void processhistory(int lHandle,BarRequest br)
{
int numbars = esig.get_GetNumBars(lHandle);
if (numbars == 0)
{
verb("no bars available for reqhandle: " + lHandle);
return;
}
numbars *= -1;
for (int i = numbars; i<=0; i++)
{
try
{
BarData bd = esig.get_GetBar(lHandle, i);
if (VerboseDebugging)
verb(br.symbol + " " + bd.dtTime.ToString() + " " + bd.dOpen + " " + bd.dHigh + " " + bd.dLow + " " + bd.dClose + " " + bd.dVolume);
Bar b = new BarImpl((decimal)bd.dOpen, (decimal)bd.dHigh, (decimal)bd.dLow, (decimal)bd.dClose, (long)bd.dVolume, Util.ToTLDate(bd.dtTime), Util.ToTLTime(bd.dtTime), br.symbol, br.Interval);
string msg = BarImpl.Serialize(b);
if (!b.isValid && !AllowSendInvalidBars)
{
debug("Not sending invalid bar: " + b.ToString()+" raw: "+msg);
continue;
}
tl.TLSend(msg, MessageTypes.BARRESPONSE, br.Client);
}
catch (Exception ex)
{
verb("error obtaining bar: " + i + " from: " + lHandle);
verb(ex.Message + ex.StackTrace);
}
}
if (ReleaseBarHistoryAfteRequest)
{
try
{
esig.ReleaseHistory(lHandle);
_barhandle2barrequest.Remove(lHandle);
}
catch { }
}
}
void OnReceiveHist(IAsyncResult result)
{
try
{
int bytesReceived = m_hist.EndReceive(result);
var records = getrecords(m_buffhist, bytesReceived);
// mark record processing status
var lastrecordprocessed = false;
var lastrecordidx = records.Length - 1;
// process records
for (int i = 0; i<records.Length; i++)
{
// get record
var rec = records[i];
// mark it's status
lastrecordprocessed = false;
// skip empty data
if (string.IsNullOrWhiteSpace(rec))
continue;
// look for misc responses
if (checkhistproto && rec.Contains(expecthistproto))
{
checkhistproto = false;
rec = rec.Replace(expecthistproto, string.Empty);
records[i] = rec;
lastrecordprocessed = i == lastrecordidx;
v("hist protocol ack:" + expecthistproto);
}
string[] r = rec.Split(',');
// test for request id and response type
BarRequest br = new BarRequest();
var prev = (i == 0) ? string.Empty : records[i - 1];
if (isrecorddone(rec, r, prev, out br))
{
v("hist processed: " + rec);
lastrecordprocessed = i == lastrecordidx;
continue;
}
else if (i==lastrecordidx)
{
lastrecordprocessed = false;
}
Bar b = new BarImpl();
try
{
if (br.isValid)
{
if (br.BarInterval == BarInterval.Day)
{
DateTime dt = DateTime.MinValue;
if (!DateTime.TryParse(r[1], System.Globalization.CultureInfo.InvariantCulture, System.Globalization.DateTimeStyles.NoCurrentDateDefault, out dt))
{
v("hist can't parse date: " + r[1] + " data: " + rec);
continue;
}
decimal o, h, l, c;
long vol;
if (!decimal.TryParse(r[2], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out h))
{
v("hist can't parse high: " + r[2] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[3], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out l))
{
v("hist can't parse low: " + r[3] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[4], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out o))
{
v("hist can't parse open: " + r[4] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[5], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out c))
{
v("hist can't parse close: " + r[5] + " data: " + rec);
continue;
}
else if (!long.TryParse(r[6], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out vol))
{
v("hist can't parse vol: " + r[6] + " data: " + rec);
continue;
}
// mark iqfeed processing status
lastrecordprocessed = i == lastrecordidx;
// build bar
b = new BarImpl(o, h, l, c, vol, Util.ToTLDate(dt), Util.ToTLTime(dt), br.symbol, br.Interval,br.CustomInterval,br.ID);
if (VerboseDebugging)
debug("hist got bar: " + b);
}
else
{
DateTime dt = DateTime.MinValue;
if (!DateTime.TryParse(r[1], System.Globalization.CultureInfo.InvariantCulture, System.Globalization.DateTimeStyles.NoCurrentDateDefault, out dt))
{
v("hist can't parse date: " + r[1] + " data: " + rec);
continue;
}
decimal o, h, l, c;
long vol;
if (!decimal.TryParse(r[2], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out h))
{
v("hist can't parse high: " + r[2] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[3], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out l))
{
v("hist can't parse low: " + r[3] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[4], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out o))
{
v("hist can't parse open: " + r[4] + " data: " + rec);
continue;
}
else if (!decimal.TryParse(r[5], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out c))
{
v("hist can't parse close: " + r[5] + " data: " + rec);
continue;
}
else if (!long.TryParse(r[7], System.Globalization.NumberStyles.Number, System.Globalization.CultureInfo.InvariantCulture, out vol))
{
v("hist can't parse vol: " + r[7] + " data: " + rec);
continue;
}
// mark iqfeed processing status
lastrecordprocessed = i == lastrecordidx;
// build bar
b = new BarImpl(o, h, l, c, vol, Util.ToTLDate(dt), Util.ToTLTime(dt), br.symbol, br.Interval,br.CustomInterval,br.ID);
if (VerboseDebugging)
debug("hist got bar: " + b);
}
}
}
catch (Exception ex)
{
v("hist ohlc parse err: " + ex.Message + ex.StackTrace + " data: " + rec);
b = new BarImpl();
}
// send it
if (b.isValid)
{
var barserial = BarImpl.Serialize(b);
if (VerboseDebugging)
debug("hist sending response to: "+br.ID+" int: "+ b.Interval + " bar: " + b.ToString() + " to: " + br.Client + " using data: " + rec);
try
{
tl.TLSend(barserial, MessageTypes.BARRESPONSE, br.Client);
if (VerboseDebugging)
debug("hist sent " + b.Symbol + " bar in response to: " + br.ID);
}
catch (Exception ex)
{
debug("hist send error: " + ex.Message + ex.StackTrace + " on: " + barserial + " to: " + br.Client);
}
}
}
if (!lastrecordprocessed)
{
string lastrecord = records[lastrecordidx];
var endidx = lastrecord.IndexOf(HISTEND);
if (endidx >= 0)
{
lastrecord = lastrecord.Substring(endidx, HISTEND.Length);
v("hist got " + HISTEND);
}
if (!string.IsNullOrWhiteSpace(lastrecord))
{
_histbuff = lastrecord;
v("hist saving: " + _histbuff + " for more data.");
}
}
// wait for more historical data
WaitForData(HISTSOCKET);
}
catch (SocketException)
{
v("hist connection closed.");
}
catch (Exception ex)
{
debug(ex.Message + ex.StackTrace);
}
}
