/// <summary>
/// Pushes data to local storage.
/// </summary>
public void PushData(DataAdditionRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Request cannot be null."));
return;
}
if (request.Instrument?.ID == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Instrument must be set and have an ID."));
return;
}
if (!Connected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not push historical data to local storage - not connected."));
return;
}
lock (_historicalDataSocketLock) {
if (_historicalDataSocket != null)
{
_historicalDataSocket.SendMoreFrame("HISTPUSH");
using (var ms = new MemoryStream()) {
_historicalDataSocket.SendFrame(MyUtils.ProtoBufSerialize(request, ms));
}
}
}
}
/// <summary>
/// Request a new real time data stream. Data will be delivered through the RealTimeDataReceived event.
/// </summary>
/// <returns>An ID uniquely identifying this real time data request. -1 if there was an error.</returns>
public int RequestRealTimeData(RealTimeDataRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Real Time Data Request Failed: Request cannot be null."));
return(-1);
}
if (request.Instrument == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Real Time Data Request Failed: null Instrument."));
return(-1);
}
if (!Connected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not request real time data - not connected."));
return(-1);
}
request.RequestID = Interlocked.Increment(ref _requestCount);
lock (_realTimeRequestSocketLock)
{
if (_realTimeRequestSocket != null)
{
// Two part message:
// 1: "RTD"
// 2: serialized RealTimeDataRequest
_realTimeRequestSocket.SendMoreFrame(string.Empty);
_realTimeRequestSocket.SendMoreFrame(MessageType.RTDRequest);
using (var ms = new MemoryStream())
{
_realTimeRequestSocket.SendFrame(MyUtils.ProtoBufSerialize(request, ms));
}
}
}
return(request.RequestID);
}
private bool CreateRealTimeRequestSocket()
{
realTimeRequestSocket = new DealerSocket(realTimeRequestConnectionString);
realTimeRequestSocket.Options.Identity = Encoding.UTF8.GetBytes(name);
// Start off by sending a ping to make sure everything is regular
byte[] reply = new byte[] { };
try
{
realTimeRequestSocket.SendMoreFrame(string.Empty)
.SendFrame(BitConverter.GetBytes((byte)DataRequestMessageType.Ping));
if (realTimeRequestSocket.TryReceiveFrameBytes(TimeSpan.FromSeconds(1), out reply))
{
realTimeRequestSocket.TryReceiveFrameBytes(TimeSpan.FromMilliseconds(50), out reply);
}
}
catch
{
Disconnect();
}
if (reply?.Length > 0)
{
DataRequestMessageType type = (DataRequestMessageType)BitConverter.ToInt16(reply, 0);
if (type != DataRequestMessageType.Pong)
{
try
{
realTimeRequestSocket.Disconnect(realTimeRequestConnectionString);
}
finally
{
realTimeRequestSocket.Close();
realTimeRequestSocket = null;
}
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not connect to server."));
return(true);
}
}
else
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not connect to server."));
}
realTimeRequestSocket.ReceiveReady += RealTimeRequestSocketReceiveReady;
return(false);
}
public void DropMultipartMessages()
{
using (var peer1 = new PeerSocket("@inproc://peertopeer3"))
using (var dealer = new DealerSocket(">inproc://peertopeer3"))
{
dealer.SendMoreFrame("This should be dropped");
dealer.SendFrame("This as well");
dealer.SendFrame("Hello");
peer1.ReceiveFrameBytes();
var message = peer1.ReceiveFrameString();
Assert.Equal("Hello", message);
}
}
/// <summary>
/// Pushes data to local storage.
/// </summary>
public void PushData(DataAdditionRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Request cannot be null."));
return;
}
if (request.Instrument?.ID == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Instrument must be set and have an ID."));
return;
}
if (!ClientRunningAndIsConnected)
{
RaiseEvent(Error, this,
new ErrorArgs(-1, "Could not push historical data to local storage - not connected."));
return;
}
lock (historicalDataSocketLock)
{
if (historicalDataSocket != null)
{
historicalDataSocket.SendMoreFrame(BitConverter.GetBytes((byte)DataRequestMessageType.HistPush));
using (MemoryStream ms = new MemoryStream())
{
historicalDataSocket.SendFrame(MyUtils.ProtoBufSerialize(request, ms));
}
}
}
}
public void Handover()
{
using (var router = new RouterSocket())
using (var dealer1 = new DealerSocket())
{
router.Options.RouterHandover = true;
router.Bind("inproc://127.0.0.1:5555");
dealer1.Options.Identity = Encoding.ASCII.GetBytes("ID");
dealer1.Connect("inproc://127.0.0.1:5555");
dealer1.SendMoreFrame("Hello").SendFrame("World");
var identity = router.ReceiveFrameString();
Assert.AreEqual("ID", identity);
using (var dealer2 = new DealerSocket())
{
dealer2.Options.Identity = Encoding.ASCII.GetBytes("ID");
dealer2.Connect("inproc://127.0.0.1:5555");
// We have new peer which should take over, however we are still reading a message
var message = router.ReceiveFrameString();
Assert.AreEqual("Hello", message);
message = router.ReceiveFrameString();
Assert.AreEqual("World", message);
dealer2.SendMoreFrame("Hello").SendFrame("World");
identity = router.ReceiveFrameString();
Assert.AreEqual("ID", identity);
message = router.ReceiveFrameString();
Assert.AreEqual("Hello", message);
message = router.ReceiveFrameString();
Assert.AreEqual("World", message);
}
}
}
/// <summary>
/// Tries to connect to the QDMS server.
/// </summary>
public void Connect()
{
if (Connected)
{
return;
}
lock (_realTimeRequestSocketLock)
{
_realTimeRequestSocket = new DealerSocket(_realTimeRequestConnectionString);
_realTimeRequestSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
// Start off by sending a ping to make sure everything is regular
var reply = string.Empty;
try
{
_realTimeRequestSocket.SendMoreFrame(string.Empty).SendFrame(MessageType.Ping);
if (_realTimeRequestSocket.TryReceiveFrameString(TimeSpan.FromSeconds(1), out reply))
{
_realTimeRequestSocket.TryReceiveFrameString(TimeSpan.FromMilliseconds(50), out reply);
}
}
catch
{
Disconnect();
}
if (reply == null || !reply.Equals(MessageType.Pong, StringComparison.InvariantCultureIgnoreCase))
{
try
{
_realTimeRequestSocket.Disconnect(_realTimeRequestConnectionString);
}
finally
{
_realTimeRequestSocket.Close();
_realTimeRequestSocket = null;
}
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not connect to server."));
return;
}
_realTimeRequestSocket.ReceiveReady += RealTimeRequestSocketReceiveReady;
}
lock (_realTimeDataSocketLock)
{
_realTimeDataSocket = new SubscriberSocket(_realTimeDataConnectionString);
_realTimeDataSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
_realTimeDataSocket.ReceiveReady += RealTimeDataSocketReceiveReady;
}
lock (_historicalDataSocketLock)
{
_historicalDataSocket = new DealerSocket(_historicalDataConnectionString);
_historicalDataSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
_historicalDataSocket.ReceiveReady += HistoricalDataSocketReceiveReady;
}
_lastHeartBeat = DateTime.Now;
_heartBeatTimer = new NetMQTimer(TimeSpan.FromSeconds(HeartBeatPeriodInSeconds));
_heartBeatTimer.Elapsed += HeartBeatTimerElapsed;
_historicalDataTimer = new NetMQTimer(TimeSpan.FromSeconds(HistoricalDataRequestsPeriodInSeconds));
_historicalDataTimer.Elapsed += HistoricalDataTimerElapsed;
_poller = new NetMQPoller {
_realTimeRequestSocket, _realTimeDataSocket, _historicalDataSocket, _heartBeatTimer, _historicalDataTimer
};
_poller.RunAsync();
}
