}// Start()
//
//
//
// *********************************************************
// **** Enqueue() ****
// *********************************************************
/// <summary>
/// Dropping snapshots of the fillHub or fills.
/// </summary>
public void Enqueue(IStringifiable iStringfiableObject)
{
string s = Stringifiable.Stringify(iStringfiableObject, m_StringifyOverrideTable);
m_ArcBookWriter.RequestEnqueue(s);
m_LocalTimeLast = m_FillHub.Log.GetTime(); // save time stamp of this latest entry.
}
private void PriceListener_ProcessMarketEvents(ref List <EventArgs> eventArgs)
{
DateTime now = Log.GetTime();
foreach (EventArgs eventArg in eventArgs)
{
if (eventArg is Misty.Lib.BookHubs.MarketUpdateEventArgs)
{
Misty.Lib.BookHubs.MarketUpdateEventArgs e = (Misty.Lib.BookHubs.MarketUpdateEventArgs)eventArg;
Market mkt;
if (m_Markets.TryGetValue(e.Name, out mkt))
{
mkt.PQ[e.Side].Price = e.Price;
mkt.PQ[e.Side].Qty = e.Qty;
mkt.IsChanged = true;
}
}
else if (eventArg is Misty.Lib.BookHubs.MarketStatusEventArgs)
{
Misty.Lib.BookHubs.MarketStatusEventArgs e = (Misty.Lib.BookHubs.MarketStatusEventArgs)eventArg;
string s = string.Format("{0},{1},Status,{2}", now.ToString(Strings.FormatDateTimeZone), e.InstrumentName, e.Status);
Console.WriteLine(s);
m_Writer.RequestEnqueue(s);
}
}
//
foreach (Market mkt in m_Markets.Values)
{
if (mkt.IsChanged)
{
Console.WriteLine(mkt.ToString(now));
m_Writer.RequestEnqueue(mkt.ToString(now));
// REset trades to zero
mkt.PQ[2].Qty = 0;
mkt.IsChanged = false;
}
}
}// PriceListener_ProcessMarketEvents
} // TryPeriodicBookDrop()
//
// *************************************************************
// **** Drop Raw Fill() ****
// *************************************************************
public void DropFillEvent(FillEventArgs fillEventArg)
{
m_DropFills.RequestEnqueue(Misty.Lib.IO.Xml.Stringifiable.Stringify(fillEventArg));
}
/// <summary>
/// Dropping for all Raw fill events.
/// </summary>
public void EnqueueArchiveFill(FillEventArgs fillEventArg)
{
m_FillWriter.RequestEnqueue(Stringifiable.Stringify(fillEventArg, m_StringifyOverrideTable));
}
// *********************************************************
// **** Enqueue() ****
// *********************************************************
public void Enqueue(IStringifiable iStringfiableObject)
{
m_DropWriter.RequestEnqueue(Stringifiable.Stringify(iStringfiableObject));
m_LocalTimeLast = m_FillHub.Log.GetTime(); // save time stamp of this latest entry.
}
