示例#1
0
        public FrmFillDownload()
        {
            var hourago = TT_Info.ToRestTimestamp(DateTime.UtcNow - new TimeSpan(1, 0, 0));

            InitializeComponent();

            InitializeColumnList();

            clbColumns.Items.Clear();
            foreach (FillColumn column in m_TradePaneColumns)
            {
                clbColumns.Items.Add(column, true);
            }

            this.FormClosing += FrmFillDownload_FormClosing;

            cbFileMode.DataSource = Enum.GetValues(typeof(FileMode));

            LoadSettings();

            this.DragOver += FrmFillDownload_DragOver;
            this.DragDrop += Debug_DragDrop;

            FDLog.LogMessage("Starting up C# Fill Downloader v0.0.1");
        }
示例#2
0
        private void DownloadFills()
        {
            // Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
            // On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.

            List <TT_Fill> fills = new List <TT_Fill>();

            do
            {
                var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);

                RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);

                if (result.StatusCode != System.Net.HttpStatusCode.OK)
                {
                    throw new Exception("Request for fills unsuccessful. Status:" + result.StatusCode.ToString() + "Error Message: " + result.ErrorMessage);
                }

                JObject json_data = JObject.Parse(result.Content);
                foreach (var fill in json_data["fills"])
                {
                    fills.Add(new TT_Fill(fill));
                }

                fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
                RaiseFillDownloadEvent(fills);

                if (fills.Count > 0 && m_running)
                {
                    m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
                }
            }while (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
        }
示例#3
0
        private static DateTime FromRestTimestamp(string TT_TimeStamp)
        {
            long ticks = long.Parse(TT_TimeStamp);

            return(TT_Info.FromRestTimestamp(ticks));
        }
示例#4
0
        private void DownloadFills()
        {
            // Perform REST request/response to download fill data, specifying our cached minimum timestamp as a starting point.
            // On a successful response the timestamp will be updated so we run no risk of downloading duplicate fills.

            bool           should_continue = false;
            List <TT_Fill> fills           = new List <TT_Fill>();

            do
            {
                should_continue = false;

                var min_param = new RestSharp.Parameter("minTimestamp", TT_Info.ToRestTimestamp(m_minTimeStamp).ToString(), RestSharp.ParameterType.QueryString);

                RestSharp.IRestResponse result = RestManager.GetRequest("ledger", "fills", min_param);

                if (result.StatusCode == System.Net.HttpStatusCode.GatewayTimeout)
                {
                    should_continue = true;
                    DateTime max_time = DateTime.Now;

                    int retry_count = 0;
                    for (retry_count = 0; retry_count < max_retries; ++retry_count)
                    {
                        FDLog.LogMessage("Fill request timed out. Retrying....");

                        max_time = m_minTimeStamp + TimeSpan.FromTicks((max_time - m_minTimeStamp).Ticks / 2);
                        var max_param = new RestSharp.Parameter("maxTimestamp", TT_Info.ToRestTimestamp(max_time).ToString(), RestSharp.ParameterType.QueryString);

                        result = RestManager.GetRequest("ledger", "fills", min_param, max_param);

                        if (result.StatusCode == System.Net.HttpStatusCode.OK)
                        {
                            m_minTimeStamp = max_time;
                            break;
                        }
                        else if (result.StatusCode != System.Net.HttpStatusCode.GatewayTimeout)
                        {
                            throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
                        }

                        if (retry_count == max_retries)
                        {
                            throw new Exception("Request for fills unsuccessful. Max Retries exceeded.");
                        }
                    }
                }
                else if (result.StatusCode != System.Net.HttpStatusCode.OK)
                {
                    throw new Exception(String.Format("Request for fills unsuccessful. (minTimestamp={0}) - Status: {1} - Error Message: {2}", min_param.Value.ToString(), result.StatusCode.ToString(), result.ErrorMessage));
                }

                JObject json_data = JObject.Parse(result.Content);
                FDLog.LogMessage(String.Format("Downloaded {0} fills.", json_data["fills"].Count()));
                foreach (var fill in json_data["fills"])
                {
                    fills.Add(new TT_Fill(fill));
                }

                fills.Sort((f1, f2) => f1.UtcTimeStamp.CompareTo(f2.UtcTimeStamp));
                RaiseFillDownloadEvent(fills);

                if (fills.Count > 0)
                {
                    m_minTimeStamp = new DateTime(fills[fills.Count - 1].UtcTimeStamp.Ticks + 1);
                }

                should_continue |= (fills.Count == TT_Info.MAX_RESPONSE_FILLS);
                should_continue &= m_running;
            }while (should_continue);
        }