Files
quantconnect--lean/Brokerages/WebSocketWrapper.cs
2019-06-20 13:36:25 +02:00

149 lines
4.4 KiB
C#

/*
* 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 QuantConnect.Logging;
using WebSocketSharp;
namespace QuantConnect.Brokerages
{
/// <summary>
/// Wrapper for WebSocket4Net to enhance testability
/// </summary>
public class WebSocketWrapper : IWebSocket
{
private WebSocket _wrapped;
private string _url;
/// <summary>
/// Wraps constructor
/// </summary>
/// <param name="url"></param>
public void Initialize(string url)
{
if (_wrapped != null)
{
throw new InvalidOperationException("WebSocketWrapper has already been initialized for: " + _url);
}
_url = url;
_wrapped = new WebSocket(url)
{
Log = { Output = (data, file) => { Log.Trace(data.Message); } }
};
_wrapped.OnOpen += (sender, args) => OnOpen();
_wrapped.OnMessage += (sender, args) => OnMessage(new WebSocketMessage(args.Data));
_wrapped.OnError += (sender, args) => OnError(new WebSocketError(args.Message, args.Exception));
_wrapped.OnClose += (sender, args) => OnClose();
}
/// <summary>
/// Wraps send method
/// </summary>
/// <param name="data"></param>
public void Send(string data)
{
_wrapped.Send(data);
}
/// <summary>
/// Wraps Connect method
/// </summary>
public void Connect()
{
if (!IsOpen)
{
_wrapped.Connect();
}
}
/// <summary>
/// Wraps Close method
/// </summary>
public void Close()
{
_wrapped.Close();
}
/// <summary>
/// Wraps IsAlive
/// </summary>
public bool IsOpen => _wrapped.IsAlive;
/// <summary>
/// Wraps ReadyState
/// </summary>
public WebSocketState ReadyState => _wrapped.ReadyState;
/// <summary>
/// Wraps message event
/// </summary>
public event EventHandler<WebSocketMessage> Message;
/// <summary>
/// Wraps error event
/// </summary>
public event EventHandler<WebSocketError> Error;
/// <summary>
/// Wraps open method
/// </summary>
public event EventHandler Open;
/// <summary>
/// Wraps close method
/// </summary>
public event EventHandler Closed;
/// <summary>
/// Event invocator for the <see cref="Message"/> event
/// </summary>
protected virtual void OnMessage(WebSocketMessage e)
{
//Logging.Log.Trace("WebSocketWrapper.OnMessage(): " + e.Message);
Message?.Invoke(this, e);
}
/// <summary>
/// Event invocator for the <see cref="Error"/> event
/// </summary>
/// <param name="e"></param>
protected virtual void OnError(WebSocketError e)
{
Log.Error(e.Exception, "WebSocketWrapper.OnError(): " + e.Message);
Error?.Invoke(this, e);
}
/// <summary>
/// Event invocator for the <see cref="Open"/> event
/// </summary>
protected virtual void OnOpen()
{
Log.Trace($"WebSocketWrapper.OnOpen(): Connection opened (IsOpen:{IsOpen}): {_url}");
Open?.Invoke(this, EventArgs.Empty);
}
/// <summary>
/// Event invocator for the <see cref="Close"/> event
/// </summary>
protected virtual void OnClose()
{
Log.Trace($"WebSocketWrapper.OnClose(): Connection closed (IsOpen:{IsOpen}): {_url}");
Closed?.Invoke(this, EventArgs.Empty);
}
}
}