Example #1
0
        /// <summary>
        ///     Cancel a real time data stream and clean up after it.
        /// </summary>
        /// <returns>True if the stream was canceled, False if subscribers remain.</returns>
        public bool CancelRtdStream(int instrumentID)
        {
            lock (activeStreamsLock)
            {
                //make sure there is a data stream for this instrument
                if (ActiveStreams.Collection.Any(x => x.Instrument.ID == instrumentID))
                {
                    var streamInfo = ActiveStreams.Collection.First(x => x.Instrument.ID == instrumentID);
                    var instrument = streamInfo.Instrument;

                    //log the request
                    Log(LogLevel.Info,
                        $"RTD Cancelation request: {instrument.Symbol} from {instrument.Datasource.Name}");

                    lock (subscriberCountLock)
                    {
                        StreamSubscribersCount[streamInfo]--;
                        if (StreamSubscribersCount[streamInfo] == 0)
                        {
                            //there are no clients subscribed to this stream anymore
                            //cancel it and remove it from all the places
                            StreamSubscribersCount.Remove(streamInfo);

                            ActiveStreams.TryRemove(streamInfo);
                            DataSources[streamInfo.Datasource].CancelRealTimeData(streamInfo.RequestID);
                            return(true);
                        }
                    }
                }

                return(false);
            }
        }
Example #2
0
        /// <summary>
        ///     Sends a real time data request to the correct data source, logs it, and updates subscriber counts
        /// </summary>
        /// <param name="request"></param>
        private void ForwardRtdRequest(RealTimeDataRequest request)
        {
            //send the request to the correct data source
            int reqID;

            try
            {
                reqID = DataSources[request.Instrument.Datasource.Name].RequestRealTimeData(request);
            }
            catch (Exception ex)
            {
                Log(LogLevel.Error, "Error requesting real time data: " + ex.Message);
                return;
            }

            //log the request
            Log(LogLevel.Info,
                $"RTD Request: {request.Instrument.Symbol} from {request.Instrument.Datasource.Name} @ {Enum.GetName(typeof(BarSize), request.Frequency)} ID:{reqID}");

            //add the request to the active streams, though it's not necessarily active yet
            var streamInfo = new RealTimeStreamInfo(
                request.Instrument,
                reqID,
                request.Instrument.Datasource.Name,
                request.Frequency,
                request.RTHOnly);

            lock (activeStreamsLock)
            {
                ActiveStreams.TryAdd(streamInfo);
            }

            lock (subscriberCountLock)
            {
                StreamSubscribersCount.Add(streamInfo, 1);
            }
        }