private void SetTimerRt(RtFreqParam p_freqParam)
{
// lock (m_rtTimerLock)
var tradingHoursNow = Utils.UsaTradingHoursNow_withoutHolidays();
p_freqParam.Timer !.Change(TimeSpan.FromSeconds((tradingHoursNow == TradingHours.RegularTrading) ? p_freqParam.FreqRthSec : p_freqParam.FreqOthSec), TimeSpan.FromMilliseconds(-1.0));
}
private void UpdateRt(RtFreqParam p_freqParam)
{
p_freqParam.NTimerPassed++;
Asset[] downloadAssets = p_freqParam.Assets;
if (p_freqParam.RtFreq == RtFreq.HighFreq) // if it is highFreq timer, then add the recently asked assets.
{
var recentlyAskedNonNavAssets = m_lastRtPriceQueryTime.Where(r => r.Key.AssetId.AssetTypeID == AssetType.Stock && ((DateTime.UtcNow - r.Value) <= TimeSpan.FromSeconds(5 * 60))).Select(r => r.Key); // if there was a function call in the last 5 minutes
downloadAssets = p_freqParam.Assets.Concat(recentlyAskedNonNavAssets).ToArray();
}
if (downloadAssets.Length == 0)
{
return;
}
var tradingHoursNow = Utils.UsaTradingHoursNow_withoutHolidays();
if (tradingHoursNow == TradingHours.RegularTrading)
{
DownloadLastPriceIex(downloadAssets);
}
else
{
DownloadLastPriceYF(downloadAssets, tradingHoursNow);
}
}
private void UpdateNavRt(RtFreqParam p_freqParam)
{
// NAV Tickers GA.IM.NAV, DC.IM.NAV, DC.ID.NAV, DC.NAV , but select only the Non-virtual non-Aggregate ones.
// Most of the time, DC watches he "DC.NAV" real-time only. In that case, don't update Agy's "GA.IM.NAV" in every 60 seconds.
p_freqParam.NTimerPassed++;
BrokerNav[] downloadAssets = p_freqParam.Assets.Select(r => (r as BrokerNav) !).ToArray();
if (p_freqParam.RtFreq == RtFreq.HighFreq) // if it is highFreq timer, then add the recently asked assets.
{
List <BrokerNav> updatingNavAssets = new List <BrokerNav>();
var recentlyAskedNavAssets = m_lastRtPriceQueryTime.Where(r => r.Key.AssetId.AssetTypeID == AssetType.BrokerNAV && ((DateTime.UtcNow - r.Value) <= TimeSpan.FromSeconds(5 * 60))).Select(r => (r.Key as BrokerNav) !); // if there was a function call in the last 5 minutes
foreach (var nav in recentlyAskedNavAssets)
{
// the virtual DC.NAV assets: replace them with the underlying sub-Navs
if (nav.IsAggregatedNav) // add the underlying sub-Navs
{
updatingNavAssets.AddRange(AssetsCache.Assets.Where(r => r.AssetId.AssetTypeID == AssetType.BrokerNAV && !((r as BrokerNav) !.IsAggregatedNav) && (r as BrokerNav) !.User == nav.User).Select(r => (r as BrokerNav) !));
}
else
{
updatingNavAssets.Add(nav);
}
}
downloadAssets = downloadAssets.Concat(updatingNavAssets).ToArray();
}
if (downloadAssets.Length == 0)
{
return;
}
DownloadLastPriceNav(downloadAssets.ToList());
}
public void RtNavTimer_Elapsed(object?p_state) // Timer is coming on a ThreadPool thread
{
if (p_state == null)
{
throw new Exception("RtNavTimer_Elapsed() received null object.");
}
RtFreqParam freqParam = (RtFreqParam)p_state;
Utils.Logger.Info($"MemDbRt.RtNavTimer_Elapsed({freqParam.RtFreq}). BEGIN.");
try
{
UpdateNavRt(freqParam);
}
catch (System.Exception e) // Exceptions in timers crash the app.
{
Utils.Logger.Error(e, $"MemDbRt.RtNavTimer_Elapsed({freqParam.RtFreq}) exception.");
}
SetTimerRt(freqParam);
Utils.Logger.Info($"MemDbRt.RtNavTimer_Elapsed({freqParam.RtFreq}). END");
}
private static void ServerDiagnosticRealtime(StringBuilder p_sb, RtFreqParam p_rtFreqParam)
{
p_sb.Append($"Realtime ({p_rtFreqParam.Name}): FreqRthSec: {p_rtFreqParam.FreqRthSec}, FreqOthSec: {p_rtFreqParam.FreqOthSec}, NTimerPassed: {p_rtFreqParam.NTimerPassed}, assets: '");
p_sb.AppendLongListByLine(p_rtFreqParam.Assets.Where(r => r.AssetId.AssetTypeID == AssetType.Stock).Select(r => ((Stock)r).YfTicker), ",", 10, "<br>");
p_sb.Append($"'<br>");
}
