public void Execute(Command command)
{
if (command == null)
{
throw new ArgumentNullException("command is null");
}
if (command is CriarClienteCommand createCommand)
{
Cliente created = _repository.Create(createCommand.ToCustomerRecord());
_repository.unitOfWork.SaveChangesAsync();
_eventPublisher.PublishEvent(createCommand.ToCustomerEvent(created.Id));
}
else if (command is AtualizarClienteCommand updateCommand)
{
Cliente record = _repository.GetById(updateCommand.Id);
_repository.Update(updateCommand.ToCustomerRecord(record));
_repository.unitOfWork.SaveChangesAsync();
_eventPublisher.PublishEvent(updateCommand.ToCustomerEvent());
}
else if (command is ExcluirClienteCommand deleteCommand)
{
_repository.Delete(deleteCommand.Id);
_repository.unitOfWork.SaveChangesAsync();
_eventPublisher.PublishEvent(deleteCommand.ToCustomerEvent());
}
}
public void ShouldPublishEvent()
{
var ringBuffer = new RingBuffer<LongEvent>(()=>new LongEvent(0), BufferSize);
ringBuffer.SetGatingSequences(new NoOpEventProcessor(ringBuffer).Sequence);
var eventPublisher = new EventPublisher<LongEvent>(ringBuffer);
eventPublisher.PublishEvent(_translator);
eventPublisher.PublishEvent(_translator);
Assert.AreEqual(0L + ValueAdd, ringBuffer[0].Value);
Assert.AreEqual(1L + ValueAdd, ringBuffer[1].Value);
}
public void ShouldPublishEvent()
{
var ringBuffer = new RingBuffer <LongEvent>(() => new LongEvent(0), BufferSize);
ringBuffer.SetGatingSequences(new NoOpEventProcessor(ringBuffer).Sequence);
var eventPublisher = new EventPublisher <LongEvent>(ringBuffer);
eventPublisher.PublishEvent(_translator);
eventPublisher.PublishEvent(_translator);
Assert.AreEqual(0L + ValueAdd, ringBuffer[0].Value);
Assert.AreEqual(1L + ValueAdd, ringBuffer[1].Value);
}
/// <summary>
/// Handles incoming Bar data for persistence
/// </summary>
/// <param name="barDetail"></param>
private void HandleBarData(BarDetail barDetail)
{
// Send incoming Bar to Disruptor
_barPublisher.PublishEvent((barObject, sequenceNo) =>
{
// Set bar details
barObject.Bar.RequestId = barDetail.Bar.RequestId;
barObject.Bar.Open = barDetail.Bar.Open;
barObject.Bar.High = barDetail.Bar.High;
barObject.Bar.Low = barDetail.Bar.Low;
barObject.Bar.Close = barDetail.Bar.Close;
barObject.Bar.Security = barDetail.Bar.Security;
barObject.Bar.DateTime = barDetail.Bar.DateTime;
barObject.Bar.MarketDataProvider = barDetail.Bar.MarketDataProvider;
// Set bar parameters
barObject.BarParameters.BarLength = barDetail.BarParameters.BarLength;
barObject.BarParameters.Format = barDetail.BarParameters.Format;
barObject.BarParameters.PriceType = barDetail.BarParameters.PriceType;
barObject.BarParameters.PipSize = barDetail.BarParameters.PipSize;
// Return updated object
return(barObject);
});
}
/// <summary>
/// Consumes Execution messages from queue
/// </summary>
private void ConsumeExecutionMessages()
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Starting execution message consumer", _type.FullName, "ConsumeExecutionMessages");
}
while (true)
{
BasicDeliverEventArgs incomingMessage = (BasicDeliverEventArgs)_executionMessageConsumer.Queue.Dequeue();
// Add incoming message to Disruptor
_executionMessagePublisher.PublishEvent((messageQueueObject, sequenceNo) =>
{
// Initialize Parameter
messageQueueObject.Message = new byte[incomingMessage.Body.Length];
// Copy information
incomingMessage.Body.CopyTo(messageQueueObject.Message, 0);
// Return updated object
return(messageQueueObject);
});
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "ConsumeExecutionMessages");
}
}
/// <summary>
/// Sends Profit Loss Report request to Server via Client
/// </summary>
/// <param name="parameters">Search parameters for the report</param>
public void RequestProfitLossReport(Dictionary <TradeParameters, string> parameters)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("New Profit Report request received", _type.FullName, "RequestProfitLossReport");
}
// Move request to disruptor
_pnlReportRequestMessagePublisher.PublishEvent((requestParameters, sequenceNo) =>
{
// Clear existing data
requestParameters.Clear();
// Copy information
foreach (KeyValuePair <TradeParameters, string> keyValuePair in parameters)
{
requestParameters.Add(keyValuePair.Key, keyValuePair.Value);
}
// Return updated object
return(requestParameters);
});
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "RequestProfitLossReport");
}
}
public static void Publish(object obj)
{
byte[] received = StreamConversion.ObjectToByteArray(obj);
_publisher.PublishEvent((entry, sequenceNo) =>
{
//copy byte to diruptor ring byte
Buffer.BlockCopy(received, 0, entry, 0, received.Length);
return(entry);
});
}
public void ShouldPublishEvent()
{
const long valueAdd = 29L;
var ringBuffer = new RingBuffer<LongEvent>(()=>new LongEvent(0), 32);
ringBuffer.SetGatingSequences(new NoOpEventProcessor(ringBuffer).Sequence);
var eventPublisher = new EventPublisher<LongEvent>(ringBuffer);
Func<LongEvent, long, LongEvent> translator = (evt, seq) =>
{
evt.Value = seq + valueAdd;
return evt;
};
eventPublisher.PublishEvent(translator);
eventPublisher.PublishEvent(translator);
Assert.AreEqual(0L + valueAdd, ringBuffer[0].Value);
Assert.AreEqual(1L + valueAdd, ringBuffer[1].Value);
}
public void Send <TEvent>(TEvent @event, long commitPosition, long preparePosition)
{
var eventPublisher = new EventPublisher <ReadModelEventStream>(ringBuffer);
eventPublisher.PublishEvent((entry, pos) =>
{
entry.CommitPosition = commitPosition;
entry.PreparePosition = preparePosition;
entry.Event = @event;
return(entry);
});
}
public void ShouldPublishEvent()
{
const long valueAdd = 29L;
var ringBuffer = new RingBuffer <LongEvent>(() => new LongEvent(0), 32);
ringBuffer.SetGatingSequences(new NoOpEventProcessor(ringBuffer).Sequence);
var eventPublisher = new EventPublisher <LongEvent>(ringBuffer);
Func <LongEvent, long, LongEvent> translator = (evt, seq) =>
{
evt.Value = seq + valueAdd;
return(evt);
};
eventPublisher.PublishEvent(translator);
eventPublisher.PublishEvent(translator);
Assert.AreEqual(0L + valueAdd, ringBuffer[0].Value);
Assert.AreEqual(1L + valueAdd, ringBuffer[1].Value);
}
/// <summary>
/// Handles incoming Historical Bar data for persistence
/// </summary>
/// <param name="historicBarData"></param>
private void HandleHistoricBarData(HistoricBarData historicBarData)
{
// Send Historical Bar data to Disruptor
_historicPublisher.PublishEvent((historicBarObject, sequenceNo) =>
{
// Set parameters
historicBarObject.ReqId = historicBarData.ReqId;
historicBarObject.Bars = (Bar[])historicBarData.Bars.Clone();
historicBarObject.Security = historicBarData.Security;
historicBarObject.DateTime = historicBarData.DateTime;
historicBarObject.MarketDataProvider = historicBarData.MarketDataProvider;
historicBarObject.BarsInformation = historicBarData.BarsInformation;
// Return updated object
return(historicBarObject);
});
}
/// <summary>
/// Publishes the event
/// </summary>
/// <param name="payload"></param>
public static void Publish(InputPayload payload)
{
_publisher.PublishEvent((entry, sequenceNo) =>
{
//check if payload is order or cancel order
if (payload.IsOrder)
{
payload.Order.MemberWiseClone(entry.Order);
entry.IsOrder = true;
}
else
{
payload.OrderCancellation.MemberWiseClone(entry.OrderCancellation);
entry.IsOrder = false;
}
return(entry);
});
}
/// <summary>
/// Handles incoming Tick data for persistence
/// </summary>
/// <param name="tick"></param>
private void HandleTickData(Tick tick)
{
// Send incoming Tick to Disruptor
_tickPublisher.PublishEvent((tickObject, sequenceNo) =>
{
// Set parameters
tickObject.AskPrice = tick.AskPrice;
tickObject.AskSize = tick.AskSize;
tickObject.BidPrice = tick.BidPrice;
tickObject.BidSize = tick.BidSize;
tickObject.LastPrice = tick.LastPrice;
tickObject.LastSize = tick.LastSize;
tickObject.Security = tick.Security;
tickObject.DateTime = tick.DateTime;
tickObject.MarketDataProvider = tick.MarketDataProvider;
// Return updated object
return(tickObject);
});
}
/// <summary>
/// Forwards Execution messages to Client to be sent to Server
/// </summary>
/// <param name="execution">Contains Order Execution information</param>
public void SendExecution(Execution execution)
{
try
{
// Process request only if the Client is working
if (_tradeManagerClient.IsConnected())
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("Execution received: " + execution, _type.FullName, "SendExecution");
}
// Send Execution to Disruptor
_messagePublisher.PublishEvent((messageQueueObject, sequenceNo) =>
{
byte[] messageBytes = Encoding.UTF8.GetBytes(execution.DataToPublish());
// Initialize Parameter
messageQueueObject.Message = new byte[messageBytes.Length];
// Copy information
messageBytes.CopyTo(messageQueueObject.Message, 0);
// Return updated object
return(messageQueueObject);
});
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Execution not sent as Client is not connected", _type.FullName, "SendExecution");
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SendExecution");
}
}
/// <summary>
/// Publish an event to the <see cref="RingBuffer"/>
/// </summary>
/// <param name="eventTranslator">the translator function that will load data into the event.</param>
public void PublishEvent(Func <T, long, T> eventTranslator)
{
_eventPublisher.PublishEvent(eventTranslator);
}
/// <summary>
/// Reading Data From ReadMarketData class.
/// </summary>
/// <param name="request"></param>
public virtual void ReadData(BarDataRequest request)
{
try
{
IEnumerable <Bar> barlist = _readMarketData.ReadBars(_startDate, _endDate, _providerName, request);
#region Send Required Info
foreach (var bar in barlist)
{
// Update time
DateTime time = bar.DateTime.AddMinutes(-1);
for (int i = 0; i < 4; i++)
{
//Create Object to be disptched
MarketDataObject marketDataObjectTick = new MarketDataObject();
// Create a new tick object
Tick tick = new Tick(bar.Security, MarketDataProvider.SimulatedExchange)
{
// Add Last Price to new Tick instance
LastPrice = GetRequiredPrice(i, bar),
// Add Size
LastSize = 100,
// Set updated time
DateTime = time.AddSeconds((i + 1) * 14)
};
// Add Values to the object to be dispatched
marketDataObjectTick.IsTick = true;
marketDataObjectTick.Tick = tick;
// Raise event to notify listeners
_publisher.PublishEvent((entry, sequenceNo) =>
{
entry.IsTick = marketDataObjectTick.IsTick;
entry.Tick = marketDataObjectTick.Tick;
return(entry);
});
//if (TickFired != null)
//{
// TickFired.Invoke(tick);
//}
}
//Create Object to be disptched
MarketDataObject marketDataObjectBar = new MarketDataObject();
marketDataObjectBar.Bar = bar;
_publisher.PublishEvent((entry, sequenceNo) =>
{
entry.Bar = marketDataObjectBar.Bar;
return(entry);
});
//if (BarFired != null)
//{
// BarFired.Invoke(bar, request.Id);
//}
}
#endregion
//EventSystem.Publish<string>("DataCompleted," + request.Security.Symbol);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "ReadData");
}
}
public void PublishEvent(IEventTranslator <T> translator)
{
_eventPublisher.PublishEvent(translator.Translate);
}
public async Task DemonstrateDisruptor(
[Values(1, 2, 4)] int numberOfDeserializers,
[Values(1024, 512)] int ringSize,
[Values(10, 80)] int maxNumberOfItemsPerList,
[Values("sleep")] string waitStrategyName,
[Values("multi-low-contention")] string claimStrategyName
)
{
var listsPerRequest = 5;
var numberOfTodoLists = 1500;
var numberOfUpdates = 1500;
var waitStrategies = new Dictionary <string, IWaitStrategy>()
{
{ "busy", new BusySpinWaitStrategy() },
{ "block", new BlockingWaitStrategy() },
{ "yield", new YieldingWaitStrategy() },
{ "sleep", new SleepingWaitStrategy() },
};
var claimStrategies = new Dictionary <string, IClaimStrategy>()
{
{ "single", new SingleThreadedClaimStrategy(ringSize) },
{ "multi", new MultiThreadedClaimStrategy(ringSize) },
{ "multi-low-contention", new MultiThreadedLowContentionClaimStrategy(ringSize) },
};
var disruptor = new Disruptor <EventType>(
() => new EventType(),
claimStrategies[claimStrategyName],
waitStrategies[waitStrategyName],
TaskScheduler.Default
);
var ringBuffer = disruptor.RingBuffer;
var deserialize = GetDeserializers(numberOfDeserializers);
var groupIntoRequests = GetRequestBuilders(listsPerRequest);
disruptor.HandleEventsWith(deserialize)
.Then(groupIntoRequests);
// Since the Request Senders are AsyncEventProcessors instead of EventHandlers(synchronous)
// We have to manually create a sequence barrier and pass it in instead of just calling .Then() again.
var barrierUntilRequestsAreGrouped = disruptor.After(groupIntoRequests).AsSequenceBarrier();
var sendRequests = GetRequestSenders(ringBuffer, barrierUntilRequestsAreGrouped, RequestSenderMode.Callback);
disruptor.HandleEventsWith(sendRequests);
var writeLog = GetFinalLoggingEventHandler();
disruptor.After(sendRequests)
.Then(writeLog);
var configuredRingBuffer = disruptor.Start();
// There is a bug in the Disruptor code that prevents custom EventProcessors from running automatically
// so we start them manually. If they were already started, and we try to start them again,
// it would throw an exception here.
foreach (var requestSender in sendRequests)
{
AsyncExtensions.FireAndForgetLongRunning(() => requestSender.Run(), (ex) => Assert.Fail(ex.StackTrace));
}
var eventPublisher = new EventPublisher <EventType>(configuredRingBuffer);
var messages = FakeDataGenerator.Generate(numberOfTodoLists, numberOfUpdates, maxNumberOfItemsPerList);
var bytesThroughput = messages.Sum(x => (long)x.ContentJson.Length * 2);
var megabytesThroughput = (double)bytesThroughput / 1000000;
System.GC.Collect();
await Task.Delay(new TimeSpan(0, 0, 0, 0, 100));
var timer = new Stopwatch();
timer.Start();
for (var i = 0; i < messages.Length; i++)
{
// PublishEvent will block if there is no space avaliable on the ring buffer.
eventPublisher.PublishEvent((@event, sequence) => {
@event.IncomingMessage = messages[i];
return(@event);
});
}
// Shutdown will block until the ring buffer is empty.
disruptor.Shutdown();
timer.Stop();
// Uncomment this to show a concise version of the requests that would have been sent.
//Console.WriteLine(string.Join("\n", _resultLog));
var elapsedSeconds = (float)timer.ElapsedMilliseconds / 1000;
var rateMegabytesPerSecond = (int)Math.Round((float)megabytesThroughput / elapsedSeconds);
var strategy = $"{nameof(numberOfDeserializers)}: {numberOfDeserializers}, "
+ $"{nameof(ringSize)}: {ringSize}, "
+ $"{nameof(maxNumberOfItemsPerList)}: {maxNumberOfItemsPerList}, ";
Console.WriteLine();
Console.WriteLine("Took: " + timer.ElapsedMilliseconds + " ms to process " + numberOfUpdates + " updates ");
Console.WriteLine("at a rate of " + rateMegabytesPerSecond + " megabytes per second ");
Console.WriteLine();
_ratings.Add(new Tuple <int, string>(rateMegabytesPerSecond, strategy));
}
/// <summary>
/// Reading Data From ReadMarketData class.
/// </summary>
/// <param name="request"></param>
public virtual void ReadData(BarDataRequest request)
{
try
{
IEnumerable <Bar> barlist = _readMarketData.ReadBars(_startDate, _endDate, _providerName, request);
#region Send Required Info
foreach (var bar in barlist)
{
// Update time
DateTime time = bar.DateTime.AddMinutes(-1);
for (int i = 0; i < 4; i++)
{
// Raise event to notify listeners
_publisher.PublishEvent((entry, sequenceNo) =>
{
// Update Security value
entry.Tick.Security = new Security()
{
Symbol = bar.Security.Symbol
};
// Update Market Data Provider value
entry.Tick.MarketDataProvider = MarketDataProvider.SimulatedExchange;
// Update Last Price Value
entry.Tick.LastPrice = GetRequiredPrice(i, bar);
// Update Size
entry.Tick.LastSize = 100;
// Set updated time
entry.Tick.DateTime = time.AddSeconds((i + 1) * 14);
entry.IsTick = true;
return(entry);
});
}
// Raise event to notify listeners
_publisher.PublishEvent((entry, sequenceNo) =>
{
entry.Bar.Open = bar.Open;
entry.Bar.High = bar.High;
entry.Bar.Low = bar.Low;
entry.Bar.Close = bar.Close;
entry.Bar.RequestId = bar.RequestId;
entry.Bar.DateTime = bar.DateTime;
entry.Bar.MarketDataProvider = MarketDataProvider.SimulatedExchange;
entry.Bar.Security = new Security()
{
Symbol = bar.Security.Symbol
};
return(entry);
});
}
#endregion
}
catch (Exception exception)
{
_classLogger.Error(exception, _type.FullName, "ReadData - BarDataRequest");
}
}