public void TestTryRoutines()
{
SynchronizedDictionary <int, string> data =
new SynchronizedDictionary <int, string>(new Dictionary <int, string>());
Assert.IsTrue(data.TryAdd(1, "a"));
Assert.IsFalse(data.TryAdd(1, "a"));
Assert.IsTrue(data.TryUpdate(1, "a"));
Assert.IsTrue(data.TryUpdate(1, "c"));
Assert.IsTrue(data.TryUpdate(1, "d", "c"));
Assert.IsFalse(data.TryUpdate(1, "f", "c"));
Assert.AreEqual("d", data[1]);
Assert.IsTrue(data.TryUpdate(1, "a", data[1]));
Assert.AreEqual("a", data[1]);
Assert.IsFalse(data.TryUpdate(2, "b"));
string val;
Assert.IsTrue(data.TryRemove(1, out val) && val == "a");
Assert.IsFalse(data.TryRemove(2, out val));
Assert.AreNotEqual(val, "a");
Assert.IsFalse(data.TryUpdate(1, (k, x) => x.ToUpper()));
data[1] = "a";
data[1] = "b";
Assert.IsTrue(data.TryUpdate(1, (k, x) => x.ToUpper()));
Assert.AreEqual("B", data[1]);
}
/// <summary>
/// 判断账号密码是否存在正确
/// </summary>
/// <param name="acc"></param>
/// <param name="pwd"></param>
/// <returns></returns>
public bool Match(string acc, string pwd)
{
//if (!accModelDict.ContainsKey(acc))
// return false;
//return accModelDict[acc].Password == pwd;
//如果内存里面有 直接判断
if (accModelDict.ContainsKey(acc))
{
return(accModelDict[acc].Password == pwd);
}
AccountModel model = new AccountModel();
//如果没有 那就真的没有
if (!model.Exists(acc))
{
return(false);
}
//如果数据库里面存在
model.GetModel(acc);
//添加到内存里
accModelDict.TryAdd(model.Account, model);
//再进行判断
return(model.Password == pwd);
}
/// <summary>
/// 主键ID
/// </summary>
//private int index = 0;
/// <summary>
/// 创建角色
/// </summary>
/// <param name="name"></param>
/// <param name="accId"></param>
public void Create(string name, int accId)
{
PlayerModel model = new PlayerModel();
model.Name = name;
model.AccountId = accId;
model.Lv = 1;
model.Exp = 0;
model.Power = 2000;
model.WinCount = 0;
model.LoseCount = 0;
model.RunCount = 0;
model.HeroIdList = "1,2";
model.FriendIdList = "";
//返值是自增的id
//保存到数据库
model.Add();
//获取数据库数据
model.GetModelByAccId(accId);
//保存到内存
accPlayerDict.TryAdd(accId, model.Id);
idModelDict.TryAdd(model.Id, model);
}
static SecurityInfoCache()
{
using (var zip = new ZipArchive(Resources.Securities.To <MemoryStream>()))
{
using (var s = zip.Entries.First().Open())
{
var root = XDocument.Load(s).Root;
if (root == null)
{
throw new InvalidOperationException();
}
var securities = CultureInfo.InvariantCulture.DoInCulture(() =>
root.Elements().Select(
elem => new SecurityInfo
{
Board = elem.GetAttributeValue <string>("board"),
Multiplier = elem.GetAttributeValue <decimal?>("multiplier"),
Decimals = elem.GetAttributeValue <int?>("decimals"),
PriceStep = elem.GetAttributeValue <decimal?>("priceStep"),
Code = elem.GetAttributeValue <string>("code"),
ShortName = elem.GetAttributeValue <string>("shortName"),
Name = elem.GetAttributeValue <string>("name"),
Isin = elem.GetAttributeValue <string>("isin"),
Asset = elem.GetAttributeValue <string>("asset"),
Type = elem.GetAttributeValue <string>("type"),
Currency = elem.GetAttributeValue <string>("currency"),
IssueSize = elem.GetAttributeValue <decimal?>("issueSize"),
IssueDate = elem.GetAttributeValue <string>("issueDate").TryToDateTime("yyyyMMdd"),
LastDate = elem.GetAttributeValue <string>("lastDate").TryToDateTime("yyyyMMdd"),
})
.ToArray());
foreach (var info in securities)
{
_securitiesByCode.SafeAdd(info.Code).Add(info);
}
foreach (var info in securities)
{
if (!info.ShortName.IsEmpty())
{
_securitiesByShortName.TryAdd(info.ShortName, info);
}
else if (!info.Name.IsEmpty())
{
_securitiesByShortName.TryAdd(info.Name, info);
}
}
}
}
}
/// <summary>
/// 创建角色
/// </summary>
/// <param name="name"></param>
/// <param name="accId"></param>
public void Create(string name, int accId)
{
PlayerModel model = new PlayerModel();
model.Name = name;
model.AccountId = accId;
//保存的数据库
model.Id = model.Add();
//保存到内存
accPlayerDict.TryAdd(accId, model.Id);
idModelDict.TryAdd(model.Id, model);
}
public void AddOrderByRegistrationId(Order order)
{
if (order == null)
{
throw new ArgumentNullException(nameof(order));
}
AddOrder(order);
GetData(order.Security).Orders.Add(CreateOrderKey(order.Type, order.TransactionId, false), new OrderInfo(order));
// с таким же идентификатором транзакции может быть заявка по другому инструменту
_allOrdersByTransactionId.TryAdd(Tuple.Create(order.TransactionId, order.Type == OrderTypes.Conditional), order);
}
/// <summary>
/// 创建角色
/// </summary>
/// <param name="name"></param>
/// <param name="accId"></param>
public void Create(string name, int accId)
{
PlayerModel model = new PlayerModel();
model.Name = name;
model.AccountId = accId;
MobaApplication.LogInfo("创建玩家 name = " + name + "accId = " + accId);
//返回值是自增 键值
model.Id = model.Add();
accPlayerDict.TryAdd(accId, model.Id);
idModelDict.TryAdd(model.Id, model);
}
public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
message.FillSecurityInfo(_connector, security);
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_pendingSubscriptions.TryAdd(message.TransactionId, value);
}
else
{
_pendingSubscriptions.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}
public void TestAtomicAdd()
{
SynchronizedDictionary <int, string> data =
new SynchronizedDictionary <int, string>(new Dictionary <int, string>());
int[] counter = new int[] { -1 };
for (int i = 0; i < 100; i++)
{
Assert.IsTrue(data.TryAdd(i, (k) => (++counter[0]).ToString()));
}
Assert.AreEqual(100, data.Count);
Assert.AreEqual(100, counter[0] + 1);
//Inserts of existing keys will not call method
Assert.IsFalse(data.TryAdd(50, (k) => { throw new InvalidOperationException(); }));
Assert.AreEqual(100, data.Count);
}
/// <summary>
/// 创建角色
/// </summary>
/// <param name="name"></param>
/// <param name="accountID"></param>
public void Create(string name, int accountID)
{
PlayerModel playerModel = new PlayerModel(index, name, accountID);
accountPlayers.TryAdd(accountID, playerModel.Id);
playerModels.TryAdd(playerModel.Id, playerModel);
index++;
}
/// <inheritdoc />
public void Save(Security security, bool forced)
{
if (security is null)
{
throw new ArgumentNullException(nameof(security));
}
if (_inner.TryAdd(security.ToSecurityId(), security))
{
Added?.Invoke(new[] { security });
}
}
/// <summary>
/// 匹配账号密码是否存在正确
/// </summary>
/// <returns></returns>
public bool Match(string acc, string pwd)
{
//如果内存有就直接判断
if (accModelDict.ContainsKey(acc))
{
return(accModelDict[acc].Password == pwd);
}
AccountModel model = new AccountModel();
if (!model.Exists(acc))
{
return(false);
}
//如果数据库存在
model.GetModel(acc);
//添加到内存
accModelDict.TryAdd(model.Account, model);
return(model.Password == pwd);
}
void Bind(int tokenIndex)
{
var token = m_pool[tokenIndex];
Logger.Print("BindClient: {0}->{1}", token.uid, token.Address);
try
{
m_indexMap.TryAdd(token.uid, tokenIndex);
token.OnBinded();
}
catch (Exception e)
{
Logger.Exception(e);
}
}
private void OnBoardsResponse(BoardsResponse response)
{
foreach (var board in response.Boards)
{
var code = board.Id.FixBoardName();
SendOutMessage(new BoardMessage
{
Code = code,
ExchangeCode = Exchange.Moex.Name,
});
_boards.TryAdd(board.Market, code);
}
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
Reset();
Buffer.SendInMessage(message);
break;
case MessageTypes.Connect:
//Buffer.Enabled = CanAutoStorage && (_storageProcessor.StorageRegistry != null || SupportBuffer);
StartStorageTimer();
break;
case MessageTypes.OrderStatus:
{
if (message.Adapter != null && message.Adapter != this)
{
break;
}
message = ProcessOrderStatus((OrderStatusMessage)message);
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
// can be looped back from offline
_cancellationTransactions.TryAdd(cancelMsg.TransactionId, cancelMsg.OriginalTransactionId);
break;
}
case MessageTypes.MarketData:
ProcessMarketData((MarketDataMessage)message);
break;
}
if (message == null)
{
return(true);
}
return(base.OnSendInMessage(message));
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
public void SendInMessage(Message message)
{
if (message is null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OfflineMode != MessageOfflineModes.None)
{
return;
}
switch (message.Type)
{
case MessageTypes.Reset:
{
_subscriptionsById.Clear();
_ticksBuffer.Clear();
_level1Buffer.Clear();
_candleBuffer.Clear();
_orderLogBuffer.Clear();
_orderBooksBuffer.Clear();
_transactionsBuffer.Clear();
_newsBuffer.Clear();
_positionChangesBuffer.Clear();
//SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
//if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
_transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = regMsg.SecurityId,
TransactionId = regMsg.TransactionId,
HasOrderInfo = true,
OrderPrice = regMsg.Price,
OrderVolume = regMsg.Volume,
Currency = regMsg.Currency,
PortfolioName = regMsg.PortfolioName,
ClientCode = regMsg.ClientCode,
BrokerCode = regMsg.BrokerCode,
Comment = regMsg.Comment,
Side = regMsg.Side,
TimeInForce = regMsg.TimeInForce,
ExpiryDate = regMsg.TillDate,
Balance = regMsg.Volume,
VisibleVolume = regMsg.VisibleVolume,
LocalTime = regMsg.LocalTime,
IsMarketMaker = regMsg.IsMarketMaker,
IsMargin = regMsg.IsMargin,
Slippage = regMsg.Slippage,
IsManual = regMsg.IsManual,
OrderType = regMsg.OrderType,
UserOrderId = regMsg.UserOrderId,
OrderState = OrderStates.Pending,
Condition = regMsg.Condition?.Clone(),
MinVolume = regMsg.MinOrderVolume,
PositionEffect = regMsg.PositionEffect,
PostOnly = regMsg.PostOnly,
});
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
//if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);
_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = cancelMsg.SecurityId,
HasOrderInfo = true,
TransactionId = cancelMsg.TransactionId,
IsCancellation = true,
OrderId = cancelMsg.OrderId,
OrderStringId = cancelMsg.OrderStringId,
OriginalTransactionId = cancelMsg.OriginalTransactionId,
OrderVolume = cancelMsg.Volume,
//Side = cancelMsg.Side,
});
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (Enabled)
{
if (mdMsg.IsSubscribe)
{
_subscriptionsById.Add(mdMsg.TransactionId);
}
else
{
_subscriptionsById.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
}
}
/// <inheritdoc />
public override bool SendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
Reset();
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
_secIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
break;
}
case MessageTypes.OrderReplace:
{
var replaceMsg = (OrderReplaceMessage)message;
if (_secIds.TryGetValue(replaceMsg.OriginalTransactionId, out var secId))
{
_secIds.TryAdd(replaceMsg.TransactionId, secId);
}
break;
}
case MessageTypes.OrderPairReplace:
{
var replaceMsg = (OrderPairReplaceMessage)message;
if (_secIds.TryGetValue(replaceMsg.Message1.OriginalTransactionId, out var secId))
{
_secIds.TryAdd(replaceMsg.Message1.TransactionId, secId);
}
if (_secIds.TryGetValue(replaceMsg.Message2.OriginalTransactionId, out secId))
{
_secIds.TryAdd(replaceMsg.Message2.TransactionId, secId);
}
break;
}
case MessageTypes.OrderStatus:
{
var statusMsg = (OrderStatusMessage)message;
if (statusMsg.IsSubscribe)
{
if (IsSupportTransactionLog)
{
_transactionLogSubscriptions.Add(statusMsg.TransactionId, new SubscriptionInfo(statusMsg.TypedClone()));
}
else
{
_orderStatusIds.Add(statusMsg.TransactionId);
}
}
break;
}
}
return(base.SendInMessage(message));
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
public void ProcessMessage(Message message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OfflineMode != MessageOfflineModes.None)
{
return;
}
switch (message.Type)
{
// in message
case MessageTypes.Reset:
{
_subscriptionsById.Clear();
_ticksBuffer.Clear();
_level1Buffer.Clear();
_candleBuffer.Clear();
_orderLogBuffer.Clear();
_orderBooksBuffer.Clear();
_transactionsBuffer.Clear();
_newsBuffer.Clear();
_positionChangesBuffer.Clear();
//SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
//if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
_transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = regMsg.SecurityId,
TransactionId = regMsg.TransactionId,
HasOrderInfo = true,
OrderPrice = regMsg.Price,
OrderVolume = regMsg.Volume,
Currency = regMsg.Currency,
PortfolioName = regMsg.PortfolioName,
ClientCode = regMsg.ClientCode,
BrokerCode = regMsg.BrokerCode,
Comment = regMsg.Comment,
Side = regMsg.Side,
TimeInForce = regMsg.TimeInForce,
ExpiryDate = regMsg.TillDate,
Balance = regMsg.Volume,
VisibleVolume = regMsg.VisibleVolume,
LocalTime = regMsg.LocalTime,
IsMarketMaker = regMsg.IsMarketMaker,
IsMargin = regMsg.IsMargin,
Slippage = regMsg.Slippage,
IsManual = regMsg.IsManual,
OrderType = regMsg.OrderType,
UserOrderId = regMsg.UserOrderId,
OrderState = OrderStates.Pending,
Condition = regMsg.Condition?.Clone(),
});
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
//if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);
_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = cancelMsg.SecurityId,
HasOrderInfo = true,
TransactionId = cancelMsg.TransactionId,
IsCancellation = true,
OrderId = cancelMsg.OrderId,
OrderStringId = cancelMsg.OrderStringId,
OriginalTransactionId = cancelMsg.OriginalTransactionId,
OrderVolume = cancelMsg.Volume,
//Side = cancelMsg.Side,
});
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (Enabled)
{
if (mdMsg.IsSubscribe)
{
_subscriptionsById.Add(mdMsg.TransactionId);
}
else
{
_subscriptionsById.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
// out messages
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message;
if (CanStore(level1Msg))
{
_level1Buffer.Add(level1Msg.SecurityId, level1Msg.TypedClone());
}
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message;
if (CanStore(quotesMsg))
{
_orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg.TypedClone());
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
DataBuffer <SecurityId, ExecutionMessage> buffer;
var secId = execMsg.SecurityId;
var execType = execMsg.ExecutionType;
switch (execType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
{
// some responses do not contains sec id
if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
{
return;
}
buffer = _transactionsBuffer;
break;
}
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
}
//if (execType == ExecutionTypes.Transaction && execMsg.TransactionId == 0)
// break;
if (execType == ExecutionTypes.Transaction || CanStore(execMsg))
{
buffer.Add(secId, execMsg.TypedClone());
}
break;
}
case MessageTypes.News:
{
var newsMsg = (NewsMessage)message;
if (CanStore(newsMsg))
{
_newsBuffer.Add(newsMsg.TypedClone());
}
break;
}
case MessageTypes.PositionChange:
{
var posMsg = (PositionChangeMessage)message;
var secId = posMsg.SecurityId;
//if (CanStore<PositionChangeMessage>(secId))
_positionChangesBuffer.Add(secId, posMsg.TypedClone());
break;
}
default:
{
if (message is CandleMessage candleMsg && candleMsg.State == CandleStates.Finished)
{
if (CanStore(candleMsg))
{
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg.TypedClone());
}
}
break;
}
}
}
/// <inheritdoc />
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
ClearSubscriptions();
_ticksBuffer.Clear();
_level1Buffer.Clear();
_candleBuffer.Clear();
_orderLogBuffer.Clear();
_orderBooksBuffer.Clear();
_transactionsBuffer.Clear();
_newsBuffer.Clear();
_positionChangesBuffer.Clear();
//SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.OrderRegister:
var regMsg = (OrderRegisterMessage)message;
//if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
_transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = regMsg.SecurityId,
TransactionId = regMsg.TransactionId,
HasOrderInfo = true,
OrderPrice = regMsg.Price,
OrderVolume = regMsg.Volume,
Currency = regMsg.Currency,
PortfolioName = regMsg.PortfolioName,
ClientCode = regMsg.ClientCode,
BrokerCode = regMsg.BrokerCode,
Comment = regMsg.Comment,
Side = regMsg.Side,
TimeInForce = regMsg.TimeInForce,
ExpiryDate = regMsg.TillDate,
Balance = regMsg.Volume,
VisibleVolume = regMsg.VisibleVolume,
LocalTime = regMsg.LocalTime,
IsMarketMaker = regMsg.IsMarketMaker,
IsMargin = regMsg.IsMargin,
Slippage = regMsg.Slippage,
IsManual = regMsg.IsManual,
OrderType = regMsg.OrderType,
UserOrderId = regMsg.UserOrderId,
OrderState = OrderStates.Pending,
Condition = regMsg.Condition?.Clone(),
});
break;
case MessageTypes.OrderCancel:
var cancelMsg = (OrderCancelMessage)message;
//if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);
_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = cancelMsg.SecurityId,
HasOrderInfo = true,
TransactionId = cancelMsg.TransactionId,
IsCancellation = true,
OrderId = cancelMsg.OrderId,
OrderStringId = cancelMsg.OrderStringId,
OriginalTransactionId = cancelMsg.OriginalTransactionId,
OrderVolume = cancelMsg.Volume,
//Side = cancelMsg.Side,
});
break;
}
base.OnSendInMessage(message);
}
public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!tryAdd)
{
var msg = (message.IsSubscribe ? LocalizedStrings.SubscriptionSent : LocalizedStrings.UnSubscriptionSent)
.Put(security?.Id, message.ToDataTypeString());
if (message.From != null && message.To != null)
{
msg += LocalizedStrings.Str691Params.Put(message.From.Value, message.To.Value);
}
_connector.AddDebugLog(msg + ".");
}
if (security == null)
{
if (!message.IsSubscribe)
{
if (message.OriginalTransactionId != 0)
{
security = TryGetSecurity(message.OriginalTransactionId);
}
}
}
if (security == null)
{
if (message.DataType != MarketDataTypes.News)
{
if (message.SecurityId.IsDefault())
{
throw new ArgumentNullException(nameof(security));
}
security = _connector.LookupById(message.SecurityId);
if (security == null)
{
throw new ArgumentException(LocalizedStrings.Str704Params.Put(message.SecurityId));
}
}
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
if (security != null)
{
message.FillSecurityInfo(_connector, security);
}
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_requests.TryAdd(message.TransactionId, value);
}
else
{
_requests.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}
/// <summary>
/// 上线
/// </summary>
/// <param name="client"></param>
/// <param name="accId"></param>
public void Online(MobaClient client, int playerId)
{
clientIdDict.TryAdd(client, playerId);
idClientDict.TryAdd(playerId, client);
}
private Tuple <Order, bool, bool> GetOrderInfo(SecurityData securityData, OrderTypes type, long transactionId, long?orderId, string orderStringId, Func <long, Order> createOrder, out bool isNew, bool newOrderRaised = false)
{
if (createOrder == null)
{
throw new ArgumentNullException(nameof(createOrder));
}
if (transactionId == 0 && orderId == null && orderStringId.IsEmpty())
{
throw new ArgumentException(LocalizedStrings.Str719);
}
var isNew2 = false;
var orders = securityData.Orders;
OrderInfo info;
if (transactionId == 0)
{
info = orders.CachedValues.FirstOrDefault(i =>
{
var order = i.Order;
if (orderId != null)
{
return(order.Id == orderId);
}
else
{
return(order.StringId.CompareIgnoreCase(orderStringId));
}
});
if (info == null)
{
isNew = false;
return(null);
//throw new InvalidOperationException(LocalizedStrings.Str1156Params.Put(orderId.To<string>() ?? orderStringId));
}
}
else
{
var cancelKey = CreateOrderKey(type, transactionId, true);
var registerKey = CreateOrderKey(type, transactionId, false);
var cancelledOrder = (Order)orders.TryGetValue(cancelKey);
// проверяем не отмененная ли заявка пришла
if (cancelledOrder != null && (cancelledOrder.Id == orderId || (!cancelledOrder.StringId.IsEmpty() && cancelledOrder.StringId.CompareIgnoreCase(orderStringId))))
{
isNew = false;
return(Tuple.Create(cancelledOrder, true /*, (Order)orders.TryGetValue(registerKey) != null*/, false));
}
info = orders.SafeAdd(registerKey, key =>
{
isNew2 = true;
var o = createOrder(transactionId);
if (o == null)
{
throw new InvalidOperationException(LocalizedStrings.Str720Params.Put(transactionId));
}
if (o.ExtensionInfo == null)
{
o.ExtensionInfo = new Dictionary <object, object>();
}
AddOrder(o);
// с таким же идентификатором транзакции может быть заявка по другому инструменту
_allOrdersByTransactionId.TryAdd(Tuple.Create(transactionId, type == OrderTypes.Conditional), o);
return(new OrderInfo(o));
});
}
var raiseNewOrder = info.RaiseNewOrder;
if (raiseNewOrder && newOrderRaised)
{
info.RaiseNewOrder = false;
}
isNew = isNew2;
return(Tuple.Create((Order)info, false, raiseNewOrder));
}
/// <summary>
/// Process <see cref="OrderStatusMessage"/>.
/// </summary>
/// <param name="message">A message requesting current registered orders and trades.</param>
/// <returns>A message requesting current registered orders and trades.</returns>
private OrderStatusMessage ProcessOrderStatus(OrderStatusMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!message.IsSubscribe)
{
return(message);
}
var transId = message.TransactionId;
_orderStatusIds.Add(transId);
if (!message.HasOrderId() && message.OriginalTransactionId == 0 && Settings.DaysLoad > TimeSpan.Zero)
{
var from = message.From ?? DateTime.UtcNow.Date - Settings.DaysLoad;
var to = message.To;
if (Settings.IsMode(StorageModes.Snapshot))
{
var storage = (ISnapshotStorage <string, ExecutionMessage>)GetSnapshotStorage(DataType.Transactions);
foreach (var snapshot in storage.GetAll(from, to))
{
if (snapshot.OrderId != null)
{
_orderIds.TryAdd(snapshot.OrderId.Value, snapshot.TransactionId);
}
else if (!snapshot.OrderStringId.IsEmpty())
{
_orderStringIds.TryAdd(snapshot.OrderStringId, snapshot.TransactionId);
}
snapshot.OriginalTransactionId = transId;
snapshot.SetSubscriptionIds(subscriptionId: transId);
RaiseNewOutMessage(snapshot);
from = snapshot.ServerTime;
}
if (from >= to)
{
return(null);
}
message.From = from;
}
else if (Settings.IsMode(StorageModes.Incremental))
{
if (!message.SecurityId.IsDefault())
{
// TODO restore last actual state from incremental messages
//GetStorage<ExecutionMessage>(msg.SecurityId, ExecutionTypes.Transaction)
// .Load(from, to)
// .ForEach(RaiseStorageMessage);
}
}
}
return(message);
}
private void StartStorageTimer()
{
var isProcessing = false;
var sync = new SyncObject();
var unkByOrderId = new Dictionary <long, List <ExecutionMessage> >();
var unkByOrderStringId = new Dictionary <string, List <ExecutionMessage> >(StringComparer.InvariantCultureIgnoreCase);
ThreadingHelper.Timer(() =>
{
lock (sync)
{
if (isProcessing)
{
return;
}
isProcessing = true;
}
try
{
foreach (var pair in GetTicks())
{
GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.Tick).Save(pair.Value);
}
foreach (var pair in GetOrderLog())
{
GetStorage <ExecutionMessage>(pair.Key, ExecutionTypes.OrderLog).Save(pair.Value);
}
foreach (var pair in GetTransactions())
{
var secId = pair.Key;
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <ExecutionMessage>(secId, ExecutionTypes.Transaction).Save(pair.Value);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(DataType.Transactions);
foreach (var message in pair.Value)
{
// do not store cancellation commands into snapshot
if (message.IsCancellation /* && message.TransactionId != 0*/)
{
continue;
}
var originTransId = message.OriginalTransactionId;
if (message.TransactionId == 0 && originTransId == 0)
{
if (!message.HasTradeInfo)
{
continue;
}
long transId;
if (message.OrderId != null)
{
if (!_orderIds.TryGetValue(message.OrderId.Value, out transId))
{
unkByOrderId.SafeAdd(message.OrderId.Value).Add(message);
continue;
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (!_orderStringIds.TryGetValue(message.OrderStringId, out transId))
{
unkByOrderStringId.SafeAdd(message.OrderStringId).Add(message);
continue;
}
}
else
{
continue;
}
originTransId = transId;
}
else
{
if (originTransId != 0)
{
if (/*message.TransactionId == 0 && */ _cancellationTransactions.TryGetValue(originTransId, out var temp))
{
// do not store cancellation errors
if (message.Error != null)
{
continue;
}
// override cancel trans id by original order's registration trans id
originTransId = temp;
}
if (_orderStatusIds.Contains(originTransId))
{
// override status request trans id by original order's registration trans id
originTransId = message.TransactionId;
}
}
if (originTransId != 0)
{
if (message.OrderId != null)
{
_orderIds.TryAdd(message.OrderId.Value, originTransId);
}
else if (message.OrderStringId != null)
{
_orderStringIds.TryAdd(message.OrderStringId, originTransId);
}
}
}
message.SecurityId = secId;
if (message.TransactionId == 0)
{
message.TransactionId = originTransId;
}
message.OriginalTransactionId = 0;
SaveTransaction(snapshotStorage, message);
if (message.OrderId != null)
{
if (unkByOrderId.TryGetValue(message.OrderId.Value, out var suspended))
{
unkByOrderId.Remove(message.OrderId.Value);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
else if (!message.OrderStringId.IsEmpty())
{
if (unkByOrderStringId.TryGetValue(message.OrderStringId, out var suspended))
{
unkByOrderStringId.Remove(message.OrderStringId);
foreach (var trade in suspended)
{
trade.TransactionId = message.TransactionId;
SaveTransaction(snapshotStorage, trade);
}
}
}
}
}
}
foreach (var pair in GetOrderBooks())
{
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <QuoteChangeMessage>(pair.Key, null).Save(pair.Value);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(DataType.MarketDepth);
foreach (var message in pair.Value)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in GetLevel1())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
var dt = DateTime.Today;
var historical = messages.Where(m => m.ServerTime < dt).ToArray();
var today = messages.Where(m => m.ServerTime >= dt).ToArray();
GetStorage <Level1ChangeMessage>(pair.Key, null).Save(historical);
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <Level1ChangeMessage>(pair.Key, null).Save(today);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(DataType.Level1);
foreach (var message in today)
{
snapshotStorage.Update(message);
}
}
}
foreach (var pair in GetCandles())
{
GetStorage(pair.Key.Item1, pair.Key.Item2, pair.Key.Item3).Save(pair.Value);
}
foreach (var pair in GetPositionChanges())
{
var messages = pair.Value.Where(m => m.Changes.Count > 0).ToArray();
if (Mode.Contains(StorageModes.Incremental))
{
GetStorage <PositionChangeMessage>(pair.Key, null).Save(messages);
}
if (Mode.Contains(StorageModes.Snapshot))
{
var snapshotStorage = GetSnapshotStorage(DataType.PositionChanges);
foreach (var message in messages)
{
snapshotStorage.Update(message);
}
}
}
var news = GetNews().ToArray();
if (news.Length > 0)
{
StorageRegistry.GetNewsMessageStorage(Drive, Format).Save(news);
}
}
catch (Exception excp)
{
excp.LogError();
}
finally
{
lock (sync)
isProcessing = false;
}
}).Interval(TimeSpan.FromSeconds(10));
}
/// <summary>
/// 上线
/// </summary>
/// <param name="client"></param>
/// <param name="accId"></param>
public void OnLine(MobaClient client, int PlayerId)
{
clientIdDict.TryAdd(client, PlayerId);
IdClientDict.TryAdd(PlayerId, client);
}