internal bool IsFinished; // Response/Timeout/Error closed this request
internal Request(TickerData tickerData)
{
if (tickerData == null)
{
throw new ArgumentNullException();
}
Id = IBClientHelper.GetNextReqId(); // this Id is used (instead of collections key) in case of HistoricalDataRequest and HeadTimestampRequest
// because the same logical request may result in more actual request (e.g timeouts and multiple download periods)
TickerData = tickerData;
IsFinished = false;
RequestTimeouts = 0;
}
private void SendBackfillRequest(FTController ibController)
{
if (downloadContract != null
// && (string.IsNullOrEmpty(contract.LastTradeDateOrContractMonth) || histStart.ToString("yyyyMMdd").CompareTo(contract.LastTradeDateOrContractMonth) <= 0)
&& (downloadStep > 24 * 60 || IBClientHelper.IsBankingHour(downloadStart) || IBClientHelper.IsBankingHour(downloadEnd))) //check if we need to queue a requests
{
//try to avoid intraday request for saturday-sunday
Id = IBClientHelper.GetNextReqId();
// add quotelist of subcontracts of continuous contract
if (TickerData.SymbolParts.IsContinuous)
{
if (!TickerData.ContinuousQuotesDictionary.ContainsKey(downloadContract.LocalSymbol))
{
TickerData.ContinuousQuotesDictionary.Add(downloadContract.LocalSymbol, new QuotationList(FTDataSource.Periodicity));
}
}
if (downloadPeriodicity <= Periodicity.FifteenSeconds) // download step is smaller than a day
{
LogAndMessage.LogAndQueue(MessageType.Info, TickerData.ToString(downloadContract) + ": Requesting data from " + downloadStart.ToShortDateString() + " " + downloadStart.ToShortTimeString() + " to " + downloadEnd.ToShortDateString() + " " + downloadEnd.ToShortTimeString() + " " + ToString(false, LogAndMessage.VerboseLog));
}
else
{
LogAndMessage.LogAndQueue(MessageType.Info, TickerData.ToString(downloadContract) + ": Requesting data from " + downloadStart.ToShortDateString() + " to " + downloadEnd.ToShortDateString() + " " + ToString(false, LogAndMessage.VerboseLog));
}
WaitingForResponse = true;
RequestTime = DateTime.Now;
ibController.SendHistoricalDataRequest(Id, downloadContract, downloadEnd, downloadStart, downloadPeriodicity, TickerData.SymbolParts.DataType);
}
else
{
// calc next download period
if (CalcNextBackfillRequest())
{
SendBackfillRequest(ibController);
}
}
}
internal override bool Process(FTController ibController, bool allowNewRequest)
{
const int requestTimeoutPeriod = 20;
// if no contract received yet
if (TickerData.ContractStatus == ContractStatus.SendRequest || TickerData.ContractStatus == ContractStatus.WaitForResponse)
{
return(allowNewRequest);
}
// if no contract found
if (TickerData.ContractStatus != ContractStatus.Ok)
{
TickerData.HeadTimestampStatus = HeadTimestampStatus.Failed;
IsFinished = true;
return(allowNewRequest);
}
lock (TickerData) // request handling
{
// if not waiting for response
switch (TickerData.HeadTimestampStatus)
{
// if marked to get headtimestamp
case HeadTimestampStatus.SendRequest:
if (allowNewRequest)
{
LogAndMessage.Log(TickerData, MessageType.Trace, "Requesting earliest data point. " + ToString(false, LogAndMessage.VerboseLog));
TickerData.HeadTimestampStatus = HeadTimestampStatus.WaitForResponse;
RequestTime = DateTime.Now;
ibController.SendHeadTimestampRequest(Id, TickerData);
}
return(false);
// if request is sent, but response has not arrived yet
// see ibClient_HeadTimestamp event handler
case HeadTimestampStatus.WaitForResponse:
// if no answer in time
if (RequestTime.AddSeconds(requestTimeoutPeriod) < DateTime.Now)
{
if (RequestTimeouts == 0)
{
LogAndMessage.LogAndQueue(TickerData, MessageType.Error, "Request of earliest data point timed out. Retrying. " + ToString(true, LogAndMessage.VerboseLog));
RequestTimeouts++;
TickerData.HeadTimestampStatus = HeadTimestampStatus.SendRequest;
Id = IBClientHelper.GetNextReqId();
goto case HeadTimestampStatus.SendRequest;
}
LogAndMessage.LogAndQueue(TickerData, MessageType.Error, "Request of earliest data point timed out. " + ToString(true, LogAndMessage.VerboseLog));
TickerData.HeadTimestampStatus = HeadTimestampStatus.Failed;
goto case HeadTimestampStatus.Failed;
}
return(allowNewRequest);
// if new, offline ticker
case HeadTimestampStatus.Offline:
// ticker's HeadTimestamp is updated
case HeadTimestampStatus.Ok:
// ticker's HeadTimestamp is NOT updated (we do not mark ticker as failed. it still may work!)
case HeadTimestampStatus.Failed:
IsFinished = true;
return(allowNewRequest);
// this is program error
default:
TickerData.HeadTimestampStatus = HeadTimestampStatus.Failed;
IsFinished = true;
return(allowNewRequest);
}
}
}