vk37
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Date: 4/3/2014
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Версия 4.2.2.25. Код для тестирования. Code
namespace IQFeedGetCanglesDemo
{
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
using StockSharp.BusinessEntities;
using StockSharp.IQFeed;
using StockSharp.Logging;
using StockSharp.Messages;
class Program
{
static void Main(string[] args)
{
var connector = new IQFeedTrader();
var logManager = new LogManager
{
Application = {LogLevel = LogLevels.Debug}
};
logManager.Listeners.Add(new FileLogListener("Log.txt"));
logManager.Listeners.Add(new ConsoleLogListener());
logManager.Sources.Add(connector);
var foundSecurities = new List<Security>();
connector.NewSecurities += securities =>
{
foreach (var security in securities)
{
connector.AddInfoLog(() => string.Format("{0}", security));
foundSecurities.Add(security);
}
};
if (WaitHelper.Failed(connector.Connect, TimeSpan.FromSeconds(30), () => connector.ConnectionState == ConnectionStates.Connected))
throw new TimeoutException("Подключение не выполнено в заданный отрезок времени");
if (WaitHelper.Failed(connector.StartExport, TimeSpan.FromSeconds(30), () => connector.ExportState == ConnectionStates.Connected))
throw new TimeoutException("Запуск экспорта не выполнен в заданный отрезок времени");
var criteria = new Security()
{
Code = "@ES#",
Type = SecurityTypes.Future,
};
connector.LookupSecurities(criteria);
if (WaitHelper.Failed(TimeSpan.FromSeconds(30), () => foundSecurities.Count == 1))
connector.AddErrorLog(() => "Инструмент не найден в заданный отрезок времени");
var trades = connector.GetTrades(foundSecurities.First(), DateTime.Today.AddDays(-7), DateTime.Today);
if (WaitHelper.Failed(connector.StopExport, TimeSpan.FromSeconds(10), () => connector.ExportState == ConnectionStates.Disconnected))
connector.AddErrorLog(() => "Остановка экспорта не выполнена в заданный отрезок времени");
if (WaitHelper.Failed(connector.Disconnect, TimeSpan.FromSeconds(10), () => connector.ConnectionState == ConnectionStates.Disconnected))
connector.AddErrorLog(() => "Отключение не выполнено в заданный отрезок времени");
}
public static class WaitHelper
{
public static bool Failed(Action action, TimeSpan time, Func<bool> condition)
{
var task = Task.Factory.StartNew(() =>
{
if (action != null)
action.Invoke();
while (!condition.Invoke())
Thread.Sleep(50);
Thread.Sleep(500);
});
return !task.Wait(time);
}
public static bool Failed(TimeSpan time, Func<bool> condition)
{
return Failed(null, time, condition);
}
}
}
}
1. Ставлю брейкпоинт на вызов метода GetTrades 2. Останавливаю исполнение кода на этом брейкпоинте. 3. F5 для продолжения исполнения, при этом сразу после F5 отключаю питание у роутера, через который комп подключен к интернету. Полный лог приложен к сообщению. Момент разрыва и попытки восставовить подключение: Code
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,1,323800,1864.25,1864.50,9518266,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,2,323802,1864.25,1864.50,9518267,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,1,323803,1864.25,1864.50,9518268,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,2,323805,1864.25,1864.50,9518269,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,6,323811,1864.25,1864.50,9518270,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,6,323817,1864.25,1864.50,9518271,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.238,1864.25,9,323826,1864.25,1864.50,9518272,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.239,1864.25,1,323827,1864.25,1864.50,9518276,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.239,1864.25,1,323828,1864.25,1864.50,9518278,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.239,1864.25,1,323829,1864.25,1864.50,9518289,C,43,01,
2014/04/02 23:49:30.924|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.239,1864.25,1,323830,1864.25,1864.50,9518290,C,43,01,
2014/04/02 23:49:30.925|Debug |IQFeedMarketDataMessageAdapter|#85744119#,2014-03-26 09:48:42.239,1864.25,1,323831,1864.25,1864.50,9518295,C,43,01,
2014/04/02 23:49:31.631|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:31.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:31.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:32.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:39.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:40.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:41.637|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:42.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:42.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:42.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:43.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:44.638|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:45.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:46.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:46.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:47.635|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:48.638|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:49.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:50.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:51.638|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:52.631|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:52.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:53.637|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:54.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:55.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:56.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:57.637|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:49:57.637|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:58.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:49:58.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:49:59.634|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:49:59.634|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:00.635|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:01.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:01.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:02.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:02.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:02.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:03.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:03.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:03.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:03.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:04.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
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2014/04/02 23:50:04.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:05.634|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:05.634|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:06.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:06.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:06.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:07.631|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:07.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:07.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:08.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:08.633|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
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2014/04/02 23:50:09.635|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:09.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:09.636|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:10.631|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:10.631|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:10.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:10.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:11.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:11.632|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:34.509|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:34.509|Debug |IQFeedMarketDataMessageAdapter|S,SERVER RECONNECT FAILED
2014/04/02 23:50:35.506|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:50:35.506|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:51:04.786|Debug |IQFeedMarketDataMessageAdapter|S,SERVER DISCONNECTED
2014/04/02 23:51:04.786|Debug |IQFeedMarketDataMessageAdapter|E,Account not authorized for Level II,
2014/04/02 23:49:30.909|Debug |IQFeedTrader|BP:MarketDataError,T=2014.04.02 23:51:04.786,Error=Account not authorized for Level II
2014/04/02 23:51:04.786|Error |IQFeedTrader|System.InvalidOperationException: Account not authorized for Level II
2014/04/02 23:51:07.073|Debug |IQFeedMarketDataMessageAdapter|E,Account not authorized for Level II,
2014/04/02 23:51:04.786|Debug |IQFeedTrader|BP:MarketDataError,T=2014.04.02 23:51:07.073,Error=Account not authorized for Level II
2014/04/02 23:51:07.073|Error |IQFeedTrader|System.InvalidOperationException: Account not authorized for Level II
2014/04/02 23:51:07.263|Debug |IQFeedMarketDataMessageAdapter|S,KEY,99999
2014/04/02 23:51:07.263|Debug |IQFeedMarketDataMessageAdapter|S,SERVER CONNECTED
2014/04/02 23:51:07.263|Debug |IQFeedMarketDataMessageAdapter|S,IP,66.112.148.180 60004,66.112.148.216 60002,66.112.148.210 60009,66.112.148.211 60001,66.112.148.210 60005,66.112.148.212 60012,66.112.148.200 60003,66.112.148.209 60015,66.112.148.215 60050,66.112.148.211 60014,66.112.148.212 60016,66.112.148.208 60018
2014/04/02 23:51:07.263|Debug |IQFeedMarketDataMessageAdapter|S,CUST,real_time,66.112.148.112,60002,Zm8GSOSg0d,5.1.0.3,0, RUSSFL NYMEX EUREXNDX EUREX CME-LTD CBOENDX DJNDX ,,500,QT_API,,
2014/04/02 23:51:08.636|Debug |IQFeedMarketDataMessageAdapter|T,20140402 15:51:06
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2014/04/02 23:51:17.650|Debug |IQFeedMarketDataMessageAdapter|T,20140402 15:51:15
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