/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; using System.Collections.Generic; using System.IO; using QuantConnect.Interfaces; using QuantConnect.Util; namespace QuantConnect.Lean.Engine.DataFeeds.Transport { /// /// Represents a stream reader capabable of downloading a remote file and then /// reading it from disk /// public class RemoteFileSubscriptionStreamReader : IStreamReader { private readonly IStreamReader _streamReader; private static IDownloadProvider _downloader; // lock for multi thread scenarios where we are sharing the same cached file private static readonly object _fileSystemLock = new object(); /// /// Gets whether or not this stream reader should be rate limited /// public bool ShouldBeRateLimited => false; /// /// Direct access to the StreamReader instance /// public StreamReader StreamReader => _streamReader.StreamReader; /// /// The local file name of the downloaded file /// public string LocalFileName { get; } /// /// Initializes a new instance of the class. /// /// The used to retrieve a stream of data /// The remote url to be downloaded via web client /// The local directory and destination of the download /// Defines header values to add to the request public RemoteFileSubscriptionStreamReader(IDataCacheProvider dataCacheProvider, string source, string downloadDirectory, IEnumerable> headers) { // don't use cache if data is ephemeral // will be false for live history requests and live subscriptions var useCache = !dataCacheProvider.IsDataEphemeral; // create a hash for a new filename string baseFileName = string.Empty; string extension = string.Empty; string entryName = string.Empty; try { var uri = new Uri(source); baseFileName = uri.OriginalString; if (!string.IsNullOrEmpty(uri.Fragment)) { baseFileName = baseFileName.Replace(uri.Fragment, "", StringComparison.InvariantCulture); } extension = uri.AbsolutePath.GetExtension(); entryName = uri.Fragment; } catch { LeanData.ParseKey(source, out baseFileName, out entryName); extension = Path.GetExtension(baseFileName); } var cacheFileName = (useCache ? baseFileName.ToMD5() : Guid.NewGuid().ToString()) + extension; LocalFileName = Path.Combine(downloadDirectory, cacheFileName); byte[] bytes = null; if (useCache) { lock (_fileSystemLock) { if (!File.Exists(LocalFileName)) { bytes = _downloader.DownloadBytes(source, headers, null, null); } } } else { bytes = _downloader.DownloadBytes(source, headers, null, null); } if (bytes != null) { File.WriteAllBytes(LocalFileName, bytes); // Send the file to the dataCacheProvider so it is available when the streamReader asks for it dataCacheProvider.Store(LocalFileName, bytes); } // now we can just use the local file reader. // add the entry name to the local file name so the correct entry is read var fileNameWithEntry = LocalFileName; if (!string.IsNullOrEmpty(entryName)) { fileNameWithEntry += entryName; } _streamReader = new LocalFileSubscriptionStreamReader(dataCacheProvider, fileNameWithEntry); } /// /// Gets /// public SubscriptionTransportMedium TransportMedium { get { return SubscriptionTransportMedium.RemoteFile; } } /// /// Gets whether or not there's more data to be read in the stream /// public bool EndOfStream { get { return _streamReader.EndOfStream; } } /// /// Gets the next line/batch of content from the stream /// public string ReadLine() { return _streamReader.ReadLine(); } /// /// Disposes of the stream /// public void Dispose() { _streamReader.Dispose(); } /// /// Save reference to the download system. /// /// Downloader provider for the remote file fetching. public static void SetDownloadProvider(IDownloadProvider downloader) { _downloader = downloader; } } }