StreamLink.NET Overview

StreamLink is an API that allows an application to exchange real-time financial data and trade messages with Caplin Liberator servers via the Web or other TCP/IP network.

It provides the following capabilities:

• Record Subscriptions (including type 2 and type 3 data).
• Container subscriptions (including filtered and/or sorted subscriptions using Caplin Refiner).
• Directory subscriptions.
• Permission subscriptions.
• Chat subscriptions.
• News headline and news story subscriptions.
• Connection status notification.
• Reconnection and failover.
• Publishing data to subjects.
• Creating and deleting objects on the Liberator.
• Throttling of individual subjects and entire sessions.
• Throttling of the entire session.
• Access to Liberator web requests.

The following connection types are available:

• Connection to the Liberator using http(s) type 2 connections
• Connection to the Liberator using a single (SSL) socket.
• Connection to the Liberator using a polling http(s) connection.

Support for specifying a HTTP proxy is available for all connection types.

The following authentication schemes are available:

• Password authentication to the Liberator
• KeyMaster authentication to the Liberator
• User defined authentication mechanisms

Getting Started

It is recommended that you read the Caplin StreamLink Overview to gain an understanding of:

• What StreamLink is and how it can be used.
• Fundamental StreamLink concepts & features.
• How StreamLink can integrate with your own client application software to provide a streaming data display as well as supporting online trading of financial instruments.

Upgrading from 5.x.x to 6.x.x

See Upgrading for more information on how to upgrade.

Architecture

The API operates asynchronously. This means that when the client application code issues a subscription request or a command to StreamLink, the response is not returned immediately through the method used to issue the request or command. Instead, you must set up a listener object (Caplin.StreamLink.ISubscriptionListener). You then supply this listener to StreamLink. StreamLink calls the appropriate callback method(s) on the listener object to communicate data and command responses back to the client code.

Implementing interfaces

Much of the StreamLink API is defined as interfaces. You must implement some of the interfaces in order to use StreamLink. These implementations effectively integrate StreamLink with your client application. There are also interfaces with implementations that are built into the API, so in these cases you do not need to write your own.

Note:An interface description will state whether the interface must be implemented before use.

As a minimum you need to implement the Caplin.StreamLink.ISubscriptionListener interface. StreamLink calls your SubscriptionListener implementation to deal with events concerning subscriptions to data.

You should also implement the Caplin.StreamLink.IConnectionListener interface if you want to provide users of your application with information about the state of the connection.