private void BroadcastReceiver()
{
log.Info("Starting broadcast receiver");
try
{
Socket broadcast = broadcast_ctx.Socket(SocketType.SUB);
broadcast.Subscribe("", Encoding.Unicode);
broadcast.Connect(bcast_addr);
while (true)
{
ClientAdapterBroadcast message =
ClientAdapterBroadcast.ParseFrom(broadcast.Recv( ));
if (log.IsDebugEnabled)
{
log.Debug(" -b-> " + message.ToString());
}
dispatcher.OnBroadcastCallback(new BroadcastEventArgs(message));
}
}
catch (System.Exception e)
{
log.Error("BroadcastReceiver exiting:", e);
}
}
private void FireBroadcast(object sender, BroadcastEventArgs e)
{
ClientAdapterBroadcast broadcast = e.Data;
if (broadcast.Type == ClientAdapterBroadcast.Types.BroadcastType.DEALING)
{
DealingEngineBroadcast dealing_broadcast = broadcast.DealingBroadcast;
if (dealing_broadcast.Type == DealingEngineBroadcast.Types.BroadcastType.UPDATE_STATUS)
{
foreach (SystemParameterData system_parameter in dealing_broadcast.SystemParameterList)
{
if ("send_to_fix".Equals(system_parameter.Name))
{
sendToFix.Checked = "1".Equals(system_parameter.Value);
splitButton.Enabled = sendToFix.Checked;
return;
}
}
}
}
}
public BroadcastEventArgs(ClientAdapterBroadcast data)
{
this.data = data;
}
private void FireBroadcast(object sender, BroadcastEventArgs e)
{
ClientAdapterBroadcast broadcast = e.Data;
if (broadcast.Type == ClientAdapterBroadcast.Types.BroadcastType.DEALING)
{
DealingEngineBroadcast dealingBroadcast = broadcast.DealingBroadcast;
if (dealingBroadcast.Type == DealingEngineBroadcast.Types.BroadcastType.ROLLOVER)
{
orders.Clear();
releases.Clear();
executions.Clear();
dispatcher.RolloverCallback(new DealingEventArgs("ROLLOVER"));
}
foreach (OrderMessage order in dealingBroadcast.OrderList)
{
if (order.HasOrderData)
{
Order o = new Order(order.OrderData);
foreach (AllocationData data in order.AllocationDataList)
{
o.AddAllocation(new Allocation(data));
}
Update(o);
}
foreach (ReleaseData data in order.ReleaseDataList)
{
Update(new Release(data));
}
foreach (ExecutionData data in order.ExecutionDataList)
{
Update(new Execution(data));
}
}
}
else if (broadcast.Type == ClientAdapterBroadcast.Types.BroadcastType.MARKETDATA)
{
MarketDataBroadcast marketDataBroadcast = broadcast.MarketdataBroadcast;
if (marketDataBroadcast.Type == MarketDataBroadcast.Types.BroadcastType.PRICE)
{
foreach (MarketDataPriceData priceData in marketDataBroadcast.PriceDataList)
{
if (HasInstrument(priceData.InstrumentId))
{
Instrument instrument = (Instrument)instruments[priceData.InstrumentId];
instrument.SetAttribute(
DatabaseObject.LAST_PRC,
Convert.ToString(priceData.LastPrc));
dispatcher.InstrumentChangedCallback(
new MarketDataEventArgs(instrument));
}
}
}
}
}
