} //HubEventHandler()
//
//
#endregion//Private Methods
#region Processing Methods
// *****************************************************************
// **** Processing Methods ****
// *****************************************************************
//
//
//
// *****************************************
// **** ProcessCreateBook() ****
// *****************************************
/// <summary>
/// Process to initialize a single order book.
/// </summary>
/// <param name="request"></param>
private void ProcessCreateBook(RequestEventArg <RequestCode> request)
{
// Extract order book and validate request.
if (request.Data.Count < 1)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find book in request.");
return;
}
OrderBookTT orderBook = request.Data[0] as OrderBookTT;
if (orderBook == null)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find valid order book in request.");
return;
}
// Locate the OrderInstrument for this book.
OrderInstrument orderInstrument = null;
if (!m_OrderInstruments.TryGetValue(orderBook.Instrument, out orderInstrument))
{ // We do not have an order instrument for this Instrument.
InstrumentDetails instrumentDetails;
if (!m_Market.TryGetInstrumentDetails(orderBook.Instrument, out instrumentDetails))
{ // We don't know this instrument yet.
// Request information from market, and set this to pending.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Requesting instrument details for {0} OrderBookID {1}. Will try again later.",
orderBook.Instrument, orderBook.BookID);
m_Market.RequestInstruments(orderBook.Instrument);
m_PendingQueue.AddPending(request, 2);
return;
}
else
{ // We have the instrument details, so create the OrderInstrument now
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Attempting to Process OrderBookID {0}", orderBook.BookID);
orderInstrument = new OrderInstrument(orderBook.Instrument, instrumentDetails, m_OrderRecycleFactory);
TradingTechnologies.TTAPI.InstrumentDetails ttDetails;
if (m_Market.TryLookupInstrumentDetails(orderBook.Instrument, out ttDetails))
{
m_InstrumentNameToTTKey[orderBook.Instrument] = ttDetails.Key;
}
if (m_OrderInstruments.TryAdd(orderBook.Instrument, orderInstrument))
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Created new OrderInstrument {0}.", orderBook.Instrument);
}
else
{ // This could only happen if the orderInstrument somehow just now showed up spontaneously.
// That could happen if we allow other threads to add new OrderInstruments to list.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Failed to add new OrderInstrument {0}. Will try again later.",
orderBook.Instrument);
m_PendingQueue.AddPending(request, 1);
return;
}
}
// If we get here, lets try to add our new book to the order instrument.
TTKey ttKey;
if (orderInstrument != null && orderInstrument.TryAddBook(orderBook) &&
m_InstrumentNameToTTKey.TryGetValue(orderBook.Instrument, out ttKey))
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Added book {0} into OrderInstrument {1}.", orderBook.BookID, orderInstrument);
m_Listener.SubscribeToInstrument(ttKey);
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Exisiting OrderInstrument {0} found. Attempting to add OrderBookID {1}",
orderInstrument.Instrument, orderBook.BookID);
orderInstrument.TryAddBook(orderBook);
}
}// ProcessCreateBook()
}// TryChangeOrderQty()
//
//
// *****************************************
// **** ProcessCreateBook() ****
// *****************************************
/// <summary>
/// Process to initialize a single order book.
/// </summary>
/// <param name="orderBook"></param>
protected override void ProcessCreateBook(OrderBook orderBook)
{
// Locate the OrderInstrument for this book.
OrderInstrument orderInstrument = null;
if (!m_ExecContainer.m_OrderInstruments.TryGetValue(orderBook.Instrument, out orderInstrument))
{ // We do not have an order instrument for this Instrument.
InstrumentDetails instrumentDetails;
if (!m_UVInstrumentDetails.TryGetValue(orderBook.Instrument, out instrumentDetails))
{ // We don't know this instrument yet.
// Request information from market, and set this to pending.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Requesting instrument details for {0} OrderBookID {1}. Will try again later.",
orderBook.Instrument, orderBook.BookID);
SubscribeTo(orderBook.Instrument);
if (m_PendingOrderBooks.ContainsKey(orderBook.Instrument))
{ // we have other order books waiting on this instrument details, just add to the list
m_PendingOrderBooks[orderBook.Instrument].Add(orderBook);
}
else
{ // we don't have anything waiting on this instrument yet, so create a new list.
m_PendingOrderBooks[orderBook.Instrument] = new List <OrderBook> {
orderBook
};
}
return;
}
else
{ // We have the instrument details, so create the OrderInstrument now
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Attempting to Process OrderBookID {0}", orderBook.BookID);
orderInstrument = new OrderInstrument(orderBook.Instrument, instrumentDetails);
m_ExecContainer.m_OrderInstruments.Add(orderBook.Instrument, orderInstrument);
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Created new OrderInstrument {0}.", orderBook.Instrument);
//int instrId = -1;
//if (m_Market != null && m_Market.TryLookupInstrumentID(orderBook.Instrument, out instrId) == false)
//{ // Subscribe to this market instrument.
// // Order sim needs market updates for each instrument with orders.
// m_Market.RequestInstrumentSubscription(orderBook.Instrument);
//}
}
// If we get here, lets try to add our new book to the order instrument.
if (orderInstrument != null)
{
orderInstrument.TryAddBook(orderBook);
// Simulator also needs to keep a copy of all books to simulate fills.
List <OrderBook> orderBookList = null;
if (!m_SimOrderBooks.TryGetValue(orderInstrument.Instrument, out orderBookList))
{
orderBookList = new List <OrderBook>();
m_SimOrderBooks.Add(orderInstrument.Instrument, orderBookList);
}
orderBookList.Add(orderBook);
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Exisiting OrderInstrument {0} found. Attempting to add OrderBookID {1}",
orderInstrument.Instrument, orderBook.BookID);
orderInstrument.TryAddBook(orderBook);
// Simulator also needs to keep a copy of all books to simulate fills.
List <OrderBook> orderBookList = null;
if (!m_SimOrderBooks.TryGetValue(orderInstrument.Instrument, out orderBookList))
{
orderBookList = new List <OrderBook>();
m_SimOrderBooks.Add(orderInstrument.Instrument, orderBookList);
}
orderBookList.Add(orderBook);
}
}// ProcessCreateBook()
}//ProcessServiceStateChange()
//
//
//
// *****************************************
// **** ProcessCreateBook() ****
// *****************************************
/// <summary>
/// Process to initialize a single order book.
/// </summary>
/// <param name="request"></param>
private void ProcessCreateBook(RequestEventArg <RequestCode> request)
{
// Extract order book and validate request.
if (request.Data.Count < 1)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find book in request.");
return;
}
OrderBook orderBook = request.Data[0] as OrderBook;
if (orderBook == null)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find valid order book in request.");
return;
}
// Locate the OrderInstrument for this book.
OrderInstrument orderInstrument = null;
if (!m_OrderInstruments.TryGetValue(orderBook.Instrument, out orderInstrument))
{ // We do not have an order instrument for this Instrument.
InstrumentDetails instrumentDetails;
if (!m_Market.TryGetInstrumentDetails(orderBook.Instrument, out instrumentDetails))
{ // We don't know this instrument yet.
// Request information from market, and set this to pending.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Requesting instrument details for {0} OrderBookID {1}. Will try again later.",
orderBook.Instrument, orderBook.BookID);
m_Market.RequestInstruments(orderBook.Instrument);
m_PendingQueue.AddPending(request, 2);
return;
}
else
{ // We have the instrument details, so create the OrderInstrument now
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Attempting to Process OrderBookID {0}", orderBook.BookID);
orderInstrument = new OrderInstrument(orderBook.Instrument, instrumentDetails, m_OrderRecycleFactory);
if (m_OrderInstruments.TryAdd(orderBook.Instrument, orderInstrument))
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Created new OrderInstrument {0}.", orderBook.Instrument);
int instrId = -1;
if (m_Market != null && m_Market.TryLookupInstrumentID(orderBook.Instrument, out instrId) == false)
{ // Subscribe to this market instrument.
// Order sim needs market updates for each instrument with orders.
m_Market.RequestInstrumentSubscription(orderBook.Instrument);
}
}
else
{ // This could only happen if the orderInstrument somehow just now showed up spontaneously.
// That could happen if we allow other threads to add new OrderInstruments to list.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Failed to add new OrderInstrument {0}. Will try again later.",
orderBook.Instrument);
m_PendingQueue.AddPending(request, 1);
return;
}
}
// If we get here, lets try to add our new book to the order instrument.
if (orderInstrument != null)
{
orderInstrument.TryAddBook(orderBook);
// Simulator also needs to keep a copy of all books to simulate fills.
List <OrderBook> orderBookList = null;
if (!m_SimOrderBooks.TryGetValue(orderInstrument.Instrument, out orderBookList))
{
orderBookList = new List <OrderBook>();
m_SimOrderBooks.Add(orderInstrument.Instrument, orderBookList);
}
orderBookList.Add(orderBook);
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Exisiting OrderInstrument {0} found. Attempting to add OrderBookID {1}",
orderInstrument.Instrument, orderBook.BookID);
orderInstrument.TryAddBook(orderBook);
// Simulator also needs to keep a copy of all books to simulate fills.
List <OrderBook> orderBookList = null;
if (!m_SimOrderBooks.TryGetValue(orderInstrument.Instrument, out orderBookList))
{
orderBookList = new List <OrderBook>();
m_SimOrderBooks.Add(orderInstrument.Instrument, orderBookList);
}
orderBookList.Add(orderBook);
}
}// ProcessCreateBook()
