public static void LogSymbolUpdate(Security s)
{
if (!_loggingenabled)
return;
Trace.WriteLine(s.ToString());
}
public void PublishMarketData(Security data)
{
if (null == clients || !clients.Any() || null == data)
return;
TotalDataPublished++;
Parallel.ForEach(clients, callback => InternalPublishMarketData(data, callback));
}
public bool PublishMarketDataNullDataTest(Security sec)
{
OnDataReceived = PublishMarketDataNullDataTestDataHandler;
PublishMarketData(sec);
// Excepted result is that NO data will be published to
// listeners / clients.
return (null == _nullsec);
}
public bool PublishMarketDataNullDataHandlerTest()
{
var sec = new Security("Aggregator", "YYY", 9.05D);
OnDataReceived = null;
PublishMarketData(sec);
// Excepted result is that NO data will be published to
// listeners / clients.
return (null == _nullsec);
}
public bool PublishMarketDataMarketClosedEventTest(string providerid, string name, double value)
{
OnDataReceived = MarketDataReaderTestsDataReceivedHandler;
var sec = new Security(providerid, name, value);
PublishMarketData(sec);
// Excepted result is this item will be published to
// listeners / clients.
return (sec == data.First());
}
public bool PublishMarketDataNewDataEventTest(string providerid, string name, double value)
{
OnDataReceived = PublishMarketDataNewDataEventTestHandler;
_onNewSecurityTicksEvent = OnNewSecurityTicksEvent;
var sec = new Security(providerid, name, value);
PublishMarketData(sec);
// Excepted result is this item will be published to
// listeners / clients.
return (null != _ticks && _ticks.SymbolTicks.First() == _AAAsec);
}
internal void ComputeSymbolValue(DataReceivedHandler datareceivedHandler)
{
// Total Number of Symbols created / updated EOV =
// MaxiumSymbolUpdates X MaxiumNumberOfSymbolBots X GetProviderSymbols.Count
List<string> symbols = ProviderSymbols;
Random rnd = new Random();
int MAXUPDATES = MaxiumSymbolUpdates;
for (var i = 0; i < MAXUPDATES; i++)
{
Parallel.ForEach(symbols, name =>
{
var value = rnd.Next(55, 106) / 10D;
var s = new Security(ProviderId, name, value);
MarketDataLogger.LogSymbolUpdate(s);
if (null != datareceivedHandler)
datareceivedHandler(s);
});
}
}
public void PublishMarketData(Security data)
{
if (null == data)
return;
Interlocked.Increment(ref _recordCount);
// Market closed event or user requested cancellation
if (data.Name == Miscellaneous.END_OF_FEED)
{
OnMarketClosedEvent(data);
return;
}
else if (IsCancellationRequested)
{
EndSession();
return;
}
if (null != OnDataReceived)
OnDataReceived(data);
}
public bool AggregatorSymbolProcessorTaskWorkPublishResultsTest(string name)
{
// Intercept the OnPublish so we receive the Security we just sent as a client would
Context.OnPublishMaketData = SymbolProcessorTaskWorkPublishResultsTestHandler;
Assert.IsTrue(dataQueueAggregator.Count == 0);
AddClient();
SecurityTicks[] ticks = {
new SecurityTicks("AAA"),
new SecurityTicks("BBB"),
new SecurityTicks("CCC")
};
AddingComplete onCompleteAdding = null;
DataReceivedHandler onNewDataReceived = null;
foreach (var tick in ticks)
{
onCompleteAdding += tick.CompleteAdding;
onNewDataReceived += tick.OnDataReceived;
var sec = new Security("Orion", tick.Symbol, 5.6D);
onNewDataReceived(sec);
dataQueueAggregator.Add(tick);
}
dataQueueAggregator.CompleteAdding();
onCompleteAdding();
SymbolProcessorTaskWork();
foreach (var tick in ticks)
{
onCompleteAdding -= tick.CompleteAdding;
onNewDataReceived -= tick.OnDataReceived;
}
var results = bag.Count();
return (results == 3);
}
internal void DataReceived(Security data)
{
dataQueue.Add((SymbolTick)data);
}
public void OnDataReceived(Security data)
{
if (null == data || data.Name != Symbol)
return;
SymbolTicks.Add(data);
}
private void PublishTestPublishMarketDataMock(Security data)
{
dataItems.Add(data);
}
private void OnMarketInActivityEventTestHandler(Security dataItem)
{
_onMarketInActivityEvent = dataItem;
}
private void PublishMarketDataNewDataEventTestHandler(Security dataItem)
{
_AAAsec = dataItem;
}
private void PublishMarketDataCancellationEventTestHandler(Security dataItem)
{
data = dataItem;
}
public bool PublishMarketDataCancellationEventTest(string providerid, string name, double value)
{
var cts = new CancellationTokenSource();
base._token = cts.Token;
cts.Cancel();
OnDataReceived = PublishMarketDataCancellationEventTestHandler;
var sec = new Security(providerid, name, value);
PublishMarketData(sec);
// Excepted result is this item will NOT be published to
// listeners / clients, session will end and cancel property true
return (_canceltestEndSessionReceived && IsCancellationRequested);
}
private void PublishMarketDataNullDataTestDataHandler(Security dataItem)
{
_nullsec = dataItem;
}
public bool RemoveTest()
{
BlockingCollection<Security> dataQueue = new BlockingCollection<Security>();
var sec1 = new Security("Aggregator", "AAA", 6.32D);
var sec2 = new Security("Aggregator", "BBB", 6.22D);
var sec3 = new Security("Aggregator", "CCC", 6.12D);
dataQueue.Add(sec1);
dataQueue.Add(sec2);
dataQueue.Add(sec3);
Assert.IsTrue(dataQueue.Remove<Security>(sec1));
Assert.IsTrue(dataQueue.Count == 2);
var itm = dataQueue.FirstOrDefault(x => x.Value == sec1.Value);
return (null == itm);
}
protected virtual void PartitionSecurity(Security data)
{
if (securities.ContainsKey(data.Name))
return;
// Should ONLY perform adding
var tick = securities.AddOrUpdate(data.Name, AddSecurityTick, UpdateSecurityTick);
if(null != _onNewSecurityTicksEvent)
_onNewSecurityTicksEvent(tick);
}
protected void OnMarketClosedEvent(Security data)
{
EndSession();
if (null != OnDataReceived)
OnDataReceived(data);
}
private void MarketDataReaderTestsDataReceivedHandler(Security dataItem)
{
data.Add(dataItem);
}
public void PublishMarketData(Security data)
{
// MockPublish
if (null != OnPublishMaketData)
OnPublishMaketData(data);
}
protected void InternalPublishMarketData(Security data, ClientSession<IMarketDataProviderCallback> callback)
{
if (null == callback || !callback.IsActive)
return;
try
{
callback.ClientCallback.PublishMarketData(data);
}
catch (Exception ex)
{
RemoveClient(callback);
Console.WriteLine(
$"Failed to communicate with client with sessionId [{callback.SessionId}] causing exception [ {ex.Message} ].");
}
}
private void SymbolProcessorTaskWorkPublishResultsTestHandler(Security data)
{
bag.Add(data);
}
internal virtual void DataReceived(Security data)
{
dataQueue.Add(data);
}
