/// <summary>
/// Initializes a new real-time client instance.
/// </summary>
/// <param name="api_key">Your Intrinio API Key</param>
/// <param name="username">Your Intrinio API Username</param>
/// <param name="password">Your Intrinio API Password</param>
/// <param name="provider">A QuoteProvider</param>
public RealTimeClient(QuoteProvider provider, string username = null, string password = null, string api_key = null)
{
this.api_key = api_key;
this.username = username;
this.password = password;
this.provider = provider;
if (String.IsNullOrEmpty(this.api_key))
{
if (String.IsNullOrEmpty(this.username) && String.IsNullOrEmpty(this.password))
{
throw new ArgumentException("Must provide an API key or username and password");
}
if (String.IsNullOrEmpty(this.username))
{
throw new ArgumentException("Must provide a valid username");
}
if (String.IsNullOrEmpty(this.password))
{
throw new ArgumentException("Must provide a valid password");
}
}
this.Logger = LogManager.GetLogger(this.GetType().FullName);
Thread heartbeat = new Thread(new ThreadStart(this.SendHeartbeat));
heartbeat.Start();
this.runningThreads.Add(heartbeat);
}
protected override async Task <RFQCancelledEvent> Handle(CancelRFQCommand command)
{
var rfq = AggregateWriter.GetById(command.RFQIdentitier);
if (rfq == null)
{
// invlid request what to do here?
}
QuoteProvider.CancelRFQ(command.RFQIdentitier);
var rFQCancelledEvent = new RFQCancelledEvent(command.RFQIdentitier);
return(rFQCancelledEvent);
}
public IQuoteProvider ObtainQuoteProvider(ComponentId source, Symbol symbol)
{
if (source.IsEmpty || symbol.IsEmpty)
{
SystemMonitor.Warning("Source or symbol empty.");
return(null);
}
lock (this)
{
if (_quoteProviders.ContainsKey(source) &&
_quoteProviders[source].ContainsKey(symbol))
{
return(_quoteProviders[source][symbol]);
}
}
ISourceDataDelivery delivery = ObtainDataDelivery(source);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish data delivery for quote provider.");
return(null);
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish runtime session information for symbol [" + symbol.Name + "]");
return(null);
}
QuoteProvider provider = new QuoteProvider(session.Info);
// Make sure to *add before setting up* the initial paramters,
// since a call from them can get back to this method, and cause a stack overflow.
AddElement(source, symbol, provider);
provider.SetInitialParameters(delivery);
return(provider);
}
protected override async Task <RFQRaisedEvent> Handle(RaiseRFQCommand command)
{
var rfq = AggregateWriter.GetById(command.RFQIdentitier);
if (rfq != null)
{
// already processing, what to do here?
}
var rFQRaisedEvent = new RFQRaisedEvent(command.Instrument, command.RFQIdentitier, command.CounterParties, command.Requested);
// Save the creation
await base.SaveEvent(rFQRaisedEvent);
// and then SubmitRequest
QuoteProvider.SubmitRFQ(command.RFQIdentitier, command.OrderId, command.CounterParties, command.Instrument, 110.25M);
return(rFQRaisedEvent);
}
private static void Main(string[] args)
{
if (args.Length == 2)
{
try
{
var marketFilePath = args[0];
var loanAmount = args[1];
ISourceProvider sourceProvider = new CsvFileSourceProvider();
IQuoteProvider quoteProvider = new QuoteProvider(sourceProvider);
var quote = quoteProvider.CreateQuote(marketFilePath, loanAmount);
Console.WriteLine(quote);
}
catch (LoanAmountException ex)
{
OutputErrorMessage(ex.Message);
}
catch (SourceFileFormatException ex)
{
OutputErrorMessage("Please check the CSV source file format! " + ex.Message);
}
catch (SourceFileIOException ex)
{
OutputErrorMessage(ex.Message);
}
catch (Exception ex)
{
OutputErrorMessage("Someting went wrong! " + ex.Message);
}
}
else
{
OutputErrorMessage("The application should take arguments in the form: \n" +
" cmd> [application] [market_file] [loan_amount] \n" +
"Example: \n" +
" cmd> quote.exe market.csv 1500");
}
}
/// <summary>
/// Initializes a new real-time client instance.
/// </summary>
/// <param name="username">Your Intrinio API Username</param>
/// <param name="password">Your Intrinio API password</param>
/// <param name="provider">A QuoteProvider</param>
public RealTimeClient(string username, string password, QuoteProvider provider)
{
this.username = username;
this.password = password;
this.provider = provider;
if (this.username.Length == 0)
{
throw new ArgumentException("Must provide a valid username");
}
if (this.password.Length == 0)
{
throw new ArgumentException("Must provide a valid password");
}
this.Logger = LogManager.GetLogger(this.GetType().FullName);
Thread heartbeat = new Thread(new ThreadStart(this.SendHeartbeat));
heartbeat.Start();
this.runningThreads.Add(heartbeat);
}
public QuoteRefreshService(QuoteProvider quoteProvider)
{
QuoteProvider = quoteProvider;
}
public void Test()
{
var quoteProvider = new QuoteProvider(new Server());
quoteProvider.Run();
}
public QuoteController(QuoteProvider QuoteProvider)
{
quoteProvider = QuoteProvider;
}
