public ContinuousFuturesBroker(IDataClient client, bool connectImmediately = true, IInstrumentSource instrumentRepo = null)
{
if (client == null)
{
throw new ArgumentNullException(nameof(client));
}
_client = client;
_instrumentRepo = instrumentRepo ?? new InstrumentRepository(new MyDBContext());
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
_client.Error += _client_Error;
if (connectImmediately)
{
_client.Connect();
}
_data = new Dictionary <KeyValuePair <int, BarSize>, List <OHLCBar> >();
_contracts = new Dictionary <int, List <Instrument> >();
_requestCounts = new Dictionary <int, int>();
_requests = new Dictionary <int, HistoricalDataRequest>();
_histReqIDMap = new Dictionary <int, int>();
_frontContractRequests = new BlockingCollection <FrontContractRequest>();
_requestTypes = new Dictionary <int, bool>();
_frontContractRequestMap = new Dictionary <int, FrontContractRequest>();
_dataUsesPending = new Dictionary <KeyValuePair <int, BarSize>, int>();
_reconnectTimer = new Timer(1000);
_reconnectTimer.Elapsed += _reconnectTimer_Elapsed;
_reconnectTimer.Start();
Name = "ContinuousFutures";
}
public ContinuousFuturesBroker(IDataClient client = null, IInstrumentSource instrumentMgr = null, string clientName = "")
{
if (client == null)
{
if (string.IsNullOrEmpty(clientName))
{
clientName = "CONTFUTCLIENT";
}
_client = new QDMSClient.QDMSClient(
clientName,
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort);
}
else
{
_client = client;
}
_instrumentMgr = instrumentMgr ?? new InstrumentManager();
_client.HistoricalDataReceived += _client_HistoricalDataReceived;
_client.Error += _client_Error;
_client.Connect();
_data = new Dictionary <KeyValuePair <int, BarSize>, List <OHLCBar> >();
_contracts = new Dictionary <int, List <Instrument> >();
_requestCounts = new Dictionary <int, int>();
_requests = new Dictionary <int, HistoricalDataRequest>();
_histReqIDMap = new Dictionary <int, int>();
_frontContractRequests = new BlockingCollection <FrontContractRequest>();
_requestTypes = new Dictionary <int, bool>();
_frontContractRequestMap = new Dictionary <int, FrontContractRequest>();
_dataUsesPending = new Dictionary <KeyValuePair <int, BarSize>, int>();
_reconnectTimer = new Timer(1000);
_reconnectTimer.Elapsed += _reconnectTimer_Elapsed;
_reconnectTimer.Start();
Name = "ContinuousFutures";
}
private void _reconnectTimer_Elapsed(object sender, ElapsedEventArgs e)
{
if (!_client.Connected)
{
_reconnectTimer.Stop();
Log(LogLevel.Info, "CFB: trying to reconnect.");
try
{
_client.Connect();
}
catch (Exception ex)
{
Log(LogLevel.Error, "CFB error when trying to connect: " + ex.Message);
}
}
}
private void ReconnectTimerElapsed(object sender, ElapsedEventArgs e)
{
if (!_client.Connected)
{
_reconnectTimer.Stop();
_logger.Info("CFB: trying to reconnect.");
try {
_client.Connect();
}
catch (Exception ex) {
_logger.Error(ex, "CFB error when trying to connect.");
}
}
}