public RithmicClient(ILogReceiver receiver, string adminConnectionPoint, string certFile, string domainServerAddress, string domainName, string licenseServerAddress, string localBrokerAddress, string loggerAddress, string logFileName)
{
if (receiver == null)
throw new ArgumentNullException(nameof(receiver));
if (!File.Exists(certFile))
throw new FileNotFoundException(LocalizedStrings.Str3457Params.Put(certFile));
Callbacks = new RCallbacksImpl(this, receiver);
var eParams = new REngineParams
{
AdmCnnctPt = adminConnectionPoint,
AdmCallbacks = new AdmCallbacksImpl(this, receiver),
AppName = "StockSharp",
AppVersion = GetType().Assembly.GetName().Version.ToString(),
CertFile = certFile,
DmnSrvrAddr = domainServerAddress,
DomainName = domainName,
LicSrvrAddr = licenseServerAddress,
LocBrokAddr = localBrokerAddress,
LoggerAddr = loggerAddress,
LogFilePath = logFileName,
};
Session = new REngine(eParams);
}
public RCallbacksImpl(RithmicClient client, ILogReceiver receiver)
{
if (client == null)
throw new ArgumentNullException(nameof(client));
if (receiver == null)
throw new ArgumentNullException(nameof(receiver));
_client = client;
_receiver = receiver;
}
/// <summary>
/// Initializes a new instance of the <see cref="QueueReader"/> class.
/// </summary>
/// <param name="queueName">Name of the message queue.</param>
/// <param name="receiver">The implementation of this interface will be invoked for each received log entry.</param>
public QueueReader(string queueName, ILogReceiver receiver)
{
if (queueName == null) throw new ArgumentNullException("queueName");
if (receiver == null) throw new ArgumentNullException("receiver");
_queueName = queueName;
_receiver = receiver;
if (!MessageQueue.Exists(queueName))
throw new ArgumentOutOfRangeException("queueName", queueName, "Queue do not exist.");
_queue = new MessageQueue(_queueName);
_queue.ReceiveCompleted += OnReceived;
_queue.Formatter = new XmlMessageFormatter(new[] {typeof (LogEntryDTO)});
_queue.BeginReceive();
}
public IQFeedWrapper(ILogReceiver logReceiver, string name, EndPoint address)
{
if (logReceiver == null)
throw new ArgumentNullException("logReceiver");
if (name.IsEmpty())
throw new ArgumentNullException("name");
if (address == null)
throw new ArgumentNullException("address");
Address = address;
_logReceiver = logReceiver;
Name = name;
}
public static LogWriter LogWriter_NewRegion(IRegionManager regionmgr, ILogReceiver receiver, out int system_reserved_space)
{
LogWriter lw = new LogWriter(regionmgr);
lw.receiver = receiver;
lw._InitNewRegion(regionmgr, out system_reserved_space);
lw._InitResume(regionmgr);
lw.log_handler.prepareLog();
return lw;
}
public LookupInfo(ILogReceiver logReceiver, MessageTypes resultType)
{
ResultType = resultType;
LookupTimeOut = new LookupTimeOutTimer(logReceiver);
_createResult = id => resultType.CreateLookupResult(id);
}
public void SetLogger(ILogReceiver logger) => m_Logger = logger;
/// <summary>
/// To record a warning to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="getMessage">The function returns the text for <see cref="LogMessage.Message"/>.</param>
public static void AddWarningLog(this ILogReceiver receiver, Func <string> getMessage)
{
receiver.AddLog(LogLevels.Warning, getMessage);
}
/// <summary>
/// To record an error to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="getMessage">The function returns the text for <see cref="LogMessage.Message"/>.</param>
public static void AddErrorLog(this ILogReceiver receiver, Func <string> getMessage)
{
receiver.AddLog(LogLevels.Error, getMessage);
}
/// <summary>
/// To record an error to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="message">Text message.</param>
/// <param name="args">Text message settings. Used if a message is the format string. For details, see <see cref="string.Format(string,object[])"/>.</param>
public static void AddErrorLog(this ILogReceiver receiver, string message, params object[] args)
{
receiver.AddMessage(LogLevels.Error, message, args);
}
/// <summary>
/// To record a message to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="getMessage">The function returns the text for <see cref="LogMessage.Message"/>.</param>
public static void AddInfoLog(this ILogReceiver receiver, Func <string> getMessage)
{
receiver.AddLog(LogLevels.Info, getMessage);
}
public BookInfo(SecurityId securityId, ILogReceiver logs) => Builder = new OrderBookIncrementBuilder(securityId, logs);
/// <summary>
/// To record an error to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="exception">Error detais.</param>
public static void AddErrorLog(this ILogReceiver receiver, Exception exception)
{
receiver.AddErrorLog(exception, null);
}
/// <summary>
/// Clear dates cache for storages.
/// </summary>
/// <param name="drives">Storage drives.</param>
/// <param name="updateProgress">The handler through which a progress change will be passed.</param>
/// <param name="isCancelled">The handler which returns an attribute of search cancel.</param>
/// <param name="logsReceiver">Logs receiver.</param>
public static void ClearDatesCache(this IEnumerable <IMarketDataDrive> drives, Action <int, int> updateProgress,
Func <bool> isCancelled, ILogReceiver logsReceiver)
{
if (drives == null)
{
throw new ArgumentNullException(nameof(drives));
}
if (updateProgress == null)
{
throw new ArgumentNullException(nameof(updateProgress));
}
if (isCancelled == null)
{
throw new ArgumentNullException(nameof(isCancelled));
}
if (logsReceiver == null)
{
throw new ArgumentNullException(nameof(logsReceiver));
}
//var dataTypes = new[]
//{
// Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Tick),
// Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.OrderLog),
// Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Order),
// Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Trade),
// Tuple.Create(typeof(QuoteChangeMessage), (object)null),
// Tuple.Create(typeof(Level1ChangeMessage), (object)null),
// Tuple.Create(typeof(NewsMessage), (object)null)
//};
var formats = Enumerator.GetValues <StorageFormats>().ToArray();
var progress = 0;
var marketDataDrives = drives as IMarketDataDrive[] ?? drives.ToArray();
var iterCount = marketDataDrives.Sum(d => d.AvailableSecurities.Count()); // кол-во сбросов кэша дат
updateProgress(progress, iterCount);
foreach (var drive in marketDataDrives)
{
foreach (var secId in drive.AvailableSecurities)
{
foreach (var format in formats)
{
foreach (var dataType in drive.GetAvailableDataTypes(secId, format))
{
if (isCancelled())
{
break;
}
drive
.GetStorageDrive(secId, dataType.MessageType, dataType.Arg, format)
.ClearDatesCache();
}
}
if (isCancelled())
{
break;
}
updateProgress(progress++, iterCount);
logsReceiver.AddInfoLog(LocalizedStrings.Str2931Params, secId, drive.Path);
}
if (isCancelled())
{
break;
}
}
}
// standard open/resume
public static LogWriter LogWriter_Resume(IRegionManager regionmgr, ILogReceiver receiver)
{
LogWriter lw = new LogWriter(regionmgr);
lw.receiver = receiver;
lw._InitResume(regionmgr);
lw.log_handler.prepareLog();
return lw;
}
/// <summary>
/// Synchronize securities with storage.
/// </summary>
/// <param name="drives">Storage drives.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
/// <param name="newSecurity">The handler through which a new instrument will be passed.</param>
/// <param name="updateProgress">The handler through which a progress change will be passed.</param>
/// <param name="logsReceiver">Logs receiver.</param>
/// <param name="isCancelled">The handler which returns an attribute of search cancel.</param>
public static void SynchronizeSecurities(this IEnumerable <IMarketDataDrive> drives,
ISecurityStorage securityStorage, IExchangeInfoProvider exchangeInfoProvider,
Action <Security> newSecurity, Action <int, int> updateProgress,
Func <bool> isCancelled, ILogReceiver logsReceiver)
{
if (drives == null)
{
throw new ArgumentNullException(nameof(drives));
}
if (securityStorage == null)
{
throw new ArgumentNullException(nameof(securityStorage));
}
if (exchangeInfoProvider == null)
{
throw new ArgumentNullException(nameof(exchangeInfoProvider));
}
if (newSecurity == null)
{
throw new ArgumentNullException(nameof(newSecurity));
}
if (updateProgress == null)
{
throw new ArgumentNullException(nameof(updateProgress));
}
if (isCancelled == null)
{
throw new ArgumentNullException(nameof(isCancelled));
}
if (logsReceiver == null)
{
throw new ArgumentNullException(nameof(logsReceiver));
}
var securityPaths = new List <string>();
var progress = 0;
foreach (var dir in drives.Select(drive => drive.Path).Distinct())
{
foreach (var letterDir in InteropHelper.GetDirectories(dir))
{
if (isCancelled())
{
break;
}
var name = Path.GetFileName(letterDir);
if (name == null || name.Length != 1)
{
continue;
}
securityPaths.AddRange(InteropHelper.GetDirectories(letterDir));
}
if (isCancelled())
{
break;
}
}
if (isCancelled())
{
return;
}
// кол-во проходов по директории для создания инструмента
var iterCount = securityPaths.Count;
updateProgress(0, iterCount);
var securities = securityStorage.LookupAll().ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
foreach (var securityPath in securityPaths)
{
if (isCancelled())
{
break;
}
var securityId = Path.GetFileName(securityPath).FolderNameToSecurityId();
var isNew = false;
var security = securities.TryGetValue(securityId);
if (security == null)
{
var firstDataFile =
Directory.EnumerateDirectories(securityPath)
.SelectMany(d => Directory.EnumerateFiles(d, "*.bin")
.Concat(Directory.EnumerateFiles(d, "*.csv"))
.OrderBy(f => Path.GetExtension(f).CompareIgnoreCase(".bin") ? 0 : 1))
.FirstOrDefault();
if (firstDataFile != null)
{
var id = securityId.ToSecurityId();
decimal priceStep;
if (Path.GetExtension(firstDataFile).CompareIgnoreCase(".bin"))
{
try
{
priceStep = File.ReadAllBytes(firstDataFile).Range(6, 16).To <decimal>();
}
catch (Exception ex)
{
throw new InvalidOperationException(LocalizedStrings.Str2929Params.Put(firstDataFile), ex);
}
}
else
{
priceStep = 0.01m;
}
security = new Security
{
Id = securityId,
PriceStep = priceStep,
Name = id.SecurityCode,
Code = id.SecurityCode,
Board = exchangeInfoProvider.GetOrCreateBoard(id.BoardCode),
};
securities.Add(securityId, security);
securityStorage.Save(security);
newSecurity(security);
isNew = true;
}
}
updateProgress(progress++, iterCount);
if (isNew)
{
logsReceiver.AddInfoLog(LocalizedStrings.Str2930Params, security);
}
}
}
/// <summary>
/// To record a verbose message to the log.
/// </summary>
/// <param name="receiver">Logs receiver.</param>
/// <param name="message">Text message.</param>
/// <param name="args">Text message settings. Used if a message is the format string. For details, see <see cref="string.Format(string,object[])"/>.</param>
public static void AddVerboseLog(this ILogReceiver receiver, string message, params object[] args)
{
receiver.AddMessage(LogLevels.Verbose, message, args);
}
public void Register(ILogReceiver receiver)
{
this.receivers.Add(receiver);
}
public static void Unsubscribe(ILogReceiver receiver)
{
Subscriptions.RemoveAll(subscription => (subscription.Receiver == receiver));
}
public LookupTimeOutTimer(ILogReceiver logReceiver)
{
_logReceiver = logReceiver ?? throw new ArgumentNullException(nameof(logReceiver));
}