chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
@@ -0,0 +1,131 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Net;
+using System.Net.Sockets;
+using Newtonsoft.Json;
+using QuantConnect.Configuration;
+using QuantConnect.Interfaces;
+using QuantConnect.Logging;
+using QuantConnect.Notifications;
+using QuantConnect.Packets;
+using NetMQ;
+using NetMQ.Sockets;
+using QuantConnect.Orders.Serialization;
+
+namespace QuantConnect.Messaging
+{
+    /// <summary>
+    /// Message handler that sends messages over tcp using NetMQ.
+    /// </summary>
+    public class StreamingMessageHandler : IMessagingHandler
+    {
+        private string _port;
+        private PushSocket _server;
+        private AlgorithmNodePacket _job;
+        private OrderEventJsonConverter _orderEventJsonConverter;
+
+        /// <summary>
+        /// Gets or sets whether this messaging handler has any current subscribers.
+        /// This is not used in this message handler.  Messages are sent via tcp as they arrive
+        /// </summary>
+        public bool HasSubscribers { get; set; }
+
+        /// <summary>
+        /// Initialize the messaging system
+        /// </summary>
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
+        {
+            _port = Config.Get("desktop-http-port");
+            CheckPort();
+            _server = new PushSocket("@tcp://*:" + _port);
+        }
+
+        /// <summary>
+        /// Set the user communication channel
+        /// </summary>
+        /// <param name="job"></param>
+        public void SetAuthentication(AlgorithmNodePacket job)
+        {
+            _job = job;
+            _orderEventJsonConverter = new OrderEventJsonConverter(job.AlgorithmId);
+            Transmit(_job);
+        }
+
+        /// <summary>
+        /// Send any notification with a base type of Notification.
+        /// </summary>
+        /// <param name="notification">The notification to be sent.</param>
+        public void SendNotification(Notification notification)
+        {
+            if (!notification.CanSend())
+            {
+                Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + notification.GetType().Name);
+                return;
+            }
+            notification.Send();
+        }
+
+        /// <summary>
+        /// Send all types of packets
+        /// </summary>
+        public void Send(Packet packet)
+        {
+           Transmit(packet);
+        }
+
+        /// <summary>
+        /// Send a message to the _server using ZeroMQ
+        /// </summary>
+        /// <param name="packet">Packet to transmit</param>
+        public void Transmit(Packet packet)
+        {
+            var payload = JsonConvert.SerializeObject(packet, _orderEventJsonConverter);
+
+            var message = new NetMQMessage();
+
+            message.Append(payload);
+
+            _server.SendMultipartMessage(message);
+        }
+
+        /// <summary>
+        /// Check if port to be used by the desktop application is available.
+        /// </summary>
+        private void CheckPort()
+        {
+            try
+            {
+                TcpListener tcpListener = new TcpListener(IPAddress.Any, _port.ToInt32());
+                tcpListener.Start();
+                tcpListener.Stop();
+            }
+            catch
+            {
+                throw new Exception("The port configured in config.json is either being used or blocked by a firewall." +
+                    "Please choose a new port or open the port in the firewall.");
+            }
+        }
+
+        /// <summary>
+        /// Dispose any resources used before destruction
+        /// </summary>
+        public void Dispose()
+        {
+        }
+    }
+}