/// <summary>
/// Enqueues the event.
/// </summary>
/// <param name="mdEvent">The md event.</param>
protected void EnqueueEvent(object sender, MarketData mdEvent)
{
var nsTop = PerformanceObserver.NanoTime;
_executor.Execute(
delegate {
if (mdEvent != null)
{
var ns = PerformanceObserver.NanoTime;
_cepProvider.SendMarketDataEvent(mdEvent);
var nsDone = PerformanceObserver.NanoTime;
var msDelta = (nsDone - mdEvent.Time) / 1000000;
var nsDelta1 = nsDone - ns;
var nsDelta2 = nsDone - nsTop;
//Console.WriteLine("D1:{0,10},\tD2:{1,15},\tMS:{2,6},\tQD:{3}", nsDelta1, nsDelta2, msDelta, e.QueueDepth);
StatsHolder.Engine.Update(nsDelta1);
StatsHolder.Server.Update(nsDelta2);
StatsHolder.EndToEnd.Update(msDelta);
}
});
//stats
_countForStatSec++;
if (Environment.TickCount - _lastThroughputTick > _statSec * 1E3)
{
_countForStatSecLast = _countForStatSec;
_countForStatSec = 0;
_lastThroughputTick = Environment.TickCount;
}
}
public void Run()
{
Console.WriteLine("Event per s = {0}", _simulationRate);
var eventPer10Millis = (_simulationRate / 100);
Console.WriteLine("Event per 10ms = " + Math.Max(eventPer10Millis, 1));
var market = new MarketData[Symbols.SYMBOLS.Length];
for (var i = 0; i < market.Length; i++)
{
market[i] = new MarketData(Symbols.SYMBOLS[i], Symbols.NextPrice(10), Symbols.NextVolume(10));
}
try {
var tickerIndex = 0;
while (--_iterationsLeft != 0)
{
var ms = _highResolutionTimeProvider.CurrentTime;
for (var i = 0; i < eventPer10Millis; i++)
{
tickerIndex = tickerIndex % Symbols.SYMBOLS.Length;
var eventObj = market[tickerIndex++];
//note the cloning here, although we don't change volume or price
var simulatedEvent = (MarketData)eventObj.Clone();
_executor.Execute(
delegate
{
var ns = _highResolutionTimeProvider.CurrentTime;
_cepProvider.SendMarketDataEvent(simulatedEvent);
var nsDone = _highResolutionTimeProvider.CurrentTime;
var statsInstance = StatsHolder.All;
statsInstance.Engine.Update(nsDone - ns);
statsInstance.Server.Update(nsDone - simulatedEvent.InTime);
statsInstance.EndToEnd.Update((nsDone - simulatedEvent.Time) / 1000000);
});
//stats
_countLast10S++;
}
var currentTime = _highResolutionTimeProvider.CurrentTime;
if (currentTime - _lastThroughputTick > _statSec * 1E9)
{
//System.out.Println("Avg["+myID+"] " + countLast10s/10 + " active " + executor.GetPoolSize() + " pending " + executor.GetQueue().Count);
_countLast10SLast = _countLast10S;
_countLast10S = 0;
_lastThroughputTick = currentTime;
}
// going to fast compared to target rate
var deltaTime = currentTime - ms;
if (deltaTime < 10000)
{
var slowDown = (int)Math.Max(1, 10000 - deltaTime);
Thread.Sleep(slowDown);
}
}
} catch (Exception e) {
Console.WriteLine("Error receiving data from market. Did market disconnect?");
Console.WriteLine("Error message: {0}", e.Message);
Console.WriteLine(e.StackTrace);
}
finally
{
lock (CLIENT_CONNECTIONS_LOCK)
{
CLIENT_CONNECTIONS.Remove(_myId);
}
}
}