Example #1
0
        }//ProcessCreateEngine()

        //
        // *****************************************
        // ****     ProcessEngineEvent          ****
        // *****************************************
        /// <summary>
        /// A request from outside to change a parameter value.
        /// </summary>
        protected void ProcessEngineEvent(EngineEventArgs eventArgs)
        {
            ExecutionContainer strategy = null;
            int strategyID = eventArgs.EngineContainerID;        // parameter change requested for this strategy.

            if (strategyID < 0)
            {   // This request is for all strategies
                Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", eventArgs);
                eventArgs.EngineHubName = this.ServiceName;
                eventArgs.Status        = EngineEventArgs.EventStatus.Failed;
                OnEngineChanged(eventArgs);
            }
            else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
            {   // Found the strategy, pass it the request now.
                // He is on another thread, so give him a thread safe copy.
                // He will be allowed to modify this object to compose his response.
                //EngineEventArgs copyEventArgs = eventArgs.Copy();
                strategy.ProcessEvent(eventArgs.Copy());
            }
            else
            {   // Unknown strategy
                Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", eventArgs);
                eventArgs.EngineHubName = this.ServiceName;
                eventArgs.Status        = EngineEventArgs.EventStatus.Failed;
                OnEngineChanged(eventArgs);
            }
        }// ProcessParameterChangeRequest()
Example #2
0
        }// ProcessParameterChangeRequest()

        //
        //
        // *****************************************
        // ****  ProcessSyntheticOrderRequest   ****
        // *****************************************
        /// <summary>
        /// A request for submission of a synthetic order.
        /// </summary>
        /// <param name="engineEventArg"></param>
        private void ProcessSyntheticOrderRequest(EngineEventArgs engineEventArg)
        {
            SyntheticOrder     syntheticOrder = (SyntheticOrder)engineEventArg.DataObjectList[0];
            ExecutionContainer strategy       = null;
            int strategyID = engineEventArg.EngineContainerID;

            if (strategyID < 0)
            {   // This request is for all strategies
                Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", syntheticOrder);
                engineEventArg.EngineHubName = this.ServiceName;
                engineEventArg.Status        = EngineEventArgs.EventStatus.Failed;
                OnEngineChanged(engineEventArg);
            }
            else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
            {   // Found the strategy, pass it the request now.
                // He is on another thread, so give him a thread safe copy.
                strategy.ProcessEvent(engineEventArg.Copy());
            }
            else
            {   // Unknown strategy
                Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", syntheticOrder);
                engineEventArg.EngineHubName = this.ServiceName;
                engineEventArg.Status        = EngineEventArgs.EventStatus.Failed;
                OnEngineChanged(engineEventArg);
            }
        }
Example #3
0
        }//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;
            }

            //
            // Obtain the EngineContainer
            //
            Dictionary <int, ExecutionContainer> 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, ExecutionContainer>();
                if (string.IsNullOrEmpty(DefaultHubName))
                {
                    DefaultHubName = strategyHubName;
                }
                m_ExecutionContainers.Add(strategyHubName, executionContainers);
            }
            ExecutionContainer container = null;

            if (!executionContainers.TryGetValue(eventArg.EngineContainerID, out container))
            {
                container = new ExecutionContainer();
                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)
            {
                //
                container.SetupInitialize(this);

                // The new engine created call back is now called on listener threads,
                // after the execution strategy is ready to run.  He must call his
                // container function to broadcast his readiness!

                // Connect the appropriate listener and START!
                ExecutionListener listener = CreateListener(string.Format("Listener{0}", container.EngineContainerID));
                container.AddExecutionListener(listener);
                container.Start();
            }
            else
            {
            }
        }//ProcessCreateEngine()