void bw_DoWork(object sender, DoWorkEventArgs e)
{
if (!_valid) return;
while (_go)
{
try
{
if (qc > qr)
{
// get requested symbols
string[] syms = _tmpregister.Split(',');
// go through each one
foreach (string sym in syms)
{
// if we don't have subscription already
if (!contains(sym))
{
// add it to list
_mb.Add(sym);
// request subscription
esig.RequestSymbol(sym, 1);
}
}
if (ReleaseDeadSymbols)
{
// clone requested basket
Basket newbasket = new BasketImpl(syms);
// clone existing basket as deadbasket
Basket deadbasket = new BasketImpl(_mb);
// existing - new = deadsymbols
deadbasket.Remove(newbasket);
// release dead symbols
string symsreleased = string.Empty;
foreach (Security dead in deadbasket)
{
try
{
esig.ReleaseSymbol(dead.symbol);
symsreleased += dead.symbol + " ";
}
catch { }
}
if (symsreleased!=string.Empty)
verb("released unused symbols: " + symsreleased);
}
qr = qc;
}
while (_barrequests.hasItems)
{
BarRequest br = new BarRequest();
try
{
br = _barrequests.Read();
BarInterval bi = (BarInterval)br.Interval;
string interval = string.Empty;
int barsback = DefaultBarsBack;
if (bi == BarInterval.CustomTicks)
interval = br.CustomInterval + "T";
else if (bi == BarInterval.CustomTime)
interval = br.CustomInterval + "S";
else if (bi == BarInterval.CustomVol)
interval = br.CustomInterval + "V";
else
{
if (br.Interval == (int)BarInterval.Day)
interval = "D";
else
interval = (br.Interval / 60).ToString();
barsback = BarImpl.BarsBackFromDate(bi, br.StartDateTime, br.EndDateTime);
}
int alldata = BarRequestsGetAllData ? -1 : 0;
int hnd = esig.get_RequestHistory(br.symbol, interval, (bi == BarInterval.Day) ? barType.btDAYS : barType.btBARS, barsback, alldata, alldata);
verb("requested bar data for " + br.symbol + " on: " + br.Interval.ToString() + " " + br.CustomInterval.ToString() + " reqhandle: " + hnd);
// cache request
if (!_barhandle2barrequest.ContainsKey(hnd))
_barhandle2barrequest.Add(hnd, br);
else
verb("already had bar request: " + hnd + " " + _barhandle2barrequest[hnd].ToString());
if (esig.get_IsHistoryReady(hnd) != 0)
processhistory(hnd, br);
}
catch (Exception ex)
{
debug("error on historical bar request: " + br.ToString());
debug(ex.Message + ex.StackTrace);
}
}
}
catch (Exception ex)
{
if (GotDebug != null)
GotDebug(ex.Message + ex.StackTrace);
}
if (e.Cancel || !_go)
break;
System.Threading.Thread.Sleep(WaitBetweenEvents);
}
}
void RequestBars(BarRequest br)
{
string command;
long id = _idt.AssignId;
if (br.Interval == (int)BarInterval.Day)
{
command = String.Format("HDT,{0},{1},,1,{2}\r\n", br.Symbol,br.StartDateTime.ToLongDateString(),br.EndDateTime.ToLongDateString(),id);
}
else
{
command = String.Format("HIT,{0},{1},{2} {3},{4} {5},,000000,235959,1,{6}\r\n", br.Symbol, br.Interval, br.StartDateTime.ToString("yyyyMMdd"), br.StartDateTime.ToString("HHmmss"), br.EndDateTime.ToString("yyyyMMdd"), br.EndDateTime.ToString("HHmmss"),id);
}
reqid2req.Add(id, br);
// we form a watch command in the form of wSYMBOL\r\n
byte[] watchCommand = new byte[command.Length];
watchCommand = Encoding.ASCII.GetBytes(command);
try
{
m_hist.Send(watchCommand, watchCommand.Length, SocketFlags.None);
debug("Requested historical bars for: " + br.Symbol);
}
catch (Exception ex)
{
debug("Exception sending barrequest: " + br.ToString());
debug(ex.Message + ex.StackTrace);
}
}
void RequestBars(BarRequest br)
{
// for command docs see http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm
string command = string.Empty;
// ensure we're connected
if (m_hist == null)
{
ConnectHist();
}
if (br.BarInterval == BarInterval.Day)
{
var previousdays = br.isExplictBarsBack ? br.BarsBackExplicit : BarImpl.BarsBackFromDate(br.BarInterval, br.StartDateTime, br.EndDateTime);
// HDX,[Symbol],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]
if (br.isExplictBarsBack)
{
br.Tag = "HDX";
command = String.Format("HDX,{0},{1},{2},{3},{4}", br.symbol, previousdays, HistoricalDataDirection, br.ID, HistoricalDataPointPerSec);
}
else if (br.isExplicitStart)
{
// HDT,[Symbol],[BeginDate],[EndDate],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]
var start = br.StartDateTime.ToString("yyyyMMdd");
var end = br.isExplicitDate ? br.EndDateTime.ToString("yyyyMMdd") : string.Empty;
var maxdata = br.isExplicitDate ? (int)br.EndDateTime.Subtract(br.StartDateTime).TotalDays : (int)DateTime.Now.Subtract(br.StartDateTime).TotalDays;
br.Tag = "HDT";
command = string.Format("HDT,{0},{1},{2},{3},{4},{5},{6}", br.symbol, start, end, maxdata, HistoricalDataDirection, br.ID, HistoricalDataPointPerSec);
}
}
else
{
// validate interval type
string sIntervalType = "s";
int bint = br.CustomInterval;
if (br.BarInterval== BarInterval.CustomVol)
{
sIntervalType = "v";
bint = br.CustomInterval;
}
else if (br.BarInterval== BarInterval.CustomTicks)
{
sIntervalType = "t";
bint = br.CustomInterval;
}
if (br.isExplictBarsBack && !br.isExplicitEnd && !br.isExplicitStart)
{
br.Tag = "HIX";
//HIX,[Symbol],[Interval],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend],[IntervalType]
command = String.Format("HIX,{0},{1},{2},{3},{4},{5},{6}", br.symbol, bint, br.BarsBackExplicit, HistoricalDataDirection, br.ID, HistoricalDataPointPerSec, sIntervalType);
}
else
{
br.Tag = "HIT";
// request in the format:
//HIT,[Symbol],[Interval],[BeginDate BeginTime],[EndDate EndTime],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[DataDirection],[RequestID],[DatapointsPerSend],[IntervalType]<CR><LF>
// HIT,SYMBOL,INTERVAL,BEGINDATE BEGINTIME,ENDDATE ENDTIME,MaxDataPoints,BEGINFILTERTIME,ENDFILTERTIME,DIRECTION,REQUESTID,DATAPOINTSPERSEND,INTERVALTYPE<CR><LF>
var startdate = br.isExplicitStart ? br.StartDateTime.ToString("yyyyMMdd") : string.Empty;
var starttime = br.isExplicitStart ? br.StartDateTime.ToString("HHmmss") : string.Empty;
var enddate = br.isExplicitEnd ? br.EndDateTime.ToString("yyyyMMdd") : string.Empty;
var endtime = br.isExplicitEnd ? br.EndDateTime.ToString("HHmmss") : string.Empty;
var maxpoints = br.isExplictBarsBack ? br.BarsBackExplicit.ToString("F0") : string.Empty;
command = String.Format("HIT,{0},{1},{2} {3},{4} {5},{6},,,{7},{8},{9},{10}", br.symbol, bint, startdate, starttime,enddate ,endtime , maxpoints, HistoricalDataDirection, br.ID, HistoricalDataPointPerSec, sIntervalType);
}
}
reqid2req.Add(br.ID, br);
byte[] watchCommand = getcmddata(command);
try
{
if (m_hist != null)
{
m_hist.Send(watchCommand, watchCommand.Length, SocketFlags.None);
if (VerboseDebugging)
v("hist requested: " + br.symbol + " watch: " + command+" for: "+br.ToString());
else
debug("Requested historical bars for: " + br.ToString());
}
else
{
debug("No historical connection available to request bars: " + br.ToString());
}
}
catch (Exception ex)
{
debug("Exception sending barrequest: " + br.ToString());
debug(ex.Message + ex.StackTrace);
}
}
