Example #1
0
        public void TestAddNegativeSeconds()
        {
            timestamp = new TimeStamp();

            timestamp.AddSeconds(-3);
            Assert.Equal(0, timestamp.Seconds);
            Assert.Equal(0, timestamp.Minutes);
            Assert.Equal(0, timestamp.Hours);
        }
Example #2
0
        public void TestAddSeconds()
        {
            timestamp = new TimeStamp();

            timestamp.AddSeconds(10);
            Assert.Equal(10, timestamp.Seconds);
            Assert.Equal(0, timestamp.Minutes);
            Assert.Equal(0, timestamp.Hours);

            timestamp.AddSeconds(100);
            Assert.Equal(50, timestamp.Seconds);
            Assert.Equal(1, timestamp.Minutes);
            Assert.Equal(0, timestamp.Hours);

            timestamp.AddSeconds(60 * 60 + 60 + 1);
            Assert.Equal(51, timestamp.Seconds);
            Assert.Equal(2, timestamp.Minutes);
            Assert.Equal(1, timestamp.Hours);

            timestamp.AddSeconds(60 * 60 * 22);
            Assert.Equal(51, timestamp.Seconds);
            Assert.Equal(2, timestamp.Minutes);
            Assert.Equal(23, timestamp.Hours);
        }
        private Yield TimerTask()
        {
            if (isDisposed)
            {
                return(Yield.NoWork.Repeat);
            }
            TimeStamp currentTime = TimeStamp.UtcNow;

            currentTime.AddSeconds(timeSeconds);
            taskTimer.Start(currentTime);
            if (debug)
            {
                log.Debug("Created timer. (Default startTime: " + taskTimer.StartTime + ")");
            }
            return(Invoke());
        }
Example #4
0
        /// <inheritdoc/>
        public void SetTime(TimeStamp utcTime)
        {
            binary.UtcTime = utcTime.Internal;
            if (dst == null)
            {
                if (binary.Symbol == 0)
                {
                    throw new ApplicationException("Please call SetSymbol() prior to SetTime() method.");
                }
                SymbolInfo symbol = Factory.Symbol.LookupSymbol(binary.Symbol);
                dst = new DaylightSavings(symbol);
            }
            var offset = dst.GetOffset(utcTime);

            localTime = new TimeStamp(binary.UtcTime);
            localTime.AddSeconds(offset);
        }
        public void Start(EventItem eventItem)
        {
            this.ClientAgent = eventItem.Agent;
            log.Info(providerName + " Startup");

            TimeStamp currentTime = TimeStamp.UtcNow;

            currentTime.AddSeconds(timeSeconds);
            taskTimer.Start(currentTime);
            if (debug)
            {
                log.Debug("Created timer. (Default startTime: " + taskTimer.StartTime + ")");
            }

            CreateNewSocket();
            retryTimeout = Factory.Parallel.TickCount + retryDelay * 1000;
            log.Info("Connection will timeout and retry in " + retryDelay + " seconds.");
            isStarted = true;
        }
Example #6
0
        private void writeATick(double insertPrice, int volume)
        {
            if (tsBits[1].Length <= 3)
            {
                tickTime = new TimeStamp(tsBits[0] + " " + tsBits[1] + ":00");
            }
            else
            {
                tickTime = new TimeStamp(tsBits[0] + " " + tsBits[1]);
            }
            utcTime = tickTime;
            utcTime.AddSeconds(-GetUtcOffset(tickTime));
            double price = insertPrice;

            tickIO.SetTime(utcTime);
            if (volume >= 1)
            {
                tickIO.SetTrade(price, volume);
            }
            else
            {
//				tickIO.SetQuote(price, price);
                tickIO.SetTrade(price, volume);
            }

            if (tickWriter == null)
            {
                tickWriter = Factory.TickUtil.TickWriter(true);
                tickWriter.KeepFileOpen = true;
                string folder = "DataCache";
                tickWriter.Initialize(folder, symbol.Symbol);
            }

            // Console.WriteLine(tickIO);

            tickWriter.Add(tickIO);

            countTicksOut++;
        }
Example #7
0
 /// <inheritdoc/>
 public void SetTime(TimeStamp utcTime)
 {
     binary.UtcTime = utcTime.Internal;
     if (utcTime.Internal >= nextUtcOffsetUpdate.Internal)
     {
         if (timeZone == null)
         {
             if (binary.Symbol == 0)
             {
                 throw new ApplicationException("Please call SetSymbol() prior to SetTime() method.");
             }
             SymbolInfo symbol = Factory.Symbol.LookupSymbol(binary.Symbol);
             timeZone = new SymbolTimeZone(symbol);
         }
         utcOffset           = timeZone.UtcOffset(UtcTime);
         nextUtcOffsetUpdate = utcTime;
         int dayOfWeek = nextUtcOffsetUpdate.GetDayOfWeek();
         nextUtcOffsetUpdate.AddDays(7 - dayOfWeek);
         nextUtcOffsetUpdate.SetDate(nextUtcOffsetUpdate.Year, nextUtcOffsetUpdate.Month, nextUtcOffsetUpdate.Day);
     }
     localTime = new TimeStamp(binary.UtcTime);
     localTime.AddSeconds(utcOffset);
 }
Example #8
0
 private void IncreaseHeartbeat(TimeStamp currentTime)
 {
     heartbeatTimer = currentTime;
     heartbeatTimer.AddSeconds(30);
 }
Example #9
0
 public void AddSeconds(int seconds)
 {
     TimeStamp = TimeStamp.AddSeconds(seconds);
     YPoint    = (TimeStamp - StartOfCycle).TotalSeconds;
     SetDataPointProperties();
 }
Example #10
0
        private Yield HeartbeatTimerEvent()
        {
            if (isDisposed)
            {
                return(Yield.Terminate);
            }
            var currentTime = TimeStamp.UtcNow;

            if (verbose)
            {
                log.Verbose("Heartbeat occurred at " + currentTime);
            }
            if (isConnectionLost)
            {
                if (debug)
                {
                    log.Debug("FIX connection was lost, closing FIX socket.");
                }
                CloseFIXSocket();
                return(Yield.NoWork.Repeat);
            }
            if (fixState != ServerState.Startup)
            {
                var now = TimeStamp.UtcNow;
                if (now > isHeartbeatPending)
                {
                    log.Error("HeartBeat response was never received.\n" + Factory.Parallel.GetStats());
                    log.Error("All stack traces follow...");
                    Factory.Parallel.StackTrace();
                    throw new ApplicationException("HeartBeat response was never received.");
                }
                isHeartbeatPending = TimeStamp.UtcNow;
                isHeartbeatPending.AddSeconds(heartbeatResponseTimeoutSeconds);
                if (SyncTicks.Frozen)
                {
                    frozenHeartbeatCounter++;
                    if (frozenHeartbeatCounter > 3)
                    {
                        if (debug)
                        {
                            log.Debug("More than 3 heart beats sent after frozen.  Ending heartbeats.");
                        }
                    }
                    else
                    {
                        OnHeartbeat();
                    }
                }
                else
                {
                    OnHeartbeat();
                }
            }
            else
            {
                if (debug)
                {
                    log.Debug("Skipping heartbeat because fix state: " + fixState);
                }
            }
            IncreaseHeartbeat();
            return(Yield.DidWork.Repeat);
        }