//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
ThreadContainer execContainer = (ThreadContainer)engineContainer;
execContainer.TryAddEngine(m_Hedger); // add my sub engines to the container.
execContainer.TryAddEngine(m_HedgeRuleManager);
}
//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
if (typeof(UV.Strategies.ExecutionHubs.ExecutionContainers.MultiThreadContainer).IsAssignableFrom(engineContainer.GetType()))
{ // this is the "first" set up call from the manager container.
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_MultiThreadContainer = (MultiThreadContainer)engineContainer;
m_MultiThreadContainer.TryAddEngine(m_Scratcher); // we need to add our sub engines to the container, just to allow set up and messaging to correctly function
}
else
{ // this is the second set up call from the correct container, add correct sub engine mappings
ThreadContainer execContainer = (ThreadContainer)engineContainer;
execContainer.TryAddEngine(m_Scratcher);
if (execContainer.IOrderEngine is CurveTrader)
{
m_CurveTrader = (CurveTrader)execContainer.IOrderEngine;
}
m_MultiThreadContainer.TryAddEngineIdToManagingContainer(execContainer, m_Scratcher.EngineID);
}
}
//
//
protected override void SetupInitialize(IEngineHub myEngineHub, IEngineContainer engineContainer, int engineID, bool setupGui)
{
this.m_EngineName = string.Format("HedgeRuleManager:{0}", m_QuoterLeg.m_PriceLeg.InstrumentName);
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_Hedger = m_QuoterLeg.m_Hedger;
m_Log = ((ExecutionHub)myEngineHub).Log;
ThreadContainer execContainer = (ThreadContainer)engineContainer;
m_HedgeRules.OrderBy(x => x.RuleNumber); // sort our list by the rule number, so they get called in order!
foreach (HedgeRule rule in m_HedgeRules) // check that they are all unique, and add them to our container
{
if (!m_PriorityToRule.ContainsKey(rule.RuleNumber))
{
m_PriorityToRule.Add(rule.RuleNumber, rule);
execContainer.TryAddEngine((Engine)rule); // add my sub engines to the container.
}
else
{
m_Log.NewEntry(LogLevel.Error, "HedgeRuleManager: Failed to find unique hedge rules");
throw new Exception("HedgeRuleManager: Failed to find unique hedge rules");
}
}
}
}//ProcessServiceStateRequests()
//
//
// *****************************************************************
// **** ProcessCreateStrategyRequest() ****
// *****************************************************************
/// <summary>
/// Process request to create new Engine. All the operations here
/// are performed by the Hub thread. Once the Execution Strategy is
/// ready to be launched, it is passed to its own thread, and then
/// never again touched by the hub thread.
/// </summary>
/// <param name="eventArg">contains data</param>
private void ProcessCreateStrategyRequest(EngineEventArgs eventArg)
{ //
// Validate data in eventArg
//
if (eventArg.Status != EngineEventArgs.EventStatus.Request)
{ // I only respond to a request.
return;
}
if (eventArg.DataObjectList == null || eventArg.DataObjectList.Count < 2)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateNewContainer: Failed to extract data.");
return;
}
string xmlString = (string)eventArg.DataObjectList[0];
string strategyHubName = (string)eventArg.DataObjectList[1];
int engineCount = 0;
if (!int.TryParse((string)eventArg.DataObjectList[2], out engineCount))
{
engineCount = -1;
}
string containerTypeString = (string)eventArg.DataObjectList[3];
//
// Obtain the EngineContainer
//
Dictionary <int, ThreadContainer> executionContainers = null;
if (!m_ExecutionContainers.TryGetValue(strategyHubName, out executionContainers))
{ // This is first container for this particular hub. Create a place for it.
executionContainers = new Dictionary <int, ThreadContainer>();
if (string.IsNullOrEmpty(DefaultHubName))
{
DefaultHubName = strategyHubName;
}
m_ExecutionContainers.Add(strategyHubName, executionContainers);
}
ThreadContainer container = null;
if (!executionContainers.TryGetValue(eventArg.EngineContainerID, out container))
{
Type containerType = (typeof(ThreadContainer).Assembly).GetType(containerTypeString); // convert string to exact type.
container = (ThreadContainer)Activator.CreateInstance(containerType); // create instance
container.EngineContainerID = eventArg.EngineContainerID;
executionContainers.Add(container.EngineContainerID, container);
if (engineCount >= 0)
{
container.TotalEngineCount = engineCount;
}
container.EngineContainerName = "need ContainerName";
// Locate the Strategy server this request came from
IService iService;
if (AppServices.GetInstance().TryGetService(strategyHubName, out iService) && iService is IEngineHub)
{
container.RemoteEngineHub = (IEngineHub)iService;
}
// TODO: Continue initializing the container
}
//
// Create the Engine.
//
bool isSuccess = true;
byte[] byteArray = Encoding.ASCII.GetBytes(xmlString);
using (System.IO.MemoryStream stream = new System.IO.MemoryStream(byteArray))
{
try
{
StringifiableReader stringReader = new StringifiableReader(stream);
List <IStringifiable> objects = stringReader.ReadToEnd();
foreach (IStringifiable iObject in objects)
{
if (iObject is Engine)
{
if (container.TryAddEngine((Engine)iObject))
{
//Engine engine = (Engine)iObject;
//int engineID = engine.EngineID; // These are created via attributes (so they coincide with values set by StrategyHub).
//((Engine)iObject).SetupInitialize(this, container, engineID);
}
else
{
isSuccess = false;
Log.NewEntry(LogLevel.Warning, "ProcessCreateEngine: Failed to add {0} to container {1}.", iObject, container);
}
}
}
}
catch (Exception ex)
{
isSuccess = false;
Log.NewEntry(LogLevel.Warning, "ProcessCreateEngine: {0}", ex.Message);
}
}//using
if (isSuccess == false)
{
return;
}
// Finalize
if (engineCount == container.EngineList.Count && container.IOrderEngine != null)
{
SetupAndStartContainer(container); // finish initialization, add listener and start
}
else
{
}
}//ProcessCreateEngine()
//
//
/// <summary>
/// Called by the execution hub thread, not the execution listener!
/// </summary>
/// <param name="myEngineHub"></param>
/// <param name="engineContainer"></param>
/// <param name="engineID"></param>
/// <param name="setupGui"></param>
protected override void SetupInitialize(Lib.Engines.IEngineHub myEngineHub, Lib.Engines.IEngineContainer engineContainer, int engineID, bool setupGui)
{
base.SetupInitialize(myEngineHub, engineContainer, engineID, setupGui);
m_Hub = (Hub)myEngineHub;
ExecutionHub executionHub = (ExecutionHub)myEngineHub;
m_ExecutionContainer = (ThreadContainer)engineContainer; // this must be a multithreaded container for this execution to work
m_Log = m_Hub.Log;
//
// Set up engines translation with manager container
//
MultiThreadContainer multiThreadContainer = (MultiThreadContainer)m_ExecutionContainer;
multiThreadContainer.TryAddEngineIdToManagingContainer(multiThreadContainer, this.EngineID);
//
// Create new execution containers to be managed on seperate threads for each curve trader
//
foreach (CurveTrader curveTrader in m_CurveTraders)
{
ThreadContainer container = new ThreadContainer();
container.EngineContainerID = System.Threading.Interlocked.Increment(ref m_LastContainerId); // increment our id and save our engine id
container.EngineContainerName = string.Format("CurveTrader{0}", container.EngineContainerID); // Add basic name
container.RemoteEngineHub = executionHub; // pointer to the local hub, a remote strategy will not control this
container.TotalEngineCount = 1; // this is only the number of "super engines" not sub engines!
m_ExecutionContainer.TryAddEngine(curveTrader); // add this engine to both containers!
container.TryAddEngine(curveTrader); // need to be careful here with "double" launching
curveTrader.m_CurveTradeManager = this; // give pointer to manager to each trader...careful with threads!
m_CurveTraderPendingLaunch.Add(curveTrader.EngineID); // engine id's we are waiting on to launch properly
multiThreadContainer.TryAddEngineIdToManagingContainer(container, curveTrader.EngineID);
// now that all engines are added, sent off the container to the hub to be finish processing.
EngineEventArgs engineEventArgs = new EngineEventArgs();
engineEventArgs.MsgType = EngineEventArgs.EventType.AddContainer;
engineEventArgs.Status = EngineEventArgs.EventStatus.Request;
engineEventArgs.EngineContainerID = container.EngineContainerID;
engineEventArgs.DataObjectList = new List <object>();
engineEventArgs.DataObjectList.Add("ExecutionHub");
engineEventArgs.DataObjectList.Add(container);
m_Hub.HubEventEnqueue(engineEventArgs);
}
//foreach (CurveLegList curveLegs in m_CurveLegLists)
//{ // call hub to create the execution container for each of these sub stratgies, once it is created and done, assign the list
// // to the object, the hub will call the set up functions afterwards
// ThreadContainer container = new ThreadContainer();
// container.EngineContainerID = System.Threading.Interlocked.Increment(ref m_LastContainerId); // increment our id and save our engine id
// container.EngineContainerName = string.Format("CurveTrader{0}", container.EngineContainerID); // Add basic name
// container.RemoteEngineHub = executionHub; // pointer to the local hub, a remote strategy will not control this
// container.TotalEngineCount = 2; // this is only the number of "super engines" not sub engines!
// // Add all Engines to container here
// CurveTrader curveTrader = new CurveTrader(); // create new curve trader execution unit
// curveTrader.Id = container.EngineContainerID; // use same id as container, (they are 1:1)
// curveTrader.EngineID = 0; // I am the first engine, so assign me 0
// m_CurveTraderPendingLaunch.Add(curveTrader.Id); // save id to make sure we have everything before we start
// m_CurveTraders.Add(curveTrader); // keep pointer to curve trader, carefuly using it due to threading!
// curveTrader.m_CurveLegs = curveLegs; // assign the needed legs to the new unit
// curveTrader.m_CurveTradeManager = this; // give curve trader pointer so he can call back up to me.
// // TODO: create any other engines here?
// // TODO: subscribe to these engines events? when they are launched we want to launch ourselves, etc
// if(!container.TryAddEngine((Engine)curveTrader))
// {
// m_Log.NewEntry(LogLevel.Error, "CurveTradeManager: Unable to create execution unit!");
// continue;
// }
// m_ExecutionContainer.TryAddEngine(curveLegs);
// // now that all engines are added, sent off the container to the hub to be finish processing.
// EngineEventArgs engineEventArgs = new EngineEventArgs();
// engineEventArgs.MsgType = EngineEventArgs.EventType.AddContainer;
// engineEventArgs.Status = EngineEventArgs.EventStatus.Request;
// engineEventArgs.EngineContainerID = container.EngineContainerID;
// engineEventArgs.DataObjectList = new List<object>();
// engineEventArgs.DataObjectList.Add("ExecutionHub");
// engineEventArgs.DataObjectList.Add(container);
// m_Hub.HubEventEnqueue(engineEventArgs);
//}
}
