public void TradeBegin(DoubleArbitrage1B2A item)
{
Task.Factory.StartNew(() =>
{
string key = GetKey(item.FirstArbitrage.BankBidGAsk, item.FirstArbitrage.Symbol, false);
lock (syncObj)
{
if (listLockedQuotes.Contains(key))
{
return;
}
listLockedQuotes.Add(key);
}
try
{
System.Threading.Thread.Sleep(1000);
if (item.FirstArbitrage.IsFinished || item.SecondArbitrage.IsFinished)
{
return;
}
//item.ExpectedBid = item.FirstArbitrage.ArbitrageDetails.Last().B1Bid1;
//item.ExecutedAsk = item.FirstArbitrage.ArbitrageDetails.Last().B1Bid1;
//item.ExecutedBid = Math.Max(item.ExecutedBid, item.SecondArbitrage.ArbitrageDetails.Last().B1Bid1);
item.TradeDate = DateTime.UtcNow;
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.DoubleArbitrage1B2A.Add(item);
arbContext.SaveChanges();
}
}
finally
{
lock (syncObj)
{
listLockedQuotes.Remove(key);
}
}
}
, TaskCreationOptions.LongRunning);
}
static void Main(string[] args)
{
Arbitrage coldArb = null;
List <Arbitrage> warmArbList = new List <Arbitrage>();
for (int i = 0; i < 10000; i++)
{
Arbitrage newArb = new Arbitrage(DateTime.Now, 1, 2, "dfas");
for (int j = 0; j < 10; j++)
{
newArb.ArbitrageDetails.Add(new ArbitrageDetail(DateTime.Now));
}
warmArbList.Add(newArb);
coldArb = newArb;
}
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Arbitrages.Add(coldArb);
arbContext.SaveChanges();
}
Stopwatch sw = new Stopwatch();
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Configuration.AutoDetectChangesEnabled = false;
//arbContext.Configuration.ValidateOnSaveEnabled = false;
sw.Start();
foreach (var item in warmArbList)
{
arbContext.Arbitrages.Add(item);
}
sw.Stop();
Console.WriteLine("Time of adding 10000 elements : " + sw.ElapsedMilliseconds + " ms");
sw.Reset();
sw.Start();
arbContext.SaveChanges();
sw.Stop();
Console.WriteLine("Time of saving 10000 elements : " + sw.ElapsedMilliseconds + " ms");
}
}
static void Main(string[] args)
{
Arbitrage coldArb = null;
List<Arbitrage> warmArbList = new List<Arbitrage>();
for (int i = 0; i < 10000; i++)
{
Arbitrage newArb = new Arbitrage(DateTime.Now, 1, 2, "dfas");
for (int j = 0; j < 10; j++)
{
newArb.ArbitrageDetails.Add(new ArbitrageDetail(DateTime.Now));
}
warmArbList.Add(newArb);
coldArb = newArb;
}
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Arbitrages.Add(coldArb);
arbContext.SaveChanges();
}
Stopwatch sw = new Stopwatch();
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.Configuration.AutoDetectChangesEnabled = false;
//arbContext.Configuration.ValidateOnSaveEnabled = false;
sw.Start();
foreach( var item in warmArbList )
arbContext.Arbitrages.Add(item);
sw.Stop();
Console.WriteLine("Time of adding 10000 elements : " + sw.ElapsedMilliseconds + " ms");
sw.Reset();
sw.Start();
arbContext.SaveChanges();
sw.Stop();
Console.WriteLine("Time of saving 10000 elements : " + sw.ElapsedMilliseconds + " ms");
}
}
public void TradeBegin(DoubleArbitrage2B1A item)
{
Task.Factory.StartNew(() =>
{
string key = GetKey(item.FirstArbitrage.BankAskLBid, item.FirstArbitrage.Symbol, false);
lock (syncObj)
{
if (listLockedQuotes.Contains(key))
return;
listLockedQuotes.Add(key);
}
try
{
System.Threading.Thread.Sleep(1000);
if (item.FirstArbitrage.IsFinished || item.SecondArbitrage.IsFinished)
return;
item.ExpectedAsk = item.FirstArbitrage.ArbitrageDetails.Last().B2Ask1;
item.ExecutedBid = item.FirstArbitrage.ArbitrageDetails.Last().B1Bid1;
item.ExecutedBid = Math.Max(item.ExecutedBid, item.SecondArbitrage.ArbitrageDetails.Last().B1Bid1);
item.TradeDate = DateTime.UtcNow;
using (Model.ArbitrageContext arbContext = new Model.ArbitrageContext())
{
arbContext.DoubleArbitrage2B1A.Add(item);
arbContext.SaveChanges();
}
}
finally
{
lock (syncObj)
{
listLockedQuotes.Remove(key);
}
}
}
, TaskCreationOptions.LongRunning);
}
