/// <summary>
/// ...
/// </summary>
public HistoryPort(IQFeedDataQueueUniverseProvider symbolUniverse)
: base(80)
{
_symbolUniverse = symbolUniverse;
_requestDataByRequestId = new ConcurrentDictionary <string, HistoryRequest>();
_currentRequest = new ConcurrentDictionary <string, List <BaseData> >();
}
public Level1Port(BlockingCollection <BaseData> dataQueue, IQFeedDataQueueUniverseProvider symbolUniverse)
: base(80)
{
start = DateTime.Now;
_prices = new ConcurrentDictionary <string, double>();
_openInterests = new ConcurrentDictionary <string, int>();
_dataQueue = dataQueue;
_symbolUniverse = symbolUniverse;
Level1SummaryUpdateEvent += OnLevel1SummaryUpdateEvent;
Level1TimerEvent += OnLevel1TimerEvent;
Level1ServerDisconnectedEvent += OnLevel1ServerDisconnected;
Level1ServerReconnectFailed += OnLevel1ServerReconnectFailed;
Level1UnknownEvent += OnLevel1UnknownEvent;
Level1FundamentalEvent += OnLevel1FundamentalEvent;
_timer = new Timer(1000);
_timer.Enabled = false;
_timer.AutoReset = true;
_timer.Elapsed += (sender, args) =>
{
var ticksPerSecond = count / (DateTime.Now - start).TotalSeconds;
if (ticksPerSecond > 1000 || _dataQueue.Count > 31)
{
Log.Trace($"IQFeed.OnSecond(): Ticks/sec: {ticksPerSecond.ToStringInvariant("0000.00")} " +
$"Engine.Ticks.Count: {_dataQueue.Count} CPU%: {OS.CpuUsage.ToStringInvariant("0.0") + "%"}"
);
}
count = 0;
start = DateTime.Now;
};
_timer.Enabled = true;
}
/// <summary>
/// Connect to the IQ Feed using supplied username and password information.
/// </summary>
private void Connect()
{
try
{
// Launch the IQ Feed Application:
Log.Trace("IQFeed.Connect(): Launching client...");
if (OS.IsWindows)
{
// IQConnect is only supported on Windows
var connector = new IQConnect(Config.Get("iqfeed-productName"), "1.0");
connector.Launch();
}
// Initialise one admin port
Log.Trace("IQFeed.Connect(): Connecting to admin...");
_adminPort = new AdminPort();
_adminPort.Connect();
_adminPort.SetAutoconnect();
_adminPort.SetClientStats(false);
_adminPort.SetClientName("Admin");
_adminPort.DisconnectedEvent += AdminPortOnDisconnectedEvent;
_adminPort.ConnectedEvent += AdminPortOnConnectedEvent;
_symbolUniverse = new IQFeedDataQueueUniverseProvider();
Log.Trace("IQFeed.Connect(): Connecting to L1 data...");
_level1Port = new Level1Port(_aggregator, _symbolUniverse);
_level1Port.Connect();
_level1Port.SetClientName("Level1");
Log.Trace("IQFeed.Connect(): Connecting to Historical data...");
_historyPort = new HistoryPort(_symbolUniverse);
_historyPort.Connect();
_historyPort.SetClientName("History");
_isConnected = true;
}
catch (Exception err)
{
Log.Error("IQFeed.Connect(): Error Connecting to IQFeed: " + err.Message);
_isConnected = false;
}
}
/// <summary>
/// ...
/// </summary>
public HistoryPort(IQFeedDataQueueUniverseProvider symbolUniverse, int maxDataPoints, int dataPointsPerSend)
: this(symbolUniverse)
{
MaxDataPoints = maxDataPoints;
DataPointsPerSend = dataPointsPerSend;
}
