OrdersInformationUpdateResponseMessage Receive(GetOrdersInformationMessage message)
{
TracerHelper.TraceEntry();
List <OrderInfo> result = new List <OrderInfo>();
lock (this)
{
foreach (string id in message.OrderTickets)
{
if (_orders.ContainsKey(id) && _orders[id].HasValue)
{
result.Add(_orders[id].Value);
}
else
{
_pendingOrdersInformations.Add(id);
}
}
}
TracerHelper.TraceExit();
OrdersInformationUpdateResponseMessage response = new OrdersInformationUpdateResponseMessage(_accountInfo, result.ToArray(), true);
if (message.RequestResponse)
{
return(response);
}
SendToSubscribers(response);
return(null);
}
/// <summary>
/// OperationId is not mandatory - but is should be there when the update was requested by a special recepient.
/// </summary>
public void TradingValuesUpdate(string symbol, int operationId, double time, int period, int availableBarsCount,
Int64[] times, decimal[] opens, decimal[] closes, decimal[] highs, decimal[] lows, decimal[] volumes)
{
TracerHelper.TraceEntry();
CombinedDataSubscriptionInformation session = GetDataSession(symbol);
if (session == null)
{
SystemMonitor.Error("Failed to find symbol session [" + symbol + "], quotes not sent.");
return;
}
try
{
// History update.
TimeSpan periodValue = TimeSpan.FromMinutes(period);
DataHistoryUpdate update = new DataHistoryUpdate(periodValue,
GenerateDataBars(periodValue, times, opens, closes, highs, lows, volumes));
update.AvailableHistorySize = availableBarsCount;
DataHistoryUpdateMessage message = new DataHistoryUpdateMessage(session.SessionInformation.Info, update, true);
SendToDataSubscribers(session, null, message);
}
catch (Exception ex)
{// Make sure we handle any possible unexpected exceptions, as otherwise they bring the
// entire package (MT4 included) down with a bad error.
SystemMonitor.Error(ex.Message);
}
TracerHelper.TraceExit();
}
/// <summary>
///
/// </summary>
public bool ClearTable <ItemType>()
where ItemType : class, IDBPersistent
{
TracerHelper.TraceEntry(typeof(ItemType).Name);
string tableName = _tablesTypeNames[typeof(ItemType)];
_clearMutex.WaitOne();
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (SQLiteCommand command = new SQLiteCommand(connection))
{
connection.Open();
command.CommandText = "DELETE FROM " + tableName;
int result = command.ExecuteNonQuery();
}
}
}
finally
{
_clearMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(true);
}
/// <summary>
///
/// </summary>
/// <param name="message"></param>
void SendToSubscriber(TransportMessage message)
{
TracerHelper.TraceEntry(message.GetType().Name);
lock (this)
{
if (_subscriberTransportMessageInfo != null)
{
this.SendResponding(_subscriberTransportMessageInfo, message);
}
}
TracerHelper.TraceExit();
}
/// <summary>
/// Needs to be on the same connection the insert was in.
/// </summary>
/// <returns></returns>
long GetLastInsertRowId(SQLiteConnection connection, string tableName)
{
TracerHelper.TraceEntry(tableName);
long value;
using (SQLiteCommand command = new SQLiteCommand(connection))
{
command.CommandText = "SELECT last_insert_rowid() FROM " + tableName;
value = (long)command.ExecuteScalar();
}
TracerHelper.TraceExit();
return(value);
}
/// <summary>
///
/// </summary>
public long Count <ItemType>(MatchExpression matchExpression)
where ItemType : class, IDBPersistent
{
TracerHelper.TraceEntry(typeof(ItemType).Name);
string tableName = _tablesTypeNames[typeof(ItemType)];
StringBuilder commandText = new StringBuilder();
commandText.Append("SELECT count(*) FROM " + tableName);
if (matchExpression != null && matchExpression.ClauseCount > 0)
{
commandText.Append(" WHERE ");
}
_countMutex.WaitOne();
SQLiteCommand command;
long result = 0;
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (command = new SQLiteCommand(connection))
{
if (matchExpression != null)
{
matchExpression.SetupCommandParameters(command, commandText);
}
command.CommandText = commandText.ToString();
connection.Open();
result = (long)command.ExecuteScalar();
}
}
}
finally
{
_countMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(result);
}
/// <summary>
/// Set operationContextSessionID to "*" to mark all clients.
/// </summary>
/// <param name="operationContextSessionID"></param>
/// <param name="messageContainer"></param>
public void SendMessageContainer(string operationContextSessionID, MessageContainer messageContainer)
{
TracerHelper.TraceEntry("[" + messageContainer.MessageStreamLength + "]");
if (messageContainer.MessageStreamLength > MaximumAllowedMessageSize)
{
TracerHelper.TraceError("Message too bid. Operation failed.");
return;
//throw new Exception("Arbiter::MessageContainerTransportServer::MessageContainer requestMessage is too big. Message will not be sent.");
}
Dictionary <IMessageContainerTransport, OperationContext> clientsContexts;
lock (_contextManager)
{
clientsContexts = new Dictionary <IMessageContainerTransport, OperationContext>(_contextManager.ClientsContextsUnsafe);
}
List <IMessageContainerTransport> badInterfaces = new List <IMessageContainerTransport>();
foreach (IMessageContainerTransport clientCallback in clientsContexts.Keys)
{
// "*" indicates send to all clients
if (operationContextSessionID == "*" ||
clientsContexts[clientCallback].SessionId == operationContextSessionID)
{
try
{
TracerHelper.Trace("clientCallback [" + operationContextSessionID + "]");
clientCallback.ReceiveMessageContainer(messageContainer);
TracerHelper.Trace("clientCallback [" + operationContextSessionID + "] invoked");
}
catch (Exception ex)
{
TracerHelper.TraceError("Failed to invoke client interface [" + ex.ToString() + "]");
badInterfaces.Add(clientCallback);
}
}
}
ProcessBadInterfaces(badInterfaces);
TracerHelper.TraceExit();
}
/// <summary>
///
/// </summary>
public bool Delete <ItemType>(IEnumerable <ItemType> items)
where ItemType : class, IDBPersistent
{
TracerHelper.TraceEntry(typeof(ItemType).Name);
string tableName = _tablesTypeNames[typeof(ItemType)];
_deleteMutex.WaitOne();
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (SQLiteCommand command = new SQLiteCommand(connection))
{
connection.Open();
using (SQLiteTransaction transaction = connection.BeginTransaction())
{
SQLiteParameter whereIdParam = new SQLiteParameter("@ParamId");
command.Parameters.Add(whereIdParam);
command.CommandText = "DELETE FROM " + tableName + " WHERE Id = " + whereIdParam.ParameterName;
foreach (IDBPersistent persistent in items)
{
SystemMonitor.CheckThrow(persistent.Id.HasValue, "Deleting an item with no ID already assigned.");
whereIdParam.Value = persistent.Id;
int result = command.ExecuteNonQuery();
}
transaction.Commit();
}
}
}
}
finally
{
_deleteMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(true);
}
public void VerifyClientConnections(object param)
{
Dictionary <IMessageContainerTransport, OperationContext> clientsContexts;
lock (_contextManager)
{
clientsContexts = new Dictionary <IMessageContainerTransport, OperationContext>(_contextManager.ClientsContextsUnsafe);
}
List <IMessageContainerTransport> badInterfaces = new List <IMessageContainerTransport>();
foreach (IMessageContainerTransport clientCallback in clientsContexts.Keys)
{
try
{
if (clientsContexts[clientCallback].Channel.State == CommunicationState.Opened)
{
clientCallback.Ping();
}
else
{
if (clientsContexts[clientCallback].Channel.State == CommunicationState.Faulted ||
clientsContexts[clientCallback].Channel.State == CommunicationState.Closed ||
clientsContexts[clientCallback].Channel.State == CommunicationState.Closing)
{
TracerHelper.Trace("Bad interface established, enlisting for removal [" + clientsContexts[clientCallback].Channel.SessionId + "].");
badInterfaces.Add(clientCallback);
}
}
}
catch (Exception ex)
{
TracerHelper.Trace("Bad interface established [" + ex.Message + "], enlisting for removal.");
badInterfaces.Add(clientCallback);
}
}
ProcessBadInterfaces(badInterfaces);
TracerHelper.TraceExit();
}
protected override bool OnInitialize(Platform platform)
{
TracerHelper.TraceEntry();
if (base.OnInitialize(platform) == false)
{
return(false);
}
string expertName = this.Name + ".expert";
// Clean expertname since we might be sending it trough command line.
expertName = expertName.Replace(" ", "_");
expertName = expertName.Replace("\"", "");
lock (this)
{
if (_expert == null)
{// Create the expert.
SystemMonitor.CheckThrow(_expertType.IsSubclassOf(typeof(Expert)), "Invalid expert type passed in.");
ConstructorInfo constructor = _expertType.GetConstructor(new Type[] { typeof(ISourceAndExpertSessionManager), typeof(string) });
if (constructor == null)
{// Try the second option for construction.
constructor = _expertType.GetConstructor(new Type[] { typeof(ISourceAndExpertSessionManager) });
}
if (constructor == null)
{
SystemMonitor.Error("Failed to find corresponding constructor for expert type [" + _expertType.ToString() + "].");
return(false);
}
if (constructor.GetParameters().Length == 2)
{
_expert = (Expert)constructor.Invoke(new object[] { this, expertName });
}
else
{
_expert = (Expert)constructor.Invoke(new object[] { this });
}
}
if (_expert.Initialize() == false)
{
SystemMonitor.Error("Expert host failed to connect to platform.");
return(false);
}
if (_expert != null)
{
_expert.PersistenceDataUpdateEvent += new Expert.ExpertUpdateDelegate(_expert_PersistenceDataUpdateEvent);
}
}
foreach (PlatformExpertSession session in SessionsArray)
{
if (session.Initialize(null) == false)
{
SystemMonitor.OperationWarning("Failed to initialize session.");
}
}
ChangeOperationalState(OperationalStateEnum.Operational);
TracerHelper.TraceExit();
return(true);
}
/// <summary>
///
/// </summary>
void worker_DoWork(ExecutionEntity entity)
{
lock (this)
{
if (_clientsRunningExecutioners.ContainsKey(entity.ReceiverID) == false)
{
_clientsRunningExecutioners[entity.ReceiverID] = 1;
}
else
{
_clientsRunningExecutioners[entity.ReceiverID] = _clientsRunningExecutioners[entity.ReceiverID] + 1;
}
}
TracerHelper.Trace(" Enlisted entity at [" + entity.ReceiverID.Id.Name + "]");
DateTime startTime = DateTime.Now;
TracerHelper.TraceEntry("entity starting [" + entity.Message.GetType().Name + ", " +
entity.ReceiverID.Id.Name + "], total count [" + _threadPool.ActiveRunningThreadsCount.ToString() + "]");
// Notify executor we are running this entity.
entity.Conversation.EntityExecutionStarted(entity);
try
{
IArbiterClient receiver = _arbiter.GetClientByID(entity.ReceiverID);
if (receiver != null)
{
SystemMonitor.CheckError(((TransportMessage)entity.Message).TransportInfo.TransportInfoCount > 0);
// Do the entity.
if (entity is ExecutionEntityWithReply)
{
ExecutionEntityWithReply replyEntity = (ExecutionEntityWithReply)entity;
SystemMonitor.CheckError(replyEntity.ReplyMessage == null && replyEntity.ReplyTimeOut == TimeSpan.Zero);
receiver.ReceiveExecutionWithReply(replyEntity);
}
else
{
SystemMonitor.CheckError(entity.GetType() == typeof(ExecutionEntity));
receiver.ReceiveExecution(entity);
}
entity.Conversation.EntityExecutionFinished(entity);
}
}
catch (TargetInvocationException exception)
{
if (exception.InnerException is ThreadInterruptedException)
{// ThreadInterruptedException's are OK, since we use them to awake sleeping threads when closing down.
SystemMonitor.Report(exception.ToString() + "[" + exception.InnerException.Message + "]");
entity.Conversation.EntityExecutionFailed(entity, exception);
}
else
{
SystemMonitor.OperationError(exception.ToString() + "[" + exception.InnerException.Message + "]");
entity.Conversation.EntityExecutionFailed(entity, exception);
}
}
catch (ThreadInterruptedException exception)
{
// ThreadInterruptedException's are OK, since we use them to awake sleeping threads when closing down.
SystemMonitor.Report(exception.ToString() + "[" + exception.Message + "]");
entity.Conversation.EntityExecutionFailed(entity, exception);
}
catch (Exception exception)
{
SystemMonitor.Error(exception.ToString());
entity.Conversation.EntityExecutionFailed(entity, exception);
}
finally
{
entity.Die();
}
lock (this)
{
if (_clientsRunningExecutioners.ContainsKey(entity.ReceiverID))
{
int newClientsValue = _clientsRunningExecutioners[entity.ReceiverID] - 1;
if (newClientsValue <= 0)
{
_clientsRunningExecutioners.Remove(entity.ReceiverID);
}
else
{
_clientsRunningExecutioners[entity.ReceiverID] = newClientsValue;
}
}
else
{
if (IsDisposed == false)
{
SystemMonitor.Error("ClientsRunningExecutioners not properly maintained.");
}
}
TracerHelper.TraceExit("entity finished for [" + (DateTime.Now - startTime).Milliseconds + "]ms [" + entity.Message.GetType().Name + ", " + entity.ReceiverID.Id.Name + "], total count [" + _threadPool.ActiveRunningThreadsCount.ToString() + "]");
}
// Continue execution chain.
UpdatePendingExecution();
}
/// <summary>
/// Slow (?!), using reflection (Invokes). Invokes take about 20% of the time.
/// Can be sped up using this approach:
/// http://blog.lab49.com/archives/446
/// </summary>
public bool UpdateToDB <ItemType>(IEnumerable <ItemType> items,
Dictionary <string, object> fixedValues)
where ItemType : class, IDBPersistent
{
TracerHelper.TraceEntry(typeof(ItemType).Name);
string tableName = _tablesTypeNames[typeof(ItemType)];
List <PropertyInfo> infos = GetTypePersistableProperties(typeof(ItemType), false, true, false);
StringBuilder commandText = new StringBuilder("UPDATE " + tableName + " ");
List <string> additionalValuesNames = new List <string>();
if (fixedValues != null)
{
additionalValuesNames.AddRange(fixedValues.Keys);
}
foreach (PropertyInfo info in infos)
{
additionalValuesNames.Remove(info.Name);
}
List <SQLiteParameter> parameters = new List <SQLiteParameter>();
List <PropertyInfo> parametersInfos = new List <PropertyInfo>();
SQLiteParameter objectParameter = null;
_updateMutex.WaitOne();
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (SQLiteCommand command = new SQLiteCommand(connection))
{
{// Column names.
commandText.Append(" SET ");
for (int i = 0; i < infos.Count; i++)
{
string name = infos[i].Name;
if (fixedValues != null && fixedValues.ContainsKey(name) && fixedValues[name] == null)
{
continue;
}
commandText.Append(name + " = ");
string paramName = "@Param" + infos[i].Name;
commandText.Append(paramName + ",");
SQLiteParameter parameter = new SQLiteParameter(paramName);
command.Parameters.Add(parameter);
parameters.Add(parameter);
parametersInfos.Add(infos[i]);
}
// Additional fixed values (Fixed values may contain additional values)
foreach (string name in additionalValuesNames)
{
commandText.Append(name + " = ");
commandText.Append("@ParamFixed" + name + ",");
command.Parameters.Add(new SQLiteParameter("@ParamFixed" + name, fixedValues[name]));
}
if (commandText[commandText.Length - 1] == ',')
{// Fix final comma (if there is one).
commandText.Remove(commandText.Length - 1, 1);
}
//commandText.Append(" ) ");
}
SQLiteParameter whereIdParam = new SQLiteParameter("@ParamId");
command.Parameters.Add(whereIdParam);
commandText.Append(" WHERE Id = " + whereIdParam.ParameterName);
command.CommandText = commandText.ToString();
connection.Open();
using (SQLiteTransaction transaction = connection.BeginTransaction())
{
//for (int i = 0; i < items.Count; i++)
foreach (ItemType item in items)
{
SystemMonitor.CheckThrow(item.Id.HasValue, "Updating an item with no ID already assigned.");
for (int j = 0; j < parameters.Count; j++)
{
parameters[j].Value = HandleGetValue(item, parametersInfos[j]);
}
if (objectParameter != null)
{
using (MemoryStream stream = new MemoryStream())
{
SerializationHelper.Serialize(stream, item);
objectParameter.Value = stream.GetBuffer();
}
}
whereIdParam.Value = item.Id;
if (command.ExecuteNonQuery() != 1)
{
SystemMonitor.Error("Command query execution error.");
}
}
transaction.Commit();
}
}
}
}
finally
{
_updateMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(true);
}
/// <summary>
///
/// </summary>
public DataSet Select(string[] tablesNames, MatchExpression matchExpression, int?limit)
{
string names = "";
for (int i = 0; i < tablesNames.Length; i++)
{
names += tablesNames[i];
if (i != tablesNames.Length - 1)
{
names += ",";
}
}
TracerHelper.TraceEntry(names);
StringBuilder commandText = new StringBuilder();
commandText.Append("SELECT * FROM " + names);
if (matchExpression != null && matchExpression.ClauseCount > 0)
{
commandText.Append(" WHERE ");
}
_selectMutex.WaitOne();
DataSet set = new DataSet();
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (SQLiteCommand command = new SQLiteCommand(connection))
{
if (matchExpression != null)
{
matchExpression.SetupCommandParameters(command, commandText);
}
if (limit.HasValue)
{
commandText.Append(" LIMIT " + limit.Value);
}
SQLiteDataAdapter adapter = new SQLiteDataAdapter();
command.CommandText = commandText.ToString();
connection.Open();
adapter.SelectCommand = command;
adapter.Fill(set);
}
}
}
finally
{
_selectMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(set);
}
/// <summary>
/// Central sending function.
/// </summary>
/// <param name="receiverID">The ID of the receiver module. Can be <b>null</b> and this sends to all in the Arbiter.</param>
protected TransportMessage[] DoSendCustom(bool isRequest, Guid sessionGuid,
Type expectedResponceMessageClassType, int responcesRequired,
ArbiterClientId?receiverId, ArbiterClientId?senderId, TransportMessage message, TimeSpan timeOut)
{
TracerHelper.TraceEntry();
SessionResults session = null;
if (receiverId.HasValue && receiverId.Value.IsEmpty /*receiverId.Value.CompareTo(ArbiterClientId.Empty) == 0*/)
{
SystemMonitor.Error("Can not send an item to empty receiver. Use null to specify broadcast.");
return(null);
}
// Preliminary verification.
if (Arbiter == null)
{
SystemMonitor.OperationWarning("Using a client [" + this.GetType().Name + ":" + senderId.Value.ClientName + " to " + (receiverId.HasValue ? receiverId.Value.Id.Name : string.Empty) + " , " + message.GetType().Name + "] with no Arbiter assigned.");
return(null);
}
message.IsRequest = isRequest;
TransportInfoUnit infoUnit = new TransportInfoUnit(sessionGuid, senderId, receiverId);
message.TransportInfo.AddTransportInfoUnit(infoUnit);
bool sessionEventResult = false;
if (expectedResponceMessageClassType != null)
{// Responce waiting session.
session = new SessionResults(responcesRequired, expectedResponceMessageClassType);
lock (_communicationSessions)
{// Register the session.
_communicationSessions.Add(sessionGuid, session);
}
}
SystemMonitor.CheckError(message.TransportInfo.CurrentTransportInfo != null);
Conversation conversation;
if (receiverId == null)
{
// We shall not use the next level time out mechanism.
conversation = Arbiter.CreateConversation(senderId.Value, message, TimeSpan.Zero);
}
else
{// Addressed conversation.
// We shall not use the next level time out mechanism.
conversation = Arbiter.CreateConversation(senderId.Value, receiverId.Value, message, TimeSpan.Zero);
}
if (conversation != null && expectedResponceMessageClassType != null)
{ // Responce waiting session (only if conversation was properly created).
if (timeOut == TimeSpan.Zero)
{ // Wait forever.
sessionEventResult = session.SessionEndEvent.WaitOne();
}
else
{// Wait given period.
sessionEventResult = session.SessionEndEvent.WaitOne(timeOut, false);
}
lock (_communicationSessions)
{// Remote the session.
_communicationSessions.Remove(sessionGuid);
}
}
message.TransportInfo.PopTransportInfo();
if (expectedResponceMessageClassType == null)
{// No responce waiting, just return.
TracerHelper.TraceExit();
return(null);
}
// Responce waiting session.
if (sessionEventResult == false)
{// Timed out - only send and receives can time out, as the other ones do not have sessions!!
TracerHelper.TraceError("Session has timed out [" + message.GetType().Name + "].");
return(null);
}
TracerHelper.TraceExit();
return(session.Responces.ToArray());
}
