quantconnect--lean/Messaging/EventMessagingHandler.cs

/*
 * 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.Collections.Generic;
using QuantConnect.Interfaces;
using QuantConnect.Logging;
using QuantConnect.Notifications;
using QuantConnect.Packets;

namespace QuantConnect.Messaging
{
    /// <summary>
    /// Desktop implementation of messaging system for Lean Engine
    /// </summary>
    public class EventMessagingHandler : IMessagingHandler
    {
        private AlgorithmNodePacket _job;
        private volatile bool _loaded;
        private Queue<Packet> _queue;

        /// <summary>
        /// Gets or sets whether this messaging handler has any current subscribers.
        /// When set to false, messages won't be sent.
        /// </summary>
        public bool HasSubscribers
        {
            get;
            set;
        }

        /// <summary>
        /// Initialize the Messaging System Plugin.
        /// </summary>
        /// <param name="initializeParameters">The parameters required for initialization</param>
        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
        {
            _queue = new Queue<Packet>();

            ConsumerReadyEvent += () => { _loaded = true; };
        }

        /// <summary>
        /// Set Loaded to true
        /// </summary>
        public void LoadingComplete()
        {
            _loaded = true;
        }

        /// <summary>
        /// Set the user communication channel
        /// </summary>
        /// <param name="job"></param>
        public void SetAuthentication(AlgorithmNodePacket job)
        {
            _job = job;
        }

#pragma warning disable 1591
        public delegate void DebugEventRaised(DebugPacket packet);
        public event DebugEventRaised DebugEvent;

        public delegate void SystemDebugEventRaised(SystemDebugPacket packet);
#pragma warning disable 0067 // SystemDebugEvent is not used currently; ignore the warning
        public event SystemDebugEventRaised SystemDebugEvent;
#pragma warning restore 0067

        public delegate void LogEventRaised(LogPacket packet);
        public event LogEventRaised LogEvent;

        public delegate void RuntimeErrorEventRaised(RuntimeErrorPacket packet);
        public event RuntimeErrorEventRaised RuntimeErrorEvent;

        public delegate void HandledErrorEventRaised(HandledErrorPacket packet);
        public event HandledErrorEventRaised HandledErrorEvent;

        public delegate void BacktestResultEventRaised(BacktestResultPacket packet);
        public event BacktestResultEventRaised BacktestResultEvent;

        public delegate void ConsumerReadyEventRaised();
        public event ConsumerReadyEventRaised ConsumerReadyEvent;
#pragma warning restore 1591

        /// <summary>
        /// Send any message with a base type of Packet.
        /// </summary>
        public void Send(Packet packet)
        {
            //Until we're loaded queue it up
            if (!_loaded)
            {
                _queue.Enqueue(packet);
                return;
            }

            //Catch up if this is the first time
            while (_queue.TryDequeue(out var item))
            {
                ProcessPacket(item);
            }

            //Finally process this new packet
            ProcessPacket(packet);
        }

        /// <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 any message with a base type of Packet that has been enqueued.
        /// </summary>
        public void SendEnqueuedPackets()
        {
            while (_loaded && _queue.TryDequeue(out var item))
            {
                ProcessPacket(item);
            }
        }

        /// <summary>
        /// Packet processing implementation
        /// </summary>
        private void ProcessPacket(Packet packet)
        {
            //Packets we handled in the UX.
            switch (packet.Type)
            {
                case PacketType.Debug:
                    var debug = (DebugPacket)packet;
                    OnDebugEvent(debug);
                    break;

                case PacketType.SystemDebug:
                    var systemDebug = (SystemDebugPacket)packet;
                    OnSystemDebugEvent(systemDebug);
                    break;

                case PacketType.Log:
                    var log = (LogPacket)packet;
                    OnLogEvent(log);
                    break;

                case PacketType.RuntimeError:
                    var runtime = (RuntimeErrorPacket)packet;
                    OnRuntimeErrorEvent(runtime);
                    break;

                case PacketType.HandledError:
                    var handled = (HandledErrorPacket)packet;
                    OnHandledErrorEvent(handled);
                    break;

                case PacketType.BacktestResult:
                    var result = (BacktestResultPacket)packet;
                    OnBacktestResultEvent(result);
                    break;
            }
        }

        /// <summary>
        /// Raise a debug event safely
        /// </summary>
        protected virtual void OnDebugEvent(DebugPacket packet)
        {
            var handler = DebugEvent;

            if (handler != null)
            {
                handler(packet);
            }
        }


        /// <summary>
        /// Raise a system debug event safely
        /// </summary>
        protected virtual void OnSystemDebugEvent(SystemDebugPacket packet)
        {
            var handler = DebugEvent;

            if (handler != null)
            {
                handler(packet);
            }
        }


        /// <summary>
        /// Handler for consumer ready code.
        /// </summary>
        public virtual void OnConsumerReadyEvent()
        {
            var handler = ConsumerReadyEvent;
            if (handler != null)
            {
                handler();
            }
        }

        /// <summary>
        /// Raise a log event safely
        /// </summary>
        protected virtual void OnLogEvent(LogPacket packet)
        {
            var handler = LogEvent;
            if (handler != null)
            {
                handler(packet);
            }
        }

        /// <summary>
        /// Raise a handled error event safely
        /// </summary>
        protected virtual void OnHandledErrorEvent(HandledErrorPacket packet)
        {
            var handler = HandledErrorEvent;
            if (handler != null)
            {
                handler(packet);
            }
        }

        /// <summary>
        /// Raise runtime error safely
        /// </summary>
        protected virtual void OnRuntimeErrorEvent(RuntimeErrorPacket packet)
        {
            var handler = RuntimeErrorEvent;
            if (handler != null)
            {
                handler(packet);
            }
        }

        /// <summary>
        /// Raise a backtest result event safely.
        /// </summary>
        protected virtual void OnBacktestResultEvent(BacktestResultPacket packet)
        {
            var handler = BacktestResultEvent;
            if (handler != null)
            {
                handler(packet);
            }
        }

        /// <summary>
        /// Dispose of any resources
        /// </summary>
        public virtual void Dispose()
        {
        }
    }
}