wehub-resource-sync
132 lines
4.3 KiB
C#
132 lines
4.3 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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using System;
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using System.Net;
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using System.Net.Sockets;
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using Newtonsoft.Json;
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using QuantConnect.Configuration;
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using QuantConnect.Interfaces;
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using QuantConnect.Logging;
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using QuantConnect.Notifications;
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using QuantConnect.Packets;
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using NetMQ;
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using NetMQ.Sockets;
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using QuantConnect.Orders.Serialization;
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namespace QuantConnect.Messaging
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{
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/// <summary>
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/// Message handler that sends messages over tcp using NetMQ.
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/// </summary>
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public class StreamingMessageHandler : IMessagingHandler
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{
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private string _port;
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private PushSocket _server;
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private AlgorithmNodePacket _job;
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private OrderEventJsonConverter _orderEventJsonConverter;
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/// <summary>
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/// Gets or sets whether this messaging handler has any current subscribers.
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/// This is not used in this message handler. Messages are sent via tcp as they arrive
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/// </summary>
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public bool HasSubscribers { get; set; }
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/// <summary>
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/// Initialize the messaging system
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/// </summary>
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/// <param name="initializeParameters">The parameters required for initialization</param>
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public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
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{
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_port = Config.Get("desktop-http-port");
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CheckPort();
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_server = new PushSocket("@tcp://*:" + _port);
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}
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/// <summary>
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/// Set the user communication channel
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/// </summary>
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/// <param name="job"></param>
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public void SetAuthentication(AlgorithmNodePacket job)
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{
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_job = job;
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_orderEventJsonConverter = new OrderEventJsonConverter(job.AlgorithmId);
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Transmit(_job);
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}
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/// <summary>
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/// Send any notification with a base type of Notification.
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/// </summary>
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/// <param name="notification">The notification to be sent.</param>
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public void SendNotification(Notification notification)
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{
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if (!notification.CanSend())
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{
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Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + notification.GetType().Name);
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return;
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}
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notification.Send();
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}
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/// <summary>
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/// Send all types of packets
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/// </summary>
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public void Send(Packet packet)
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{
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Transmit(packet);
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}
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/// <summary>
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/// Send a message to the _server using ZeroMQ
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/// </summary>
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/// <param name="packet">Packet to transmit</param>
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public void Transmit(Packet packet)
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{
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var payload = JsonConvert.SerializeObject(packet, _orderEventJsonConverter);
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var message = new NetMQMessage();
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message.Append(payload);
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_server.SendMultipartMessage(message);
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}
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/// <summary>
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/// Check if port to be used by the desktop application is available.
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/// </summary>
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private void CheckPort()
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{
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try
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{
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TcpListener tcpListener = new TcpListener(IPAddress.Any, _port.ToInt32());
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tcpListener.Start();
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tcpListener.Stop();
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}
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catch
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{
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throw new Exception("The port configured in config.json is either being used or blocked by a firewall." +
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"Please choose a new port or open the port in the firewall.");
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}
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}
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/// <summary>
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/// Dispose any resources used before destruction
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/// </summary>
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public void Dispose()
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{
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}
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}
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}
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