/*
* private bool _bIsFirstScan = false;
* private bool _bIsWorkingMode = false;
* private DateTime _dtTimeFirstScan = new DateTime(0);
*
* private void CheckLim(double val, double maxVal, string msg)
* {
* if (!_bIsFirstScan)
* {
* _bIsFirstScan = true;
* _dtTimeFirstScan = DateTime.Now;
* }
* else
* {
*
* }
*
* if (val>maxVal)
* {
* string outMsg = "CTradeDispatcher ElapsedMs more than lim "+msg+"val ="+val+"maxVal="+maxVal+" ";
* Error(outMsg);
* }
*
* }
*/
/// <summary>
/// Note: packing end sending in parallel thread, not using blocking queue -
/// triggering from parallel updater
/// </summary>
/// <param name="isin"></param>
public void SendUpdateTradersDeals(string isin)
{
List <CRawDeal> lstDeals = _client.DealBox.DealsStruct[isin].ListDeals;
// List<CDealClass> lstDealsOut = new List<CDealClass>();
CDealsList lstDealsOut = new CDealsList(isin);
//lock (lstDeals)
lock (_client.DealBox.DealsStruct[isin].ListDeals)
{
while (lstDeals.Count != 0)
{
lstDealsOut.DealsList.Add(new CDealClass
{
Amount = lstDeals[0].Amount,
Price = lstDeals[0].Price,
DirDeal = lstDeals[0].GetDealDir(),
DtTm = lstDeals[0].Moment,
// Isin = isin ,
// Id = lstDeals[0].ReplID
});
lstDeals.RemoveAt(0);
}
}
if (lstDealsOut.DealsList.Count != 0)
{
lstDealsOut.DtBeforePack = DateTime.Now;
SendDataToClients(lstDealsOut, enmTradingEvent.DealsUpdate, isin);
}
}
private void ProcessDealsUpdate(byte[] arrMsgBody)
{
try
{
CDealsList lstDeals = CUtilProto.DeserializeProto <CDealsList>(arrMsgBody);
string isin = lstDeals.Isin; //lstDeals.DealsList[0].Isin;
CheckDeltaTimeLim(lstDeals.DtBeforePack, 50, "deals update");
_dtStockUpdate = (DateTime.Now - lstDeals.DtBeforePack).TotalMilliseconds;
Log("[Dealsupdate] DtBeforePack=" + lstDeals.DtBeforePack.ToString("hh:mm:ss.fff") + " isin=" + lstDeals.Isin +
" Dt_firtst_deal=" + lstDeals.DealsList[0].DtTm.ToString("hh:mm:ss.fff") +
" Dt_last_deal=" + lstDeals.DealsList[lstDeals.DealsList.Count - 1].DtTm.ToString("hh:mm:ss.fff") + " Count=" + lstDeals.DealsList.Count +
" dt=" + _dtStockUpdate);
List <CDealClass> lstAggr = new List <CDealClass>();
//get summarized deals
_dictDealsAggr[isin].GenAggrPrice(lstDeals.DealsList, lstAggr);
lock (OutpListAggrDeals[isin])
{
foreach (CDealClass dealClass in lstAggr)//lstDeals.DealsList)
{
OutpListAggrDeals[isin].Add(dealClass);
}
}
lock (OutpListRawDeals[isin])
{
foreach (CDealClass dealClass in lstDeals.DealsList)
{
OutpListRawDeals[isin].Add(dealClass);
}
}
}
catch (Exception e)
{
Error("CDataReciever deals", e);
}
}
public TestLogPerf()
{
//System.Runtime.GCSettings.LatencyMode = System.Runtime.GCLatencyMode.LowLatency;
// CUtil.IncreaseProcessPriority();
Thread.CurrentThread.Priority = ThreadPriority.Highest;
InitTicks();
CDealsList dl = new CDealsList();
dl.DealsList = new List <CDealClass>();
CLogServer lgSrv = new CLogServer();
List <long> lstHighTck = new List <long>();
List <long> lstHighLogTck = new List <long>();
LogBuff = new CLoggerBuffered("TestLogPerf", lgSrv);
(new Thread(ThreadLogProducer)).Start();
Stopwatch swTotal = new Stopwatch();
LogBuff.Log("--------------started----------------------------");
swTotal.Start();
long beforeTck = 0;
long afterTck = 0;
long deltaTck = 0;
long beforeLogTck = 0;
long afterLogTck = 0;
long deltalogTck = 0;
long deltaCycle = 0;
for (int i = 0; i < 10000; i++)
{
beforeTck = swTotal.ElapsedTicks;
int fac = 1;
// for (int j = 1; j < 20; j++)
// fac *= j;
CDealsAgregator da = new CDealsAgregator(100, 1M);
da.GenAggrPrice(sourceLst, dl.DealsList);
//CDealsAgregator da = new CDealsAgregator(sourceLst, dl.DealsList, 100,1M);
afterTck = swTotal.ElapsedTicks;
deltaTck = afterTck - beforeTck;
deltalogTck = afterLogTck - beforeLogTck;
deltaCycle = beforeTck - afterLogTck;
beforeLogTck = swTotal.ElapsedTicks;
long d1 = 1;
DateTime dt = DateTime.Now;
string st1 = "sssssss";
decimal dc1 = 32132.24343M;
LogMsg(new CLogStruct
{
I = i,
DeltaTck = deltaTck,
DeltaLogTck = deltalogTck,
DeltaCycle = deltaCycle,
D1 = d1,
Dt = dt,
St1 = st1,
dc1 = dc1,
LargeStr =
" 121323232434gdfgdgdsfgdfgsdgdfgsfdgsdgdsfgsdfgsdfgdfgsdfgsdfgfdsgsdg"
}
);
if (deltaTck > 100 && i > 0)
{
lstHighTck.Add(deltaTck);
}
if (deltalogTck > 100)
{
lstHighLogTck.Add(deltalogTck);
}
//LogBuff.Log("i= " + i + " deltaTck=" + deltaTck + " deltaLogTck=" + deltalogTck+" "
//+ d1+dt+st1+dc1
// +" 121323232434gdfgdgdsfgdfgsdgdfgsfdgsdgdsfgsdfgsdfgdfgsdfgsdfgfdsgsdg"
//);
afterLogTck = swTotal.ElapsedTicks;
}
swTotal.Stop();
Thread.Sleep(2000);
LogBuff.Log("eclapsed ms=" + swTotal.ElapsedMilliseconds + " ticks=" + swTotal.ElapsedTicks);
LogBuff.Log("high tick ======");
foreach (var v in lstHighTck)
{
LogBuff.Log(" tick=" + v);
}
LogBuff.Log("high tick log======");
foreach (var v in lstHighLogTck)
{
LogBuff.Log(" log tick=" + v);
}
LogBuff.Log("--------finished-------------------------------------------");
}
public TestProto()
{
Random rnd = new Random();
//CStockClass sc = new CStockClass("Si-6.15");
CDealsList sc = new CDealsList("Si-6.15");
// sc.DealsList.Add(new CDealClass());
List <CStock> lst = new List <CStock>();
for (int i = 0; i < 100; i++)
{
//sc.StockListBids.Add(new CStock(rnd.Next(80000, 85000), rnd.Next(0, 1000)));
// sc.StockListAsks.Add(new CStock(rnd.Next(80000, 85000), rnd.Next(0, 1000)));
//StockList[1].Add(new CStockProto(rnd.Next(80000, 85000), rnd.Next(0, 1000)));
sc.DealsList.Add(new CDealClass
{
Amount = 1,
DtTm = DateTime.Now,
//Id = 12345,
// Isin = "Si-6.15",
Price = rnd.Next(80000, 85000)
});
lst.Add(new CStock(rnd.Next(80000, 85000), rnd.Next(0, 1000)));
}
CStock sp = new CStock(8000, 100);
//MappedEntity me = new MappedEntity();
//me.Id = 1;
//me.Name = "2";
Stopwatch sw = new System.Diagnostics.Stopwatch();
Stopwatch sw1 = new System.Diagnostics.Stopwatch();
Stopwatch sw2 = new System.Diagnostics.Stopwatch();
Stopwatch sw3 = new System.Diagnostics.Stopwatch();
sw1.Reset(); sw1.Start();
sw2.Reset(); sw2.Start();
sw3.Reset(); sw3.Start();
// var entity = new CStockProto[] { new CStockProto { Id = 1, Name = "123" }, new MappedEntity { Id = 2, Name = "455" } };
// Serialize/deserialize using protobuf-net
byte[] serialized = null;
const int cnt = 100;
long [] ticks = new long[cnt];
long[] ticksde = new long[cnt];
long [] msec = new long[cnt];
long[] msecde = new long[cnt];
for (int i = 0; i < cnt; i++)
// using (var ms = new MemoryStream())
{
sw.Reset(); sw.Start();
var ms = new MemoryStream();
Serializer.Serialize(ms, sc);
serialized = ms.ToArray();
// serialized = ms.GetBuffer();
sw.Stop();
sw1.Reset(); sw1.Start();
//CStockClass t = Serializer.Deserialize<CStockClass>(new MemoryStream(serialized));
CDealsList t = Serializer.Deserialize <CDealsList>(new MemoryStream(serialized));
sw1.Stop();
msec[i] = sw.ElapsedMilliseconds;
ticks[i] = sw.ElapsedTicks;
msecde[i] = sw1.ElapsedMilliseconds;
ticksde[i] = sw1.ElapsedTicks;
}
sw1.Stop();
long ems = sw1.ElapsedMilliseconds;
// var t = Serializer.Deserialize<MappedEntity>(new MemoryStream(serialized));
//var t = Serializer.Deserialize<CStockClassProto>(new MemoryStream(serialized));
//var t = Serializer.Deserialize<CStockProto>(ms);
}
public TestTicks()
{
string d = DateTime.Now.ToString("yyy_MM_dd__hh_mm_ss");
CLogger logger = new CLogger("TestTicks_" + d, false);
swTot.Reset();
swTot.Start();
InitTicks();
CDealsList dl = new CDealsList();
dl.DealsList = new List <CDealClass>();
List <long> lstDi = new List <long>();
for (int j = 0; j < 3; j++)
{
for (int i = 0; i < 900000; i++)
{
lstTotBeginMs.Add(swTot.ElapsedMilliseconds);
lstTotBeginTicks.Add(swTot.ElapsedTicks);
sw.Reset();
sw.Start();
CDealsAgregator da = new CDealsAgregator(100, 1M);
da.GenAggrPrice(sourceLst, dl.DealsList);
//CDealsAgregator da = new CDealsAgregator(sourceLst, dl.DealsList, 100,1M);
sw.Stop();
lstMS.Add(sw.ElapsedMilliseconds);
//lstTicks.Add(sw.ElapsedTicks);
lstTotEndMs.Add(swTot.ElapsedMilliseconds);
lstTotEndTicks.Add(swTot.ElapsedTicks);
if (i > 1)
{
long di = lstTotBeginMs[i] - lstTotBeginMs[i - 1];
if (di > 10)
{
lstDi.Add(di);
}
}
// System.Threading.Thread.Sleep(1);
}
swTot.Stop();
lstTotBeginMs.Clear();
lstTotBeginTicks.Clear();
lstTotEndMs.Clear();
lstTotEndTicks.Clear();
lstMS.Clear();
}
swFile.Reset();
swFile.Start();
for (int i = 0; i < lstTotBeginTicks.Count; i++)
{
logger.Log("__________________________________");
logger.Log("i=" + i);
logger.Log("iter begin " + lstTotBeginMs[i] + " | " + lstTotBeginTicks[i]);
logger.Log("iter end " + lstTotEndMs[i] + " | " + lstTotEndTicks[i]);
logger.Log("__________________________________");
}
swFile.Stop();
for (int i = 0; i < lstDi.Count; i++)
{
logger.Log(lstDi[i].ToString());
}
logger.Flush();
System.Threading.Thread.Sleep(1000);
}
