SubscriptionTest.cs

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using System.Reflection;
using System.Threading;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators {
    public static class BarsExtensions {

        static readonly MethodInfo barsSeriesGetter = typeof(Bars).GetProperty("BarsSeries").GetGetMethod();

        public static NinjaTrader.Data.BarsSeries GetBarsSeries(this Bars bars) {
            return (BarsSeries)barsSeriesGetter.Invoke(bars, new object[0]);
        }

        public static bool IsMarketDataSubscribed(this Bars bars) {
            return bars.GetBarsSeries().IsMarketDataSubscribed;
        }
    }

    public class SubscriptionTest : Indicator {

        string status;
        BarsRequest request;
        Bars requestBars;
        int initialRequestBarsCount;
        int numNewTicks = 0;

        protected override void OnStateChange() {
            if (State == State.SetDefaults) {
                Description = @"Enter the description for your new custom Indicator here.";
                Name = "SubscriptionTest";
                Calculate = Calculate.OnBarClose;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
            } else if (State == State.Configure) {
            } else if (State == State.DataLoaded) {
                status = "Loading";
                var startDate = DateTime.Now.Date.AddDays(-5);
                var endDate = DateTime.Now.Date.AddDays(30);
                request = new BarsRequest(Instrument, startDate, endDate);
                request.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Tick, Value = 1, };
                request.IsDividendAdjusted = true;
                request.IsResetOnNewTradingDay = true;
                request.IsSplitAdjusted = true;
                request.LookupPolicy = LookupPolicies.Provider | LookupPolicies.Repository;
                request.MergePolicy = MergePolicy.MergeBackAdjusted;
                request.TradingHours = TradingHours.Get(TradingHours.SystemDefault);
                request.Request((r, errorCode, message) => {
                    if (State >= State.Terminated) return;
                    if (errorCode == ErrorCode.NoError) {

                        requestBars = request.Bars;
                        initialRequestBarsCount = requestBars.Count;

                        Task.Run(() => {
                            while (State < State.Terminated) {
                                var format = "Subscribed: {0}, Num New TIck Bars: {1}, Expected Num New Tick Bars: {2}";
                                status = string.Format(format, requestBars.IsMarketDataSubscribed(), requestBars.Count - initialRequestBarsCount, numNewTicks);
                                ForceRefresh();
                                Thread.Sleep(500);
                            }
                        });

                    } else {
                        status = "error: " + errorCode.ToString();
                    }
                });
            } else if (State == State.Terminated) {
                if (null != request) {
                    request.Dispose();
                }
            }
        }

        protected override void OnBarUpdate() {
            if (State == State.Realtime && null != requestBars) {
                numNewTicks++;
            }
        }

        protected override void OnRender(ChartControl chartControl, ChartScale chartScale) {
            Draw.TextFixed(this, "status", status, TextPosition.BottomRight);
            base.OnRender(chartControl, chartScale);
        }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators {
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase {
        private SubscriptionTest[] cacheSubscriptionTest;
        public SubscriptionTest SubscriptionTest() {
            return SubscriptionTest(Input);
        }

        public SubscriptionTest SubscriptionTest(ISeries<double> input) {
            if (cacheSubscriptionTest != null)
                for (int idx = 0; idx < cacheSubscriptionTest.Length; idx++)
                    if (cacheSubscriptionTest[idx] != null && cacheSubscriptionTest[idx].EqualsInput(input))
                        return cacheSubscriptionTest[idx];
            return CacheIndicator<SubscriptionTest>(new SubscriptionTest(), input, ref cacheSubscriptionTest);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns {
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase {
        public Indicators.SubscriptionTest SubscriptionTest() {
            return indicator.SubscriptionTest(Input);
        }

        public Indicators.SubscriptionTest SubscriptionTest(ISeries<double> input) {
            return indicator.SubscriptionTest(input);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies {
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase {
        public Indicators.SubscriptionTest SubscriptionTest() {
            return indicator.SubscriptionTest(Input);
        }

        public Indicators.SubscriptionTest SubscriptionTest(ISeries<double> input) {
            return indicator.SubscriptionTest(input);
        }
    }
}

#endregion