protected virtual void processaMensagemFIX(EventoFIX evento)
{
// Se nao existe thread para tratar o evento, cria
FIXMessageWorkerState workerState = null;
if (evento == null)
{
logger.Error("Mensagem FIX nao pode ser nula");
return;
}
if (String.IsNullOrEmpty(evento.ChannelID))
{
logger.Error("Eita porra....channelID nulo");
return;
}
if (!poolFixWorkers.TryGetValue(evento.ChannelID, out workerState))
{
logger.Info("Criando worker para channel [" + evento.ChannelID + "]");
workerState = new FIXMessageWorkerState();
workerState.ChannelID = evento.ChannelID;
workerState.Thread = new Thread(new ParameterizedThreadStart(messageFixThreadWork));
workerState.Thread.Name = myThreadName + "-Worker-" + workerState.ChannelID;
workerState.Thread.Start(workerState);
poolFixWorkers.Add(evento.ChannelID, workerState);
}
bool bsinaliza = workerState.QueueMensagens.IsEmpty;
workerState.QueueMensagens.Enqueue(evento);
if (MDSUtils.shouldLog(workerState.lastEnqueueLog, 30))
{
logger.Info("processaMensagemFIX para channelID [" + workerState.ChannelID + "] fila:" + workerState.QueueMensagens.Count);
workerState.lastEnqueueLog = DateTime.UtcNow.Ticks;
}
//if (bsinaliza)
//{
// lock (workerState.SyncObjFIX)
// {
// Monitor.Pulse(workerState.SyncObjFIX);
// }
//}
}
public virtual void EnqueueFIX(EventoFIX e)
{
try
{
bool sinaliza = queueFIX.IsEmpty;
queueFIX.Enqueue(e);
if (sinaliza)
{
lock (SyncObjFix)
{
Monitor.Pulse(SyncObjFix);
}
}
}
catch (Exception ex)
{
logger.Error("EnqueueFIX(): " + ex.Message, ex);
}
}
public void EnqueueFIX(EventoFIX e)
{
LivroOfertasConsumer.EnqueueFIX(e);
NegociosConsumer.EnqueueFIX(e);
}
private void queueProc()
{
logger.Info("Iniciando thread de processamento da fila de mensagens FIX");
long lastLog = 0;
while (_bKeepRunning)
{
try
{
QuickFix.FIX44.Message message = null;
if (queueToProcess.TryDequeue(out message))
{
if (logger.IsDebugEnabled)
{
logger.Debug("Processing Message [" + message.Header.GetInt(34) + "] type [" + message.Header.GetString(35) + "]");
}
string channelID;
string msgtype = message.Header.GetString(QuickFix.Fields.Tags.MsgType);
switch (msgtype)
{
case QuickFix.FIX44.MarketDataIncrementalRefresh.MsgType:
if (message.GroupCount(QuickFix.Fields.Tags.NoMDEntries) > 0)
{
QuickFix.Group MDEntry = message.GetGroup(1, QuickFix.Fields.Tags.NoMDEntries);
string securityID = MDEntry.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.MarketDataSnapshotFullRefresh.MsgType:
if (message.IsSetField(QuickFix.Fields.Tags.SecurityID))
{
string securityID = message.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.SecurityList.MsgType:
if (message.GroupCount(QuickFix.Fields.Tags.NoRelatedSym) > 0)
{
QuickFix.Group MDEntry = message.GetGroup(1, QuickFix.Fields.Tags.NoRelatedSym);
string securityID = MDEntry.GetString(QuickFix.Fields.Tags.SecurityID);
string securityType = MDEntry.GetString(QuickFix.Fields.Tags.SecurityType);
channelID = dctChannel.GetOrAdd(securityID, securityType);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.SecurityStatus.MsgType:
if (message.IsSetField(QuickFix.Fields.Tags.SecurityID))
{
string securityID = message.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
default:
channelID = FIX_DEFAULT_WORKER;
break;
}
EventoFIX eventoFIX = new EventoFIX();
eventoFIX.ChannelID = channelID;
eventoFIX.MarketDepth = ConstantesUMDF.UMDF_MARKETDEPTH_MARKET_BY_ORDER;
eventoFIX.Message = message;
eventoFIX.MsgSeqNum = message.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum);
eventoFIX.MsgType = msgtype;
eventoFIX.StreamType = StreamTypeEnum.STREAM_TYPE_TCP_CONFLATED;
ContainerManager.Instance.EnqueueFIX(eventoFIX);
if (MDSUtils.shouldLog(lastLog))
{
logger.Info("Mensagens FIX para processar na fila: " + queueToProcess.Count);
lastLog = DateTime.UtcNow.Ticks;
}
continue;
}
Thread.Sleep(25);
}
catch (Exception ex)
{
logger.Error("queueProc: " + ex.Message, ex);
}
}
logger.Info("Thread de fila de mensagens FIX finalizada");
}
public virtual void OnMessage(QuickFix.FIX44.SecurityList message, SessionID session)
{
try
{
EventoFIX evento = new EventoFIX();
if (message.IsSetField(QuickFix.Fields.Tags.SecurityRequestResult) &&
message.IsSetField(QuickFix.Fields.Tags.SecurityReqID))
{
string requestResult = message.GetString(QuickFix.Fields.Tags.SecurityRequestResult);
if (!requestResult.Equals("0"))
{
logger.WarnFormat("Request [{0}] nao pode ser atendido result=[{1}]",
message.GetString(QuickFix.Fields.Tags.SecurityReqID),
message.GetString(QuickFix.Fields.Tags.SecurityRequestResult));
}
}
if (message.IsSetSecurityReqID())
{
int noRelatedSym = message.GroupCount(QuickFix.Fields.Tags.NoRelatedSym);
for (int i = 1; i <= noRelatedSym; i++)
{
QuickFix.Group relatedSyms = message.GetGroup(i, QuickFix.Fields.Tags.NoRelatedSym);
string securityID = relatedSyms.GetString(QuickFix.Fields.Tags.SecurityID);
string securityType = relatedSyms.GetString(QuickFix.Fields.Tags.SecurityType);
dctChannel.AddOrUpdate(securityID, securityType, (key, oldValue) => securityType);
}
}
logger.Debug("OnMessage(QuickFix.FIX44.SecurityList) Enqueue to split [" + message.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum) + "]");
enqueueToSplit(message);
logger.Debug("OnMessage(QuickFix.FIX44.SecurityList) Enqueud [" + message.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum) + "]");
// Requisita a proxima lista de papeis
if (message.IsSetLastFragment() && message.LastFragment.ToString().ToUpper().Equals("Y"))
{
if (message.IsSetSecurityReqID())
{
logger.Info("Final da security list ID [" + message.SecurityReqID.ToString() + "]");
logger.Info("Solicitando snapshots");
ThreadPool.QueueUserWorkItem(new WaitCallback(RequestMarketData), session);
if (_secListMarketRequested < _channelUmdfConfig.Markets.Count)
{
ThreadPool.QueueUserWorkItem(new WaitCallback(RequestSecurityList), session);
}
else
{
logger.Info("Final das requisicoes de securitylist");
//logger.Info("Solicitando snapshots");
//ThreadPool.QueueUserWorkItem(new WaitCallback(RequestMarketData), session);
}
}
}
}
catch (Exception ex)
{
logger.Error("onMessage(SecurityList): " + ex.Message, ex);
}
}
protected override void trataMensagemFIX(EventoFIX evento)
{
}
protected abstract void trataMensagemFIX(EventoFIX evento);