Example #1
0
        private void StartLoopProcessMsgs(EWrapperImpl wrapper, EReader reader, CancellationToken stoppingToken)
        {
            while (wrapper.ClientSocket.IsConnected() && !stoppingToken.IsCancellationRequested)
            {
                wrapper.signal.waitForSignal();
                reader.processMsgs();
            }

            subscription.SetNotRequestedForAllSymbols();
        }
Example #2
0
        private void StartSubscribeProcess(EWrapperImpl wrapper, CancellationToken stoppingToken)
        {
            while (wrapper.ClientSocket.IsConnected() && !stoppingToken.IsCancellationRequested)
            {
                this.subscription.ForUnsubscribed((mapping, contract) =>
                {
                    wrapper.ClientSocket.reqMktData(mapping.RequestId, contract, string.Empty, false, false, null);
                    mapping.RequestStatus = RequestStatus.RequestSuccess;
                });

                Thread.Sleep(TimeSpan.FromSeconds(2));
            }
        }
Example #3
0
        private void StartLoopProcess(string host, int port, int clientId, CancellationToken token)
        {
            try
            {
                logger.LogDebug("Starting connection TWS...");
                foreach (var contract in option.Mapping)
                {
                    subscription.AddSymbol(contract.Key, contract.Value);
                }

                var wrapper = new EWrapperImpl(subscription, queue, state, loggerFactory);

                logger.LogDebug("Connecting to {0}:{1} ...", option.Host, option.Port);
                wrapper.ClientSocket.eConnect(host, port, clientId);

                while (!wrapper.ClientSocket.IsConnected() && !token.IsCancellationRequested)
                {
                    logger.LogDebug("Waiting connection to {0}:{1}", option.Host, option.Port);
                    Thread.Sleep(TimeSpan.FromSeconds(1));
                }

                logger.LogInformation("Successfully connected to {0}:{1} ...", option.Host, option.Port);

                var reader = new EReader(wrapper.ClientSocket, wrapper.signal); reader.Start();

                Task.Run(() => StartSubscribeProcess(wrapper, token));

                StartLoopProcessMsgs(wrapper, reader, token);

                logger.LogDebug("Disconnecting to TWS {0}:{1}", option.Host, option.Port);
                wrapper.ClientSocket.eDisconnect();
                wrapper.ClientSocket.Close();
                logger.LogInformation("Successfully disconnected {0}:{1} ...", option.Host, option.Port);
            }
            catch (Exception e)
            {
                logger.LogError("TwsProducer.StartLoopProcess error: {0}:{1}", e.GetType().Name, e.Message);
                return;
            }
            finally
            {
                subscription.ClearSymbols();
            }
        }