//
//
#endregion//Constructors
#region no Properties
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
// **********************************************
// **** CreateOrderBook() ****
// **********************************************
/// <summary>
/// External caller request for an order book for a specific instrument.
/// Once he has the order book, he can subscribe to its events for updates
/// and
/// See base class explanation.
/// </summary>
/// <param name="instrumentName"></param>
/// <returns></returns>
public override OrderBook CreateOrderBook(InstrumentName instrumentName)
{
OrderBookTT orderBook = new OrderBookTT(instrumentName, m_OrderRecycleFactory);
this.HubEventEnqueue(m_Requests.Get(RequestCode.CreateBook, orderBook));
return(orderBook);
}//CreateOrderBook()
} //HubEventHandler()
//
//
#endregion//Private Methods
#region Processing Methods
// *****************************************************************
// **** Processing Methods ****
// *****************************************************************
//
//
//
// *****************************************
// **** ProcessCreateBook() ****
// *****************************************
/// <summary>
/// Process to initialize a single order book.
/// </summary>
/// <param name="request"></param>
private void ProcessCreateBook(RequestEventArg <RequestCode> request)
{
// Extract order book and validate request.
if (request.Data.Count < 1)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find book in request.");
return;
}
OrderBookTT orderBook = request.Data[0] as OrderBookTT;
if (orderBook == null)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateBook: Fail to find valid order book in request.");
return;
}
// Locate the OrderInstrument for this book.
OrderInstrument orderInstrument = null;
if (!m_OrderInstruments.TryGetValue(orderBook.Instrument, out orderInstrument))
{ // We do not have an order instrument for this Instrument.
InstrumentDetails instrumentDetails;
if (!m_Market.TryGetInstrumentDetails(orderBook.Instrument, out instrumentDetails))
{ // We don't know this instrument yet.
// Request information from market, and set this to pending.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Requesting instrument details for {0} OrderBookID {1}. Will try again later.",
orderBook.Instrument, orderBook.BookID);
m_Market.RequestInstruments(orderBook.Instrument);
m_PendingQueue.AddPending(request, 2);
return;
}
else
{ // We have the instrument details, so create the OrderInstrument now
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Attempting to Process OrderBookID {0}", orderBook.BookID);
orderInstrument = new OrderInstrument(orderBook.Instrument, instrumentDetails, m_OrderRecycleFactory);
TradingTechnologies.TTAPI.InstrumentDetails ttDetails;
if (m_Market.TryLookupInstrumentDetails(orderBook.Instrument, out ttDetails))
{
m_InstrumentNameToTTKey[orderBook.Instrument] = ttDetails.Key;
}
if (m_OrderInstruments.TryAdd(orderBook.Instrument, orderInstrument))
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Created new OrderInstrument {0}.", orderBook.Instrument);
}
else
{ // This could only happen if the orderInstrument somehow just now showed up spontaneously.
// That could happen if we allow other threads to add new OrderInstruments to list.
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Failed to add new OrderInstrument {0}. Will try again later.",
orderBook.Instrument);
m_PendingQueue.AddPending(request, 1);
return;
}
}
// If we get here, lets try to add our new book to the order instrument.
TTKey ttKey;
if (orderInstrument != null && orderInstrument.TryAddBook(orderBook) &&
m_InstrumentNameToTTKey.TryGetValue(orderBook.Instrument, out ttKey))
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Added book {0} into OrderInstrument {1}.", orderBook.BookID, orderInstrument);
m_Listener.SubscribeToInstrument(ttKey);
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessCreateBook: Exisiting OrderInstrument {0} found. Attempting to add OrderBookID {1}",
orderInstrument.Instrument, orderBook.BookID);
orderInstrument.TryAddBook(orderBook);
}
}// ProcessCreateBook()
