/// <summary>
/// Request a new real time data stream. Data will be delivered through the RealTimeDataReceived event.
/// </summary>
/// <returns>An ID uniquely identifying this real time data request. -1 if there was an error.</returns>
public int RequestRealTimeData(RealTimeDataRequest request)
{
if (!Connected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not request real time data - not connected."));
return(-1);
}
if (request.Instrument == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Real Time Data Request Failed: null Instrument."));
return(-1);
}
request.RequestID = _requestCount++;
lock (_reqSocketLock)
{
//two part message:
//1: "RTD"
//2: serialized RealTimeDataRequest
var ms = new MemoryStream();
_reqSocket.SendMore("");
_reqSocket.SendMore("RTD");
_reqSocket.Send(MyUtils.ProtoBufSerialize(request, ms));
}
return(request.RequestID);
}
/// <summary>
/// Tries to connect to the QDMS server.
/// </summary>
public void Connect()
{
Dispose();
_context = NetMQContext.Create();
_reqSocket = _context.CreateDealerSocket();
_subSocket = _context.CreateSubscriberSocket();
_dealerSocket = _context.CreateSocket(ZmqSocketType.Dealer);
_reqSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
_subSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
_dealerSocket.Options.Identity = Encoding.UTF8.GetBytes(_name);
_dealerSocket.ReceiveReady += _dealerSocket_ReceiveReady;
_reqSocket.ReceiveReady += _reqSocket_ReceiveReady;
_subSocket.ReceiveReady += _subSocket_ReceiveReady;
_reqSocket.Connect(string.Format("tcp://{0}:{1}", _host, _realTimeRequestPort));
//start off by sending a ping to make sure everything is regular
string reply = "";
try
{
_reqSocket.SendMore("");
_reqSocket.Send("PING");
_reqSocket.ReceiveString(TimeSpan.FromSeconds(1)); //empty frame starts the REP message //todo receive string?
reply = _reqSocket.ReceiveString(TimeSpan.FromMilliseconds(50));
}
catch
{
Dispose();
}
if (reply != "PONG") //server didn't reply or replied incorrectly
{
_reqSocket.Disconnect(string.Format("tcp://{0}:{1}", _host, _realTimeRequestPort));
_reqSocket.Close();
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not connect to server."));
return;
}
}
_lastHeartBeat = DateTime.Now;
_subSocket.Connect(string.Format("tcp://{0}:{1}", _host, _realTimePublishPort));
_dealerSocket.Connect(string.Format("tcp://{0}:{1}", _host, _historicalDataPort));
_running = true;
//this loop sends out historical data requests and receives the data
_dealerLoopThread = new Thread(DealerLoop)
{
Name = "Client Dealer Loop"
};
_dealerLoopThread.Start();
//this loop takes care of replies to the request socket: heartbeats and data request status messages
_poller = new Poller();
_poller.AddSocket(_reqSocket);
_poller.AddSocket(_subSocket);
_poller.AddSocket(_dealerSocket);
Task.Factory.StartNew(_poller.Start, TaskCreationOptions.LongRunning);
_heartBeatTimer = new Timer(1000);
_heartBeatTimer.Elapsed += _timer_Elapsed;
_heartBeatTimer.Start();
}