Retrieving a price stream via WebSocket in C#. - page 4

 
Yuriy Asaulenko:

Well, you need an exchange protocol, otherwise there's no data. I don't understand - is there one? If you've already tried it.

So far all I understand is that the data comes from Amazon cloud, probably in XML format.

wss protocol over tcp connection, of course :) Do http GET request to the server to transfer to wss, and then through it the client with the server to communicate, in the first example, I just did it, and it sends to the server quotes (zeros), but to receive from the server, the flow does not work. There if you open this ws file (lmax), it has a bunch of different GET requests, including socket.

Run the first example, with the widget open, several times, and see that in the widget will be zeros instead of prices for a short time, i.e. the server receives from the client, it remains to understand how to pull from it.

 
Maxim Dmitrievsky:

Run the first example, with the widget open, several times, and you will see that the widget will have zeros instead of prices for a short time, i.e. the server accepts from the client, all that's left to figure out is how to pull from it.

This is clear. Found a script there, the cat connects, that's where I do not understand. But again, I would have pulled everything from the WEB-page, running the widget as a frame in its own - local page. No need to even understand how it connects there. And you can do whatever you like in its main window. If quite tight - put on your computer Apache But usually this is not necessary.

SZY your link to connect in the source widget is not found, although it runs and works in the browser window without the main page.

 
Yuriy Asaulenko:

I see. I found a script there, which connects, but I don't know where. But again, I would pull everything out of the WEB-page, running the widget as a frame in its own - local page. No need to even understand how it connects there. And you can do whatever you like in its main window. If very tight - put on your computer Apache But usually this is not necessary.

SZY your link to connect in the source widget is not found, although it runs and works in the browser window without the main page.

I don't like it :) need universal connector to similar widgets via sockets, or screw it then, you can find other solutions where to get the market date )
 
Maxim Dmitrievsky:
It's all on the dime. Any market date from a vendor costs a bapka, or an account from 10k

They have a Lmax API for a grand, but if you don't make a turnover, you have to pay 60 quid a month for connecting to their feed, I don't remember exactly.

they have a web terminal in addition to the api account. If you withdraw money, you should have access for some time, I had it for about 1.5 years.

 
Maxim Dmitrievsky:
No, it's not a smart solution to unload something. I don't like it :)

For me, a lazybones, it's the right thing to do - you have to do the bare minimum. :) But now I'm not busy - I'm trying to combine SciLab with R-Project. I need only one package from R and that's it. I'm stuck too - no way.

What about you?

 
So, guys, any progress? I've had similar thoughts myself. I don't have an LMax account at the moment, and the threshold has been raised.

I have my own "mite" - the data there is dynamic. Depends what exactly is used - java, jquery or other ... I don't remember exactly - it's necessary to look it up. In general, you need to use the standard browser object and run the parser at a certain interval. Or somehow identify the update of current quotes.
 
mmmoguschiy-new:
In sia, you need to use the standard browser object and run the parser at a certain interval.
Yeah, but you don't need a parser. You can do everything by event.
 
Yuriy Asaulenko:
Yeah, but you don't need a parser. You can do everything by event.
What event, and how will you retrieve data after it occurs?
 
mmmoguschiy-new:
but more details?
The event is price change in widget table in browser. If it (browser) is embedded in C++/C# - intercept and process - see HTML object model. I can't go into more detail, as there are other tasks at the moment.
 
Yuriy Asaulenko:
The event is a price change in the widget table in the browser. If it (browser) is embedded in C++/C# - intercept and process - see HTML object model. I can't go into details, because I have other tasks now.
I have supplemented the question.
Reason: