private void InitializeQuoteHistory()
{
DisposeQuoteHistory();
_historyClient = new QuoteHistoryClient("QuoteHistoryCache");
_historyClient.Connected += HistoryClientOnConnected;
_historyClient.ConnectError += HistoryClientOnConnectError;
_historyClient.Disconnected += HistoryClientOnDisconnected;
_historyClient.Connect(textAddress.Text);
_historyCacheManager = new HistoryCacheManager(_historyClient);
_historyCacheManager.Initialize();
var symbols = _historyCacheManager.GetSymbols();
foreach (var symbol in symbols)
{
comboboxSymbol.Items.Add(symbol);
}
comboboxSymbol.SelectedIndex = 0;
var periodicities = _historyCacheManager.GetPeriodicities();
foreach (var periodicity in periodicities)
{
comboboxPeriodicity.Items.Add(periodicity.ToString());
}
comboboxPeriodicity.SelectedIndex = 0;
comboboxPriceType.Items.Add("Bid");
comboboxPriceType.Items.Add("Ask");
comboboxPriceType.Items.Add("Ticks");
comboboxPriceType.Items.Add("Level2");
comboboxPriceType.SelectedIndex = 0;
}
public BarsHistoryCache(string symbol, Periodicity periodicity, FxPriceType priceType, QuoteHistoryClient historyClient) : base(symbol)
{
_historyClient = historyClient;
Periodicity = periodicity;
PriceType = priceType;
}
private void DisposeQuoteHistory()
{
if (_historyCacheManager != null)
{
_historyCacheManager.Close();
_historyCacheManager = null;
}
if (_historyClient != null)
{
_historyClient.Connected -= HistoryClientOnConnected;
_historyClient.ConnectError -= HistoryClientOnConnectError;
_historyClient.Disconnected -= HistoryClientOnDisconnected;
_historyClient.Dispose();
_historyClient = null;
}
comboboxSymbol.Items.Clear();
comboboxSymbol.SelectedIndex = -1;
comboboxPeriodicity.Items.Clear();
comboboxPeriodicity.SelectedIndex = -1;
comboboxPriceType.Items.Clear();
comboboxPriceType.SelectedIndex = -1;
textHistory.Text = "";
textIntervals.Text = "";
}
private void HistoryClientOnDisconnected(QuoteHistoryClient client)
{
Application.Current?.Dispatcher.BeginInvoke(new Action(() =>
{
EnableQuoteHistoryControls(false);
connect.Content = "Connect";
}));
}
static void RequestBars(QuoteHistoryClient client, DateTime timestamp, int count, string symbol, string periodicity, PriceType priceType, bool verbose)
{
Stopwatch sw = new Stopwatch();
sw.Start();
bool backward = count >= 0;
count = Math.Abs(count);
List <Bar> result;
for (int i = 0; i < count / 5000; i++)
{
// Request for the bars history
result = client.QueryQuoteHistoryBars(timestamp, backward ? 5000 : -5000, symbol, periodicity, priceType);
if (result.Count > 0)
{
timestamp = backward ? result[result.Count - 1].Time : result[0].Time;
}
if (verbose)
{
foreach (var bar in result)
{
Console.WriteLine(bar);
}
}
}
int remain = count % 5000;
if (remain > 0)
{
result = client.QueryQuoteHistoryBars(timestamp, backward ? remain : -remain, symbol, periodicity, priceType);
if (verbose)
{
foreach (var bar in result)
{
Console.WriteLine(bar);
}
}
}
long elapsed = sw.ElapsedMilliseconds;
Console.WriteLine($"Elapsed = {elapsed}ms");
Console.WriteLine($"Throughput = {((double)count/(double)elapsed)*1000.0:0.#####} bars per second");
}
static void RequestTicks(QuoteHistoryClient client, DateTime timestamp, int count, string symbol, bool level2, bool verbose)
{
Stopwatch sw = new Stopwatch();
sw.Start();
bool backward = count >= 0;
count = Math.Abs(count);
List <Tick> result;
for (int i = 0; i < count / 1000; i++)
{
// Request for the bars history
result = client.QueryQuoteHistoryTicks(timestamp, backward ? 1000 : -1000, symbol, level2);
if (result.Count > 0)
{
timestamp = backward ? result[result.Count - 1].Id.Time : result[0].Id.Time;
}
if (verbose)
{
foreach (var tick in result)
{
Console.WriteLine(tick);
}
}
}
int remain = count % 1000;
if (remain > 0)
{
result = client.QueryQuoteHistoryTicks(timestamp, backward ? remain : -remain, symbol, level2);
if (verbose)
{
foreach (var tick in result)
{
Console.WriteLine(tick);
}
}
}
long elapsed = sw.ElapsedMilliseconds;
Console.WriteLine($"Elapsed = {elapsed}ms");
Console.WriteLine($"Throughput = {((double)count / (double)elapsed) * 1000.0:0.#####} ticks per second");
}
public static int Connect(string name, string address, double port, string login, string password)
{
try
{
_client = new QuoteHistoryClient(name == "" ? DefaultName : name, (int)port);
_client.Connect(address == "" ? DefaultAddress : address);
_client.Login(login == "" ? DefaultLogin : login, password == "" ? DefaultPassword : password, "", "");
return(0);
}
catch (TimeoutException ex)
{
return(-1);
}
catch (SoftFX.Net.Core.DisconnectException ex)
{
return(-2);
}
}
static void RequestBarsFiles(QuoteHistoryClient client, DateTime from, DateTime to, string symbol, string periodicity, PriceType priceType, bool verbose)
{
Stopwatch sw = new Stopwatch();
sw.Start();
int count = 0;
foreach (var bar in client.QueryQuoteHistoryBarsRange(from, to, symbol, periodicity, priceType))
{
count++;
if (verbose)
{
Console.WriteLine(bar);
}
}
long elapsed = sw.ElapsedMilliseconds;
Console.WriteLine($"Elapsed = {elapsed}ms");
Console.WriteLine($"Throughput = {((double)count/(double)elapsed)*1000.0:0.#####} bars per second");
}
static void RequestTicksFiles(QuoteHistoryClient client, DateTime from, DateTime to, string symbol, bool level2, bool verbose)
{
Stopwatch sw = new Stopwatch();
sw.Start();
int count = 0;
foreach (var tick in client.QueryQuoteHistoryTicksRange(from, to, symbol, level2))
{
count++;
if (verbose)
{
Console.WriteLine(tick);
}
}
long elapsed = sw.ElapsedMilliseconds;
Console.WriteLine($"Elapsed = {elapsed}ms");
Console.WriteLine($"Throughput = {((double)count / (double)elapsed) * 1000.0:0.#####} ticks per second");
}
static void WorkingThread(string address, string login, string password, int port, DateTime from, DateTime to, string symbol, string periodicity, PriceType priceType, bool bars, bool ticks, bool level2, bool verbose)
{
try
{
// Create an instance of Quote History client
using (var client = new QuoteHistoryClient("QuoteHistoryCache", port, false))
{
// Connect to the server
client.Connect(address);
// Login
client.Login(login, password, "", "");
if (level2)
{
RequestTicksFiles(client, from, to, symbol, true, verbose);
}
if (ticks)
{
RequestTicksFiles(client, from, to, symbol, false, verbose);
}
if (bars)
{
RequestBarsFiles(client, from, to, symbol, periodicity, priceType, verbose);
}
// Logout
client.Logout("");
}
}
catch (Exception ex)
{
Console.WriteLine("Error : " + ex.Message);
}
}
static void Main(string[] args)
{
try
{
bool help = false;
string address = "localhost";
string login = "******";
string password = "******";
int port = 5020;
DateTime timestamp = DateTime.UtcNow;
int count = -100;
string symbol = "EURUSD";
string periodicity = "M1";
PriceType priceType = PriceType.Bid;
bool bars = false;
bool ticks = false;
bool level2 = false;
int threadCount = 10;
var options = new OptionSet()
{
{ "address=", v => address = v },
{ "login="******"password="******"port=", v => port = int.Parse(v) },
{ "?|help", v => help = v != null },
{ "timestamp=", v => timestamp = DateTime.Parse(v) },
{ "count=", v => count = int.Parse(v) },
{ "symobl=", v => symbol = v },
{ "periodicity=", v => periodicity = v },
{ "threads=", v => threadCount = int.Parse(v) },
{ "request=", v =>
{
switch (v.ToLowerInvariant())
{
case "bids":
priceType = PriceType.Bid;
bars = true;
break;
case "asks":
priceType = PriceType.Ask;
bars = true;
break;
case "ticks":
ticks = true;
break;
case "level2":
level2 = true;
break;
default:
throw new Exception("Unknown request type: " + v);
}
} },
};
try
{
options.Parse(args);
}
catch (OptionException e)
{
Console.Write("TTQuoteHistoryClientStressTest: ");
Console.WriteLine(e.Message);
Console.WriteLine("Try `TTQuoteHistoryClientStressTest --help' for more information.");
return;
}
if (help)
{
Console.WriteLine("TTQuoteHistoryClientStressTest usage:");
options.WriteOptionDescriptions(Console.Out);
return;
}
// Create an instance of Quote History client
using (var client = new QuoteHistoryClient("QuoteHistoryCache", port))
{
// Connect to the server
client.Connect(address);
// Login
client.Login(login, password, "", "");
ThreadParams threadParams = new ThreadParams();
threadParams.client = client;
threadParams.timestamp = timestamp;
threadParams.count = count;
threadParams.symbol = symbol;
threadParams.periodicity = periodicity;
threadParams.priceType = priceType;
threadParams.bars = bars;
threadParams.ticks = ticks;
threadParams.level2 = level2;
Thread[] threads = new Thread[threadCount];
for (int i = 0; i < threads.Length; ++i)
{
threads[i] = new Thread(new ParameterizedThreadStart(Program.Thread));
}
stop_ = false;
for (int i = 0; i < threads.Length; ++i)
{
threads[i].Start(threadParams);
// System.Threading.Thread.Sleep(10);
}
Console.WriteLine("Press any key to stop");
Console.ReadKey();
stop_ = true;
for (int i = 0; i < threads.Length; ++i)
{
threads[i].Join();
}
// Logout
client.Logout("");
}
}
catch (Exception ex)
{
Console.WriteLine("Error : " + ex.Message);
}
}
private void HistoryClientOnConnectError(QuoteHistoryClient client)
{
Application.Current?.Dispatcher.BeginInvoke(new Action(DisposeQuoteHistory));
}
public HistoryCacheManager(QuoteHistoryClient historyClient)
{
_historyClient = historyClient;
}
public TicksHistoryCache(string symbol, bool level2, QuoteHistoryClient historyClient) : base(symbol)
{
_historyClient = historyClient;
_level2 = level2;
}
