RealTimeSynchronizedTimer.cs

/*
 * 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.Diagnostics;
using System.Threading;

namespace QuantConnect 
{
    /// <summary>
    /// Real time timer class for precise callbacks on a millisecond resolution in a self managed thread.
    /// </summary>
    /// <remarks>Due to the way Window's system clock works the clock is only accurate to the nearest 16ms. In linux it is accurate to the millisecond.</remarks>
    public class RealTimeSynchronizedTimer
    {        
        private bool _stopped;
        private Thread _thread;
        private TimeSpan _period;
        private Action<DateTime> _callback = null;
        private Stopwatch _timer = new Stopwatch();
        private DateTime _triggerTime;
        private bool _paused;

        /// <summary>
        /// Constructor for Real Time Event Driver:
        /// </summary>
        public RealTimeSynchronizedTimer()
        {
            _period = TimeSpan.FromSeconds(0);
            _thread = new Thread(Scanner) { IsBackground = true };
        }

        /// <summary>
        /// Trigger an event callback after precisely milliseconds-lapsed. 
        /// This is expensive, it creates a new thread and closely monitors the loop.
        /// </summary>
        /// <param name="period">delay period between event callbacks</param>
        /// <param name="callback">Callback event passed the UTC time the event is intended to be triggered</param>
        public RealTimeSynchronizedTimer(TimeSpan period, Action<DateTime> callback)
        {
            _period = period;
            _callback = callback;
            _timer = new Stopwatch();
            _thread = new Thread(Scanner) { IsBackground = true };
            _stopped = false;
            _triggerTime = DateTime.UtcNow.RoundUp(period);
        }

        /// <summary>
        /// Start the synchronized real time timer - fire events at start of each second or minute 
        /// </summary>
        public void Start()
        { 
            _timer.Start();
            _thread.Start();
            _triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
        }
        
        /// <summary>
        /// Scan the stopwatch for the desired millisecond delay:
        /// </summary>
        public void Scanner()
        {
            while (!_stopped)
            {
                if (_callback != null && DateTime.UtcNow >= _triggerTime)
                {
                    _timer.Restart();
                    var triggeredAt = _triggerTime;
                    _triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
                    _callback(triggeredAt);
                }

                while (_paused && !_stopped) Thread.Sleep(10);
                Thread.Sleep(1);
            }
        }

        /// <summary>
        /// Hang the real time event:
        /// </summary>
        public void Pause()
        {
            _paused = true;
        }

        /// <summary>
        /// Resume clock
        /// </summary>
        public void Resume()
        {
            _paused = false;
        }

        /// <summary>
        /// Stop the real time timer:
        /// </summary>
        public void Stop()
        {
            _stopped = true;
        }

    } // End Time Class

} // End QC Namespace