Adjust to libatrade-0.10

src/ATrade/Driver/Real/BrokerClientThread.hs

@@ -1,4 +1,5 @@
 {-# LANGUAGE OverloadedStrings #-}
+{-# LANGUAGE TupleSections     #-}
 
 module ATrade.Driver.Real.BrokerClientThread (
   startBrokerClientThread,
@@ -27,12 +28,13 @@ import           Data.Time.Clock
 import           System.Log.Logger
 import           System.ZMQ4                    hiding (Event)
 
-data BrokerCommand = BrokerSubmitOrder Order | BrokerCancelOrder Integer | BrokerRequestNotifications
+data BrokerCommand = BrokerSubmitOrder Order | BrokerCancelOrder Integer | BrokerRequestNotifications | BrokerHandleNotification Notification
 
-
+startBrokerClientThread :: T.Text -> Context -> T.Text -> T.Text -> BoundedChan BrokerCommand -> BoundedChan Event -> MVar a -> IO ThreadId
-startBrokerClientThread :: T.Text -> Context -> T.Text -> BoundedChan BrokerCommand -> BoundedChan Event -> MVar a -> IO ThreadId
+startBrokerClientThread instId ctx brEp notifEp ordersChan eventChan shutdownVar = do
-startBrokerClientThread instId ctx brEp ordersChan eventChan shutdownVar = forkIO $ whileM_ (isNothing <$> tryReadMVar shutdownVar) $
+  let callback = writeChan ordersChan . BrokerHandleNotification
-  bracket (startBrokerClient (encodeUtf8 instId) ctx brEp defaultClientSecurityParams)
+  forkIO $ whileM_ (isNothing <$> tryReadMVar shutdownVar) $
+    bracket (startBrokerClient (encodeUtf8 instId) ctx brEp notifEp [callback] defaultClientSecurityParams)
       (\bro -> do
         stopBrokerClient bro
         debugM "Strategy" "Broker client: stop")
@@ -41,15 +43,16 @@ startBrokerClientThread instId ctx brEp ordersChan eventChan shutdownVar = forkI
         throwIO e) $ do
           now <- getCurrentTime
           lastNotificationTime <- newIORef now
+          lastKnownSqnum <- newIORef 0
           whileM_ (andM [notTimeout lastNotificationTime, isNothing <$> tryReadMVar shutdownVar]) $ do
             brokerCommand <- readChan ordersChan
             case brokerCommand of
               BrokerSubmitOrder order -> do
                 debugM "Strategy" $ "Submitting order: " ++ show order
-              maybeOid <- submitOrder bs order
+                result <- submitOrder bs order
                 debugM "Strategy" "Order submitted"
-              case maybeOid of
+                case result of
-                Right oid -> writeChan eventChan (OrderSubmitted order { orderId = oid })
+                  Right _ -> debugM "Strategy" $ "Order submitted: " ++ show (orderId order)
                   Left errmsg -> debugM "Strategy" $ T.unpack $ "Error: " `T.append` errmsg
               BrokerCancelOrder oid -> do
                 debugM "Strategy" $ "Cancelling order: " ++ show oid
@@ -63,8 +66,17 @@ startBrokerClientThread instId ctx brEp ordersChan eventChan shutdownVar = forkI
                   case maybeNs of
                     Left errmsg -> debugM "Strategy" $ T.unpack $ "Error: " `T.append` errmsg
                     Right ns -> do
-                    mapM_ (sendNotification eventChan) ns
+                      mapM_ (\n -> do
-                    getCurrentTime >>= (writeIORef lastNotificationTime)
+                                prevSqnum <- atomicModifyIORef lastKnownSqnum (\s -> (getNotificationSqnum n, s))
+                                when (prevSqnum + 1 < getNotificationSqnum n) $
+                                  warningM "Strategy" $ "Sqnum jump: " ++ show prevSqnum ++ "->" ++ show (getNotificationSqnum n)
+                                sendNotification eventChan n) ns
+                      getCurrentTime >>= writeIORef lastNotificationTime
+              BrokerHandleNotification notification -> do
+                sendNotification eventChan n
+                prevSqnum <- atomicModifyIORef lastKnownSqnum (\s -> (getNotificationSqnum n, s))
+
+                undefined
           nTimeout <- notTimeout lastNotificationTime
           shouldShutdown <- isNothing <$> tryReadMVar shutdownVar
           debugM "Strategy" $ "Broker loop end: " ++ show nTimeout ++ "/" ++ show shouldShutdown)
@@ -78,5 +90,5 @@ notTimeout ts = do
 sendNotification :: BoundedChan Event -> Notification -> IO ()
 sendNotification eventChan notification =
   writeChan eventChan $ case notification of
-    OrderNotification oid state -> OrderUpdate oid state
+    OrderNotification sqnum oid state -> OrderUpdate oid state
-    TradeNotification trade     -> NewTrade trade
+    TradeNotification sqnum trade     -> NewTrade trade