Пример #1
0
        public MrnStoryManager(WebsocketConnectionClient websocketAdapter)
        {
            var websocketAdapter1 = websocketAdapter ?? throw new ArgumentNullException(nameof(websocketAdapter));

            _websocketMarketDataMgr         = new WebsocketMarketDataManager(websocketAdapter);
            websocketAdapter1.MessageEvent += this.ProcessWebsocketMessage;
        }
        private async void ConnectBtn_OnClick(object sender, RoutedEventArgs e)
        {
            //Get values of the login and server from WPF UI
            _dacsUser     = DACSUserTxt.Text.Trim();
            _dacsPosition = DACSPosition.Text.Trim();
            _appId        = AppIdTxt.Text.Trim();
            var endpointServer = WebsocketEndpointTxt.Text.Trim();

            ///

            if (!_isConnected && !_isWait)
            {
                IsConnected(false, true, "Cancel");
                await Task.Run(async() =>
                {
                    _websocketClient = new WebsocketConnectionClient("client1", new Uri(endpointServer), "tr_json2")
                    {
                        Cts = new CancellationTokenSource()
                    };

                    _mrnManager                       = new MrnStoryManager(_websocketClient);
                    _mrnManager.ErrorEvent           += ProcessMrnErrorEvent;
                    _mrnManager.StatusEvent          += ProcessMrnStatusEvent;
                    _mrnManager.MessageEvent         += ProcessMrnMessageEvent;
                    _mrnManager.LoginMessageEvent    += ProcessLoginMessageEvent;
                    _websocketClient.ConnectionEvent += ProcessConnectionEvent;
                    _websocketClient.ErrorEvent      += ProcessWebSocketErrorEvent;

                    await _websocketClient.Run().ConfigureAwait(false);
                }).ConfigureAwait(false);
            }
            else
            if (_isConnected && !_isWait)
            {
                _websocketClient.Stop = true;
                _websocketClient.Cts.Cancel();
                IsConnected(false, false, "Connect");
            }
            else if (!_isConnected && _isWait)
            {
                _websocketClient.Stop = true;
                _websocketClient.Cts.Cancel();
                IsConnected(false, false, "Connect");
            }
        }
 public WebsocketMarketDataManager(WebsocketConnectionClient websocket)
 {
     _websocket = websocket ?? throw new ArgumentNullException(nameof(websocket));
 }
Пример #4
0
        static void Main(string[] args)
        {
            Console.WriteLine("Starting MRN Websocket Consumer app. Press Ctrl+C to exit.\n");
            var websocket = new WebsocketConnectionClient(Clientname, WebsocketUri, "tr_json2");

            websocket.Cts = new CancellationTokenSource();
            var mrnmanager = new MrnStoryManager(websocket);

            mrnmanager.MRN_STREAM_ID = 3;
            mrnmanager.MessageEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process MRN Message Events **********************");
                Console.WriteLine($"TimeStamp:{e.TimeStamp}");
                Console.WriteLine($"Received {e.Data.MsgType} {e.TimeStamp}\n");
                Console.WriteLine($"Active Date:{e.Data.ACTIV_DATE}");
                Console.WriteLine($"MRN_TYPE:{e.Data.MRN_TYPE}");
                Console.WriteLine($"Context ID:{e.Data.CONTEXT_ID}");
                Console.WriteLine($"Prod Perm:{e.Data.PROD_PERM}");
                Console.WriteLine($"Fragment Count={e.Data.FRAG_NUM} Total Size={e.Data.TOT_SIZE} bytes");
                if (e.Data.Story != null)
                {
                    Console.WriteLine(e.Data.Story.ToJson());
                }
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };
            mrnmanager.ErrorEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process MRN Error Events **********************");
                Console.WriteLine($"TimeStamp:{e.TimeStamp}");
                Console.WriteLine($"{e.ErrorMessage}");
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };
            mrnmanager.StatusEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process MRN Status Events **********************");
                Console.WriteLine($"Received {e.Status.MsgType} {e.TimeStamp}");
                Console.WriteLine($"Stream State:{e.Status.State.Stream}");
                Console.WriteLine($"Data State:{e.Status.State.Data}");
                Console.WriteLine($"State Code:{e.Status.State.Code}");
                Console.WriteLine($"Status Text:{e.Status.State.Text}");
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };
            mrnmanager.LoginMessageEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process Login Message Events **********************");
                Console.WriteLine($"{e.TimeStamp}  received {e.Message.MsgType}");
                switch (e.Message.MsgType)
                {
                case MessageTypeEnum.Refresh:
                {
                    var message = (RefreshMessage)e.Message;
                    Console.WriteLine($"Login name:{message.Key.Name.FirstOrDefault()}");
                    Console.WriteLine(
                        $"Login Refresh stream:{message.State.Stream} state:{message.State.Data} code:{message.State.Code} status text:{message.State.Text}");
                }
                break;

                case MessageTypeEnum.Status:
                {
                    var message = (StatusMessage)e.Message;
                    Console.WriteLine($"Login name:{message.Key.Name.FirstOrDefault()}");
                    Console.WriteLine(
                        $"Login Status stream:{message.State.Stream} state:{message.State.Data} code:{message.State.Code} status text:{message.State.Text}");
                    if (message.State.Stream == StreamStateEnum.Closed ||
                        message.State.Stream == StreamStateEnum.ClosedRecover)
                    {
                        b_cancel = true;
                    }
                }
                break;
                }
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };
            websocket.ErrorEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process Websocket Error Events **********************");
                Console.WriteLine($"OnConnectionError {e.TimeStamp} {e.ClientWebSocketState} {e.ErrorDetails}");
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };

            websocket.ConnectionEvent += (sender, e) =>
            {
                Console.WriteLine("******************* Process Websocket Connection Events **********************");
                Console.WriteLine($"OnConnection Event Received:{MarketDataUtils.TimeStampToString(e.TimeStamp)}");

                Console.WriteLine($"Connection State:{e.State}");
                Console.WriteLine($"Message:{e.StatusText}");
                if (e.State == WebSocketState.Open)
                {
                    mrnmanager.SendLogin(DACS_User, Login_Position, AppId, 1).GetAwaiter().GetResult();
                }
                Console.WriteLine("*********************************************************************");
                Console.WriteLine();
            };
            Console.CancelKeyPress += (sender, e) =>
            {
                websocket.Stop = true;
                b_cancel       = true;
            };
            websocket.Run().GetAwaiter().GetResult();
            while (!b_cancel)
            {
                ;
            }

            Console.WriteLine("Quit the app");
        }
Пример #5
0
        private static void Main(string[] args)
        {
            var appConfig = new Config();

            if (!ShowsConfigCommand(args, ref appConfig))
            {
                return;
            }

            WebsocketUri   = new Uri(appConfig.WsServer);
            DACS_User      = appConfig.DacsUserName;
            AppId          = appConfig.AppId;
            Login_Position = appConfig.DacsPosition;
            chainRic       = appConfig.ChainRic;
            useSequential  = appConfig.SequentialMode;
            if (appConfig.ChainRic.Contains(','))
            {
                Out($"{appConfig.ChainRic} is invalid RIC it contains ','");
                return;
            }

            if (string.IsNullOrWhiteSpace(appConfig.ChainRic))
            {
                Out($"{appConfig.ChainRic} contains whitespace");
                return;
            }

            stopwatch.Reset();

            Out("Starting Chain Extractor application. Press Ctrl+C to cancel operation.\n");
            var websocket = new WebsocketConnectionClient(Clientname, WebsocketUri, "tr_json2")
            {
                Cts = new CancellationTokenSource()
            };

            var chainManager = new ChainExpander.ChainExpander(websocket)
            {
                OverrideStopIndexValue = appConfig.StopIndex,
                MaxBatchSize           = appConfig.MaxBatchSize,
                Verbose   = appConfig.Verbose,
                PrintJson = appConfig.PrintJson
            };

            chainManager.OnExtractionCompleteEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                if (!e.IsSuccess)
                {
                    consoleOutputMsg.Append($"{e.Message}\n\n");
                }

                SubscribedChainList.AddRange(e.ChainList);

                var tempList = e.ItemList.Where(ChainUtils.IsChainRIC).ToList();
                AvailableChainList.AddRange(tempList);
                if (tempList.Any())
                {
                    consoleOutputMsg.Append($"\nReceived {tempList.Count()} underlying Chain RICs from the list\n\n");
                    consoleOutputMsg.Append(string.Join("\n", e.ItemList.Where(ChainUtils.IsChainRIC)));
                    AvailableChainList.AddRange((tempList));
                }

                var tempItemList = e.ItemList.Where(item => !ChainUtils.IsChainRIC(item)).ToList();
                if (tempItemList.Any())
                {
                    CompleteItemList.AddRange(tempItemList);
                }


                if (AvailableChainList.Any())
                {
                    var firstItem = AvailableChainList.First();
                    AvailableChainList.Remove(firstItem);
                    chainManager.RunExtraction(firstItem, appConfig.SequentialRecursiveMode).GetAwaiter().GetResult();
                }
                else
                {
                    stopwatch.Stop();
                    consoleOutputMsg.Append($"\nOperation Completed in {stopwatch.ElapsedMilliseconds} MS.\n");
                    if (SubscribedChainList.Any())
                    {
                        consoleOutputMsg.Append(
                            $"\nBelow is a list of Chain RIC application has requested from the server\n\n");
                        consoleOutputMsg.Append($"{string.Join(",", SubscribedChainList)}\n\n");
                    }

                    if (CompleteItemList.Any())
                    {
                        consoleOutputMsg.Append(
                            $"\nReceived {CompleteItemList.Count()} constituents/instruments from the Chains\n\n");
                        consoleOutputMsg.Append(string.Join("\n",
                                                            CompleteItemList.Where(item => !ChainUtils.IsChainRIC(item)).OrderBy(ric => ric)));
                    }

                    consoleOutputMsg.Append("\n");
                    Out(consoleOutputMsg.ToString(), true);
                    if (!string.IsNullOrEmpty(appConfig.OutputFilename))
                    {
                        if (SaveListToFile(appConfig.OutputFilename,
                                           CompleteItemList.Where(item => !ChainUtils.IsChainRIC(item)).OrderBy(ric => ric).ToList()).GetAwaiter().GetResult())
                        {
                            Console.WriteLine($"Write RIC list to {appConfig.OutputFilename} completed.");
                        }
                    }
                    chainManager.CloseLogin().GetAwaiter().GetResult();
                    websocket.Stop = true;
                }
            };
            chainManager.OnExtractionErrorEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                consoleOutputMsg.Append("******************* Process Error Events **********************\n");
                consoleOutputMsg.Append($"TimeStamp:{e.TimeStamp}\n");
                consoleOutputMsg.Append($"{e.ErrorMessage}\n");
                consoleOutputMsg.Append("*********************************************************************\n");
                Out(consoleOutputMsg.ToString(), appConfig.Verbose);
            };
            chainManager.OnExtractionStatusEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                consoleOutputMsg.Append("******************* Process Market Data Status Events **********************\n");
                consoleOutputMsg.Append($"Received {e.Status.MsgType} {e.TimeStamp}\n");
                consoleOutputMsg.Append($"Stream State:{e.Status.State.Stream}\n");
                if (e.Status.Key != null)
                {
                    consoleOutputMsg.Append($"Item Name:{e.Status.Key.Name.FirstOrDefault()}\n");
                }
                consoleOutputMsg.Append($"Data State:{e.Status.State.Data}\n");
                consoleOutputMsg.Append($"State Code:{e.Status.State.Code}\n");
                consoleOutputMsg.Append($"Status Text:{e.Status.State.Text}\n");
                consoleOutputMsg.Append("*********************************************************************\n");
                Out(consoleOutputMsg.ToString(), appConfig.Verbose);
            };
            chainManager.LoginMessageEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                consoleOutputMsg.Append("******************* Process Login Message Events **********************\n");
                consoleOutputMsg.Append($"{e.TimeStamp}  received {e.Message.MsgType}\n");
                switch (e.Message.MsgType)
                {
                case MessageTypeEnum.Refresh:
                {
                    var message = (RefreshMessage)e.Message;
                    consoleOutputMsg.Append($"Login name:{message.Key.Name.FirstOrDefault()}\n");

                    consoleOutputMsg.Append(
                        $"Login Refresh stream:{message.State.Stream} state:{message.State.Data} code:{message.State.Code} status text:{message.State.Text}\n");
                    consoleOutputMsg.Append("*********************************************************************\n");
                    consoleOutputMsg.Append("\n");
                    Out(consoleOutputMsg.ToString(), appConfig.Verbose);
                    if (message.State.Stream == StreamStateEnum.Open &&
                        message.State.Data != DataStateEnum.Suspect)
                    {
                        stopwatch.Start();
                        chainManager.RunExtraction(chainRic, useSequential).GetAwaiter().GetResult();
                    }
                }
                break;

                case MessageTypeEnum.Status:
                {
                    var message = (StatusMessage)e.Message;
                    consoleOutputMsg.Append($"Login name:{message.Key.Name.FirstOrDefault()}\n");
                    consoleOutputMsg.Append(
                        $"Login Status stream:{message.State.Stream} state:{message.State.Data} code:{message.State.Code} status text:{message.State.Text}\n");
                    consoleOutputMsg.Append("*********************************************************************\n");
                    consoleOutputMsg.Append("\n");
                    Out(consoleOutputMsg.ToString(), appConfig.Verbose);
                    if (message.State.Stream == StreamStateEnum.Closed ||
                        message.State.Stream == StreamStateEnum.ClosedRecover)
                    {
                        websocket.Stop = true;
                    }
                }
                break;
                }
            };
            websocket.ErrorEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                consoleOutputMsg.Append("******************* Process Websocket Error Events **********************\n");
                consoleOutputMsg.Append($"OnConnectionError {e.TimeStamp} {e.ClientWebSocketState} {e.ErrorDetails}\n");
                consoleOutputMsg.Append("*********************************************************************\n");
                Out(consoleOutputMsg.ToString(), true);
                websocket.Stop = true;
            };

            websocket.ConnectionEvent += (sender, e) =>
            {
                consoleOutputMsg.Clear();
                consoleOutputMsg.Append("******************* Process Websocket Connection Events **********************\n");
                consoleOutputMsg.Append($"OnConnection Event Received:{MarketDataUtils.TimeStampToString(e.TimeStamp)}\n");

                consoleOutputMsg.Append($"Connection State:{e.State}\n");
                consoleOutputMsg.Append($"Message:{e.StatusText}\n");
                if (e.State == WebSocketState.Open)
                {
                    chainManager.SendLogin(DACS_User, Login_Position, AppId, 1).GetAwaiter().GetResult();
                }
                consoleOutputMsg.Append("*********************************************************************\n");
                Out(consoleOutputMsg.ToString(), true);
            };
            Console.CancelKeyPress += (sender, e) =>
            {
                if (e.SpecialKey != ConsoleSpecialKey.ControlC)
                {
                    return;
                }
                Out("Ctrl+C Pressed");
                chainManager.CloseLogin().GetAwaiter().GetResult();
                websocket.Stop = true;
            };
            websocket.Run().GetAwaiter().GetResult();
            while (!websocket.Stop)
            {
                ;
            }

            Out("Quit the app");
        }