public virtual void Timer_Elapsed(object?state) // Timer is coming on a ThreadPool thread
{
Utils.Logger.Info("Trigger.Timer_Elapsed() ");
NextScheduleTimeUtc = null;
bool isMarketTradingDay;
DateTime marketOpenTimeUtc, marketCloseTimeUtc;
bool isMarketHoursValid = Utils.DetermineUsaMarketTradingHours(DateTime.UtcNow, out isMarketTradingDay, out marketOpenTimeUtc, out marketCloseTimeUtc, TimeSpan.FromDays(3));
if (!isMarketHoursValid)
{
Utils.Logger.Error("DetermineUsaMarketTradingHours() was not ok.");
}
SqTaskScheduler.gTaskScheduler.ScheduleTrigger(this, isMarketHoursValid, isMarketTradingDay, marketOpenTimeUtc, marketCloseTimeUtc);
try
{
if (SqTask != null)
{
SqExecution sqExecution = ((SqTask)SqTask).ExecutionFactory();
sqExecution.SqTask = (SqTask)SqTask;
sqExecution.Trigger = this;
sqExecution.Run();
}
}
catch (Exception e)
{
Utils.Logger.Error(e, "Trigger.Timer_Elapsed() Exception");
HealthMonitorMessage.SendAsync($"Exception in BrokerTaskExecutionThreadRun(). Exception: '{ e.ToStringWithShortenedStackTrace(1600)}'", HealthMonitorMessageID.SqCoreWebCsError).TurnAsyncToSyncTask();
}
}
public static bool IsCriticalTradingTime(GatewayId p_gatewayId, DateTime p_timeUtc)
{
DateTime timeEt = Utils.ConvertTimeFromUtcToEt(p_timeUtc);
if (timeEt.DayOfWeek == DayOfWeek.Saturday || timeEt.DayOfWeek == DayOfWeek.Sunday) // quick check: if it is the weekend => not critical time.
{
return(false);
}
bool isMarketHoursValid = Utils.DetermineUsaMarketTradingHours(p_timeUtc, out bool isMarketTradingDay, out DateTime marketOpenTimeUtc, out DateTime marketCloseTimeUtc, TimeSpan.FromDays(3));
if (isMarketHoursValid && !isMarketTradingDay)
{
return(false);
}
foreach (var critTradingRange in GatewayExtensions.CriticalTradingPeriods)
{
if (critTradingRange.GatewayId != p_gatewayId)
{
continue;
}
if (!isMarketHoursValid)
{
return(true); // Caution: if DetermineUsaMarketTradingHours() failed, better to report that we are in a critical period.
}
DateTime critPeriodStartUtc = DateTime.MinValue; // Caution:
if (critTradingRange.RelativeTimePeriod.Start.Base == RelativeTimeBase.BaseOnUsaMarketOpen)
{
critPeriodStartUtc = marketOpenTimeUtc + critTradingRange.RelativeTimePeriod.Start.TimeOffset;
}
else if (critTradingRange.RelativeTimePeriod.Start.Base == RelativeTimeBase.BaseOnUsaMarketClose)
{
critPeriodStartUtc = marketCloseTimeUtc + critTradingRange.RelativeTimePeriod.Start.TimeOffset;
}
DateTime critPeriodEndUtc = DateTime.MaxValue;
if (critTradingRange.RelativeTimePeriod.End.Base == RelativeTimeBase.BaseOnUsaMarketOpen)
{
critPeriodEndUtc = marketOpenTimeUtc + critTradingRange.RelativeTimePeriod.End.TimeOffset;
}
else if (critTradingRange.RelativeTimePeriod.End.Base == RelativeTimeBase.BaseOnUsaMarketClose)
{
critPeriodEndUtc = marketCloseTimeUtc + critTradingRange.RelativeTimePeriod.End.TimeOffset;
}
if (critPeriodStartUtc <= p_timeUtc && p_timeUtc <= critPeriodEndUtc) // if p_timeUtc is between [Start, End]
{
return(true);
}
}
return(false);
}
public static bool IsInRegularUsaTradingHoursNow(TimeSpan p_maxAllowedStaleness)
{
DateTime utcNow = DateTime.UtcNow;
// 1. quick response for trivial case that works most of the time, that don't need DetermineUsaMarketTradingHours()
DateTime utcNowET = Utils.ConvertTimeFromUtcToEt(utcNow).Date;
if (utcNowET.DayOfWeek == DayOfWeek.Saturday || utcNowET.DayOfWeek == DayOfWeek.Sunday)
{
return(false);
}
DateTime openInET = new DateTime(utcNowET.Year, utcNowET.Month, utcNowET.Day, 9, 30, 0);
if (utcNowET < openInET)
{
return(false);
}
DateTime maxPossibleCloseInET = new DateTime(utcNowET.Year, utcNowET.Month, utcNowET.Day, 16, 0, 0); // usually it is 16:00, but when half-day trading, then it is 13:00
if (utcNowET > openInET)
{
return(false);
}
// 2. During RTH on weekdays, we have to be more thorough.
bool isMarketTradingDay;
DateTime openTimeUtc, closeTimeUtc;
bool isTradingHoursOK = Utils.DetermineUsaMarketTradingHours(utcNow, out isMarketTradingDay, out openTimeUtc, out closeTimeUtc, p_maxAllowedStaleness);
if (!isTradingHoursOK)
{
Utils.Logger.Error("DetermineUsaMarketTradingHours() was not OK.");
return(false);
}
else
{
if (!isMarketTradingDay)
{
return(false);
}
if (utcNow < openTimeUtc)
{
return(false);
}
if (utcNow > closeTimeUtc)
{
return(false);
}
return(true);
}
}
private void SchedulerThreadRun()
{
try
{
Thread.CurrentThread.Name = "VBroker scheduler";
Thread.Sleep(TimeSpan.FromSeconds(5)); // wait 5 seconds, so that IBGateways can connect first
m_schedulerStartupTime = DateTime.UtcNow;
// maybe loop is not required.
// in the past we try to get UsaMarketOpenOrCloseTime() every 30 minutes. It was determined from YFinance intrady. "sleep 30 min for DetermineUsaMarketOpenOrCloseTime()"
// however, it may be a good idea that the Scheduler periodically wakes up and check Tasks
while (true)
{
Utils.Logger.Info($"SchedulerThreadRun() loop BEGIN. Awake at every {cVbSchedulerSleepMinutes}min.");
bool isMarketTradingDay;
DateTime marketOpenTimeUtc, marketCloseTimeUtc;
// Utils.DetermineUsaMarketTradingHours(): may throw an exception once per year, when Nasdaq page changes. BrokerScheduler.SchedulerThreadRun() catches it and HealthMonitor notified in VBroker.
bool isMarketHoursValid = Utils.DetermineUsaMarketTradingHours(DateTime.UtcNow, out isMarketTradingDay, out marketOpenTimeUtc, out marketCloseTimeUtc, TimeSpan.FromDays(3));
if (!isMarketHoursValid)
{
Utils.Logger.Error("DetermineUsaMarketTradingHours() was not ok."); // but we should continue and schedule Daily tasks not related to MarketTradingHours
}
foreach (SqTask sqTask in gSqTasks)
{
foreach (SqTrigger trigger in sqTask.Triggers)
{
ScheduleTrigger(trigger, isMarketHoursValid, isMarketTradingDay, marketOpenTimeUtc, marketCloseTimeUtc);
}
}
Thread.Sleep(TimeSpan.FromMinutes(cVbSchedulerSleepMinutes)); // try reschedulement in 30 minutes
}
}
catch (Exception e)
{
// Utils.DetermineUsaMarketTradingHours(): may throw an exception once per year, when Nasdaq page changes. BrokerScheduler.SchedulerThreadRun() catches it and HealthMonitor notified in VBroker.
HealthMonitorMessage.SendAsync($"Exception in Scheduler.RecreateTasksAndLoopThread. Exception: '{ e.ToStringWithShortenedStackTrace(1600)}'", HealthMonitorMessageID.SqCoreWebCsError).TurnAsyncToSyncTask();
}
}
