111 lines
3.5 KiB
C#
111 lines
3.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Collections.Generic;
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using System.IO;
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using System.Net.Http;
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using QuantConnect.Interfaces;
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using QuantConnect.Logging;
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namespace QuantConnect.Lean.Engine.DataFeeds.Transport
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{
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/// <summary>
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/// Represents a stream reader capable of polling a rest client
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/// </summary>
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public class RestSubscriptionStreamReader : IStreamReader
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{
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private static readonly HttpClient _client = new HttpClient();
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private readonly string _baseUrl;
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private readonly Dictionary<string, string> _headers;
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private readonly bool _isLiveMode;
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private bool _delivered;
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/// <summary>
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/// Gets whether or not this stream reader should be rate limited
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/// </summary>
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public bool ShouldBeRateLimited => _isLiveMode;
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/// <summary>
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/// Direct access to the StreamReader instance
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/// </summary>
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public StreamReader StreamReader => null;
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/// <summary>
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/// Initializes a new instance of the <see cref="RestSubscriptionStreamReader"/> class.
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/// </summary>
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/// <param name="source">The source url to poll with a GET</param>
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/// <param name="headers">Defines header values to add to the request</param>
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/// <param name="isLiveMode">True for live mode, false otherwise</param>
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public RestSubscriptionStreamReader(string source, IEnumerable<KeyValuePair<string, string>> headers, bool isLiveMode)
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{
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_baseUrl = source;
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if (headers != null)
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{
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_headers = new Dictionary<string, string>(headers);
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}
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_isLiveMode = isLiveMode;
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_delivered = false;
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}
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/// <summary>
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/// Gets <see cref="SubscriptionTransportMedium.Rest"/>
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/// </summary>
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public SubscriptionTransportMedium TransportMedium
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{
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get { return SubscriptionTransportMedium.Rest; }
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}
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/// <summary>
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/// Gets whether or not there's more data to be read in the stream
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/// </summary>
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public bool EndOfStream
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{
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get { return !_isLiveMode && _delivered; }
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}
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/// <summary>
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/// Gets the next line/batch of content from the stream
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/// </summary>
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public string ReadLine()
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{
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try
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{
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if (_client.TryDownloadData(_baseUrl, out string data, out _, _headers))
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{
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_delivered = true;
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return data;
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}
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}
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catch (Exception err)
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{
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Log.Error(err);
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}
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return string.Empty;
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}
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/// <summary>
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/// This stream reader doesn't require disposal
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/// </summary>
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public void Dispose()
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{
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_client.Dispose();
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}
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}
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}
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