/// <summary>
/// Create thread that will save Ticks
/// </summary>
/// <param name="listTicks">List with source ticks</param>
/// <param name="saveIntervalMs">Interval in miliseconds to save the ticks</param>
/// <param name="historicalTicksConnString">connection string to DB</param>
public SaveTicks(BlockingCollection <MessageTick> listTicks, int saveIntervalMs, string historicalTicksConnString)
{
ticksRepository = new HistoricalTicksDBRepository(historicalTicksConnString);
saveIntervalInMs = saveIntervalMs;
thread = new Thread(() => ExecuteMethod(listTicks, this));
thread.Start();
}
internal SymbolsTickManager()
{
mainConfig = ConfigurationsManager.ConfigurationsManager.GetConfigurations();
config = mainConfig.ConvRatesServiceConfiguration;
ticksRepository = new HistoricalTicksDBRepository(mainConfig.HistoricalTicksConfiguration.HistoricalTicksConnString);
instrumentsRepository = new TradingInstrumentsDBRepository(mainConfig.BackOfficeConfiguration.TradingInstrumentsManagementConnectionString);
long instrumentsRefreshTimerPeriodMsec = Convert.ToInt64(config.SupportedSymbolsRefreshPeriodMin) * 60000;
instrumentsRefreshTimer.Change(0, instrumentsRefreshTimerPeriodMsec);
registerLatestSymbolsProviders();
}
static void SaveAndSendTicks(ITicksContainer containerTicks, IHistoricalTicksRepository repository)
{
long start = DateTime.Now.Ticks;
//ITicksContainer _containerTicks = containerTicks;
Dictionary <string, LatestSymbolTick> dictToSend = new Dictionary <string, LatestSymbolTick>();
ITicksContainer containerLatestTicks = new TicksDataTableContainer();
foreach (KeyValuePair <string, MessageTick> tick in symbolsCacheBid)
{
containerLatestTicks.AddEntry(tick.Value.Symbol, (int)tick.Value.Value, tick.Value.DecimalValue, tick.Value.DateTime, (byte)tick.Value.TickType, tick.Value.Provider);
LatestSymbolTick latestSymbolTick = new LatestSymbolTick {
Symbol = tick.Value.Symbol, BidValue = tick.Value.DecimalValue, Timestamp = tick.Value.DateTime
};
dictToSend.Add(latestSymbolTick.Symbol, latestSymbolTick);
}
foreach (KeyValuePair <string, MessageTick> tick in symbolsCacheAsc)
{
containerLatestTicks.AddEntry(tick.Value.Symbol, (int)tick.Value.Value, tick.Value.DecimalValue, tick.Value.DateTime, (byte)tick.Value.TickType, tick.Value.Provider);
}
symbolsCacheBid.Clear();
symbolsCacheAsc.Clear();
double msPrepare = TimeSpan.FromTicks(DateTime.Now.Ticks - start).TotalMilliseconds;
start = DateTime.Now.Ticks;
Int32 totalTickCount = containerTicks.Count();
repository.TicksInsert(containerLatestTicks, containerTicks);
double msInsert = TimeSpan.FromTicks(DateTime.Now.Ticks - start).TotalMilliseconds;
containerLatestTicks = null;
if (HSTickWriter.provider != null)
{
HSTickWriter.provider.ProvideLatestSymbols(dictToSend);
}
Console.WriteLine("Saved in " + DateTime.Now.Date.ToShortDateString() + ", " + DateTime.Now.ToLongTimeString() + "; prepare: " + msPrepare.ToString() + "; ïnsert:" + msInsert.ToString() + "; count: " + totalTickCount.ToString());
}
