private bool HandleQueueException(QueueException ex)
{
log.Notice("QueueException: " + ex.EntryType + " with " + count + " ticks so far.");
switch (ex.EntryType)
{
case EventType.StartHistorical:
symbolState = SymbolState.Historical;
break;
case EventType.EndHistorical:
symbolState = SymbolState.None;
break;
case EventType.StartRealTime:
symbolState = SymbolState.RealTime;
break;
case EventType.EndRealTime:
symbolState = SymbolState.None;
break;
case EventType.StartBroker:
brokerState = BrokerState.Connected;
if (SyncTicks.Enabled)
{
while (tickSync.SentSwtichBrokerState)
{
tickSync.ClearSwitchBrokerState("endbroker");
}
}
break;
case EventType.EndBroker:
brokerState = BrokerState.Disconnected;
if (SyncTicks.Enabled)
{
while (tickSync.SentSwtichBrokerState)
{
tickSync.ClearSwitchBrokerState("endbroker");
}
}
break;
case EventType.Terminate:
symbolState = SymbolState.None;
return(true);
case EventType.RequestPosition:
symbolState = SymbolState.None;
return(false);
default:
throw new ApplicationException("Unexpected QueueException: " + ex.EntryType);
}
return(false);
}
private void TryCompleteTick()
{
if (endOfTickData)
{
if (tickSync.SentSwtichBrokerState)
{
tickSync.ClearSwitchBrokerState("Finished.");
}
if (tickSync.SentOrderChange)
{
tickSync.RemoveOrderChange();
}
}
if (!endOfTickData && tickSync.Completed)
{
if (verbose)
{
log.Verbose("TryCompleteTick() Next Tick");
}
tickSync.Clear();
}
else if (tickSync.OnlyProcessPhysicalOrders)
{
if (trace)
{
log.Trace("Process physical orders - " + tickSync);
}
FillSimulator.StartTick(nextTick);
if (FillSimulator.IsChanged)
{
FillSimulator.ProcessOrders();
}
tickSync.RemoveProcessPhysicalOrders();
}
else if (tickSync.OnlyReprocessPhysicalOrders || FillSimulator.IsChanged)
{
if (trace)
{
log.Trace("Reprocess physical orders - " + tickSync);
}
if (FillSimulator.IsChanged)
{
FillSimulator.ProcessOrders();
}
if (tickSync.SentReprocessPhysicalOrders)
{
tickSync.ClearReprocessPhysicalOrders();
}
}
}