Exemple #1
0
 //
 //
 //
 /// <summary>
 /// Here, we already have the event object (perhaps someone else created it).  Before
 /// triggering event, we mark that we are the senders, but note, if someone else created
 /// it, "CustomEventCreator" could be a different object (say, the object that requested
 /// something from this book).
 /// </summary>
 protected void OnInstrumentChange(InstrumentChangeArgs args)
 {
     args.Sender = this;                     // update the sender before triggering event
     if (this.InstrumentChanged != null)
     {
         InstrumentChanged(this, args);
     }
 }//OnInstrumentChange()
Exemple #2
0
        }//LogBookState().

        //
        //
        //
        #endregion//Private Methods


        #region Event Processing for Books
        // *****************************************************************
        // ****                 Event Processing for Books              ****
        // *****************************************************************
        //
        //
        //
        //
        //
        //
        // ****                 ProcessBookEvents()                   ****
        //
        /// <summary>
        /// Once an event in the queue is determined to be a market change event, or
        /// any event changing the "market book" of an instrument, this method is
        /// called to update the market instrument books.
        /// Called by hub thread only.
        /// </summary>
        /// <param name="eArgList">A list of market change events.</param>
        protected void ProcessBookEvents(List <EventArgs> eArgList)
        {
            int updateBookID = EnterWriteLock(); // step 0.0

            BringBookUpToDate(updateBookID);     // Bring this book up to current date.        // step 1, 2, not 3, 4, and 5.

            // Process new events by calling super class (since this depends on particular exchange)!
            InstrumentChangeArgs eventArgs = ProcessBookEventsForABook(updateBookID, eArgList); // step 3

            // Finalize book that was updated.
            ExitWriteLock(updateBookID);
            m_CurrentBook = updateBookID;         // Now publish book as current book!      // step 6.0
            //this.LogBookState(string.Empty);

            /*
             * Book aBook;
             * if (TryEnterReadBook(out aBook) )
             * {
             *  if (Log.BeginEntry(LogLevel.Minor, "ProcessBookEvents: "))
             *  {
             *      foreach (int id in updatedInstrList)
             *      {
             *          Market mkt = aBook.Instruments[id];
             *          Log.AppendEntry(mkt.ToString());
             *      }
             *      Log.EndEntry(updatedInstrList.Count > 0);
             *  }
             *  ExitReadBook(aBook);
             * }
             */

            // Trigger events for updated instruments.

            if (eventArgs != null)
            {
                eventArgs.Sender = this;
                OnInstrumentChange(eventArgs);           // step 7.0
            }
        }//end HubEventHandler().