private void DailySettlementThread(object param)
{
object[] paramArray = (object[])param;
IWebSocketConnection socket = (IWebSocketConnection)paramArray[0];
WebSocketSubscribeMessage subscrMsg = (WebSocketSubscribeMessage)paramArray[1];
bool subscResp = false;
try
{
while (true)
{
DailySettlementPrice dailySettl = DailySettlementPrices.Where(x => x.Symbol == subscrMsg.ServiceKey).FirstOrDefault();
if (dailySettl != null)
{
DoSend <DailySettlementPrice>(socket, dailySettl);
Thread.Sleep(3000);//3 seconds
if (!subscResp)
{
ProcessSubscriptionResponse(socket, "FP", subscrMsg.ServiceKey, subscrMsg.UUID);
Thread.Sleep(2000);
subscResp = true;
}
}
else
{
DoLog(string.Format("Daily Settlement Price not found for symbol {0}...", subscrMsg.ServiceKey), MessageType.Information);
break;
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing daily settlement price message: {0}...", ex.Message), MessageType.Error);
}
}
private static void ProcessSubscribe(string[] param)
{
if (JWTToken == null)
{
DoLog("Missing authentication token in memory!. User not logged");
return;
}
if (param.Length >= 2)
{
WebSocketSubscribeMessage subscribe = new WebSocketSubscribeMessage()
{
Msg = "Subscribe",
Sender = 0,
UUID = "APIClientUUID",
UserId = UserId,
SubscriptionType = "S",
JsonWebToken = JWTToken,
Service = param[1],
ServiceKey = param.Length == 3 ? param[2] : "*"
};
string strMsg = JsonConvert.SerializeObject(subscribe, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
}
else
{
DoLog(string.Format("Missing mandatory parameters for logout message"));
}
}
protected void ProcessCreditLimitUpdatesThread(object param)
{
DoLog(string.Format("Starting ProcessCreditLimitUpdatesThread thread"), MessageType.Information);
object[] parameters = (object[])param;
IWebSocketConnection socket = (IWebSocketConnection)parameters[0];
WebSocketSubscribeMessage subscrMsg = (WebSocketSubscribeMessage)parameters[1];
string firmId = subscrMsg.ServiceKey;
if (subscrMsg.ServiceKey.Contains("@"))
{
firmId = subscrMsg.ServiceKey.Split(new string[] { "@" }, StringSplitOptions.RemoveEmptyEntries)[0];
}
DoLog(string.Format("Getting account record for firmId {0}", firmId), MessageType.Information);
AccountRecord accRecord = AccountRecords.Where(x => x.EPFirmId == firmId).FirstOrDefault();
DoLog(string.Format("Account record for firmId {0} {1} found", firmId, accRecord != null? "do": "not"), MessageType.Information);
if (accRecord == null)
{
return;
}
double maxNotional = accRecord.MaxNotional;
double creditLimit = accRecord.CreditLimit;
while (true)
{
Thread.Sleep(10000);
TimeSpan elapsed = DateTime.Now - new DateTime(1970, 1, 1);
creditLimit += 1000d;
maxNotional += 10000;
CreditLimitUpdate climUpd = new CreditLimitUpdate();
climUpd.Active = true;
climUpd.CreditLimit = creditLimit;
climUpd.FirmId = accRecord.EPFirmId;
climUpd.MaxNotional = maxNotional;
climUpd.Msg = "CreditLimitUpdate";
climUpd.RouteId = accRecord.RouteId;
climUpd.Sender = 0;
climUpd.Time = Convert.ToInt64(elapsed.TotalMilliseconds);
DoLog(string.Format("Sending Credit Limit Update New MaxLimit:{0} New MaxNotional:{1}", creditLimit, maxNotional), MessageType.Information);
DoSend <CreditLimitUpdate>(socket, climUpd);
}
}
protected void ProcessCreditLimitUpdates(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
if (!ProcessCreditLimitUpdatesThreads.ContainsKey(subscrMsg.ServiceKey))
{
ProcessSubscriptionResponse(socket, "Cm", subscrMsg.ServiceKey, subscrMsg.UUID);
Thread CreditLimitUpdateThread = new Thread(ProcessCreditLimitUpdatesThread);
CreditLimitUpdateThread.Start(new object[] { socket, subscrMsg });
ProcessCreditLimitUpdatesThreads.Add(subscrMsg.ServiceKey, CreditLimitUpdateThread);
}
else
{
DoLog(string.Format("Double subscription for service Cm for symbol {0}...", subscrMsg.ServiceKey), MessageType.Information);
ProcessSubscriptionResponse(socket, "Cm", subscrMsg.ServiceKey, subscrMsg.UUID, false, "Already subscribed");
}
}
protected void ProcessOficialFixingPrice(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
EvalDailyOfficialFixingPriceWarnings(subscrMsg.ServiceKey);
if (!ProcessDailyOfficialFixingPriceThreads.ContainsKey(subscrMsg.ServiceKey))
{
lock (tLock)
{
Thread ProcessDailyOfficialFixingPriceThread = new Thread(DailyOfficialFixingPriceThread);
ProcessDailyOfficialFixingPriceThread.Start(new object[] { socket, subscrMsg });
ProcessDailyOfficialFixingPriceThreads.Add(subscrMsg.ServiceKey, ProcessDailyOfficialFixingPriceThread);
}
}
else
{
DoLog(string.Format("Double subscription for service FP for symbol {0}...", subscrMsg.ServiceKey), MessageType.Information);
ProcessSubscriptionResponse(socket, "FP", subscrMsg.ServiceKey, subscrMsg.UUID, false, "Double subscription");
}
}
protected void ProcessUserRecord(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
if (subscrMsg.ServiceKey != "*")
{
UserRecord userRecord = UserRecords.Where(x => x.UserId == subscrMsg.ServiceKey).FirstOrDefault();
if (userRecord != null)
{
DoSend <UserRecord>(socket, userRecord);
}
}
else
{
foreach (UserRecord userRecord in UserRecords)
{
DoSend <UserRecord>(socket, userRecord);
}
}
ProcessSubscriptionResponse(socket, "TB", subscrMsg.ServiceKey, subscrMsg.UUID);
}
protected void ProcessCreditRecordUpdates(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
if (subscrMsg.ServiceKey != "*")
{
if (subscrMsg.ServiceKey.EndsWith("@*"))
{
subscrMsg.ServiceKey = subscrMsg.ServiceKey.Replace("@*", "");
}
DGTLBackendMock.Common.DTO.Account.CreditRecordUpdate creditRecordUpdate = CreditRecordUpdates.Where(x => x.FirmId == subscrMsg.ServiceKey).FirstOrDefault();
if (creditRecordUpdate != null)
{
DoSend <DGTLBackendMock.Common.DTO.Account.CreditRecordUpdate>(socket, creditRecordUpdate);
}
}
ProcessSubscriptionResponse(socket, "CU", subscrMsg.ServiceKey, subscrMsg.UUID);
}
private static void DoSubscribe(string service, string serviceKey)
{
WebSocketSubscribeMessage subscribe = new WebSocketSubscribeMessage()
{
Msg = "Subscribe",
Sender = 0,
UUID = "OrderBookPOCUUID",
UserId = ClientLoginResponse.UserId,
SubscriptionType = "S",
JsonWebToken = ClientLoginResponse.JsonWebToken,
Service = service,
ServiceKey = serviceKey
};
string strMsg = JsonConvert.SerializeObject(subscribe, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
}
private static void RequestSecurityMasterList()
{
WebSocketSubscribeMessage subscribe = new WebSocketSubscribeMessage()
{
Msg = "Subscribe",
Sender = 0,
UserId = ClientLoginResponse.UserId,
UUID = "SecurityListPOCUUID",
SubscriptionType = "S",
JsonWebToken = ClientLoginResponse.JsonWebToken,
Service = "TA",
ServiceKey = "*"
};
string strMsg = JsonConvert.SerializeObject(subscribe, Newtonsoft.Json.Formatting.None,
new JsonSerializerSettings
{
NullValueHandling = NullValueHandling.Ignore
});
DoSend(strMsg);
}
protected void DailyOfficialFixingPriceThread(object param)
{
object[] paramArray = (object[])param;
IWebSocketConnection socket = (IWebSocketConnection)paramArray[0];
WebSocketSubscribeMessage subscrMsg = (WebSocketSubscribeMessage)paramArray[1];
bool subscResp = false;
try
{
while (true)
{
OfficialFixingPrice officialFixingPrice = OfficialFixingPrices.Where(x => x.Symbol == subscrMsg.ServiceKey).FirstOrDefault();
if (officialFixingPrice != null)
{
//officialFixingPrice.Price += Convert.ToDecimal( DateTime.Now.Second )/ 100;
DoLog(string.Format("Returning fixing price for symbol {0}:{1}...", subscrMsg.ServiceKey, officialFixingPrice.Price), MessageType.Information);
DoSend <OfficialFixingPrice>(socket, officialFixingPrice);
Thread.Sleep(3000);//3 seconds
if (!subscResp)
{
ProcessSubscriptionResponse(socket, "FD", subscrMsg.ServiceKey, subscrMsg.UUID);
Thread.Sleep(2000);
subscResp = true;
return;
}
}
else
{
DoLog(string.Format("Official Fixing Price not found for symbol {0}...", subscrMsg.ServiceKey), MessageType.Information);
break;
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing daily settlement price message: {0}...", ex.Message), MessageType.Error);
}
}
protected void ProcessPlatformStatus(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
bool doLogout = false;
if (PlatformStatus.cState == PlatformStatus._STATE_SEND_CLIENT_LOGOUT)
{
DoLog(string.Format("Sending state open because of status 7 <will send ClientLogoutResponse>"), MessageType.Information);
PlatformStatus.cState = PlatformStatus._STATE_OPEN;
doLogout = true;
}
else
{
DoLog(string.Format("Senting platform status {0}", PlatformStatus.cState), MessageType.Information);
}
DoSend <PlatformStatus>(socket, PlatformStatus);
ProcessSubscriptionResponse(socket, "PS", subscrMsg.ServiceKey, subscrMsg.UUID, true);
if (doLogout)
{
PlatformStatus.cState = PlatformStatus._STATE_SEND_CLIENT_LOGOUT;
DoLog(string.Format("Sleeping before Returning ClientLogoutResponse..."), MessageType.Information);
Thread.Sleep(10 * 1000);
DoLog(string.Format("Returning ClientLogoutResponse..."), MessageType.Information);
ClientLogoutResponse logout = new ClientLogoutResponse()
{
Msg = "ClientLogoutResponse",
Sender = 0,
Time = 0,
UserId = subscrMsg.UserId,
ReLogin = false
};
DoSend <ClientLogoutResponse>(socket, logout);
DoLog(string.Format(" ClientLogoutResponse sent..."), MessageType.Information);
}
}
protected void ProcessAccountRecord(IWebSocketConnection socket, WebSocketSubscribeMessage subscrMsg)
{
string prevServiceKey = subscrMsg.ServiceKey;
if (subscrMsg.ServiceKey != "*")
{
if (subscrMsg.ServiceKey.EndsWith("@*"))
{
subscrMsg.ServiceKey = subscrMsg.ServiceKey.Replace("@*", "");
}
AccountRecordsFirmId = subscrMsg.ServiceKey;
List <AccountRecord> accountRecords = AccountRecords.Where(x => x.EPFirmId == subscrMsg.ServiceKey).ToList();
accountRecords.ForEach(x => DoSend <AccountRecord>(socket, x));
}
else
{
AccountRecords.ToList().ForEach(x => DoSend <AccountRecord>(socket, x));
}
ProcessSubscriptionResponse(socket, "TD", prevServiceKey, subscrMsg.UUID);
}
