//
#endregion//Public Methods
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//**************************************************************
// **** TryIntitialize() ****
//**************************************************************
//
/// <summary>
/// Called once the markets are initialized to set up information
/// for faster processing later on.
/// </summary>
/// <returns></returns>
private bool TryIntitialize()
{
if (!m_Market.TryGetInstrumentDetails(m_Leg.InstrumentName, out m_InstrDetails))
{
return(false);
}
if (!m_Market.TryLookupInstrumentID(m_Leg.InstrumentName, out m_InstrExternalId))
{
return(false);
}
return(true);
}
}// GetRequest()
//
//
//
// *********************************************************
// **** ProcessFoundResources() ****
// *********************************************************
/// <summary>
/// Called by the hub thread to deal with newly found resources from the market.
/// This is where we request subscription to price feeds we need.
/// </summary>
/// <param name="arg"></param>
private void ProcessFoundResources(FoundServiceEventArg arg)
{
if (arg.FoundProducts != null)
{
foreach (Product product in arg.FoundProducts)
{
if (m_ProductsRequested.Contains(product)) // this is a product we want to record!
{
m_Market.RequestInstruments(product); // asynchronous call to find out all instruments for this product.
}
} // end product
}
else if (arg.FoundInstruments != null)
{ // we should now have save instrument details in the market dictionary
List <Product> productsToProcess = new List <Product>(); // keep a list of any products we need to process for subscription.
foreach (InstrumentName instrName in arg.FoundInstruments) // check if we want to know about this product
{ // find all the products we care about in these instruments
if (m_ProductsRequested.Contains(instrName.Product))
{ // we have requested this product!
if (m_InstrumentsByProduct.ContainsKey(instrName.Product))
{ // we already have this product
if (!m_InstrumentsByProduct[instrName.Product].Contains(instrName))
{ // the instrument isn't in our list however
m_InstrumentsByProduct[instrName.Product].Add(instrName);
if (!productsToProcess.Contains(instrName.Product))
{ // make sure we add this product to the list to possibly subscribe to below.
productsToProcess.Add(instrName.Product);
}
}
}
else
{// the product doesn't exist yet in our list.
List <InstrumentName> instrListToAdd = new List <InstrumentName>();
instrListToAdd.Add(instrName);
m_InstrumentsByProduct.Add(instrName.Product, instrListToAdd);
productsToProcess.Add(instrName.Product); // add to our list to process!
}
}
} // end foreach
//
// tell the market to subscribe here
//
Log.NewEntry(LogLevel.Major, "DataHub: Found new instruments in {0} products", productsToProcess.Count);
foreach (Product product in productsToProcess)
{
Log.NewEntry(LogLevel.Major, "DataHub: Processing found instruments for {0}", product.ProductName);
List <InstrumentName> instrumentsInProduct = new List <InstrumentName>(); // create list of instruments
m_InstrumentsByProduct.TryGetValue(product, out instrumentsInProduct); // try and get all the instruments for this product
List <InstrumentDetails> instrDetailList = new List <InstrumentDetails>(); // create list on details for these instruments
List <InstrumentDetails> filteredInstrumentDetailList = new List <InstrumentDetails>(); // filtered list of instruments.
if (m_Market.TryGetInstrumentDetails(instrumentsInProduct, out instrDetailList))
{ // we have instrument details to look at
instrDetailList.Sort((x, y) => x.ExpirationDate.CompareTo(y.ExpirationDate)); // sort list by expirations...
int noOfContracts = 0;
foreach (ProductRequest prodRequest in m_ProductRequestList)
{
if (prodRequest.Product.Equals(product))
{ // we found a request for this prod
if (prodRequest.nInstrumentsToRecord > noOfContracts) // we need to request more contracts
{
noOfContracts = prodRequest.nInstrumentsToRecord; // set the number of contracts
}
if (prodRequest.m_IsStandardInstrumentsOnly)
{// we need to filter!
foreach (InstrumentDetails instrDetails in instrDetailList)
{
if (instrDetails.isStandard)
{
filteredInstrumentDetailList.Add(instrDetails); // add all "standard" contracts
}
}
}
else
{ // we don't need to filter, so just assign to use all instrumnets we found.
filteredInstrumentDetailList = instrDetailList;
}
}
} // end prodRequest
noOfContracts = Math.Min(noOfContracts, filteredInstrumentDetailList.Count); // if we are trying to subscribe to more contracts than exist!
for (int i = 0; i < noOfContracts; i++)
{
int mySQLID = -1;
//
// the following query building should really be pushed on to the querybuilder hub, since it is set up related, and only happens
// once I am leaving it here. this should be changed eventually.
//
if (m_InstrToMySQLID.ContainsKey(filteredInstrumentDetailList[i].InstrumentName)) // quick check to make sure we have never dealt with this instrument.
{
continue;
}
if (DBInstrument.TryGetMySQLInstrumentId(m_DataBaseInfo, filteredInstrumentDetailList[i].InstrumentName, out mySQLID))
{ // we have it now and should save it in both look up tables.
m_InstrToMySQLID.Add(filteredInstrumentDetailList[i].InstrumentName, mySQLID); // create mapping between instrument and ID.
m_MySQLIDToInstr.Add(mySQLID, filteredInstrumentDetailList[i].InstrumentName); // backwards mapping just in case.
string instrDetailsToWriteToDB;
if (DBInstrument.TryCheckMySQLInstrumentDetails(m_DataBaseInfo, // make sure our data matches in the db is correct
filteredInstrumentDetailList[i], out instrDetailsToWriteToDB))
{ // we succesffuly checked our instr details.
if (instrDetailsToWriteToDB != string.Empty)
{ // if our string isn't empty we need to write data
m_DatabaseWriterHub.ExecuteNonQuery(instrDetailsToWriteToDB); // send it to the db writer hub
Log.NewEntry(LogLevel.Minor, "ProcessFoundResources is ammending instruments details for {0} to the database",
filteredInstrumentDetailList[i].InstrumentName);
}
}
m_Market.RequestInstrumentPriceSubscription(filteredInstrumentDetailList[i].InstrumentName); // subscribe to instrument
m_Market.RequestInstrumentTimeAndSalesSubscription(filteredInstrumentDetailList[i].InstrumentName); // request time and sales
m_InstrumentsRequested.Add(filteredInstrumentDetailList[i].InstrumentName); // add it to our list of subscriptions.
}
else
{
Log.NewEntry(LogLevel.Error, "ProcessFoundResources cannot find {0} in database - removing from list", filteredInstrumentDetailList[i].InstrumentName);
}
} // end i
}
} // end entry (foreach)
}
else
{
Log.NewEntry(LogLevel.Error, "DataHub.ProcessFoundResources empty event type recvd {0}", arg.ToString());
}
}
