private QuotationCommand Merge(ArrayList quotationCommands)
{
if (quotationCommands == null || quotationCommands.Count == 0)
{
return(null);
}
else if (quotationCommands.Count == 1)
{
return((QuotationCommand)quotationCommands[0]);
}
else
{
QuotationCommand lastQuotationCommand = (QuotationCommand)(quotationCommands[quotationCommands.Count - 1]);
QuotationCommand mergingCommand = new QuotationCommand(lastQuotationCommand.Sequence);
mergingCommand.Merge(quotationCommands);
return(mergingCommand);
}
}
private void WriteForQuotation()
{
Token token;
TraderState state = SessionManager.Default.GetTokenAndState(this._Id, out token);
if (state == null || token == null)
{
Write();
return;
}
this._QuotationQueue.Clear();
this._QuotationQueue.Add(this._CurrentCommand.Quotation.QuotationCommand);
while (this._Queue.Count > 0)
{
CommandForClient item = this._Queue.Peek();
if (item.CommandType != DataType.Quotation)
{
break;
}
item = this._Queue.Dequeue();
this._QuotationQueue.Add(item.Quotation.QuotationCommand);
}
byte[] content;
if (this._QuotationQueue.Count == 1)
{
content = this._CurrentCommand.Quotation.GetPriceInBytes(token, state);
}
else
{
QuotationCommand command = new QuotationCommand();
command.Merge(this._QuotationQueue);
content = QuotationTranslator.GetPriceInBytes(token, state, command, this._QuotationQueue[0].Sequence, this._QuotationQueue[this._QuotationQueue.Count - 1].Sequence);
}
if (content == null)
{
Write();
return;
}
this._CurrentPacket = SerializeManager.Default.SerializePrice(content);
this.BeginWrite(this._CurrentPacket, 0, this._CurrentPacket.Length);
}
private void Process()
{
while (true)
{
if (this._IsStoped)
{
break;
}
if (this._IsSendPriceImmediately)
{
WaitHandle.WaitAny(this._Events);
QuotationCommand quotation;
while (this._Queue.TryDequeue(out quotation))
{
CommandManager.Default.AddQuotation(quotation);
}
}
else
{
Thread.Sleep(_ProcessPeriodMilliseconds);
var qotation = new QuotationCommand();
lock (this._Lock)
{
if (this._QuotationQueue.Count == 0)
{
continue;
}
qotation.Merge(this._QuotationQueue);
this._QuotationQueue.Clear();
}
if (qotation.OverridedQs == null || qotation.OverridedQs.Length == 0)
{
continue;
}
CommandManager.Default.AddQuotation(qotation);
}
}
}
private void Process()
{
while (true)
{
if (this._IsStoped)
{
break;
}
if (this._IsSendPriceImmediately)
{
WaitHandle.WaitAny(this._Events);
QuotationCommand quotation;
while (this._Queue.TryDequeue(out quotation))
{
CommandManager.Default.AddQuotation(quotation);
}
}
else
{
Thread.Sleep(_ProcessPeriodMilliseconds);
var qotation = new QuotationCommand();
lock (this._Lock)
{
if (this._QuotationQueue.Count == 0)
{
continue;
}
qotation.Merge(this._QuotationQueue);
this._QuotationQueue.Clear();
}
if (qotation.OverridedQs == null || qotation.OverridedQs.Length == 0)
{
continue;
}
CommandManager.Default.AddQuotation(qotation);
}
}
}
private QuotationCommand Merge(ArrayList quotationCommands)
{
if (quotationCommands == null || quotationCommands.Count == 0)
{
return null;
}
else if (quotationCommands.Count == 1)
{
return (QuotationCommand)quotationCommands[0];
}
else
{
QuotationCommand lastQuotationCommand = (QuotationCommand)(quotationCommands[quotationCommands.Count - 1]);
QuotationCommand mergingCommand = new QuotationCommand(lastQuotationCommand.Sequence);
mergingCommand.Merge(quotationCommands);
return mergingCommand;
}
}
private void WriteForQuotation()
{
Token token;
TraderState state = SessionManager.Default.GetTokenAndState(this._Id, out token);
if (state == null || token == null)
{
Write();
return;
}
this._QuotationQueue.Clear();
this._QuotationQueue.Add(this._CurrentCommand.Quotation.QuotationCommand);
while (this._Queue.Count > 0)
{
CommandForClient item = this._Queue.Peek();
if (item.CommandType != DataType.Quotation)
{
break;
}
item = this._Queue.Dequeue();
this._QuotationQueue.Add(item.Quotation.QuotationCommand);
}
byte[] content;
if (this._QuotationQueue.Count == 1)
{
content = this._CurrentCommand.Quotation.GetPriceInBytes(token, state);
}
else
{
QuotationCommand command = new QuotationCommand();
command.Merge(this._QuotationQueue);
content = QuotationTranslator.GetPriceInBytes(token, state, command, this._QuotationQueue[0].Sequence, this._QuotationQueue[this._QuotationQueue.Count - 1].Sequence);
}
if (content == null)
{
Write();
return;
}
this._CurrentPacket = SerializeManager.Default.SerializePrice(content);
this.BeginWrite(this._CurrentPacket, 0, this._CurrentPacket.Length);
}