void ICGateStreamCallback.RegisterStream(CGateStream stream)
{
lock (_streamStatesLock)
{
_streamStates[stream] = false;
}
}
public override void Dispose()
{
if (!_configuredWell)
{
return;
}
_disposed = true;
if (_stream != null)
{
_stream.Dispose();
_stream = null;
}
if (_publisher != null)
{
_publisher.Dispose();
_publisher = null;
}
}
void ICGateStreamCallback.HandleMessage(CGateStream stream, CGateMessage message)
{
lock (_streamStatesLock)
{
_currentState = _streamStates.All(_ => _.Value);
_streamStates[stream] = stream.State == State.Active;
_newState = _streamStates.All(_ => _.Value);
}
if (_newState != _currentState)
{
UpdateConnectionState(_newState ? CGConnectionState.Connected : CGConnectionState.Disconnected);
}
switch (stream.StreamType)
{
case CGateStreamType.FutInfo:
case CGateStreamType.OptInfo:
PutMessageToBothEventQueues(message);
break;
case CGateStreamType.FortsMessages:
case CGateStreamType.OrdLogTrades:
case CGateStreamType.FutTrades:
case CGateStreamType.OptTrades:
case CGateStreamType.Pos:
case CGateStreamType.Part:
case CGateStreamType.Vm:
PutMessageToTransactionalEventQueue(message);
break;
default:
PutMessageToMarketdataEventQueue(message);
break;
}
}
public CGatePublisher(
string name,
string schemeFileName,
string schemeName,
IMessageConverter converter,
ICGateStreamCallback callback,
ICGateLogger logger)
{
_logger = logger;
Name = name;
SchemeFileName = schemeFileName;
SchemeName = schemeName;
if (!File.Exists(schemeFileName))
{
_logger.Error($"File {schemeFileName} doesn't exist, publisher {Name} won't be started");
_configuredWell = false;
return;
}
_stream = new CGateStream(Name, CGateStreamType.FortsMessages, converter, callback, _logger);
_configuredWell = true;
}
/// <summary>
/// Конструктор
/// </summary>
public CGP2ClientAdapter(
CGAdapterConfiguration configuration,
string workingDirectory = @"cgate",
bool openOrderBooksStreams = true,
bool openVolatStream = true,
bool openHeartbeatStream = true)
{
_configuration = configuration;
_workingDirectory = workingDirectory;
configuration.Logger.Debug("Creating CGAdapter: ip={0}, port={1}, ini_folder={2}", configuration.Address, configuration.Port, configuration.IniFolder);
var futInfoStream = new CGateStream(
name: "FORTS_FUTINFO_REPL",
streamType: CGateStreamType.FutInfo,
schemeFileName: $"{configuration.IniFolder}fut_info.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutInfo.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
var optInfoStream = new CGateStream(
name: "FORTS_OPTINFO_REPL",
streamType: CGateStreamType.OptInfo,
schemeFileName: $"{configuration.IniFolder}opt_info.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptInfo.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
#region data connection
{
var firstSubconnections = new[] { futInfoStream, optInfoStream };
var secondSubconnections = new[]
{
openHeartbeatStream
? new CGateStream(
name: "FORTS_FUTTRADE_REPL",
streamType: CGateStreamType.FutTrades,
schemeFileName: $"{configuration.IniFolder}fut_trades_heartbeat.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
transactional: true)
: null,
new CGateStream(
name: "FORTS_FUTCOMMON_REPL",
streamType: CGateStreamType.FutCommon,
schemeFileName: $"{configuration.IniFolder}fut_common.ini",
schemeName: "CustReplScheme",
converter: new StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
new CGateStream(
name: "FORTS_OPTCOMMON_REPL",
streamType: CGateStreamType.OptCommon,
schemeFileName: $"{configuration.IniFolder}opt_common.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptCommon.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
new CGateStream(
name: "RTS_INDEX_REPL",
streamType: CGateStreamType.RtsIndex,
schemeFileName: $"{configuration.IniFolder}rts_index.ini",
schemeName: "CustReplScheme",
converter: new Messages.RtsIndex.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
openVolatStream
? new CGateStream(
name: "FORTS_VOLAT_REPL",
streamType: CGateStreamType.Volat,
schemeFileName: $"{configuration.IniFolder}volat.ini",
schemeName: "CustReplScheme",
converter: new Messages.Volat.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger)
: null,
openOrderBooksStreams
? new CGateStream(
name: "FORTS_FUTAGGR20_REPL",
streamType: CGateStreamType.OrdersAggr,
schemeFileName: $"{configuration.IniFolder}orders_aggr.ini",
schemeName: "CustReplScheme",
converter: new Messages.OrdersAggr.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
useReplStateWhenReconnect: false)
: null,
openOrderBooksStreams
? new CGateStream(
name: "FORTS_OPTAGGR20_REPL",
streamType: CGateStreamType.OrdersAggr,
schemeFileName: $"{configuration.IniFolder}orders_aggr.ini",
schemeName: "CustReplScheme",
converter: new Messages.OrdersAggr.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
useReplStateWhenReconnect: false)
: null
};
_dataConnection = new CGateConnection(
name: "CG_DATA_CONN",
ip: configuration.Address,
port: configuration.Port,
credential: configuration.DataConnectionCredential,
firstSubconnections: firstSubconnections,
secondSubconnections: secondSubconnections,
logger: configuration.Logger,
callback: this);
}
#endregion
#region transaction connection
{
_ordersPublisher = new CGatePublisher(
name: "CG_ORDS_SNDR",
schemeFileName: $"{configuration.IniFolder}forts_messages.ini",
schemeName: "message",
converter: new Messages.FortsMessages.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
var firstSubconnections = new CGateSubconnection[]
{
_ordersPublisher,
new CGateStream(
name: "FORTS_FUTTRADE_REPL",
streamType: CGateStreamType.FutTrades,
schemeFileName: $"{configuration.IniFolder}fut_trades.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(name: "FORTS_OPTTRADE_REPL",
streamType: CGateStreamType.OptTrades,
schemeFileName: $"{configuration.IniFolder}opt_trades.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_POS_REPL",
streamType: CGateStreamType.Pos,
schemeFileName: $"{configuration.IniFolder}pos.ini",
schemeName: "CustReplScheme",
converter: new Messages.Pos.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_PART_REPL",
streamType: CGateStreamType.Part,
schemeFileName: $"{configuration.IniFolder}part.ini",
schemeName: "CustReplScheme",
converter: new Messages.Part.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_VM_REPL",
streamType: CGateStreamType.Vm,
schemeFileName: $"{configuration.IniFolder}vm.ini",
schemeName: "CustReplScheme",
converter: new Messages.Vm.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
};
_transactionConnection = new CGateConnection(
"CG_TRNS_CONN",
configuration.Address,
configuration.Port,
configuration.TransactionConnectionCredential,
firstSubconnections,
null,
configuration.Logger,
this);
}
#endregion
}
