private TSessionHandle GetSession()
{
var req = new TOpenSessionReq(Version);
var resp = _Client.OpenSession(req);
resp.Status.CheckStatus();
return(resp.SessionHandle);
}
private TSessionHandle GetSession()
{
TOpenSessionReq openReq = new TOpenSessionReq(m_Version);
TOpenSessionResp openResp = m_Client.OpenSession(openReq);
openResp.Status.CheckStatus();
return(openResp.SessionHandle);
}
public IDisposable Query()
{
Contract.Requires(Observer != null);
Contract.Requires(StartDate != null);
Contract.Requires(EndDate != null);
// restrict to 1 concurrent active query
mBarrier.Wait();
mBarrier.Reset();
if (Observer != null) // won't ever be null, we're using code contracts to check this!
{
try
{
// create an observable to request the data and encapsulate all the processing logic
return Observable.Create<Data>(o =>
{
var tokenSource = new CancellationTokenSource();
var cancelToken = tokenSource.Token;
_cancellationSource = tokenSource;
var task = Task.Factory.StartNew(() =>
{
// create thrift client connection
var socket = new TSocket(mServer, 5049);
var transport = new TBufferedTransport(socket);
var protocol = new TBinaryProtocol(transport);
var client = new TCLIService.Client(protocol);
// open transport/establish server connection
transport.Open();
var req = new TOpenSessionReq()
{
Client_protocol = TProtocolVersion.HIVE_CLI_SERVICE_PROTOCOL_V1,
Username = mUser,
Password = mPassword
};
var openResp = client.OpenSession(req);
var sessHandle = openResp.SessionHandle;
//-----------------QUERY---------------------------------
#region Query
//Perform actual query -- by switching on option from subscribe
#region check UnionType
bool imbExist = false;
/* if ((Options & SubscriptionOptions.IMBALANCE) == SubscriptionOptions.IMBALANCE)
{
//Console.WriteLine("IMBALANCES");
Options = Options
| SubscriptionOptions.AMEX_IMBALANCE
| SubscriptionOptions.ARCA_IMBALANCE
| SubscriptionOptions.NYSE_IMBALANCE
| SubscriptionOptions.NASD_IMBALANCE;
}*/
if ((Options & SubscriptionOptions.TRADE) == SubscriptionOptions.TRADE)
{
//Console.WriteLine("T");
unionType = "T";
unionNum++;
}
if ((Options & SubscriptionOptions.QUOTE) == SubscriptionOptions.QUOTE)
{
//Console.WriteLine("Q");
unionType = unionType + "Q";
unionNum++;
}
if ((Options & SubscriptionOptions.AMEX_IMBALANCE) == SubscriptionOptions.AMEX_IMBALANCE)
{
//Console.WriteLine("AMEX");
unionType = unionType + "I";
imbExist = true;
unionNum++;
}
if ((Options & SubscriptionOptions.ARCA_IMBALANCE) == SubscriptionOptions.ARCA_IMBALANCE)
{
//Console.WriteLine("ARCA");
if (imbExist == false)
{
unionType = unionType + "I";
imbExist = true;
}
unionNum++;
}
if ((Options & SubscriptionOptions.NYSE_IMBALANCE) == SubscriptionOptions.NYSE_IMBALANCE)
{
//Console.WriteLine("NYSE");
if (imbExist == false)
{
unionType = unionType + "I";
imbExist = true;
}
unionNum++;
}
if ((Options & SubscriptionOptions.NASD_IMBALANCE) == SubscriptionOptions.NASD_IMBALANCE)
{
//Console.WriteLine("NASD");
if (imbExist == false)
{
unionType = unionType + "I";
imbExist = true;
}
unionNum++;
}
#endregion
if ( unionNum == 1 || unionNum==0)
{
#region benchmark test
/*Console.WriteLine("no block marketdata 1");
doFetchTradeNo(client, sessHandle,StartDate,EndDate);
Console.WriteLine("no block marketdata 2");
doFetchTrade2No(client, sessHandle, StartDate, EndDate);
Console.WriteLine("block marketdata 1");
#region single table
for (DateTime QueryDate = StartDate; QueryDate <= EndDate; QueryDate = QueryDate.AddDays(1))
{
if ((Options & SubscriptionOptions.TRADE) == SubscriptionOptions.TRADE)
{
doFetchTrade(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.QUOTE) == SubscriptionOptions.QUOTE)
{
doFetchQuote(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.AMEX_IMBALANCE) == SubscriptionOptions.AMEX_IMBALANCE)
{
doFetchAMEXImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.ARCA_IMBALANCE) == SubscriptionOptions.ARCA_IMBALANCE)
{
doFetchARCAImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.NYSE_IMBALANCE) == SubscriptionOptions.NYSE_IMBALANCE)
{
doFetchNYSEImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.NASD_IMBALANCE) == SubscriptionOptions.NASD_IMBALANCE)
{
doFetchNASDImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.DAILY) == SubscriptionOptions.DAILY)
{
doFetchDaily(client, sessHandle, QueryDate);
}
}
#endregion
Console.WriteLine("block marketdata 2");*/
#endregion
#region single table
for (DateTime QueryDate = StartDate; QueryDate <= EndDate; QueryDate = QueryDate.AddDays(1))
{
if ((Options & SubscriptionOptions.TRADE) == SubscriptionOptions.TRADE)
{
doFetchTrade2(client, sessHandle, QueryDate, QueryDate.Date==EndDate.Date);
}
if ((Options & SubscriptionOptions.QUOTE) == SubscriptionOptions.QUOTE)
{
doFetchQuote(client, sessHandle, QueryDate, QueryDate.Date == EndDate.Date);
}
if ((Options & SubscriptionOptions.AMEX_IMBALANCE) == SubscriptionOptions.AMEX_IMBALANCE)
{
doFetchAMEXImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.ARCA_IMBALANCE) == SubscriptionOptions.ARCA_IMBALANCE)
{
doFetchARCAImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.NYSE_IMBALANCE) == SubscriptionOptions.NYSE_IMBALANCE)
{
doFetchNYSEImbalance(client, sessHandle, QueryDate, QueryDate.Date==EndDate.Date);
}
if ((Options & SubscriptionOptions.NASD_IMBALANCE) == SubscriptionOptions.NASD_IMBALANCE)
{
doFetchNASDImbalance(client, sessHandle, QueryDate);
}
if ((Options & SubscriptionOptions.DAILY) == SubscriptionOptions.DAILY)
{
doFetchDaily(client, sessHandle, QueryDate, QueryDate.Date == EndDate.Date);
}
if ((Options & SubscriptionOptions.EXGPRINTS) == SubscriptionOptions.EXGPRINTS)
{
doFetchExgprints(client, sessHandle, QueryDate, QueryDate.Date == EndDate.Date);
}
if ((Options & SubscriptionOptions.NEWS) == SubscriptionOptions.NEWS)
{
doFetchNews(client, sessHandle, QueryDate, QueryDate.Date == EndDate.Date);
}
}
#endregion
}
else
{
#region Union fetchdata
for (DateTime QueryDate = StartDate; QueryDate <= EndDate; QueryDate=QueryDate.AddDays(1))
{
string query = "";
bool firstUnion = false;
if ((Options & SubscriptionOptions.TRADE) == SubscriptionOptions.TRADE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionTradeQuery(QueryDate);
}
else
{
query = createUnionTradeQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.QUOTE) == SubscriptionOptions.QUOTE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionQuoteQuery(QueryDate);
}
else
{
query = createUnionQuoteQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.AMEX_IMBALANCE) == SubscriptionOptions.AMEX_IMBALANCE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionAmexQuery(QueryDate);
}
else
{
query = createUnionAmexQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.ARCA_IMBALANCE) == SubscriptionOptions.ARCA_IMBALANCE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionArcaQuery(QueryDate);
}
else
{
query = createUnionArcaQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.NYSE_IMBALANCE) == SubscriptionOptions.NYSE_IMBALANCE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionNyseQuery(QueryDate);
}
else
{
query = createUnionNyseQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.NASD_IMBALANCE) == SubscriptionOptions.NASD_IMBALANCE)
{
if (firstUnion == true)
{
query = query + " union all " + createUnionNasdQuery(QueryDate);
}
else
{
query = createUnionNasdQuery(QueryDate);
}
firstUnion = true;
}
if ((Options & SubscriptionOptions.DAILY) == SubscriptionOptions.DAILY)
{
doFetchDaily(client, sessHandle,QueryDate);
}
query = "select * from ( " + query + " ) log order by log.seqno limit " + Maxrows;
// query = "select * from ( " + query + " )";
//Console.WriteLine(query);
doFetchUnion(client, sessHandle, query);
}
#endregion
}
#endregion
//-------------------------------------------------------
// close the session/transport
var closeReq = new TCloseSessionReq
{
SessionHandle = sessHandle
};
client.CloseSession(closeReq);
transport.Close();
}, cancelToken);
return Disposable.Create(tokenSource.Cancel);
}).Subscribe(Observer);
}
catch (Exception ex)
{
Observer.OnError(ex);
}
finally
{
// reset barrier
mBarrier.Set();
}
}
return null;
}