ATrade-QUIK connector
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{-# LANGUAGE OverloadedStrings #-}
module Main where
import System.IO
import QuoteSource.DataImport
import Control.Concurrent hiding (readChan)
import Control.Monad
import Control.Exception
import Control.Monad.IO.Class
import Data.IORef
import Graphics.UI.Gtk hiding (Action, backspace)
import Control.Concurrent.BoundedChan
import Control.Concurrent.STM
import Control.Concurrent.STM.TBQueue
import ATrade.Types
import QuoteSource.TableParsers.AllParamsTableParser
import QuoteSource.TableParser
import ATrade.QuoteSource.Server
import ATrade.Broker.Server
import ATrade.Broker.Protocol
import Broker.PaperBroker
import Broker.QuikBroker
import System.Log.Logger
import System.Log.Handler.Simple
import System.Log.Handler (setFormatter)
import System.Log.Formatter
import System.ZMQ4
import Data.Aeson
import Data.Aeson.Types
import qualified Data.ByteString.Lazy as BL
import qualified Data.HashMap.Strict as HM
import qualified Data.Vector as V
import qualified Data.Text as T
import Control.Monad.Trans.Except
import Broker.QuikBroker.Trans2QuikApi
data TableConfig = TableConfig {
parserId :: String,
tableName :: String,
tableParams :: Value
} deriving (Show)
data Config = Config {
quotesourceEndpoint :: String,
brokerserverEndpoint :: String,
tables :: [TableConfig],
quikPath :: String,
dllPath :: String,
quikAccounts :: [T.Text],
tradeSink :: T.Text
} deriving (Show)
readConfig :: String -> IO Config
readConfig fname = do
content <- BL.readFile fname
case decode content >>= parseMaybe parseConfig of
Just config -> return config
Nothing -> error "Unable to load config"
parseConfig :: Value -> Parser Config
parseConfig = withObject "object" $ \obj -> do
qse <- obj .: "quotesource-endpoint"
bse <- obj .: "brokerserver-endpoint"
rt <- case HM.lookup "tables" obj of
Just v -> parseTables v
Nothing -> fail "Expected tables array"
qp <- obj .: "quik-path"
dp <- obj .: "dll-path"
trsink <- obj .: "trade-sink"
accs <- V.toList <$> obj .: "accounts"
return Config { quotesourceEndpoint = qse,
brokerserverEndpoint = bse,
tables = rt,
quikPath = qp,
dllPath = dp,
quikAccounts = fmap T.pack accs,
tradeSink = trsink }
where
parseTables :: Value -> Parser [TableConfig]
parseTables = withArray "array" $ \arr -> mapM parseTableConfig (V.toList arr)
parseTableConfig :: Value -> Parser TableConfig
parseTableConfig = withObject "object" $ \obj -> do
pid <- obj .: "parser-id"
tn <- obj .: "table-name"
params <- case HM.lookup "params" obj of
Just x -> return x
Nothing -> return $ Object HM.empty
return TableConfig {
parserId = pid,
tableName = tn,
tableParams = params }
forkBoundedChan :: Int -> TBQueue Tick -> IO (ThreadId, TBQueue Tick, TBQueue QuoteSourceServerData)
forkBoundedChan size source = do
sink <- atomically $ newTBQueue size
sinkQss <- atomically $ newTBQueue size
tid <- forkIO $ forever $ do
v <- atomically $ readTBQueue source
atomically $ do
writeTBQueue sink v
writeTBQueue sinkQss (QSSTick v)
return (tid, sink, sinkQss)
initLogging = do
handler <- streamHandler stderr DEBUG >>=
(\x -> return $
setFormatter x (simpleLogFormatter "$utcTime\t {$loggername} <$prio> -> $msg"))
hSetBuffering stderr LineBuffering
updateGlobalLogger rootLoggerName (setLevel DEBUG)
updateGlobalLogger rootLoggerName (setHandlers [handler])
main :: IO ()
main = do
initLogging
infoM "main" "Loading config"
config <- readConfig "quik-connector.config.json"
infoM "main" "Config loaded"
chan <- atomically $ newTBQueue 1000
infoM "main" "Starting data import server"
dis <- initDataImportServer [MkTableParser $ mkAllParamsTableParser "allparams"] chan "atrade"
(forkId, c1, c2) <- forkBoundedChan 1000 chan
broker <- mkPaperBroker c1 1000000 ["demo"]
eitherBrokerQ <- runExceptT $ mkQuikBroker (dllPath config) (quikPath config) (quikAccounts config)
case eitherBrokerQ of
Left errmsg -> warningM "main" $ "Can't load quik broker: " ++ T.unpack errmsg
Right brokerQ ->
withContext (\ctx ->
bracket (startQuoteSourceServer c2 ctx (T.pack $ quotesourceEndpoint config)) stopQuoteSourceServer (\qsServer -> do
bracket (startBrokerServer [broker, brokerQ] ctx (T.pack $ brokerserverEndpoint config) (tradeSink config)) stopBrokerServer (\broServer -> do
void initGUI
window <- windowNew
window `on` deleteEvent $ do
liftIO mainQuit
return False
widgetShowAll window
mainGUI)
infoM "main" "BRS down")
)
killThread forkId
infoM "main" "Main thread done"