forked from QuantConnect/Lean
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathStreamingMessageHandler.cs
More file actions
131 lines (118 loc) · 4.32 KB
/
StreamingMessageHandler.cs
File metadata and controls
131 lines (118 loc) · 4.32 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
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()
{
}
}
}