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());
}
static void Execute(Object listTicks, Object t)
{
if (listTicks is BlockingCollection <MessageTick> )
{
ITicksContainer containerTicks = new TicksDataTableContainer();
DateTime lastSave = DateTime.Now;
BlockingCollection <MessageTick> list = (BlockingCollection <MessageTick>)listTicks;
SaveTicks thread = (SaveTicks)t;
thread.isWorking = true;
while (thread.isWorking)
{
MessageTick messageTick = null;
while (list.TryTake(out messageTick, TimeSpan.FromMilliseconds(10)))
{
containerTicks.AddEntry(messageTick.Symbol, (int)messageTick.Value, messageTick.DecimalValue, messageTick.DateTime, (byte)messageTick.TickType, messageTick.Provider);
AddToSymbolCache(messageTick);
if (((int)(DateTime.Now - lastSave).TotalMilliseconds) >= thread.saveIntervalInMs)
{
// SaveTicks
SaveAndSendTicks(containerTicks, thread.ticksRepository);
containerTicks = new TicksDataTableContainer();
lastSave = DateTime.Now;
}
}
Thread.Sleep(20);
}
if (containerTicks.Count() > 0)
{
SaveAndSendTicks(containerTicks, thread.ticksRepository);
}
thread.isFinished = true;
//Console.WriteLine("FINISHED! Total Save Ticks: " + TotalSavedObjects + "; Total Received Ticks: " + DeserializeTicks.TotalDesObjects);
}
}