void _client_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
{
Application.Current.Dispatcher.Invoke(() =>
{
StatusLabel.Content = string.Format("Loaded {0} Bars", e.Data.Count);
//find largest significant decimal by sampling the prices at the start and end of the series
var decPlaces = new List<int>();
for (int i = 0; i < Math.Min(20, e.Data.Count); i++)
{
decPlaces.Add(e.Data[i].Open.CountDecimalPlaces());
decPlaces.Add(e.Data[e.Data.Count - 1 - i].Close.CountDecimalPlaces());
}
//set the column format to use that number so we don't get any useless trailing 0s
if(decPlaces.Count > 0)
SetPriceColumnFormat(decPlaces.Max());
foreach (OHLCBar bar in e.Data)
{
Data.Add(bar);
}
});
}
static void client_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
{
Console.WriteLine("Historical data received:");
foreach (OHLCBar bar in e.Data)
{
Console.WriteLine("{0} - O: {1} H: {2} L: {3} C: {4}",
bar.DT,
bar.Open,
bar.High,
bar.Low,
bar.Close);
}
}
void _broker_HistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
_dataQueue.Enqueue(new KeyValuePair<HistoricalDataRequest, List<OHLCBar>>(e.Request, e.Data));
}
private void BrokerHistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
SendFilledHistoricalRequest(e.Request, e.Data);
}
void _client_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
{
Application.Current.Dispatcher.Invoke(() =>
{
StatusLabel.Content = string.Format("Loaded {0} Bars", e.Data.Count);
foreach (OHLCBar bar in e.Data)
{
Data.Add(bar);
}
});
}
void _broker_HistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
if (e.Request.RequesterIdentity != _requesterID) return;
//If no data was received, we add that to the errors
if(e.Data.Count == 0 && _settings.NoDataReceived)
{
_errors.Add(string.Format("Data update for instrument {0} downloaded 0 bars.", e.Request.Instrument));
}
//Check the data for abnormalities
CheckDataForOutliers(e.Request);
//Remove the request from pending ones
lock (_reqIDLock)
{
var req = _pendingRequests.FirstOrDefault(x => x.RequestID == e.Request.RequestID);
if (req != null)
{
_pendingRequests.Remove(req);
}
}
}
/// <summary>
/// This one handles data arrivals from historical data sources other than local storage
///</summary>
private void LocalStorageHistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
Application.Current.Dispatcher.Invoke(() =>
Log(LogLevel.Info, string.Format("Pulled {0} data points from local storage on instrument {1}.",
e.Data.Count,
e.Request.Instrument.Symbol))
);
//then add the data to the queue to be sent out over the network
_dataQueue.Enqueue(new KeyValuePair<int, List<OHLCBar>>(e.Request.AssignedID, e.Data));
}
/// <summary>
/// This one handles data arrivals from historical data sources other than local storage
/// </summary>
private void ExternalHistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
//save the data to local storage, then (maybe) send the original request to be fulfilled by local storage, which now has all the data available
HistoricalDataRequest originalRequest;
bool gotOriginalRequest = _originalRequests.TryGetValue(e.Request.AssignedID, out originalRequest);
if (!gotOriginalRequest)
throw new Exception("Something went wrong: original request disappeared");
if (e.Request.SaveDataToStorage)
{
lock (_localStorageLock)
{
_dataStorage.AddData(e.Data, e.Request.Instrument, e.Request.Frequency, true);
}
//check if there is a list in the subrequests for this request...
if (_subRequests.ContainsKey(e.Request.AssignedID))
{
//remove this item...if the list is empty, remove it and send the original request to the
//local storage, because all the requests to external data sources have now arrived
_subRequests[e.Request.AssignedID].Remove(e.Request);
if (_subRequests[e.Request.AssignedID].Count == 0)
{
List<HistoricalDataRequest> tmpList;
_subRequests.TryRemove(e.Request.AssignedID, out tmpList); //remove the list for this ID
_dataStorage.RequestHistoricalData(originalRequest); //and finally send the original request to the local db
}
}
else //there is not -- this is a standalone request, so just grab the data from the db and return it
{
_dataStorage.RequestHistoricalData(originalRequest);
}
Application.Current.Dispatcher.Invoke(() =>
Log(LogLevel.Info, string.Format("Pulled {0} data points from source {1} on instrument {2}.",
e.Data.Count,
e.Request.Instrument.Datasource.Name,
e.Request.Instrument.Symbol))
);
}
else //the data does NOT go to local storage, so we have to load that stuff and combine it right here
{
lock (_localStorageLock)
{
//grab the rest of the data from historical storage
var storageData = new List<OHLCBar>();
if (e.Data[0].Date.ToDateTime() > originalRequest.StartingDate)
{
//we add half a bar to the request limit so that the data we get starts with the next one
DateTime correctedDateTime = e.Data[0].Date.Date.ToDateTime().AddMilliseconds(originalRequest.Frequency.ToTimeSpan().TotalMilliseconds / 2);
storageData = _dataStorage.GetData(originalRequest.Instrument, originalRequest.StartingDate,
correctedDateTime, originalRequest.Frequency);
}
//then add the data to the queue to be sent out over the network
_dataQueue.Enqueue(new KeyValuePair<int, List<OHLCBar>>(e.Request.AssignedID, storageData.Concat(e.Data).ToList()));
Application.Current.Dispatcher.Invoke(() =>
Log(LogLevel.Info, string.Format("Pulled {0} data points from source {1} on instrument {2} and {3} points from local storage.",
e.Data.Count,
e.Request.Instrument.Datasource.Name,
e.Request.Instrument.Symbol,
storageData.Count))
);
}
}
}
void _client_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
{
Application.Current.Dispatcher.Invoke(() =>
{
_progressBar.Value++;
if (_progressBar.Value >= _progressBar.Maximum)
{
_progressBar.Value = 0;
_progressBar.Maximum = 0;
StatusBarLabel.Content = "Historical data update complete";
}
else
{
StatusBarLabel.Content = string.Format("Rcvd {0} bars of {1} @ {2}",
e.Data.Count,
e.Request.Instrument.Symbol,
e.Request.Frequency);
}
}
);
}
private void dataClient_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
{
if (!_requestIDs.ContainsKey(e.Request.RequestID)) return;
if (e.Request.Instrument.ID == null) throw new Exception("Null instrument ID return wtf");
lock (_arrivedDataLock)
{
int id = e.Request.Instrument.ID.Value;
_arrivedData.Add(id, e.Data);
_requestIDs[e.Request.RequestID] = true;
}
}
private void _broker_HistoricalDataArrived(object sender, HistoricalDataEventArgs e)
{
lock (_socketLock)
{
SendFilledHistoricalRequest(e.Request, e.Data);
}
}
