ATrade-QUIK connector
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{-# LANGUAGE LambdaCase #-}
{-# LANGUAGE OverloadedLabels #-}
{-# LANGUAGE OverloadedStrings #-}
module Main where
import System.IO
import ATrade.QuoteSource.Server
import ATrade.Types
import Control.Concurrent hiding (readChan,
writeChan)
import Control.Concurrent.BoundedChan
import Control.Error.Util
import Control.Exception.Safe
import Control.Monad
import Data.GI.Base
import qualified GI.Gtk as Gtk
import QuoteSource.DataImport
import QuoteSource.PipeReader
import QuoteSource.TableParser
import QuoteSource.TableParsers.AllParamsTableParser
import ATrade.Broker.Server
import ATrade.Broker.TradeSinks.ZMQTradeSink
import Broker.PaperBroker
import Broker.QuikBroker
import System.Directory
import System.Log.Formatter
import System.Log.Handler (setFormatter)
import System.Log.Handler.Simple
import System.Log.Logger
import System.Timeout
import System.ZMQ4
import System.ZMQ4.ZAP
import Data.Maybe
import qualified Data.Text as T
import Data.Version
import ATrade (libatrade_gitrev,
libatrade_version)
import Config
import TickTable (mkTickTable)
import Version
forkBoundedChan :: Int -> BoundedChan Tick -> IO (ThreadId, BoundedChan Tick, BoundedChan Tick, BoundedChan QuoteSourceServerData)
forkBoundedChan size sourceChan = do
sink1 <- newBoundedChan size
sink2 <- newBoundedChan size
sinkQss <- newBoundedChan size
tid <- forkIO $ forever $ do
v <- readChan sourceChan
writeChan sink1 v
writeChan sink2 v
writeChan sinkQss (QSSTick v)
return (tid, sink1, sink2, sinkQss)
initLogging :: IO ()
initLogging = do
handler <- streamHandler stderr DEBUG >>=
(\x -> return $
setFormatter x (simpleLogFormatter "$utcTime\t {$loggername} <$prio> -> $msg"))
fhandler <- fileHandler "quik-connector.log" DEBUG >>=
(\x -> return $
setFormatter x (simpleLogFormatter "$utcTime\t {$loggername} <$prio> -> $msg"))
hSetBuffering stderr LineBuffering
updateGlobalLogger rootLoggerName (setLevel DEBUG)
updateGlobalLogger rootLoggerName (setHandlers [handler, fhandler])
main :: IO ()
main = do
initLogging
infoM "main" $ "Starting quik-connector-" ++ T.unpack quikConnectorVersionText ++ "; libatrade-" ++ showVersion libatrade_version ++ "(" ++ libatrade_gitrev ++ ")"
infoM "main" "Loading config"
config <- readConfig "quik-connector.config.json"
infoM "main" "Config loaded"
chan <- newBoundedChan 10000
infoM "main" "Starting data import server"
_ <- initDataImportServer [MkTableParser $ mkAllParamsTableParser "allparams"] chan "atrade"
(forkId, c0, c1, c2) <- forkBoundedChan 10000 chan
withContext (\ctx -> do
tickTable <- mkTickTable c0 ctx (T.pack $ qtisEndpoint config)
brokerQ <- mkQuikBroker tickTable (dllPath config) (quikPath config) (quikAccounts config) (commissions config)
brokerP <- mkPaperBroker tickTable c1 1000000 ["demo"] (commissions config)
withZapHandler ctx (\zap -> do
zapSetWhitelist zap "global" $ whitelist config
zapSetBlacklist zap "global" $ blacklist config
case brokerClientCertificateDir config of
Just certFile -> do
certs <- loadCertificatesFromDirectory certFile
forM_ certs (\cert -> zapAddClientCertificate zap "global" cert)
Nothing -> return ()
serverCert <- case brokerServerCertPath config of
Just certFile -> do
eitherCert <- loadCertificateFromFile certFile
case eitherCert of
Left errorMessage -> do
warningM "main" $ "Unable to load server certificate: " ++ errorMessage
return Nothing
Right cert -> return $ Just cert
Nothing -> return Nothing
let serverParams = defaultServerSecurityParams { sspDomain = Just "global",
sspCertificate = serverCert }
bracket (forkIO $ pipeReaderThread ctx config c2) killThread (\_ -> do
withZMQTradeSink ctx (tradeSink config) (\zmqTradeSink -> do
withZMQTradeSink ctx (tradeSink2 config) (\zmqTradeSink2 -> do
bracket (startQuoteSourceServer c2 ctx (T.pack $ quotesourceEndpoint config) quoteSourceServerSecurityParams) stopQuoteSourceServer (\_ -> do
bracket (startBrokerServer [brokerP, brokerQ] ctx (T.pack $ brokerserverEndpoint config) [zmqTradeSink2, zmqTradeSink] serverParams) stopBrokerServer (\_ -> do
void $ Gtk.init Nothing
window <- new Gtk.Window [ #title := "Quik connector" ]
void $ on window #destroy Gtk.mainQuit
#showAll window
Gtk.main)
infoM "main" "BRS down")
debugM "main" "QS done")
debugM "main" "TGTS done")
debugM "main" "ZMQTS done")
debugM "main" "ZAP done"))
void $ timeout 1000000 $ killThread forkId
infoM "main" "Main thread done"
where
pipeReaderThread ctx config qsdataChan =
case pipeReaderQsEndpoint config of
Just qsep -> do
infoM "main" $ "QS: " ++ qsep
bracket (startPipeReader ctx (T.pack qsep) qsdataChan) stopPipeReader (\_ -> forever $ threadDelay 1000000)
_ -> return ()
quoteSourceServerSecurityParams = defaultServerSecurityParams { sspDomain = Just "global" }
loadCertificatesFromDirectory :: FilePath -> IO [CurveCertificate]
loadCertificatesFromDirectory filepath = do
files <- listDirectory filepath
catMaybes <$> forM files (\file -> hush <$> loadCertificateFromFile file)