protected override void OnFirstCallback()
{
base.OnFirstCallback();
// initialise workflow
_workflow.Initialise(_workContext);
// subscribe to curve definitions
_curveSubs = IntClient.Target.Subscribe <QuotedAssetSet>(
Expr.BoolAND(
Expr.IsEQU(CurveProp.Function, FunctionProp.QuotedAssetSet.ToString()),
Expr.IsEQU(CurveProp.Market, CurveConst.QR_LIVE),
Expr.IsNull(CurveProp.MarketDate)),
(subscription, item) =>
{
MainThreadQueue?.Dispatch(item, BaseCurveCallback);
}, null);
}
protected override void OnFirstCallback()
{
// subscribe to import rules
_ruleCache = IntClient.Target.CreateCache(delegate(CacheChangeData update)
{
Interlocked.Increment(ref _dispatchedEventCount);
MainThreadQueue.Dispatch(update, ProcessRuleUpdate);
}, null);
_ruleCache.Subscribe <AlertRule>(
RuleObject.MakeRuleFilter(
EnvHelper.EnvName(IntClient.Target.ClientInfo.ConfigEnv),
IntClient.Target.ClientInfo.HostName,
AppName,
IntClient.Target.ClientInfo.UserName));
// start a 30 second timer to periodically check the rules
_timer = new Timer(RecvTimerEvent, null, TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(30));
}
protected override void OnFirstCallback()
{
// subscribe to import rules
_importRuleSet = IntClient.Target.CreateCache(delegate(CacheChangeData update)
{
Interlocked.Increment(ref _updateRequestsDispatched);
MainThreadQueue.Dispatch(update, ProcessRuleUpdate);
}, null);
_importRuleSet.Subscribe <FileImportRule>(
RuleObject.MakeRuleFilter(
EnvHelper.EnvName(IntClient.Target.ClientInfo.ConfigEnv),
IntClient.Target.ClientInfo.HostName,
AppName,
IntClient.Target.ClientInfo.UserName));
// start a 1 minute timer to periodically check the rules
_timer = new Timer(RecvTimerEvent, null, TimeSpan.FromMinutes(1), TimeSpan.FromMinutes(1));
}
protected override void OnFirstCallback()
{
// subscribe to portfolio valuation requests and results
// note: load results first
_resultSubs = IntClient.Target.SubscribeNoWait <HandlerResponse>(
Expr.ALL,
delegate(ISubscription subs, ICoreItem item)
{
var pvRes = (HandlerResponse)item.Data;
_manageThreadQueue.Dispatch(pvRes, ReceivePortfolioValuationResult);
},
null);
_requestSubs = IntClient.Target.SubscribeNoWait <PortfolioValuationRequest>(
Expr.ALL,
(subs, pvReqItem) => _manageThreadQueue.Dispatch(pvReqItem, ReceivePortfolioValuationRequest),
null);
_cancelSubs = IntClient.Target.SubscribeNoWait <CancellationRequest>(
Expr.ALL,
(subs, pvReqItem) => _manageThreadQueue.Dispatch(pvReqItem, ReceiveCancellationRequest),
null);
// start timers
// - request queue manager
// - request scheduler
_timerRequestManager = new Timer(
notUsed => MainThreadQueue.Dispatch <object>(null, RequestManagerTimeout),
null, _requestManagerPeriod, _requestManagerPeriod);
// hack - start the daily 4am portfolio reval schedule
// todo - attach this as a workflow step to the daily file/trade import process
DateTime dtNow = DateTime.Now;
DateTime dtDue = DateTime.Today.Add(TimeSpan.FromHours(4));
if (dtDue <= dtNow)
{
dtDue += TimeSpan.FromDays(1);
}
//TimeSpan tsDue = dtDue - dtNow;
//_TimerRequestScheduler = new Timer(
// (notUsed) => _MainThreadQueue.Dispatch<object>(null, RequestSchedulerTimeout),
// null, tsDue, TimeSpan.FromDays(1));
}
protected override void OnFirstCallback()
{
// initialise workflow
_workflow.Initialise(_workContext);
// subscribe to all base curves
_baseCurveSubs = IntClient.Target.Subscribe <Market>(
Expr.BoolAND(
//Expr.BoolOR(
Expr.IsEQU(CurveProp.Market, CurveConst.QR_LIVE),
//Expr.IsEQU(CurveProp.Market, CurveConst.QR_EOD),
//Expr.IsEQU(CurveProp.Market, CurveConst.NAB_EOD)),
Expr.IsEQU(EnvironmentProp.Function, FunctionProp.Market.ToString()),
Expr.IsNull(CurveProp.MarketDate),
Expr.IsNull(CurveProp.StressName)
//Expr.StartsWith(Expr.SysPropItemName, "Highlander.Market.")
),
(subscription, item) =>
{
MainThreadQueue?.Dispatch(item, BaseCurveCallback);
}, null);
}
protected override void OnFirstCallback()
{
// subscribe to Trade valuation requests and results
// note: load results first
_resultSubs = IntClient.Target.SubscribeNoWait <HandlerResponse>(
Expr.ALL,
delegate(ISubscription subs, ICoreItem item)
{
var pvRes = (HandlerResponse)item.Data;
_manageThreadQueue.Dispatch(pvRes, ReceiveTradeValuationResult);
},
null);
_requestSubs = IntClient.Target.SubscribeNoWait <TradeValuationRequest>(
Expr.ALL,
(subs, pvReqItem) => _manageThreadQueue.Dispatch(pvReqItem, ReceiveTradeValuationRequest),
null);
// start timers
// - request queue manager
// - request scheduler
_timerRequestManager = new Timer(
notUsed => MainThreadQueue.Dispatch <object>(null, RequestManagerTimeout),
null, _requestManagerPeriod, _requestManagerPeriod);
}
private void RecvTimerEvent(object notUsed)
{
Interlocked.Increment(ref _dispatchedEventCount);
MainThreadQueue.Dispatch <CacheChangeData>(null, ProcessRuleUpdate);
}
