private void Add(QuotationForBroadcast quotationForBroadcast)
{
lock (this._QuotationForBroadcastQueue)
{
this._QuotationForBroadcastQueue.Enqueue(quotationForBroadcast);
this._QuotationArriveEvent.Set();
}
}
public static void AddQuotation(QuotationForBroadcast quotationForBroadcast)
{
if (EnableLog)
{
AppDebug.LogEvent("StateServer.QuotationBroadcastHelper",
string.Format("Quotation from QuotationServer: {0}", quotationForBroadcast), EventLogEntryType.Information);
}
foreach (QuotationBroadcastHelper helper in QuotationBroadcastHelper._QuotationBroadcastHeplers)
{
helper.Add(quotationForBroadcast);
}
}
private void Broadcast()
{
while (true)
{
this._QuotationArriveEvent.WaitOne();
try
{
while (true)
{
QuotationForBroadcast quotation = null;
AutoFillResultInString[] autoFillResults;
lock (this._QuotationForBroadcastQueue)
{
//if (this._QuotationForBroadcastQueue.Count == 4)
{
quotation = this._Merger.MergeAndGetQuotationToBroadcast(this._QuotationForBroadcastQueue);
this._QuotationForBroadcastQueue.Clear();
}
}
if (quotation == null)
{
break;
}
if (EnableLog)
{
AppDebug.LogEvent("StateServer.QuotationBroadcastHelper",
string.Format("Quotation send to TransactionServer: {0}", quotation), EventLogEntryType.Information);
}
Stopwatch watch = new Stopwatch();
watch.Start();
//XmlNode xmlHitOrders = this._TransactionServerService.SetQuotation(quotation.Token, quotation.OriginQuotations, quotation.OverridedQuotations, out autoFillResults);
string hitOrders = this.realtimeQuotationProcessorService.SetQuotation(quotation.Token, quotation.OriginQuotations, quotation.OverridedQuotations, out autoFillResults);
XmlNode xmlHitOrders = null;
if (!string.IsNullOrEmpty(hitOrders))
{
XmlDocument document = new XmlDocument();
document.LoadXml(hitOrders);
xmlHitOrders = document.DocumentElement;
}
watch.Stop();
AppDebug.LogEvent("StateServer",
string.Format("QuotationBroadcastHepler.Broadcast, call TransactionServer.SetQuotation consume time = {0} ms", watch.ElapsedMilliseconds), EventLogEntryType.Information);
AutoFillResult[] autoFillResults2 = autoFillResults == null ? null : new AutoFillResult[autoFillResults.Length];
if (autoFillResults != null)
{
int index = 0;
foreach (AutoFillResultInString source in autoFillResults)
{
autoFillResults2[index++] = source.ToAutoFillResult();
}
}
Token token = quotation.Token == null ? StateServer.Token: quotation.Token;
this._StateServer.AfterBroadcastQuotationToTransactionServer(token, xmlHitOrders, autoFillResults2, this._TransactionServerService);
}
}
catch (Exception ex)
{
AppDebug.LogEvent("StateServer",
string.Format("QuotationBroadcastHepler.Broadcast to {0} call TransactionServer.SetQuotation error {1}", this.realtimeQuotationProcessorServiceUrl, ex), EventLogEntryType.Error);
this.realtimeQuotationProcessorService = CreateRealtimeQuotationProcessorService(this.realtimeQuotationProcessorServiceUrl);
}
}
}
internal QuotationForBroadcast MergeAndGetQuotationToBroadcast(Queue <QuotationForBroadcast> pendingQuotations)
{
if (pendingQuotations.Count > 0)
{
if (pendingQuotations.Count > 3)
{
string warning = string.Format("Too much {0} quotation wait for sending to TransactionServer", pendingQuotations.Count);
AppDebug.LogEvent("StateServer.QuotationBroadcastHelper", warning, EventLogEntryType.Warning);
}
foreach (QuotationForBroadcast pendingQuotation in pendingQuotations)
{
if (pendingQuotation.OverridedQuotations == null)
{
continue;
}
foreach (OverridedQuotation overridedQuotation in pendingQuotation.OverridedQuotations)
{
if (string.IsNullOrEmpty(overridedQuotation.Ask) || string.IsNullOrEmpty(overridedQuotation.Bid))
{
continue;
}
string mergedQuotationKey = overridedQuotation.InstrumentID.ToString() + overridedQuotation.QuotePolicyID.ToString();
MergedQuotation mergedQuotation = null;
if (!this.mergedQuotaions.TryGetValue(mergedQuotationKey, out mergedQuotation))
{
mergedQuotation = new MergedQuotation(overridedQuotation.InstrumentID, overridedQuotation.QuotePolicyID);
this.mergedQuotaions.Add(mergedQuotationKey, mergedQuotation);
}
OriginQuotation originQuotation = null;
if (pendingQuotation.OriginQuotations != null)
{
originQuotation = pendingQuotation.OriginQuotations.FirstOrDefault <OriginQuotation>(t => { return(t.InstrumentID == overridedQuotation.InstrumentID); });
}
mergedQuotation.Merge(pendingQuotation.Token, overridedQuotation, originQuotation);
}
}
}
List <OverridedQuotation> overridedQuotations = null;
List <OriginQuotation> originQuotations = null;
Token token = null;
foreach (MergedQuotation mergedQuotation in this.mergedQuotaions.Values)
{
QuotationPair pair = mergedQuotation.Fetch();
if (pair != null)
{
if (overridedQuotations == null)
{
overridedQuotations = new List <OverridedQuotation>();
}
overridedQuotations.Add(pair.OverridedQuotation);
if (token != null)
{
token = pair.Token;
}
if (pair.OriginQuotation != null)
{
if (originQuotations == null)
{
originQuotations = new List <OriginQuotation>();
}
if (!originQuotations.Contains(pair.OriginQuotation))
{
originQuotations.Add(pair.OriginQuotation);
}
}
}
}
if (overridedQuotations != null)
{
QuotationForBroadcast result = new QuotationForBroadcast();
result.OverridedQuotations = overridedQuotations.ToArray();
result.Token = token;
result.OriginQuotations = originQuotations == null ? null : originQuotations.ToArray();
return(result);
}
else
{
return(null);
}
}
