].EqualsInput(input))
if (cacheMarketDepth[idx] != null && cacheMarketDepth[idx].MaxLevels == maxLevels && cacheMarketDepth[idx].MaxWidth == maxWidth && cacheMarketDepth[idx].Host == host && cacheMarketDepth[idx].Port == port && cacheMarketDepth[idx].EqualsInput(input))
return cacheMarketDepth[idx];
return CacheIndicator<MarketDepth>(new MarketDepth(){ MaxLevels = maxLevels, MaxWidth = maxWidth }, input, ref cacheMarketDepth);
return CacheIndicator<MarketDepth>(new MarketDepth(){ MaxLevels = maxLevels, MaxWidth = maxWidth, Host = host, Port = port }, input, ref cacheMarketDepth);
}
}
}
@ -283,14 +293,14 @@ namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.MarketDepth MarketDepth(int maxLevels, int maxWidth)
public Indicators.MarketDepth MarketDepth(int maxLevels, int maxWidth, string host, int port)
{
return indicator.MarketDepth(Input, maxLevels, maxWidth);
return indicator.MarketDepth(Input, maxLevels, maxWidth, host, port);
}
public Indicators.MarketDepth MarketDepth(ISeries<double> input , int maxLevels, int maxWidth)
public Indicators.MarketDepth MarketDepth(ISeries<double> input , int maxLevels, int maxWidth, string host, int port)
{
return indicator.MarketDepth(input, maxLevels, maxWidth);
return indicator.MarketDepth(input, maxLevels, maxWidth, host, port);
}
}
}
@ -299,14 +309,14 @@ namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.MarketDepth MarketDepth(int maxLevels, int maxWidth)
public Indicators.MarketDepth MarketDepth(int maxLevels, int maxWidth, string host, int port)
{
return indicator.MarketDepth(Input, maxLevels, maxWidth);
return indicator.MarketDepth(Input, maxLevels, maxWidth, host, port);
}
public Indicators.MarketDepth MarketDepth(ISeries<double> input , int maxLevels, int maxWidth)
public Indicators.MarketDepth MarketDepth(ISeries<double> input , int maxLevels, int maxWidth, string host, int port)
{
return indicator.MarketDepth(input, maxLevels, maxWidth);
return indicator.MarketDepth(input, maxLevels, maxWidth, host, port);
}
}
}