public void FlushFillQueues()
{
var handlers = new List <SimulateSymbol>();
using (symbolHandlersLocker.Using())
{
if (debug)
{
log.Debug("Flushing all fill queues.");
}
foreach (var kvp in symbolHandlers)
{
handlers.Add(kvp.Value);
}
}
foreach (var handler in handlers)
{
handler.FillSimulator.FlushFillQueue();
}
if (debug)
{
log.Debug("Current FIX Simulator orders.");
}
foreach (var handler in handlers)
{
handler.FillSimulator.LogActiveOrders();
}
}
private unsafe void BookRebuild(LimeQuoteMessage message)
{
//UNDONE: Use the symbol_len field from the message and the action to filter
LimeQuotesInterop.book_rebuild_msg *bookMsg = (LimeQuotesInterop.book_rebuild_msg *)message.Ptr;
int last = 0;
for (int i = 0; i < LimeQuotesInterop.SYMBOL_LEN; i++)
{
if (bookMsg->symbol[i] == 0)
{
last = i;
break;
}
}
string symbol = new string((sbyte *)bookMsg->symbol, 0, last);
log.InfoFormat("Book Rebuild for {0} id {1} flags {2}", symbol, bookMsg->symbol_index, bookMsg->symbol_flags);
using (_SymbolIDLock.Using())
{
uint id = Reverse(bookMsg->symbol_index);
if (!_SymbolID.ContainsKey(symbol))
{
_SymbolID.Add(symbol, id);
_IDToSymbol.Add(id, symbol);
_IDToBookRebuild.Add(id, (bookMsg->symbol_flags & 1) == 0);
}
else
{
_SymbolID[symbol] = id;
_IDToSymbol[id] = symbol;
_IDToBookRebuild[id] = (bookMsg->symbol_flags & 1) == 0;
}
}
}
public string SymbolPositionsToString()
{
using (positionsLocker.Using())
{
return(SymbolPositionsToStringInternal());
}
}
public ActiveListNode <T> Create(T item)
{
using (_sync.Using()) {
if (_nodes.Count == 0)
{
Interlocked.Increment(ref count);
return(new ActiveListNode <T>(item));
}
else
{
var node = _nodes.Pop();
node.Value = item;
return(node);
}
}
}
public virtual void Start(EventItem eventItem)
{
using (startLocker.Using())
{
if (!isTaskPrepared)
{
throw new ApplicationException("Read must be Initialized before Start() can be called and after GetLastTick() the reader must be disposed.");
}
if (!isStarted)
{
this.agent = eventItem.Agent;
var symbol = tickFile.Symbol;
if (debug)
{
log.Debug("Start called.");
}
start = Factory.TickCount;
diagnoseMetric = Diagnose.RegisterMetric("Reader." + symbol.Symbol.StripInvalidPathChars());
var tempQueue = Factory.Parallel.FastQueue <int>(symbol + " Reader Nominal Queue");
var tempConnectionId = 0;
fileReaderTask.ConnectInbound(tempQueue, out tempConnectionId);
fileReaderTask.IncreaseInbound(tempConnectionId, 0L);
isStarted = true;
}
}
}