//the application is closing, shut down all the servers and stuff
private void DXWindow_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
//save grid layout
using (StreamWriter file = new StreamWriter(AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml"))
{
InstrumentsGrid.SerializeLayout(file);
}
//shut down quartz
_scheduler.Shutdown(true);
//then take down the client, the servers, and the brokers
_client.Disconnect();
_client.Dispose();
_realTimeServer.StopServer();
_realTimeServer.Dispose();
_historicalDataServer.StopServer();
_historicalDataServer.Dispose();
RealTimeBroker.Dispose();
HistoricalBroker.Dispose();
}
private void MetroWindow_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
_client.HistoricalDataReceived -= _client_HistoricalDataReceived;
_client.Error -= _client_Error;
_client.Disconnect();
_client.Dispose();
}
//the application is closing, shut down all the servers and stuff
private void DXWindow_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
//save grid layout
using (StreamWriter file = new StreamWriter(AppDomain.CurrentDomain.BaseDirectory + "GridLayout.xml"))
{
InstrumentsGrid.SerializeLayout(file);
}
//Dispose main viewmodel
ViewModel.Dispose();
//then take down the client, the servers, and the brokers
_client.Disconnect();
_client.Dispose();
}
static void Main()
{
//create the client, assuming the default port settings
QDMSClient.QDMSClient client = new QDMSClient.QDMSClient(
"SampleClient",
"127.0.0.1",
5556,
5557,
5558,
5555);
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
List <Instrument> instruments = client.FindInstruments();
foreach (Instrument i in instruments)
{
Console.WriteLine("Instrument ID {0}: {1} ({2}), Datasource: {3}",
i.ID,
i.Symbol,
i.Type,
i.Datasource.Name);
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = client.FindInstruments(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo").FirstOrDefault();
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15),
dataLocation: DataLocation.Both,
saveToLocalStorage: true,
rthOnly: true);
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
client.Disconnect();
client.Dispose();
}
static void Main()
{
//create the client, assuming the default port settings
QDMSClient.QDMSClient client = new QDMSClient.QDMSClient(
"SampleClient",
"127.0.0.1",
5556,
5557,
5558,
5555);
//hook up the events needed to receive data & error messages
client.HistoricalDataReceived += client_HistoricalDataReceived;
client.RealTimeDataReceived += client_RealTimeDataReceived;
client.LocallyAvailableDataInfoReceived += client_LocallyAvailableDataInfoReceived;
client.Error += client_Error;
//connect to the server
client.Connect();
//make sure the connection was succesful before we continue
if (!client.Connected)
{
Console.WriteLine("Could not connect.");
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
return;
}
//request the list of available instruments
List<Instrument> instruments = client.FindInstruments();
foreach (Instrument i in instruments)
{
Console.WriteLine("Instrument ID {0}: {1} ({2}), Datasource: {3}",
i.ID,
i.Symbol,
i.Type,
i.Datasource.Name);
}
Thread.Sleep(3000);
//then we grab some historical data from Yahoo
//start by finding the SPY instrument
var spy = client.FindInstruments(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo").FirstOrDefault();
if (spy != null)
{
var req = new HistoricalDataRequest(
spy,
BarSize.OneDay,
new DateTime(2013, 1, 1),
new DateTime(2013, 1, 15),
dataLocation: DataLocation.Both,
saveToLocalStorage: true,
rthOnly: true);
client.RequestHistoricalData(req);
Thread.Sleep(3000);
//now that we downloaded the data, let's make a request to see what is stored locally
client.GetLocallyAvailableDataInfo(spy);
Thread.Sleep(3000);
//finally send a real time data request (from the simulated data datasource)
spy.Datasource.Name = "SIM";
var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
client.RequestRealTimeData(rtReq);
Thread.Sleep(3000);
//And then cancel the real time data stream
client.CancelRealTimeData(spy);
}
Console.WriteLine("Press enter to exit.");
Console.ReadLine();
client.Disconnect();
client.Dispose();
}
/// <summary>
/// Called by the <see cref="T:Quartz.IScheduler"/> when a <see cref="T:Quartz.ITrigger"/>
/// fires that is associated with the <see cref="T:Quartz.IJob"/>.
/// </summary>
/// <remarks>
/// The implementation may wish to set a result object on the
/// JobExecutionContext before this method exits. The result itself
/// is meaningless to Quartz, but may be informative to
/// <see cref="T:Quartz.IJobListener"/>s or
/// <see cref="T:Quartz.ITriggerListener"/>s that are watching the job's
/// execution.
/// </remarks>
/// <param name="context">The execution context.</param>
public void Execute(IJobExecutionContext context)
{
_logger = LogManager.GetCurrentClassLogger();
JobDataMap dataMap = context.JobDetail.JobDataMap;
var details = (DataUpdateJobDetails)dataMap["details"];
_jobName = details.Name;
Log(LogLevel.Info, string.Format("Data Update job {0} triggered.", details.Name));
//Multiple jobs may be called simultaneously, so what we do is seed the Random based on the job name
byte[] bytes = new byte[details.Name.Length * sizeof(char)];
System.Buffer.BlockCopy(details.Name.ToCharArray(), 0, bytes, 0, bytes.Length);
var r = new Random((int)DateTime.Now.TimeOfDay.TotalSeconds ^ BitConverter.ToInt32(bytes, 0));
var im = new InstrumentManager();
List<Instrument> instruments = details.UseTag
? im.FindInstruments(pred: x => x.Tags.Any(y => y.ID == details.TagID))
: im.FindInstruments(pred: x => x.ID == details.InstrumentID);
if (instruments.Count == 0)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: no instruments found.", details.Name));
return;
}
using (var client = new QDMSClient.QDMSClient(
"DataUpdateJobClient" + r.Next().ToString(),
"127.0.0.1",
Properties.Settings.Default.rtDBReqPort,
Properties.Settings.Default.rtDBPubPort,
Properties.Settings.Default.instrumentServerPort,
Properties.Settings.Default.hDBPort))
{
//try to connect
try
{
client.Connect();
}
catch (Exception ex)
{
Log(LogLevel.Error, string.Format("Aborting data update job {0}: connection error {1}", details.Name, ex.Message));
return;
}
//Hook up the error event, we want to log that stuff
client.Error += client_Error;
//What we do here: we check what we have available locally..
//If there is something, we send a query to grab data between the last stored time and "now"
//Otherwise we send a query to grab everything since 1900
using (var localStorage = DataStorageFactory.Get())
{
foreach (Instrument i in instruments)
{
if (!i.ID.HasValue) continue;
//don't request data on expired securities unless the expiration was recent
if (i.Expiration.HasValue && (DateTime.Now - i.Expiration.Value).TotalDays > 15)
{
Log(LogLevel.Trace, string.Format("Data update job {0}: ignored instrument w/ ID {1} due to expiration date.", details.Name, i.ID));
continue;
}
DateTime startingDT = new DateTime(1900, 1, 1);
var storageInfo = localStorage.GetStorageInfo(i.ID.Value);
if (storageInfo.Any(x => x.Frequency == details.Frequency))
{
var relevantStorageInfo = storageInfo.First(x => x.Frequency == details.Frequency);
startingDT = relevantStorageInfo.LatestDate;
}
client.RequestHistoricalData(new HistoricalDataRequest(
i,
details.Frequency,
startingDT,
DateTime.Now, //TODO this should be in the instrument's timezone...
forceFreshData: true,
localStorageOnly: false,
saveToLocalStorage: true,
rthOnly: true));
}
}
//Requests aren't sent immediately so wait before killing the client to make sure the request gets to the server
Thread.Sleep(50);
client.Disconnect();
}
Log(LogLevel.Info, string.Format("Data Update job {0} completed.", details.Name));
}