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pyrfa.cpp
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pyrfa.cpp
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/*
* (C) Copyright 2013 DevCartel. All rights reserved,
* Bangkok, Thailand
*/
#include "pyrfa.h"
#include "client/LoginHandler.h"
#include "client/DirectoryHandler.h"
#include "client/DictionaryHandler.h"
#include "client/SymbolListHandler.h"
#include "client/MarketPriceHandler.h"
#include "client/MarketByOrderHandler.h"
#include "client/MarketByPriceHandler.h"
#include "client/TimeSeriesHandler.h"
#include "client/RDMCProvServer.h"
#include "client/HistoryHandler.h"
#include "client/OMMPost.h"
#include "client/OMMInteractiveProvider.h"
#include <boost/date_time/posix_time/posix_time.hpp>
#include <boost/algorithm/string.hpp>
#include <boost/python/overloads.hpp>
using namespace std;
extern "C" void checkException(rfa::common::Exception& e);
Pyrfa::Pyrfa() :
_pConfigDb(0),
_pEventQueue(0),
_pLoggerEventQueue(0),
_pLogger(0),
_pComponentLogger(0),
_pLoggerClient(0),
_pSession(0),
_pOMMConsumer(0),
_pOMMProvider(0),
_pLoginHandler(0),
_pDirectoryHandler(0),
_pDictionaryHandler(0),
_pSymbolListHandler(0),
_pMarketPriceHandler(0),
_pMarketByOrderHandler(0),
_pMarketByPriceHandler(0),
_pTimeSeriesHandler(0),
_pTimeSeries(0),
_pTS1DictDb(0),
_pHistoryHandler(0),
_pConnHandle(0),
_pErrHandle(0),
_pListConnHandle(0),
_pClientSessListHandle(0),
_pLoginToken(0),
_debug(false),
_isSymbolListAvailable(false),
_isHistoryAvailable(false),
_isPublisher(false),
_out(),
_eventData(),
_log(""),
_isConnectionUp(false),
_pOMMCProvServer(0),
_pOMMInteractiveProvider(0),
_pOMMPost(0),
_symbolList(""),
_watchList(""),
_timeSeries(""),
_timeSeriesPeriod(rfa::ts1::TS1Series::Daily),
_timeSeriesMaxRecords(10),
_userName(""),
_interactionType(rfa::message::ReqMsg::InitialImageFlag | rfa::message::ReqMsg::InterestAfterRefreshFlag),
_viewFIDs(""),
_fieldDictionaryFilename(""),
_enumTypeFilename(""),
_directory("")
{
initPythonLib();
initializeRFA();
}
Pyrfa::~Pyrfa()
{
cleanUp();
}
int Pyrfa::initPythonLib() {
try {
//initialize python intepreter.
Py_Initialize();
object main_module = import("__main__");
object main_namespace = main_module.attr("__dict__");
object ignored = exec("import time", main_namespace);
return 1;
} catch( error_already_set ) {
PyErr_Print();
return 0;
}
}
int Pyrfa::initializeRFA() {
if (!rfa::common::Context::initialize()) {
cout << "Can not initialize RFA Context" << endl;
return 1;
}
return 0;
}
void Pyrfa::uninitializeRFA() {
if (rfa::common::Context::getInitializedCount() > 0) {
rfa::common::Context::uninitialize();
}
}
void Pyrfa::createConfigDb(object const &argv) {
#if PY_MAJOR_VERSION >= 3
const char* fileName = extract<const char*>(argv);
#else
const char* fileName = extract<const char*>(str(argv).encode("utf-8"));
#endif
_pConfigDb = new ConfigDb(fileName);
// Config loaded. Now read the debug level param
// Set debug level in Pyrfa namespace
setDebugMode(object());
// Set debug level in ConfigDb namespace
_pConfigDb->setDebugMode(_debug);
if (_debug)
cout << "[Pyrfa::createConfigDb] Loading RFA config from file: " << fileName << endl;
}
/*
* print configuration database to stdout. Arguments are the fullnames of treeNodes
* e.g. Default\\Connections. It also takes variable number of arguments.
* if no argument supplied, it will print all config under "Default" namespace.
*/
void Pyrfa::printConfigDb(object const &argv=object()) {
const char* fullname = "Default";
if(argv != object()) {
#if PY_MAJOR_VERSION >= 3
fullname = extract<const char*>(argv);
#else
fullname = extract<const char*>(str(argv).encode("utf-8"));
#endif
}
if(_debug)
cout << "[Pyrfa::printConfigDb] Print config db: " << fullname << endl;
_pConfigDb->printConfigDb( fullname );
}
std::string Pyrfa::getConfigDb(object const &argv) {
#if PY_MAJOR_VERSION >= 3
const char* configKey = extract<const char*>(argv);
#else
const char* configKey = extract<const char*>(str(argv).encode("utf-8"));
#endif
return _pConfigDb->getConfigDb(configKey).c_str();
}
/*
* create event queue which will be shared to receive
* all events across this application.
* default name is "EVENTQ1" unless specified
*/
void Pyrfa::createEventQueue() {
const char* eventQueueName="EVENTQ1";
const char* loggerEventQueueName="LOGGEREVENTQ";
if(_debug) {
cout << "[Pyrfa::createEventQueue] Create an event queue: " << eventQueueName << endl;
cout << "[Pyrfa::createEventQueue] Create an event queue: " << loggerEventQueueName << endl;
}
rfa::common::EventQueue *pEventQueue = rfa::common::EventQueue::create(eventQueueName);
assert(pEventQueue);
_pEventQueue = pEventQueue;
rfa::common::EventQueue *pLoggerEventQueue = rfa::common::EventQueue::create(loggerEventQueueName);
assert(pLoggerEventQueue);
_pLoggerEventQueue = pLoggerEventQueue;
}
/*
* create application logger, its name must be the same as RFA context name (RFA)
* the logger will listen to events
*/
void Pyrfa::acquireLogger() {
const rfa::common::RFA_String &contextName = rfa::common::Context::getName();
rfa::logger::ApplicationLogger *pLogger = NULL;
rfa::logger::ComponentLogger *pComponentLogger = NULL;
try {
if(_debug)
cout << "[Pyrfa::acquireLogger] Acquiring a logger on context: " << contextName.c_str() << endl;
pLogger = rfa::logger::ApplicationLogger::acquire(contextName);
// Implementation of LogMsgMap for using log internal strings (no *.mc files)
LogMsgMapImpl *pLogMsgMap = new LogMsgMapImpl();
pComponentLogger = pLogger->createComponentLogger("Pyrfa", pLogMsgMap);
} catch (rfa::common::Exception& e) {
checkException(e);
}
if (!pLogger) {
_log = "[Pyrfa::acquireLogger] Unable to acquire application logger. Terminating ... ";
pComponentLogger->log(LM_GENERIC_ONE,rfa::common::Error, _log.c_str());
exit(-2);
}
if(_debug) {
_log = "[Pyrfa::acquireLogger] Got a logger named: " + contextName;
pComponentLogger->log(LM_GENERIC_ONE,rfa::common::Information, _log.c_str());
}
_pLogger = pLogger;
_pComponentLogger = pComponentLogger;
_pLoggerClient = new AppLoggerClient(_pLogger, _pLoggerEventQueue);
_pLoggerClient->setDebugMode(_debug);
}
/*
* rfa session layer
*/
void Pyrfa::acquireSession(object const &argv) {
#if PY_MAJOR_VERSION >= 3
const char* sessionName = extract<const char*>(argv);
#else
const char* sessionName = extract<const char*>(str(argv).encode("utf-8"));
#endif
// automatically create event queue and logger
if(!_pEventQueue)
createEventQueue();
if(!_pLogger)
acquireLogger();
try {
rfa::sessionLayer::Session * pSession = rfa::sessionLayer::Session::acquire(sessionName);
_ASSERTE (pSession);
_pSession = pSession;
if(_debug) {
cout << "[Pyrfa::acquireSession] Session acquired" << endl;
}
} catch (rfa::common::Exception& e) {
checkException(e);
}
}
void Pyrfa::createOMMConsumer() {
try {
//create OMMConsumer
_pOMMConsumer = _pSession->createOMMConsumer("OMMConsumer");
assert(_pOMMConsumer);
// register for ConnectionEvents
rfa::sessionLayer::OMMConnectionIntSpec connIntSpec;
_pConnHandle = _pOMMConsumer->registerClient(_pEventQueue, &connIntSpec, *this);
assert(_pConnHandle);
rfa::sessionLayer::OMMErrorIntSpec intErrSpec;
_pErrHandle = _pOMMConsumer->registerClient(_pEventQueue, &intErrSpec, *this);
if(_debug) {
_log ="[Pyrfa::createOMMConsumer] Create an OMM consumer client";
_logInfo(_log.c_str());
}
} catch (rfa::common::Exception& e) {
checkException(e);
}
}
void Pyrfa::createOMMProvider() {
try {
// Lookup for ServiceName, VendorName in configDb for current session
rfa::common::RFA_String fullname;
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\ServiceName";
_serviceName = _pConfigDb->getConfigDb( fullname ).c_str();
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\VendorName";
_vendorName = _pConfigDb->getConfigDb( fullname ).c_str();
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\connectionType";
_connectionType = _pConfigDb->getConfigDb( fullname ).c_str();
//create OMMProvider
_pOMMProvider = _pSession->createOMMProvider("OMMProvider", true);
rfa::sessionLayer::OMMConnectionIntSpec connIntSpec;
_pConnHandle = _pOMMProvider->registerClient(_pEventQueue, &connIntSpec, *this);
assert(_pConnHandle);
if (_connectionType == "RSSL_PROV") {
//Register for Listener Connection events (these are event related to the server listening port)
rfa::sessionLayer::OMMListenerConnectionIntSpec listConnIntSpec;
_pListConnHandle = _pOMMProvider->registerClient(_pEventQueue, &listConnIntSpec, *this);
assert(_pListConnHandle);
//Register to receive new client session connection events
rfa::sessionLayer::OMMClientSessionListenerIntSpec clientSessListIntSpec;
_pClientSessListHandle = _pOMMProvider->registerClient(_pEventQueue, &clientSessListIntSpec, *this);
assert(_pClientSessListHandle);
}
// Register for Cmd Error events (These events are sent back if the submit() call fails)
rfa::sessionLayer::OMMErrorIntSpec intErrSpec;
_pErrHandle = _pOMMProvider->registerClient(_pEventQueue, &intErrSpec, *this);
if(_debug) {
_log ="[Pyrfa::createOMMProvider] Create an OMM provider client";
_logInfo(_log.c_str());
}
} catch (rfa::common::Exception& e) {
checkException(e);
}
}
void Pyrfa::login(object const &argv1=object(), object const &argv2=object(), object const &argv3=object(), object const &argv4=object()) {
if (_connectionType == "RSSL_PROV") {
_logError("[Pyrfa::login] OMM interactive provider login request is not applicable. Skipped.");
return;
}
if (_pLoginHandler)
return;
if( argv1 != object()) {
#if PY_MAJOR_VERSION >= 3
_userName = extract<string>(argv1);
#else
_userName = extract<string>(str(argv1).encode("utf-8"));
#endif
}
std::string instance = "";
if (argv2 != object()) {
#if PY_MAJOR_VERSION >= 3
instance = extract<string>(argv2);
#else
instance = extract<string>(str(argv2).encode("utf-8"));
#endif
}
std::string appid = "";
if (argv3 != object()) {
#if PY_MAJOR_VERSION >= 3
appid = extract<string>(argv3);
#else
appid = extract<string>(str(argv3).encode("utf-8"));
#endif
}
std::string pos = "";
if (argv4 != object()) {
#if PY_MAJOR_VERSION >= 3
pos = extract<string>(argv4);
#else
pos = extract<string>(str(argv4).encode("utf-8"));
#endif
}
// Lookup for UserName, InstanceId, ApplicationId in configDb for current session
rfa::common::RFA_String fullname;
if(_userName.empty()) {
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\UserName";
_userName = _pConfigDb->getConfigDb( fullname ).c_str();
}
if (instance.empty()) {
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\InstanceId";
instance = _pConfigDb->getConfigDb( fullname ).c_str();
}
if (appid.empty()) {
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\ApplicationId";
appid = _pConfigDb->getConfigDb( fullname ).c_str();
if (appid.empty())
appid = "256";
}
if (pos.empty()) {
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\Position";
pos = _pConfigDb->getConfigDb( fullname ).c_str();
}
if(_pOMMConsumer) {
_pLoginHandler = new LoginHandler(_pOMMConsumer, *_pEventQueue, *this, *_pComponentLogger);
} else if(_pOMMProvider) {
_pLoginHandler = new LoginHandler(_pOMMProvider, *_pEventQueue, *this, *_pComponentLogger);
}
_pLoginHandler->sendRequest(_userName, instance, appid, pos);
// NOTE: OMM Provider doesn't need a valid login at the moment. This will be changed in future version of RMDS (ADS)
if(_pOMMProvider) {
_logWarning("[Pyrfa::login] OMM Provider doesn't need a valid login. (NOTE: this may change this in the future)");
exec("time.sleep(1)");
return;
}
// wait for login status
int maxTry = 10;
for(int ii=0; ii < maxTry; ii++) {
exec("time.sleep(.5)");
dispatchEventQueue(0);
if(_pLoginHandler->receivedLoginStatus())
break;
}
if(!_isConnectionUp && !_pLoginHandler->isLoggedIn()) {
_logError("[Pyrfa::login] Connection is down. Check ServerList in config file.");
}
if(!_pLoginHandler->receivedLoginStatus()) {
_logError("[Pyrfa::login] Login status has not been received.");
}
if(!_pLoginHandler->isLoggedIn()) {
_log = "[Pyrfa::login] Login failed. Please check data permission. (username: ";
_log.append(_userName.c_str());
_log.append(")");
_logError(_log.c_str());
//cleanUp();
//exit(1);
throw py_error(_log.c_str());
} else {
_log = "[Pyrfa::login] Login successful. (username: ";
_log.append(_userName.c_str());
_log.append(")");
_logInfo(_log.c_str());
}
dispatchEventQueue(0);
}
bool Pyrfa::isLoggedIn() const {
if(_pLoginHandler != NULL) {
return _pLoginHandler->isLoggedIn();
} else {
return false;
}
}
boost::python::tuple Pyrfa::directoryRequest() {
if(!_pOMMConsumer)
return boost::python::tuple();
if(_debug)
_logInfo("[Pyrfa::directoryRequest] Directory request... ");
rfa::common::RFA_String fullname;
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\ServiceName";
_serviceName = _pConfigDb->getConfigDb( fullname ).c_str();
_pDirectoryHandler = new DirectoryHandler(_pOMMConsumer, *_pEventQueue, *this, _serviceName, *_pComponentLogger);
_pDirectoryHandler->setDebugMode(_debug);
_pDirectoryHandler->sendRequest();
exec("time.sleep(0.5)");
_directory = boost::python::tuple();
_directory = dispatchEventQueue(0);
return _directory;
}
void Pyrfa::dictionaryRequest() {
rfa::common::RFA_String downloadDataDict = "true";
rfa::common::RFA_String dumpDataDict = "false";
rfa::common::RFA_String fullname;
// Lookup for UserName in configDb for current session
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\downloadDataDict";
downloadDataDict = _pConfigDb->getConfigDb( fullname );
if (downloadDataDict.empty())
downloadDataDict = "true";
if (downloadDataDict == "true") {
// dumpDataDict = true or false
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\dumpDataDict";
dumpDataDict = _pConfigDb->getConfigDb( fullname );
if (dumpDataDict.empty())
dumpDataDict = "false";
} else {
// fieldDictionaryFilename
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\fieldDictionaryFilename";
_fieldDictionaryFilename = _pConfigDb->getConfigDb( fullname );
// enumTypeFilename
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\enumTypeFilename";
_enumTypeFilename = _pConfigDb->getConfigDb( fullname );
// Try dictionaries from package directory
if (_fieldDictionaryFilename.empty() || _enumTypeFilename.empty()) {
object module = import("pyrfa");
rfa::common::RFA_String path(extract<const char*>(module.attr("__path__")[0]));
if (_fieldDictionaryFilename.empty())
_fieldDictionaryFilename = path + "/RDMFieldDictionary";
if (_enumTypeFilename.empty())
_enumTypeFilename = path + "/enumtype.def";
}
}
/*
* Request dictionary
* from P2PS aka network dictionary
* or use local dictionary
*/
if(!_pOMMConsumer && !_pOMMProvider) {
_logError("[Pyrfa::dictionaryRequest] ERROR. No OMMconsumer or OMMprovider created.");
return;
}
if (_connectionType == "RSSL_PROV" && downloadDataDict == "true") {
_logError("[Pyrfa::dictionaryRequest] ERROR. OMMInteractiveProvider not able to download network dictionary. Use local only.");
return;
}
rfa::common::UInt32 dictTraceLevel = 0;
if (_fieldDictionaryFilename.length() && _enumTypeFilename.length()) {
if(_debug) {
_log = "[Pyrfa::dictionaryRequest] Using local dictionary from ";
_log.append(_fieldDictionaryFilename);
_log.append(" and ");
_log.append(_enumTypeFilename);
_logInfo(_log.c_str());
}
_pDictionaryHandler = new DictionaryHandler(_fieldDictionaryFilename.c_str(), _enumTypeFilename.c_str(), *_pComponentLogger);
_pDictionaryHandler->setDebugMode(_debug);
} else {
if(_debug)
_logInfo("[Pyrfa::dictionaryRequest] Downloading data dictionary from server... ");
if(dumpDataDict == "true") {
/*
* RDMDict::Trace = 0x03; // dump dictionary version
* RDMDict::Trace = 0x30; // dump dictionary to screen
* RDMDict::Trace = 0x20; // dump fieldDictionary
* RDMDict::Trace = 0x10; // dump enumTypedef
*/
dictTraceLevel = 0x33;
}
_pDictionaryHandler = new DictionaryHandler(_pOMMConsumer, _pEventQueue, this, _serviceName, dictTraceLevel, *_pComponentLogger);
_pDictionaryHandler->setDebugMode(_debug);
if(_pDirectoryHandler == NULL) {
_logError("[Pyrfa::dictionaryRequest] ERROR. Using network dict. Must invoke Directory request first!!");
return;
}
// if _serviceName is up then send dictionary request
if(_pDirectoryHandler->isServiceUp()) {
if (!_pDictionaryHandler->isAvailable())
_pDictionaryHandler->sendRequest();
} else {
_log = "[Pyrfa::dictionaryRequest] ERROR. This service is down: ";
_log.append(_serviceName.c_str());
_logError(_log.c_str());
}
}
assert(_pDictionaryHandler);
// wait until dictionary (field dic and enum type) are completely received
while (!isDictionaryRefreshComplete() && (downloadDataDict == "true")) {
dispatchEventQueue(0);
}
dispatchEventQueue(0);
}
bool Pyrfa::isNetworkDictionaryAvailable() const {
if(!_pDictionaryHandler)
return false;
return _pDictionaryHandler->isAvailable();
}
bool Pyrfa::isDictionaryRefreshComplete() const {
if(_pDictionaryHandler != NULL) {
return _pDictionaryHandler->isDictionaryRefreshComplete();
} else {
return true;
}
}
bool Pyrfa::isSymbolListRefreshComplete() const {
if(_pSymbolListHandler != NULL) {
return _pSymbolListHandler->isSymbolListRefreshComplete();
} else {
return true;
}
}
bool Pyrfa::isTimeSeriesParseComplete() const {
if(_pTimeSeriesHandler != NULL) {
return _pTimeSeriesHandler->isTimeSeriesParseComplete();
} else {
return true;
}
}
bool Pyrfa::isHistoryRefreshComplete() const {
if(_pHistoryHandler != NULL) {
return _pHistoryHandler->isHistoryRefreshComplete();
} else {
return true;
}
}
bool Pyrfa::isConnectionUp() const {
return _isConnectionUp;
}
void Pyrfa::symbolListRequest(object const &argv=object()) {
if(!_pOMMConsumer)
return;
if(_pDictionaryHandler == NULL || _pDirectoryHandler == NULL) {
_logError("[Pyrfa::symbolListRequest] ERROR. Must invoke Directory/Dictionary requests first!!");
return;
}
std::string itemName = "";
if(argv != object()) {
#if PY_MAJOR_VERSION >= 3
itemName = extract<string>(argv);
#else
itemName = extract<string>(str(argv).encode("utf-8"));
#endif
}
rfa::common::RFA_String fullname;
if(_pSymbolListHandler == NULL) {
_pSymbolListHandler = new SymbolListHandler(_pOMMConsumer, *_pEventQueue, *this, _serviceName, _pDictionaryHandler->getDictionary(), *_pComponentLogger);
_pSymbolListHandler->setDebugMode(_debug);
}
if(_pDirectoryHandler->isServiceUp()) {
if(itemName == "") {
// Lookup for symbolList in configDb for current session
fullname = "Default\\Sessions\\" + _pSession->getName() + "\\connectionList";
fullname = "Default\\Connections\\" + _pConfigDb->getConfigDb( fullname ) + "\\symbolList";
itemName = _pConfigDb->getConfigDb( fullname ).c_str();
}
if(_debug) {
_log = "[Pyrfa::symbolListRequest] SymbolList request for: ";
_log.append(itemName.c_str());
_logInfo(_log.c_str());
}
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pSymbolListHandler->sendRequest(itemList[i]);
}
_isSymbolListAvailable = true;
} else {
_log = "[Pyrfa::symbolListRequest] ERROR. This service is down: ";
_log.append(_serviceName.c_str());
_logError(_log.c_str());
_isSymbolListAvailable = false;
}
}
std::string Pyrfa::getSymbolList(object const &argv) {
std::string symbolListname = "";
if(argv != object()) {
#if PY_MAJOR_VERSION >= 3
symbolListname = extract<string>(argv);
#else
symbolListname = extract<string>(str(argv).encode("utf-8"));
#endif
}
vector<string> itemList;
boost::split(itemList, symbolListname, boost::is_any_of(","));
_symbolList.clear();
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
symbolListRequest(str(itemList[i]));
while (!isSymbolListRefreshComplete()) {
dispatchEventQueue(0);
}
symbolListCloseRequest(str(itemList[i]));
if(_isSymbolListAvailable) {
if(!_pSymbolListHandler)
return "";
const std::list<std::string> *symbolList;
symbolList = _pSymbolListHandler->getSymbolList();
if(symbolList->size() > 0) {
for(std::list<std::string>::const_iterator i=symbolList->begin(); (i != symbolList->end()); ++i) {
_symbolList.append(*i);
_symbolList.append(" ");
}
} else {
if(_debug) {
_log = "[Pyrfa::getSymbolList] SymbolList returned empty for: ";
_log.append(itemList[i].c_str());
_logInfo(_log.c_str());
}
}
}
}
return _symbolList;
}
void Pyrfa::symbolListCloseRequest(object const &argv) {
if(_pSymbolListHandler == NULL)
return;
#if PY_MAJOR_VERSION >= 3
std::string symbolListNames = extract<string>(argv);
#else
std::string symbolListNames = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, symbolListNames, boost::is_any_of(","));
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pSymbolListHandler->closeRequest(itemList[i]);
}
}
void Pyrfa::symbolListCloseAllRequest() {
if(!_pSymbolListHandler)
_pSymbolListHandler->closeAllRequest();
}
std::string Pyrfa::getSymbolListWatchList() {
if(!_pSymbolListHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pSymbolListHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a Tcl list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
std::string Pyrfa::getMarketPriceWatchList() {
if(!_pMarketPriceHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pMarketPriceHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
std::string Pyrfa::getMarketByOrderWatchList() {
if(!_pMarketByOrderHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pMarketByOrderHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a Tcl list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
std::string Pyrfa::getMarketByPriceWatchList() {
if(!_pMarketByPriceHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pMarketByPriceHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a Tcl list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
std::string Pyrfa::getTimeSeriesWatchList() {
if(!_pTimeSeriesHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pTimeSeriesHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a Tcl list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
std::string Pyrfa::getHistoryWatchList() {
if(!_pHistoryHandler)
return "";
_watchList.clear();
std::map<rfa::common::Handle*,std::string> watchList;
watchList = _pHistoryHandler->getWatchList();
std::map<rfa::common::Handle*,std::string>::iterator it = watchList.begin();
for(it = watchList.begin(); it != watchList.end(); it++) {
// serialize into a list
_watchList.append(it->second);
_watchList.append(" ");
}
return _watchList;
}
void Pyrfa::marketByPriceRequest(object const &argv) {
if(!_pOMMConsumer)
return;
if(_pMarketByPriceHandler == NULL) {
_pMarketByPriceHandler = new MarketByPriceHandler(_pOMMConsumer, *_pEventQueue, *this, _serviceName, _pDictionaryHandler->getDictionary(), *_pComponentLogger);
_pMarketByPriceHandler->setDebugMode(_debug);
if(_debug) {
_log = "[Pyrfa::marketByPriceRequest] Subscribe to a service: ";
_log.append(_serviceName.c_str());
_logInfo(_log.c_str());
}
}
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
if (_pDictionaryHandler->isAvailable() && _pLoginHandler->isLoggedIn()) {
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
if(_interactionType == rfa::message::ReqMsg::InitialImageFlag)
_pMarketByPriceHandler->closeRequest(itemList[i]);
_pMarketByPriceHandler->sendRequest(itemList[i], _interactionType);
}
} else {
_logError("[Pyrfa::marketByPriceRequest] Dictionary not made available or user not logged in");
}
}
void Pyrfa::marketByPriceCloseRequest(object const &argv) {
if(!_pMarketByPriceHandler)
return;
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pMarketByPriceHandler->closeRequest(itemList[i]);
}
}
void Pyrfa::marketByPriceCloseAllRequest() {
if(_pMarketByPriceHandler)
_pMarketByPriceHandler->closeAllRequest();
}
void Pyrfa::marketPriceRequest(object const &argv) {
if(!_pOMMConsumer)
return;
if(_pMarketPriceHandler == NULL) {
_pMarketPriceHandler = new MarketPriceHandler(_pOMMConsumer, *_pEventQueue, *this, _serviceName, _pDictionaryHandler->getDictionary(), *_pComponentLogger);
_pMarketPriceHandler->setDebugMode(_debug);
if(_debug) {
_log = "[Pyrfa::marketPriceRequest] Subscribe to a service: ";
_log.append(_serviceName.c_str());
_logInfo(_log.c_str());
}
}
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
if (_pDictionaryHandler->isAvailable() && _pLoginHandler->isLoggedIn()) {
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
if(_interactionType == rfa::message::ReqMsg::InitialImageFlag)
_pMarketPriceHandler->closeRequest(itemList[i]);
_pMarketPriceHandler->sendRequest(itemList[i], _viewFIDs, _interactionType);
}
} else {
_logError("[Pyrfa::marketPriceRequest] Dictionary not made available or user not logged in");
}
}
void Pyrfa::marketPriceCloseRequest(object const &argv) {
if(!_pMarketPriceHandler)
return;
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pMarketPriceHandler->closeRequest(itemList[i]);
}
}
void Pyrfa::marketPriceCloseAllRequest() {
if(_pMarketPriceHandler)
_pMarketPriceHandler->closeAllRequest();
}
void Pyrfa::marketPricePause(object const &argv) {
if(!_pOMMConsumer || !_pMarketPriceHandler)
return;
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
if (_pDictionaryHandler->isAvailable() && _pLoginHandler->isLoggedIn()) {
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pMarketPriceHandler->sendRequest(itemList[i], "", rfa::message::ReqMsg::PauseFlag);
}
} else {
_logError("[Pyrfa::marketPricePause] Dictionary not made available or user not logged in");
}
if(_debug) {
_log = "[Pyrfa::marketPricePause] Pause subscription to: ";
_log.append(itemName.c_str());
_logInfo(_log.c_str());
}
}
void Pyrfa::marketPriceResume(object const &argv) {
if(!_pOMMConsumer || !_pMarketPriceHandler)
return;
#if PY_MAJOR_VERSION >= 3
std::string itemName = extract<string>(argv);
#else
std::string itemName = extract<string>(str(argv).encode("utf-8"));
#endif
vector<string> itemList;
boost::split(itemList, itemName, boost::is_any_of(","));
if (_pDictionaryHandler->isAvailable() && _pLoginHandler->isLoggedIn()) {
for(size_t i = 0; i < itemList.size(); i++) {
boost::trim(itemList[i]);
if(itemList[i].empty())
continue;
_pMarketPriceHandler->sendRequest(itemList[i], _viewFIDs, rfa::message::ReqMsg::InterestAfterRefreshFlag);
}
} else {