private void ProcessSubscriptionRequest()
{
if (_subscriptionsPending)
{
return;
}
_lastSubscribeRequestUtcTime = DateTime.UtcNow;
_subscriptionsPending = true;
Task.Run(async() =>
{
while (true)
{
DateTime requestTime;
List <Symbol> symbolsToSubscribe;
lock (_lockerSubscriptions)
{
requestTime = _lastSubscribeRequestUtcTime.Add(_subscribeDelay);
// CoinAPI requires at least 5 seconds between hello messages
if (_nextHelloMessageUtcTime != DateTime.MinValue && requestTime < _nextHelloMessageUtcTime)
{
requestTime = _nextHelloMessageUtcTime;
}
symbolsToSubscribe = _subscriptionManager.GetSubscribedSymbols().ToList();
}
var timeToWait = requestTime - DateTime.UtcNow;
int delayMilliseconds;
if (timeToWait <= TimeSpan.Zero)
{
// minimum delay has passed since last subscribe request, send the Hello message
SubscribeSymbols(symbolsToSubscribe);
lock (_lockerSubscriptions)
{
_lastSubscribeRequestUtcTime = DateTime.UtcNow;
if (_subscriptionManager.GetSubscribedSymbols().Count() == symbolsToSubscribe.Count)
{
// no more subscriptions pending, task finished
_subscriptionsPending = false;
break;
}
}
delayMilliseconds = _subscribeDelay.Milliseconds;
}
else
{
delayMilliseconds = timeToWait.Milliseconds;
}
await Task.Delay(delayMilliseconds).ConfigureAwait(false);
}
});
}
/// <summary>
/// Pumps a bunch of ticks into the queue
/// </summary>
private void PopulateQueue()
{
var symbols = _subscriptionManager.GetSubscribedSymbols();
foreach (var symbol in symbols)
{
var offsetProvider = GetTimeZoneOffsetProvider(symbol);
var trades = SubscriptionManager.DefaultDataTypes()[symbol.SecurityType].Contains(TickType.Trade);
var quotes = SubscriptionManager.DefaultDataTypes()[symbol.SecurityType].Contains(TickType.Quote);
// emits 500k per second
for (var i = 0; i < 500000; i++)
{
var now = TimeProvider.GetUtcNow();
if (trades)
{
_count++;
_aggregator.Update(new Tick
{
Time = offsetProvider.ConvertFromUtc(now),
Symbol = symbol,
Value = 10 + (decimal)Math.Abs(Math.Sin(now.TimeOfDay.TotalMinutes)),
TickType = TickType.Trade,
Quantity = _random.Next(10, (int)_timer.Interval)
});
}
if (quotes)
{
_count++;
var bid = 10 + (decimal)Math.Abs(Math.Sin(now.TimeOfDay.TotalMinutes));
var bidSize = _random.Next(10, (int)_timer.Interval);
var askSize = _random.Next(10, (int)_timer.Interval);
var time = offsetProvider.ConvertFromUtc(now);
_aggregator.Update(new Tick(time, symbol, "", "", bid, bidSize, bid * 1.01m, askSize));
}
}
}
}
