/* * 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.Collections.Generic; using System.IO; using QuantConnect.Interfaces; namespace QuantConnect.Lean.Engine.DataFeeds.Transport { /// /// Represents a stream reader capabable of downloading a remote file and then /// reading it from disk /// public class RemoteFileSubscriptionStreamReader : IStreamReader { private readonly IStreamReader _streamReader; private static IDownloadProvider _downloader; // lock for multi thread scenarios where we are sharing the same cached file private static readonly object _fileSystemLock = new object(); /// /// Gets whether or not this stream reader should be rate limited /// public bool ShouldBeRateLimited => false; /// /// Direct access to the StreamReader instance /// public StreamReader StreamReader => _streamReader.StreamReader; /// /// Initializes a new instance of the class. /// /// The used to retrieve a stream of data /// The remote url to be downloaded via web client /// The local directory and destination of the download /// Defines header values to add to the request public RemoteFileSubscriptionStreamReader(IDataCacheProvider dataCacheProvider, string source, string downloadDirectory, IEnumerable> headers) { // don't use cache if data is ephemeral // will be false for live history requests and live subscriptions var useCache = !dataCacheProvider.IsDataEphemeral; // create a hash for a new filename var filename = (useCache ? source.ToMD5() : Guid.NewGuid().ToString()) + source.GetExtension(); var destination = Path.Combine(downloadDirectory, filename); string contents = null; if (useCache) { lock (_fileSystemLock) { if (!File.Exists(destination)) { contents = _downloader.Download(source, headers, null, null); File.WriteAllText(destination, contents); } } } else { contents = _downloader.Download(source, headers, null, null); File.WriteAllText(destination, contents); } if (contents != null) { // Send the file to the dataCacheProvider so it is available when the streamReader asks for it dataCacheProvider.Store(destination, System.Text.Encoding.UTF8.GetBytes(contents)); } // now we can just use the local file reader _streamReader = new LocalFileSubscriptionStreamReader(dataCacheProvider, destination); } /// /// Gets /// public SubscriptionTransportMedium TransportMedium { get { return SubscriptionTransportMedium.RemoteFile; } } /// /// Gets whether or not there's more data to be read in the stream /// public bool EndOfStream { get { return _streamReader.EndOfStream; } } /// /// Gets the next line/batch of content from the stream /// public string ReadLine() { return _streamReader.ReadLine(); } /// /// Disposes of the stream /// public void Dispose() { _streamReader.Dispose(); } /// /// Save reference to the download system. /// /// Downloader provider for the remote file fetching. public static void SetDownloadProvider(IDownloadProvider downloader) { _downloader = downloader; } } }