}//ProcessMarketCatalogUpdate()
//
// *****************************************************************
// **** ProcessProductCatalogUpdate() ****
// *****************************************************************
/// <summary>
/// TT sent us a ProductCatalogUpdate event. Update our list of internal products.
/// Called by hub thread.
/// </summary>
/// <param name="eventArg"></param>
private void ProcessProductCatalogUpdate(ProductCatalogUpdatedEventArgs eventArg)
{
List <Misty.Lib.Products.Product> productList = new List <MistyProds.Product>();
foreach (Product ttProduct in eventArg.Added) // loop thru each ttProduct found in event.
{
Misty.Lib.Products.Product ourProduct;
if (TTConvert.TryConvert(ttProduct, out ourProduct)) // Create one of our product objects for each.
{ // Success!
productList.Add(ourProduct);
Log.NewEntry(LogLevel.Minor, "ProcessProductCatalogUpdate: Found product {0} -> {1}. ", ttProduct.Name, ourProduct);
if (!m_Products.ContainsKey(ttProduct.Key))
{
m_Products.Add(ttProduct.Key, ttProduct); // store the actual TT product.
lock (m_ProductMapLock)
{
m_ProductMap.Add(ourProduct, ttProduct.Key); // my product --> productKey map
m_ProductMapKey.Add(ttProduct.Key, ourProduct); // product key --> my product map
}
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessProductCatalogUpdate: Received duplicate product! Received {0} <--> {1}", ttProduct.Name, ourProduct);
}
}
else
{ // Since products include server name, there should never be two duplicates!
Log.NewEntry(LogLevel.Minor, "ProcessProductCatalogUpdate: Unknown product type {0}. ", ttProduct.Name);
}
}
// Fire the event to our subscribers.
OnMarketFoundResource(productList); // TODO: Send all products, all for this server, or just the new ones?
}//ProcessProductCatalogUpdate()
} //InstrumentCatalog_InstrumentsUpdated()
//
//
private void InstrumentLookup_InstrumentUpdated(object sender, InstrumentLookupSubscriptionEventArgs eventArgs)
{
if (eventArgs.Instrument != null && eventArgs.Error == null)
{
MistyProd.InstrumentName instrName;
Instrument ttInstrument = eventArgs.Instrument;
if (TTConvert.TryConvert(ttInstrument, out instrName))
{ // Success in converting to our internal naming scheme.
InstrumentDetails details;
if (m_InstrumentDetails.TryGetValue(instrName, out details))
{ // This instrument was already added!
if (!ttInstrument.Key.Equals(details.Key))
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before with non-unique key {2}!", this.Name, instrName.FullName, instrName.SeriesName);
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before and keys match! Good.", this.Name, instrName.FullName);
}
}
else
{
m_KeyToInstruments.Add(ttInstrument.Key, instrName);
m_InstrumentDetails.Add(instrName, ttInstrument.InstrumentDetails);
Log.NewEntry(LogLevel.Minor, "{0}: Instruments found {1} <---> {2}.", this.Name, instrName, ttInstrument.Key.ToString());
}
}
else
{ // Failed to convert TT instrument to a Misty Instrument.
// This happens because either their name is too confusing to know what it is.
// Or, more likely, we are set to ignore the product type (options, equity, swaps).
Log.NewEntry(LogLevel.Warning, "{0}: Instrument creation failed for {1}.", this.Name, ttInstrument.Key.ToString());
}
OnInstrumentsFound();
}
else if (eventArgs.IsFinal)
{ // Instrument was not found and TTAPI has given up on looking.
if (eventArgs.Instrument != null)
{
Log.NewEntry(LogLevel.Warning, "{0}: TTAPI gave up looking for {1}.", this.Name, eventArgs.Instrument.Key.ToString());
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: TTAPI gave up looking for something. ", this.Name, eventArgs.RequestInfo.ToString());
}
}
}//InstrumentLookup_Callback()
} //ProcessAJob()
//
//
#endregion// private methods
#region TT Callback Event Handlers
// *****************************************************************************
// **** TT Callback Event Handlers ****
// *****************************************************************************
/// <summary>
/// Using TT's dispatcher model, the thread in these methods is my local thread.
/// </summary>
private void InstrumentCatalog_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs eventArgs)
{
if (m_isDisposing)
{
return;
}
if (eventArgs.Error != null)
{
Log.NewEntry(LogLevel.Warning, "{0}: Error in instrument catalog {1}.", this.Name, eventArgs.Error.Message);
return;
}
//
foreach (Instrument ttInstrument in eventArgs.Added)
{
MistyProd.InstrumentName instrName;
if (TTConvert.TryConvert(ttInstrument, out instrName))
{ // Success in converting to our internal type.
InstrumentDetails details;
if (m_InstrumentDetails.TryGetValue(instrName, out details))
{ // This instrument was already added!
if (!ttInstrument.Key.Equals(details.Key))
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before with non-unique key {2}!", this.Name, instrName.FullName, instrName.SeriesName);
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before and keys match! Good.", this.Name, instrName.FullName);
}
}
else
{
m_KeyToInstruments.Add(ttInstrument.Key, instrName);
m_InstrumentDetails.Add(instrName, ttInstrument.InstrumentDetails);
Log.NewEntry(LogLevel.Minor, "{0}: Instruments found {1} <---> {2}.", this.Name, instrName, ttInstrument.Key.ToString());
}
}
else
{ // Failed to convert TT instrument to a Misty Instrument.
// This happens because either their name is too confusing to know what it is.
// Or, more likely, we are set to ignore the product type (options, equity, swaps).
Log.NewEntry(LogLevel.Warning, "{0}: Instrument creation failed for {1}.", ttInstrument.Key.ToString());
}
} // next instr added
OnInstrumentsFound(); // Trigger event for subscribers
} //InstrumentCatalog_InstrumentsUpdated()