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QuoteSourceThread: request both ticks and bars

master
Denis Tereshkin 7 years ago
parent
commit
a1322161a5
  1. 22
      src/ATrade/Driver/Real/QuoteSourceThread.hs

22
src/ATrade/Driver/Real/QuoteSourceThread.hs

@ -13,6 +13,7 @@ import ATrade.RoboCom.Types @@ -13,6 +13,7 @@ import ATrade.RoboCom.Types
import ATrade.Types
import Data.IORef
import Data.Maybe
import qualified Data.Text as T
import Control.Concurrent hiding (readChan, writeChan,
@ -36,21 +37,20 @@ startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTim @@ -36,21 +37,20 @@ startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTim
case qdata of
QDTick tick -> when (goodTick tick) $ do
writeChan eventChan (NewTick tick)
aggValue <- readIORef agg
case handleTick tick aggValue of
(Just bar, !newAggValue) -> writeChan eventChan (NewBar bar) >> writeIORef agg newAggValue
(Nothing, !newAggValue) -> writeIORef agg newAggValue
when (isNothing maybeSourceTimeframe) $ do
aggValue <- readIORef agg
case handleTick tick aggValue of
(Just bar, !newAggValue) -> writeChan eventChan (NewBar bar) >> writeIORef agg newAggValue
(Nothing, !newAggValue) -> writeIORef agg newAggValue
QDBar (_, bar) -> do
aggValue <- readIORef agg
case handleBar bar aggValue of
(Just bar', !newAggValue) -> writeChan eventChan (NewBar bar') >> writeIORef agg newAggValue
(Nothing, !newAggValue) -> writeIORef agg newAggValue)
when (isJust maybeSourceTimeframe) $ do
case handleBar bar aggValue of
(Just bar', !newAggValue) -> writeChan eventChan (NewBar bar') >> writeIORef agg newAggValue
(Nothing, !newAggValue) -> writeIORef agg newAggValue)
where
goodTick tick = tickFilter tick &&
(datatype tick /= LastTradePrice || (datatype tick == LastTradePrice && volume tick > 0))
tickersList' = fmap code . (tickers . strategyInstanceParams) $ strategy
tickersList = case maybeSourceTimeframe of
Just tf -> fmap (\x -> T.append x (T.pack $ ":" ++ show tf ++ ";")) tickersList'
_ -> tickersList'
tickersList = fmap code . (tickers . strategyInstanceParams) $ strategy

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