/// <summary>
/// Reads the specified <paramref name="source"/>
/// </summary>
/// <param name="source">The source to be read</param>
/// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
public IEnumerable <BaseData> Read(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
IStreamReader reader = null;
try
{
switch (source.TransportMedium)
{
default:
case SubscriptionTransportMedium.Rest:
reader = new RestSubscriptionStreamReader(source.Source);
break;
case SubscriptionTransportMedium.LocalFile:
reader = new LocalFileSubscriptionStreamReader(_dataCacheProvider, source.Source);
break;
case SubscriptionTransportMedium.RemoteFile:
reader = new RemoteFileSubscriptionStreamReader(_dataCacheProvider, source.Source, Globals.Cache);
break;
}
var raw = "";
while (!reader.EndOfStream)
{
BaseDataCollection instances;
try
{
raw = reader.ReadLine();
var result = _factory.Reader(_config, raw, _date, _isLiveMode);
instances = result as BaseDataCollection;
if (instances == null)
{
OnInvalidSource(source, new Exception("Reader must generate a BaseDataCollection with the FileFormat.Collection"));
continue;
}
}
catch (Exception err)
{
OnReaderError(raw, err);
continue;
}
yield return(instances);
}
}
finally
{
if (reader != null)
{
reader.Dispose();
}
}
}
/// <summary>
/// Opens up an IStreamReader for a remote file source
/// </summary>
protected IStreamReader HandleRemoteSourceFile(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
try
{
// this will fire up a web client in order to download the 'source' file to the cache
return(new RemoteFileSubscriptionStreamReader(DataCacheProvider, source.Source, Globals.Cache, source.Headers));
}
catch (Exception)
{
return(null);
}
}
/// <summary>
/// Opens up an IStreamReader for a remote file source
/// </summary>
private IStreamReader HandleRemoteSourceFile(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
try
{
// this will fire up a web client in order to download the 'source' file to the cache
return(new RemoteFileSubscriptionStreamReader(_dataCacheProvider, source.Source, Globals.Cache));
}
catch (Exception err)
{
OnInvalidSource(source, err);
return(null);
}
}
/// <summary>
/// Reads the specified <paramref name="source"/>
/// </summary>
/// <param name="source">The source to be read</param>
/// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
public override IEnumerable <BaseData> Read(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
IStreamReader reader = null;
try
{
reader = CreateStreamReader(source);
if (reader == null)
{
yield break;
}
var raw = "";
while (!reader.EndOfStream)
{
BaseDataCollection instances = null;
try
{
raw = reader.ReadLine();
var result = _factory.Reader(_config, raw, _date, IsLiveMode);
instances = result as BaseDataCollection;
if (instances == null && !reader.ShouldBeRateLimited)
{
OnInvalidSource(source, new Exception("Reader must generate a BaseDataCollection with the FileFormat.Collection"));
continue;
}
}
catch (Exception err)
{
OnReaderError(raw, err);
if (!reader.ShouldBeRateLimited)
{
continue;
}
}
if (IsLiveMode
// this shouldn't happen, rest reader is the only one to be rate limited
// and in live mode, but just in case...
|| instances == null && reader.ShouldBeRateLimited)
{
// in live trading these data points will be unrolled at the
// 'LiveCustomDataSubscriptionEnumeratorFactory' level
yield return(instances);
}
else
{
foreach (var instance in instances.Data)
{
if (instance != null && instance.EndTime != default(DateTime))
{
yield return(instance);
}
}
}
}
}
finally
{
reader.DisposeSafely();
}
}
/// <summary>
/// Reads the specified <paramref name="source"/>
/// </summary>
/// <param name="source">The source to be read</param>
/// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
public IEnumerable <BaseData> Read(SubscriptionDataSource source)
{
SubscriptionDataSourceReader.CheckRemoteFileCache();
IStreamReader reader = null;
try
{
try
{
switch (source.TransportMedium)
{
default:
case SubscriptionTransportMedium.Rest:
reader = new RestSubscriptionStreamReader(source.Source, source.Headers, _isLiveMode);
break;
case SubscriptionTransportMedium.LocalFile:
reader = new LocalFileSubscriptionStreamReader(_dataCacheProvider, source.Source);
break;
case SubscriptionTransportMedium.RemoteFile:
reader = new RemoteFileSubscriptionStreamReader(_dataCacheProvider, source.Source, Globals.Cache, source.Headers);
break;
}
}
catch (Exception e)
{
OnInvalidSource(source, e);
yield break;
}
var raw = "";
while (!reader.EndOfStream)
{
BaseDataCollection instances = null;
try
{
raw = reader.ReadLine();
var result = _factory.Reader(_config, raw, _date, _isLiveMode);
instances = result as BaseDataCollection;
if (instances == null && !reader.ShouldBeRateLimited)
{
OnInvalidSource(source, new Exception("Reader must generate a BaseDataCollection with the FileFormat.Collection"));
continue;
}
}
catch (Exception err)
{
OnReaderError(raw, err);
if (!reader.ShouldBeRateLimited)
{
continue;
}
}
if (_isLiveMode
// this shouldn't happen, rest reader is the only one to be rate limited
// and in live mode, but just in case...
|| instances == null && reader.ShouldBeRateLimited)
{
yield return(instances);
}
else
{
foreach (var instance in instances.Data)
{
if (instance != null && instance.EndTime != default(DateTime))
{
yield return(instance);
}
}
}
}
}
finally
{
if (reader != null)
{
reader.Dispose();
}
}
}
