}//StoreOrder()
//
//
//
#endregion // order update handlers
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//
//
// *****************************************************
// **** Try Create New Book() ****
// *****************************************************
private bool TryCreateNewBook(TT.InstrumentKey ttKey, out OrderBookTT book)
{
book = null;
InstrumentName name;
TT.InstrumentDetails details;
if (m_Market.TryLookupInstrument(ttKey, out name) && m_Market.TryLookupInstrumentDetails(name, out details))
{ // Market knows this instrument already.
Log.BeginEntry(LogLevel.Minor, "TryCreateNewBook: Creating book.");
book = new OrderBookTT(this, name); // Create book.
double minTickSize = Convert.ToDouble(details.TickSize.Numerator) / Convert.ToDouble(details.TickSize.Denominator);
book.MinimumPriceTick = minTickSize;
if (m_Books.TryAdd(book.m_InstrumentName, book))
{
m_TTKey2Name.TryAdd(ttKey, book.m_InstrumentName);
Log.AppendEntry(" New book created {0}.", book);
Log.EndEntry();
return(true);
}
else
{
Log.AppendEntry(" Failed to add book to Books.");
Log.EndEntry();
return(false);
}
}
else
{ // Market doesnt know this instrument yet.
Log.NewEntry(LogLevel.Minor, "TryCreateNewBook: Market instrument unknown. Requesting details from market for {0}.", TTConvert.ToString(ttKey));
m_Market.RequestInstruments(ttKey); // request to look it up.
return(false);
}
}//TryCreateNewBook()
//
//
// **** Store Order() ****
//
private void StoreTTEvent(EventArgs ttEVentArgs, TT.InstrumentKey ttKey)
{
ConcurrentQueue <EventArgs> eventQueue;
if (m_TTEventsToProcess.TryGetValue(ttKey, out eventQueue))
{
eventQueue.Enqueue(ttEVentArgs);
}
else if (m_TTEventsToProcess.TryAdd(ttKey, new ConcurrentQueue <EventArgs>()) && m_TTEventsToProcess.TryGetValue(ttKey, out eventQueue))
{
eventQueue.Enqueue(ttEVentArgs);
OrderHubRequest request = new OrderHubRequest(OrderHubRequest.RequestType.RequestCreateFillBook);
request.Data = new object[] { ttKey };
this.HubEventEnqueue(request);
}
else
{ // TODO: Check whether perhaps we can fail while the orderbook is being created.
Log.NewEntry(LogLevel.Warning, "Listener_OrderAdded: Failed to store order in OrdersToProcess list.");
}
}//StoreOrder()
} //HubEventHandler()
//
//
//
// *****************************************************
// **** Process Request() ****
// *****************************************************
private void ProcessRequest(OrderHubRequest eventArg)
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: {0}", eventArg);
switch (eventArg.Request)
{
case OrderHubRequest.RequestType.RequestConnect:
// We automatically connect to the TT Api once we get the call back from it.
break;
case OrderHubRequest.RequestType.RequestCreateFillBook:
if (eventArg.Data[0] is TT.InstrumentKey)
{
TT.InstrumentKey ttKey = (TT.InstrumentKey)eventArg.Data[0];
InstrumentName name;
if (m_TTKey2Name.TryGetValue(ttKey, out name) && m_Books.ContainsKey(name))
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Already have book for {1}. Ignoring {0}.", eventArg, name);
}
else
{
OrderBookTT book;
if (TryCreateNewBook(ttKey, out book))
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Create book succeeded {0}.", book);
OrderBookEventArgs outgoingEventArg = new OrderBookEventArgs(this, book.m_InstrumentName, OrderBookEventArgs.EventTypes.CreatedBook);
OnBookCreated(outgoingEventArg); // TODO: Load additional information needed for new book creation.
// Push out waiting events.
ConcurrentQueue <EventArgs> waitingTTOrders;
while (m_TTEventsToProcess.TryRemove(ttKey, out waitingTTOrders)) // this should only execute once, but if new orders are added concurrently could execute more!
{
EventArgs eventArg1;
while (waitingTTOrders.Count > 0)
{
if (waitingTTOrders.TryDequeue(out eventArg1))
{
this.HubEventEnqueue(eventArg1);
}
else
{
break;
}
}
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Create book failed. Will try again.");
m_WaitingRequests.Enqueue(eventArg); // Store this request
}
}
}
break;
case OrderHubRequest.RequestType.RequestShutdown:
if (m_OrderListener != null)
{
m_OrderListener.Dispose();
m_OrderListener = null;
}
base.Stop();
break;
default:
break;
} // switch request
} //ProcessRequest()
