Example #1
0
        public virtual void OnMessage(QuickFix.FIX44.ApplicationRawDataReporting message, SessionID session)
        {
            try
            {
                //logger.InfoFormat("RawDataLength[{0}] getLength[{1}]", message.RawDataLength, message.RawData.getLength());
                UmdfUtils.dumpFastData(UmdfUtils.ENCODING.GetBytes(message.RawData.getValue()), 0, Int32.Parse(message.RawDataLength.ToString()));

                string[] quebraApplReqID   = message.ApplReqID.ToString().Split("|".ToCharArray());
                string   applReqID         = quebraApplReqID[0];
                string   sessionIDResponse = quebraApplReqID[1];

                // Retorna o applReqID original
                message.Set(new QuickFix.Fields.ApplReqID(quebraApplReqID[0]));

                // Inverte origem e destino da mensagem, para devolver a resposta ao cliente Fix
                message.Header.SetField(new QuickFix.Fields.SenderCompID(_dctSessionsFixClients[sessionIDResponse].TargetCompID));
                message.Header.SetField(new QuickFix.Fields.SenderSubID(_dctSessionsFixClients[sessionIDResponse].TargetSubID));
                message.Header.SetField(new QuickFix.Fields.TargetCompID(_dctSessionsFixClients[sessionIDResponse].SenderCompID));
                message.Header.SetField(new QuickFix.Fields.TargetSubID(_dctSessionsFixClients[sessionIDResponse].SenderSubID));

                logger.InfoFormat("SessionID[{0}]: ApplicationRawDataReporting enviando para sessionIDResponse[{1}] msg[{2}]",
                                  session.ToString(), sessionIDResponse, message.ToString());
                bool bRet = Session.SendToTarget(message, _dctSessionsFixClients[sessionIDResponse]);
                if (!bRet)
                {
                    logger.ErrorFormat("SessionID[{0}]: Falha ApplicationRawDataReporting sessionIDResponse[{1}] msg[{2}]",
                                       session.ToString(), sessionIDResponse, message.ToString());
                }
            }
            catch (Exception ex)
            {
                logger.Error("onMessage(ApplicationRawDataReporting): " + ex.Message, ex);
            }
        }
Example #2
0
        private void fetchSymbols(Message message)
        {
            try
            {
                SequenceValue sequence;

                if (message.IsDefined("RelatedSymbols"))
                {
                    sequence = message.GetSequence("RelatedSymbols");
                }
                else
                {
                    sequence = message.GetSequence("RelatedSym");
                }

                int ocorrencias = sequence.Length;

                logger.Debug("LISTA_INSTRUMENTO Sequencial[" +
                             message.GetInt("MsgSeqNum") +
                             "] Ocorrencias[" + ocorrencias + "]");

                List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE);

                foreach (Message newMessage in mensagens)
                {
                    MDSUtils.EnqueueEventoUmdf(newMessage,
                                               this.channelConfig.SecurityListTemplateID,
                                               this.channelConfig.ChannelID,
                                               this.channelConfig.Segment,
                                               ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE,
                                               channelConfig.MarketDepth,
                                               StreamTypeEnum.STREAM_TYPE_SECURITY_DEFINITION);
                }
            }
            catch (Exception e)
            {
                logger.Error("Campo nao encontrado na mensagem: " + e.Message, e);
            }
        }
Example #3
0
        public virtual void Start()
        {
            bKeepRunning = true;
            XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();

            registry = UmdfUtils.loadTemplates(templateFile);

            thUdpPacketProcessor      = new Thread(new ThreadStart(udpPacketProcessor));
            thUdpPacketProcessor.Name = "threadUdpPacketProcessor" + channelID;
            thUdpPacketProcessor.Start();

            thUmdfPacketAssembler      = new Thread(new ThreadStart(umdfPacketAssembler));
            thUmdfPacketAssembler.Name = "threadUmdfPacketAssembler" + channelID;
            thUmdfPacketAssembler.Start();

            thUmdfPacketProcessor      = new Thread(new ThreadStart(umdfPacketProcessor));
            thUmdfPacketProcessor.Name = "threadUmdfPacketProcessor-" + channelID;
            thUmdfPacketProcessor.Start();

            thUmdfMessageProcessor      = new Thread(new ThreadStart(umdfMessageProcessor));
            thUmdfMessageProcessor.Name = "threadUmdfMessageProcessor-" + channelID;
            thUmdfMessageProcessor.Start();
        }
Example #4
0
        public FixInitiator(MarketIncrementalProcessor mktIncProc, ChannelUMDFConfig channelUmdfConfig, string templateFile, Queue <UdpPacket> qUdpPkt, Object replayLockObject)
        {
            logger = LogManager.GetLogger("FixInitiator-" + channelUmdfConfig.ChannelID);

            MDSUtils.AddAppender("FixInitiator-" + channelUmdfConfig.ChannelID, logger.Logger);

            XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();

            registry = UmdfUtils.loadTemplates(templateFile);
            context  = new Context();
            context.TemplateRegistry = registry;

            _mktIncProc        = mktIncProc;
            _channelUmdfConfig = channelUmdfConfig;

            if (!listaChannelQueues.ContainsKey(channelUmdfConfig.ChannelID))
            {
                listaChannelQueues.Add(channelUmdfConfig.ChannelID, new ListChannelQueues(qUdpPkt, replayLockObject));
            }

            logger.Info("Start(): iniciando sessao FIX...");
            try
            {
                // Cria sessao FIX
                _session = new QuickFix.SessionID(
                    _channelUmdfConfig.TCPConfig.BeginString,
                    _channelUmdfConfig.TCPReplayConfig.SenderCompID,
                    _channelUmdfConfig.TCPReplayConfig.SubID,
                    _channelUmdfConfig.TCPReplayConfig.TargetCompID,
                    _channelUmdfConfig.TCPReplayConfig.SubID);

                // Cria dicionario da configuracao
                QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
                mainDic.SetLong("SocketConnectPort", _channelUmdfConfig.TCPReplayConfig.SocketConnectPort);
                mainDic.SetLong("HeartBtInt", _channelUmdfConfig.TCPConfig.HeartBtInt);
                mainDic.SetLong("ReconnectInterval", _channelUmdfConfig.TCPConfig.ReconnectInterval);
                mainDic.SetBool("ResetOnLogon", _channelUmdfConfig.TCPConfig.ResetOnLogon);
                mainDic.SetBool("ResetOnLogout", _channelUmdfConfig.TCPConfig.ResetOnLogout);
                mainDic.SetBool("ResetOnDisconnect", _channelUmdfConfig.TCPConfig.ResetOnDisconnect);
                mainDic.SetBool("PersistMessages", _channelUmdfConfig.TCPConfig.PersistMessages);
                mainDic.SetString("ConnectionType", _channelUmdfConfig.TCPConfig.ConnectionType);
                mainDic.SetString("SocketConnectHost", _channelUmdfConfig.TCPReplayConfig.SocketConnectHost);
                mainDic.SetString("FileStorePath", _channelUmdfConfig.TCPConfig.FileStorePath);
                mainDic.SetString("FileLogPath", _channelUmdfConfig.TCPConfig.FileLogPath);
                mainDic.SetString("StartTime", _channelUmdfConfig.TCPReplayConfig.StartTime);
                mainDic.SetString("EndTime", _channelUmdfConfig.TCPReplayConfig.EndTime);

                QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
                sessDic.SetString("BeginString", _channelUmdfConfig.TCPConfig.BeginString);
                sessDic.SetString("SenderCompID", _channelUmdfConfig.TCPReplayConfig.SenderCompID);
                sessDic.SetString("SenderSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
                sessDic.SetString("TargetCompID", _channelUmdfConfig.TCPReplayConfig.TargetCompID);
                sessDic.SetString("TargetSubID", _channelUmdfConfig.TCPReplayConfig.SubID);
                sessDic.SetString("DataDictionary", _channelUmdfConfig.TCPConfig.DataDictionary);
                sessDic.SetBool("UseDataDictionary", true);

                // Configure the session settings
                QuickFix.SessionSettings settings = new QuickFix.SessionSettings();

                settings.Set(mainDic);
                settings.Set(_session, sessDic);

                MemoryStoreFactory store   = new MemoryStoreFactory();
                FileLogFactory     log     = new FileLogFactory(settings);
                IMessageFactory    message = new DefaultMessageFactory();

                // Cria o socket
                _initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, log, message);
                _initiator.Start();
            }
            catch (Exception ex)
            {
                logger.Error("Start():" + ex.Message, ex);
            }

            logger.Info("Start(): Sessao FIX iniciado!");
        }
Example #5
0
        protected override void umdfMessageProcessor()
        {
            try
            {
                logger.Info("Carregando lista de Templates:");

                String securityListTemplateID = this.channelConfig.SecurityListTemplateID;
                listaSecurityListTemplateID = securityListTemplateID.Split(",".ToCharArray());

                String mdIncrementalTemplateID = this.channelConfig.MDIncrementalTemplateID;
                listaMDIncrementalTemplateID = mdIncrementalTemplateID.Split(",".ToCharArray());

                String securityStatusTemplateID = this.channelConfig.SecurityStatusTemplateID;
                listaSecurityStatusTemplateID = securityStatusTemplateID.Split(",".ToCharArray());

                String newsTemplateID = this.channelConfig.NewTemplateID;
                listaNewsTemplateID = newsTemplateID.Split(",".ToCharArray());

                foreach (string templateID in listaSecurityListTemplateID)
                {
                    logger.Info("SecurityList template [" + templateID + "]");
                }
                foreach (string templateID in listaMDIncrementalTemplateID)
                {
                    logger.Info("MDIncremental template [" + templateID + "]");
                }
                foreach (string templateID in listaSecurityStatusTemplateID)
                {
                    logger.Info("SecurityStatus template [" + templateID + "]");
                }
                foreach (string templateID in listaNewsTemplateID)
                {
                    logger.Info("News template [" + templateID + "]");
                }

                long lastLogTicks = 0;

                while (bKeepRunning)
                {
                    int seqNum    = 0;
                    int tcpSeqNum = 0;

                    if (ProcessamentoMensagensEnabled == false)
                    {
                        lock (ProcessamentoMensagensLockObject)
                        {
                            Monitor.Wait(ProcessamentoMensagensLockObject, 100);
                            continue;
                        }
                    }

                    Message message;
                    if (!queueToProcessor.TryDequeue(out message))
                    {
                        lock (syncQueueToProcessor)
                        {
                            Monitor.Wait(syncQueueToProcessor, 50);
                        }
                        continue;
                    }

                    //TODO: revisar o algoritmo de conciliacao das filas

                    /*
                     * if ( message == null )
                     * {
                     *  logger.Debug("Timeout aguardando pacote FAST");
                     *  continue;
                     * }*/

                    // Tratamento de Sequence Reset

                    //if (ConstantesMDSUMDF.FAST_MSGTYPE_SEQUENCERESET.equals(message.GetString("MsgType")))

                    string msgType;
                    if (message.Template.HasField("MsgType"))
                    {
                        msgType = message.GetString("MsgType");
                    }
                    else
                    {
                        msgType = message.GetString("MessageType");
                    }

                    if (msgType.Equals(ConstantesUMDF.FAST_MSGTYPE_SEQUENCERESET))
                    {
                        lastMsgSeqNum = 0;
                        if (message.Template.HasField("NewSeqNo"))
                        {
                            lastMsgSeqNum = message.GetInt("NewSeqNo");
                        }
                        logger.InfoFormat("Recebido SequenceReset - lastMsgSeqNum[{0}]", lastMsgSeqNum);

                        seqContador = lastMsgSeqNum;
                        continue;
                    }

                    if (msgType.Equals(ConstantesUMDF.FAST_MSGTYPE_HEARTBEAT))
                    {
                        logger.Info("Recebeu Hearbeat");
                        continue;
                    }

                    String sendingTime = message.GetString("SendingTime").Substring(0, 8);

                    // Descarta as mensagens ja recebidas no snapshot
                    if (message.IsDefined("MsgSeqNum"))
                    {
                        seqNum = message.GetInt("MsgSeqNum");

                        if (seqNum <= lastMsgSeqNum)
                        {
                            if (lastSendingTime.Equals(""))
                            {
                                lastSendingTime = sendingTime;
                            }

                            if (sendingTime.CompareTo(lastSendingTime) > 0)
                            {
                                logger.Info("Virou o dia! [" + sendingTime + "]");
                                lastMsgSeqNum = seqNum;
                                seqContador   = lastMsgSeqNum;
                            }
                            else
                            {
                                logger.Info("Descartando msg [" + seqNum + "]");
                                continue;
                            }
                        }
                    }

                    /*
                     * while ( this.filaTCPReplay.size() > 0 )
                     * {
                     *  logger.Debug("Mensagens na fila do TCP-Replay: " + this.filaTCPReplay.size());
                     *
                     *  messageTcp = this.filaTCPReplay.take();
                     *  tcpSeqNum = messageTcp.getInt("MsgSeqNum");
                     *
                     *  if ( tcpSeqNum <= this.lastMsgSeqNum )
                     *  {
                     *      logger.Error("Descartando msg replay [" + tcpSeqNum + "]");
                     *      continue;
                     *  }
                     *
                     *  if (tcpSeqNum >= seqNum )
                     *  {
                     *      logger.Debug("tcpSeqNum[" + tcpSeqNum + "] >= seqNum[" + seqNum + "] - saindo do loop da fila TCP-Replay");
                     *      break;
                     *  }
                     *
                     *  logger.Debug("Processando msg replay [" + tcpSeqNum + "]");
                     *
                     *  processMD(messageTcp);
                     *  this.lastMsgSeqNum = tcpSeqNum;
                     * }
                     */
                    if (logger.IsDebugEnabled)
                    {
                        logger.Debug("Processando msg [" + message.ToString() + "]");
                    }

                    if (MDSUtils.shouldLog(lastLogTicks))
                    {
                        string convertedmsg = message.ToString();

                        lastLogTicks = DateTime.UtcNow.Ticks;
                        logger.Info("Tamanho da fila: " + this.queueToProcessor.Count);

                        string msgTruncado = (convertedmsg.Length < 200 ? convertedmsg : convertedmsg.Substring(0, 200));
                        monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
                            "Incr - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + " - " + msgTruncado;
                        monitorConfig.channels[channelConfig.ChannelID].AddDetails(
                            "3) Incremental", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"), msgTruncado);
                    }

                    if (listaMDIncrementalTemplateID.Any(message.Template.Id.Contains) ||
                        listaSecurityListTemplateID.Any(message.Template.Id.Contains))
                    {
                        List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_INCREMENTAL_SINGLE);

                        string templateID = ConstantesUMDF.FAST_MSGTYPE_INCREMENTAL_SINGLE;
                        if (listaSecurityListTemplateID.Any(message.Template.Id.Contains))
                        {
                            templateID = ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE;
                        }

                        foreach (Message newMessage in mensagens)
                        {
                            MDSUtils.EnqueueEventoUmdf(newMessage,
                                                       newMessage.Template.Id,
                                                       channelConfig.ChannelID,
                                                       channelConfig.Segment,
                                                       templateID,
                                                       channelConfig.MarketDepth,
                                                       StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
                        }
                    }
                    else if (listaSecurityStatusTemplateID.Any(message.Template.Id.Contains))
                    {
                        MDSUtils.EnqueueEventoUmdf(message,
                                                   message.Template.Id,
                                                   channelConfig.ChannelID,
                                                   channelConfig.Segment,
                                                   channelConfig.MarketDepth,
                                                   StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
                    }
                    else if (listaNewsTemplateID.Any(message.Template.Id.Contains))
                    {
                        MDSUtils.EnqueueEventoUmdfNews(message,
                                                       message.Template.Id,
                                                       channelConfig.ChannelID,
                                                       channelConfig.Segment,
                                                       ConstantesUMDF.FAST_MSGTYPE_NEWS,
                                                       StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
                    }
                    else
                    {
                        logger.Error("Template ID nao reconhecido [" + message.Template.Id + "]");
                    }
                    lastMsgSeqNum   = seqNum;
                    lastSendingTime = sendingTime;
                }             // main loop

                logger.Info("Fim");
            }
            catch (Exception ex)
            {
                logger.Error("Damn: " + ex.Message, ex);
                bKeepRunning = false;
                monitorConfig.channels[channelConfig.ChannelID].RemoveDetails("3) Incremental");
            }
        }
Example #6
0
        public FixServerAcceptor(
            TCPReplayConfig tcpReplayConfig,
            Dictionary <string, SessionID> dctSessionsFixClients,
            Dictionary <string, SessionID> dctSessionsFixChannels)
        {
            _tcpReplayConfig        = tcpReplayConfig;
            _dctSessionsFixClients  = dctSessionsFixClients;
            _dctSessionsFixChannels = dctSessionsFixChannels;

            logger = LogManager.GetLogger("FixServerAcceptor");

            MDSUtils.AddAppender("FixServerAcceptor", logger.Logger);

            XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();

            registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
            context  = new Context();
            context.TemplateRegistry = registry;

            try
            {
                // Cria dicionario da configuracao
                QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
                mainDic.SetLong("SocketAcceptPort", tcpReplayConfig.SocketAcceptPort);
                mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
                mainDic.SetBool("ResetOnDisconnect", tcpReplayConfig.ResetOnDisconnect);
                mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
                mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
                mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
                mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
                mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
                mainDic.SetString("EndTime", tcpReplayConfig.EndTime);

                QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
                sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
                sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
                sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
                sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
                sessDic.SetBool("UseDataDictionary", true);

                // Configure the session settings
                QuickFix.SessionSettings settings = new QuickFix.SessionSettings();

                settings.Set(mainDic);

                MemoryStoreFactory store   = new MemoryStoreFactory();
                FileLogFactory     log     = new FileLogFactory(settings);
                IMessageFactory    message = new DefaultMessageFactory();

                IEnumerable <int> rangeSenderSubID = Enumerable.Range(
                    tcpReplayConfig.SubIDStartSeq,
                    tcpReplayConfig.SubIDEndSeq);
                foreach (int item in rangeSenderSubID)
                {
                    string subID = tcpReplayConfig.SubIDPrefix + item.ToString("D3");

                    // Cria sessao FIX
                    SessionID sessionID = new QuickFix.SessionID(
                        tcpReplayConfig.BeginString,
                        tcpReplayConfig.SenderCompID,
                        subID,
                        tcpReplayConfig.TargetCompID,
                        subID);

                    sessDic.SetString("SenderSubID", subID);
                    sessDic.SetString("TargetSubID", subID);
                    settings.Set(sessionID, sessDic);
                }

                logger.InfoFormat("Start(): iniciando FIX ACCEPTOR na porta {0}...", tcpReplayConfig.SocketAcceptPort);
                _acceptor = new ThreadedSocketAcceptor(this, store, settings, log, message);
                _acceptor.Start();
            }
            catch (Exception ex)
            {
                logger.Error("Start():" + ex.Message, ex);
            }

            logger.Info("Start(): Sessao FIX iniciada!");
        }
Example #7
0
        public FixServerInitiator(
            string channelsID,
            TCPReplayConfig tcpReplayConfig,
            Dictionary <string, SessionID> dctSessionsFixClients,
            Dictionary <string, SessionID> dctSessionsFixChannels)
        {
            _tcpReplayConfig        = tcpReplayConfig;
            _dctSessionsFixClients  = dctSessionsFixClients;
            _dctSessionsFixChannels = dctSessionsFixChannels;

            logger = LogManager.GetLogger("FixServerInitiator-" + tcpReplayConfig.ChannelID);

            MDSUtils.AddAppender("FixServerInitiator-" + tcpReplayConfig.ChannelID, logger.Logger);

            XMLMessageTemplateLoader loader = new XMLMessageTemplateLoader();

            registry = UmdfUtils.loadTemplates(tcpReplayConfig.TemplateFile);
            context  = new Context();
            context.TemplateRegistry = registry;

            try
            {
                // Cria dicionario da configuracao
                QuickFix.Dictionary mainDic = new QuickFix.Dictionary();
                mainDic.SetString("SocketConnectHost", tcpReplayConfig.SocketConnectHost);
                mainDic.SetLong("SocketConnectPort", tcpReplayConfig.SocketConnectPort);
                if (!String.IsNullOrEmpty(tcpReplayConfig.SocketConnectHost1))
                {
                    mainDic.SetString("SocketConnectHost1", tcpReplayConfig.SocketConnectHost1);
                    mainDic.SetLong("SocketConnectPort1", tcpReplayConfig.SocketConnectPort1);
                }
                mainDic.SetLong("HeartBtInt", tcpReplayConfig.HeartBtInt);
                mainDic.SetLong("ReconnectInterval", tcpReplayConfig.ReconnectInterval);
                mainDic.SetBool("ResetOnLogon", tcpReplayConfig.ResetOnLogon);
                mainDic.SetBool("PersistMessages", tcpReplayConfig.PersistMessages);
                mainDic.SetString("ConnectionType", tcpReplayConfig.ConnectionType);
                mainDic.SetString("FileStorePath", tcpReplayConfig.FileStorePath);
                mainDic.SetString("FileLogPath", tcpReplayConfig.FileLogPath);
                mainDic.SetString("StartTime", tcpReplayConfig.StartTime);
                mainDic.SetString("EndTime", tcpReplayConfig.EndTime);

                QuickFix.Dictionary sessDic = new QuickFix.Dictionary();
                sessDic.SetString("BeginString", tcpReplayConfig.BeginString);
                sessDic.SetString("SenderCompID", tcpReplayConfig.SenderCompID);
                sessDic.SetString("TargetCompID", tcpReplayConfig.TargetCompID);
                sessDic.SetString("DataDictionary", tcpReplayConfig.DataDictionary);
                sessDic.SetBool("UseDataDictionary", true);

                // Configure the session settings
                QuickFix.SessionSettings settings = new QuickFix.SessionSettings();

                settings.Set(mainDic);

                MemoryStoreFactory store   = new MemoryStoreFactory();
                FileLogFactory     log     = new FileLogFactory(settings);
                IMessageFactory    message = new DefaultMessageFactory();

                // Cria sessao FIX
                _sessionID = new QuickFix.SessionID(
                    tcpReplayConfig.BeginString,
                    tcpReplayConfig.SenderCompID,
                    tcpReplayConfig.TargetCompID);

                settings.Set(_sessionID, sessDic);

                string[] quebraChannelsID = channelsID.Split(",".ToCharArray());
                foreach (string channel in quebraChannelsID)
                {
                    dctSessionsFixChannels.Add(channel, _sessionID);
                }

                logger.InfoFormat("Start(): iniciando FIX com sessionID[{0}]...", _sessionID.ToString());
                _initiator = new QuickFix.Transport.SocketInitiator(this, store, settings, log, message);
                _initiator.Start();
            }
            catch (Exception ex)
            {
                logger.Error("Start():" + ex.Message, ex);
            }

            logger.Info("Start(): Sessao FIX iniciada!");
        }
        protected override void umdfMessageProcessor()
        {
            try
            {
                logger.Debug("Processando mensagens de recovery");

                string recoveryTemplateID = channelConfig.MDRecoveryTemplateID.ToString();
                listaRecoveryTemplateID = recoveryTemplateID.Split(",".ToCharArray());
                long lastLogTicks = 0;

                while (bKeepRunning)
                {
                    try
                    {
                        //Message message = this.filaMensagensUMDF.take();
                        Message message;
                        if (!queueToProcessor.TryDequeue(out message))
                        {
                            Thread.Sleep(50);
                            continue;
                        }

                        // Notifica o fim do snapshot para inicio do tratamento do incremental
                        if (listaRecoveryTemplateID.Any(message.Template.Id.Contains))
                        {
                            List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_SNAPSHOT_SINGLE);

                            foreach (Message newMessage in mensagens)
                            {
                                MDSUtils.EnqueueEventoUmdf(newMessage,
                                                           this.channelConfig.MDRecoveryTemplateID,
                                                           this.channelConfig.ChannelID,
                                                           this.channelConfig.Segment,
                                                           ConstantesUMDF.FAST_MSGTYPE_SNAPSHOT_SINGLE,
                                                           channelConfig.MarketDepth,
                                                           StreamTypeEnum.STREAM_TYPE_MARKET_RECOVERY);

                                if (MDSUtils.shouldLog(lastLogTicks))
                                {
                                    lastLogTicks = DateTime.UtcNow.Ticks;

                                    string msgTruncado = (message.ToString().Length < 200 ? message.ToString() : message.ToString().Substring(0, 200));
                                    monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
                                        "Snapshot - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + " - " + msgTruncado;
                                    monitorConfig.channels[channelConfig.ChannelID].AddDetails(
                                        "2) Snapshot", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"), msgTruncado);
                                }
                            }

                            if (message.IsDefined("MsgSeqNum") && message.IsDefined("TotNumReports"))
                            {
                                int seqNum        = message.GetInt("MsgSeqNum");     //34
                                int totNumReports = message.GetInt("TotNumReports"); //911

                                if (seqNum == 1)
                                {
                                    int LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
                                    bCanProcess = true;

                                    logger.Info("Inicio do processamento do snapshot: " + totNumReports + " msgs");
                                    logger.Info("Notificando observers, LastMsgSeqNumProcessed:" + LastMsgSeqNumProcessed);

                                    RecoveryStartedEventArgs e = new RecoveryStartedEventArgs();
                                    e.LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
                                    if (this.OnRecoveryStarted != null)
                                    {
                                        OnRecoveryStarted(this, e);
                                    }
                                }

                                if (seqNum == totNumReports && bCanProcess)
                                {
                                    int LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");

                                    logger.Info("Fim do processamento do snapshot: " + totNumReports + " msgs");
                                    logger.Info("Notificando observers, LastMsgSeqNumProcessed:" + LastMsgSeqNumProcessed);

                                    RecoveryCompletedEventArgs e = new RecoveryCompletedEventArgs();
                                    e.LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");

                                    monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
                                        "Snapshot - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + ": Snapshot completo!";

                                    monitorConfig.channels[channelConfig.ChannelID].AddDetails(
                                        "2) Snapshot", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"),
                                        "Snapshot completo! Ultimo SeqNum[" + e.LastMsgSeqNumProcessed + "]");

                                    if (this.OnRecoveryCompleted != null)
                                    {
                                        OnRecoveryCompleted(this, e);
                                    }
                                    bKeepRunning = false;
                                    break;
                                }
                            }
                            else
                            {
                                logger.Error("Template ID nao reconhecido [" + message.Template.Id + "]");
                            }
                        }
                    }
                    catch (Exception ex)
                    {
                        logger.Error("umdfMessageProcessor: " + ex.Message, ex);
                        bCanProcess = false;
                    }
                }

                Stop();

                logger.Debug("Fim");
            }
            catch (Exception ex)
            {
                logger.Error("Damn: " + ex.Message, ex);
                monitorConfig.channels[channelConfig.ChannelID].RemoveDetails("2) Snapshot");
                //bKeepRunning = false;
            }
        }
Example #9
0
        protected virtual void umdfPacketAssembler()
        {
            //UmdfPacket packet = null;
            int lastSeqNum = 0;

            UmdfPacket []          chunks         = null;
            int                    receivedChunks = 0;
            Dictionary <int, long> dctSeqNum      = new Dictionary <int, long>();

            //StreamWriter tracewriter = new StreamWriter("d:\\turingoms\\servicos\\mdsnetpuma2\\logs\\Trace-" + this.channelID + "-" +  this.multicastPortPRI + ".txt", true);

            while (bKeepRunning)
            {
                Context    context = null;
                UmdfPacket packet  = null;

                if (qUmdfPacket.TryDequeue(out packet))
                {
                    int totalBytes = packet.data.Length;
                    try
                    {
                        //if (context != null)
                        //{
                        //    ((OpenFAST.Debug.BasicDecodeTrace)context.DecodeTrace).Writer.Close();
                        //    ((OpenFAST.Debug.BasicDecodeTrace)context.DecodeTrace).Writer.Dispose();
                        //    context = null;
                        //}

                        context = new Context();
                        context.TemplateRegistry = registry;
                        //context.TraceEnabled = true;
                        //context.StartTrace();
                        //((OpenFAST.Debug.BasicDecodeTrace)context.DecodeTrace).Writer = tracewriter;

                        if (packet.noChunks > 1)
                        {
                            logger.Debug("pktAss() noChunks: " + packet.noChunks + " currChunk: " + packet.currChunk + " seqNum: " + packet.seqNum + " lastSeqNum:" + lastSeqNum);
                            if (chunks == null || packet.seqNum != lastSeqNum)
                            {
                                logger.Debug("pktAss() Alocando array para [" + packet.noChunks + "] chunks: null ou seqNum!=");
                                chunks         = new UmdfPacket[packet.noChunks];
                                receivedChunks = 0;
                            }

                            // Verifica se ainda esta no mesmo chunk, e se ainda dentro da mesma
                            // rodada do snapshot
                            if (dctSeqNum.ContainsKey(packet.seqNum))
                            {
                                TimeSpan ts = new TimeSpan(DateTime.Now.Ticks - dctSeqNum[packet.seqNum]);
                                if (ts.TotalMilliseconds > PACKET_TIME_WINDOW && processorType.Equals(ProcessorType.MarketIncremental))
                                {
                                    logger.Debug("pktAss() REALOCANDO array para [" + packet.noChunks + "] chunks");
                                    chunks         = new UmdfPacket[packet.noChunks];
                                    receivedChunks = 0;
                                }
                                dctSeqNum[packet.seqNum] = DateTime.Now.Ticks;
                            }
                            else
                            {
                                logger.Debug("pktAss() Alocando array para [" + packet.noChunks + "] chunks");
                                dctSeqNum.Add(packet.seqNum, DateTime.Now.Ticks);
                                chunks         = new UmdfPacket[packet.noChunks];
                                receivedChunks = 0;
                            }


                            if ((packet.currChunk - 1) < chunks.Length)
                            {
                                if (chunks[packet.currChunk - 1] == null)
                                {
                                    receivedChunks++;
                                }
                                chunks[packet.currChunk - 1] = packet;
                            }
                            else
                            {
                                logger.Error("pktAss() Puts...[" + (packet.currChunk - 1) + "] <=> [" + chunks.Length + "] fdp furou!!!!");
                                continue;
                            }


                            logger.Debug("pktAss() noChunks: " + packet.noChunks + " currChunk: " + packet.currChunk);
                            lastSeqNum = packet.seqNum;

                            if (receivedChunks < packet.noChunks)
                            {
                                continue;
                            }

                            dctSeqNum.Remove(packet.seqNum);
                            logger.Debug("pktAss() Remontando pacote noChunks=" + packet.noChunks + " received=" + receivedChunks + " length=" + chunks.Length);

                            byte[] reassembled = UmdfUtils.reassemble(chunks);
                            totalBytes       = reassembled.Length;
                            chunks           = null;
                            receivedChunks   = 0;
                            packet.data      = reassembled;
                            packet.msgLength = totalBytes;

                            System.IO.MemoryStream byteIn = new System.IO.MemoryStream(packet.data, 0, packet.msgLength);

                            FastDecoder decoder = new FastDecoder(context, byteIn);

                            Message message = decoder.ReadMessage();

                            bool bsinaliza = queueToProcessor.IsEmpty;
                            queueToProcessor.Enqueue(message);
                            if (bsinaliza)
                            {
                                lock (syncQueueToProcessor)
                                {
                                    Monitor.Pulse(syncQueueToProcessor);
                                }
                            }

                            // testa se debug esta habilitado por conta do writegroup
                            // mais performatico
                            if (logger.IsDebugEnabled)
                            {
                                logger.Debug(UmdfUtils.writeGroup(message));
                            }
                        }
                        else
                        {
                            lastSeqNum = packet.seqNum;
                            System.IO.MemoryStream byteIn = new System.IO.MemoryStream(packet.data, 0, packet.msgLength);

                            FastDecoder decoder = new FastDecoder(context, byteIn);

                            Message message = decoder.ReadMessage();

                            bool bsinaliza = queueToProcessor.IsEmpty;
                            queueToProcessor.Enqueue(message);
                            if (bsinaliza)
                            {
                                lock (syncQueueToProcessor)
                                {
                                    Monitor.Pulse(syncQueueToProcessor);
                                }
                            }

                            if (logger.IsDebugEnabled)
                            {
                                logger.Debug(UmdfUtils.writeGroup(message));
                            }
                        }
                    }
                    catch (Exception ex)
                    {
                        logger.Error("pktAss() Erro: " + ex.Message, ex);

                        // Bom, com uma exception dessas, acho melhor iniciar o canal, pode ser falha no decoder
                        string msg    = string.Format("Canal [{0}] precisa ser derrubado, pois deu falha grave no PacketAssembler().\r\n\r\n{1}\r\n\r\n{2}", channelID, ex.Message, ex);
                        string titulo = string.Format("Derrubando canal [{0}] por falha em pktAss()", channelID);
                        MDSUtils.EnviarEmail(titulo, msg);
                        bKeepRunning = false;

                        //lastpkt = 0;
                    }

                    continue;
                }

                lock (syncQueueUmdfPacket)
                {
                    Monitor.Wait(syncQueueUmdfPacket, 100);
                }
            }
        }