/// <summary>
/// Replays events for the LimitOrderBooks to rebuild them to their prior state
/// </summary>
public void ReplayOrderBooks(Exchange exchange, Journaler journaler)
{
exchange.TurnReplayModeOn();
foreach (var exchangeEssential in exchange.ExchangeEssentials)
{
//List<Order> ordersForReplay = journaler.GetOrdersForReplay(exchangeEssential.LimitOrderBook);
List <Order> ordersForReplay = null;
if (ordersForReplay != null)
{
Order[] deepCopy = (Order[])GetCopy(ordersForReplay.ToArray());
foreach (var order in deepCopy)
{
if (order.OrderState == OrderState.Accepted)
{
exchange.PlaceNewOrder(order);
}
else if (order.OrderState == OrderState.Cancelled)
{
exchange.CancelOrder(new OrderCancellation(order.OrderId, order.TraderId, order.CurrencyPair));
}
}
}
}
exchange.TurnReplayModeOff();
}
private void CrashAndInitializeAgainWithSnapshot()
{
//crash
InputDisruptorPublisher.Shutdown();
OutputDisruptor.ShutDown();
_exchange.StopTimer();
inputEventStore.ShutDown();
outputEventStore.ShutDown();
inputJournaler.ShutDown();
outputJournaler.ShutDown();
ContextRegistry.Clear();
//initialize
inputEventStore = new RavenNEventStore(Constants.INPUT_EVENT_STORE);
outputEventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
inputJournaler = new Journaler(inputEventStore);
outputJournaler = new Journaler(outputEventStore);
_applicationContext = ContextRegistry.GetContext();
IList <CurrencyPair> currencyPairs = new List <CurrencyPair>();
currencyPairs.Add(new CurrencyPair("BTCUSD", "USD", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCLTC", "LTC", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCDOGE", "DOGE", "BTC"));
_exchange = new Exchange(currencyPairs, outputEventStore.LoadLastSnapshot());
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler <InputPayload>[] { _exchange, inputJournaler });
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { outputJournaler });
_exchange.InitializeExchangeAfterSnaphot();
LimitOrderBookReplayService service = new LimitOrderBookReplayService();
service.ReplayOrderBooks(_exchange, outputJournaler);
_exchange.EnableSnaphots(5000);
ManualResetEvent resetEvent = new ManualResetEvent(false);
resetEvent.WaitOne(20000);
}
//protected override System.Web.Http.Dependencies.IDependencyResolver BuildWebApiDependencyResolver()
//{
// //get the 'default' resolver, populated from the 'main' config metadata
// var resolver = base.BuildWebApiDependencyResolver();
// //check if its castable to a SpringWebApiDependencyResolver
// var springResolver = resolver as SpringWebApiDependencyResolver;
// //return the fully-configured resolver
// return springResolver;
//}
/// <summary>
/// Method for initializaing the single threaded application parts
/// </summary>
private void InitiliazeApplication()
{
InputDisruptorPublisher.Shutdown();
OutputDisruptor.ShutDown();
IEventStore inputEventStore = new RavenNEventStore(Constants.INPUT_EVENT_STORE);
IEventStore outputEventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler inputJournaler = new Journaler(inputEventStore);
Journaler outputJournaler = new Journaler(outputEventStore);
ExchangeEssentialsList exchangeEssentialsList=outputEventStore.LoadLastSnapshot();
ICurrencyPairRepository currencyPairRepository = (ICurrencyPairRepository) ContextRegistry.GetContext()["CurrencyPairRepository"];
IList<CurrencyPair> tradeableCurrencyPairs = currencyPairRepository.GetTradeableCurrencyPairs();
Exchange exchange;
if (exchangeEssentialsList != null)
{
//means snapshot found so initialize the exchange
exchange = new Exchange(tradeableCurrencyPairs, exchangeEssentialsList);
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler<InputPayload>[] {exchange, inputJournaler});
OutputDisruptor.InitializeDisruptor(new IEventHandler<byte[]>[] {outputJournaler});
exchange.InitializeExchangeAfterSnaphot();
LimitOrderBookReplayService service = new LimitOrderBookReplayService();
service.ReplayOrderBooks(exchange, outputJournaler);
exchange.EnableSnaphots(Constants.SnaphsortInterval);
}
else
{
//no snapshot found
exchange = new Exchange(tradeableCurrencyPairs);
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler<InputPayload>[] { exchange, inputJournaler });
OutputDisruptor.InitializeDisruptor(new IEventHandler<byte[]>[] { outputJournaler });
// check if there are events to replay
LimitOrderBookReplayService service = new LimitOrderBookReplayService();
service.ReplayOrderBooks(exchange, outputJournaler);
exchange.EnableSnaphots(Constants.SnaphsortInterval);
}
}
public ActionResult DeleteConfirmed(int id)
{
Journaler journaler = db.Journaler.Find(id);
db.Journaler.Remove(journaler);
db.SaveChanges();
return(RedirectToAction("Index"));
}
public frmMain()
{
InitializeComponent();
Boolean debug = Administrator.ProfileManager.SystemProfile.Debug;
_Journaler = new Journaler(rtxOutput, rtxJournal);
InitialiseFields();
}
public void Setup()
{
// NOTE: Passing in NULL as RavenDB event store is no longer operational
//IEventStore eventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler journaler = new Journaler(null);
// Initialize the output Disruptor and assign the journaler as the event handler
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { journaler });
}
public void SetUp()
{
//initialize journaler
_eventStore = new RavenNEventStore(Constants.INPUT_EVENT_STORE);
Journaler journaler = new Journaler(_eventStore);
//assign journaler to disruptor as its consumer
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler <InputPayload>[] { journaler });
_manualResetEvent = new ManualResetEvent(false);
}
public ActionResult Edit([Bind(Include = "JournalID,JournalNb,Afleveret,MedieArt,Antal,Regs,Note")] Journaler journaler)
{
if (ModelState.IsValid)
{
db.Entry(journaler).State = EntityState.Modified;
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(journaler));
}
public ActionResult Create([Bind(Include = "JournalID,JournalNb,Afleveret,MedieArt,Antal,Regs,Note")] Journaler journaler)
{
if (ModelState.IsValid)
{
db.Journaler.Add(journaler);
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(journaler));
}
// GET: Journalers/Delete/5
public ActionResult Delete(int?id)
{
if (id == null)
{
return(new HttpStatusCodeResult(HttpStatusCode.BadRequest));
}
Journaler journaler = db.Journaler.Find(id);
if (journaler == null)
{
return(HttpNotFound());
}
return(View(journaler));
}
public new void SetUp()
{
BeforeSetup();
var connection = ConfigurationManager.ConnectionStrings["MySql"].ToString();
_databaseUtility = new DatabaseUtility(connection);
_databaseUtility.Create();
_databaseUtility.Populate();
//initialize journaler
_eventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler journaler = new Journaler(_eventStore);
//assign journaler to disruptor as its consumer
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { journaler });
_manualResetEvent = new ManualResetEvent(false);
_listener = new OrderEventListener(_persistance, _balanceValidationService);
AfterSetup();
}
public new void SetUp()
{
BeforeSetup();
var connection = ConfigurationManager.ConnectionStrings["MySql"].ToString();
_databaseUtility = new DatabaseUtility(connection);
_databaseUtility.Create();
_databaseUtility.Populate();
//_persistance = ContextRegistry.GetContext()["PersistenceRepository"] as IPersistanceRepository;
//_orderRepository = ContextRegistry.GetContext()["OrderRepository"] as IOrderRepository;
//initialize journaler
_eventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler journaler = new Journaler(_eventStore);
//assign journaler to disruptor as its consumer
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { journaler });
_manualResetEvent = new ManualResetEvent(false);
// _listener = new TradeEventListener(_persistance);
AfterSetup();
}
public void SetUp()
{
var connection = ConfigurationManager.ConnectionStrings["MySql"].ToString();
_databaseUtility = new DatabaseUtility(connection);
_databaseUtility.Create();
_databaseUtility.Populate();
inputEventStore = new RavenNEventStore(Constants.INPUT_EVENT_STORE);
outputEventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
inputJournaler = new Journaler(inputEventStore);
outputJournaler = new Journaler(outputEventStore);
IList <CurrencyPair> currencyPairs = new List <CurrencyPair>();
currencyPairs.Add(new CurrencyPair("BTCUSD", "USD", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCLTC", "LTC", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCDOGE", "DOGE", "BTC"));
_exchange = new Exchange(currencyPairs);
_exchange.EnableSnaphots(5000);
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler <InputPayload>[] { _exchange, inputJournaler });
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { outputJournaler });
}
//[Test]
public void PerformanceTest()
{
// Initialize the output Disruptor and assign the journaler as the event handler
IEventStore eventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler journaler = new Journaler(eventStore);
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { journaler });
IList <CurrencyPair> currencyPairs = new List <CurrencyPair>();
currencyPairs.Add(new CurrencyPair("BTCUSD", "USD", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCLTC", "LTC", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCDOGE", "DOGE", "BTC"));
_exchange = new Exchange(currencyPairs);
List <OrderId> orderIds = new List <OrderId>();
// Create Orders
Order[] orders = new Order[10000];
Random random = new Random();
for (int i = 0; i < orders.Length; i++)
{
bool isBuy = ((i % 2) == 0);
decimal delta = isBuy ? 1880 : 1884;
Price price = new Price(random.Next(1, 10) + delta);
Volume volume = new Volume(random.Next() % 10 + 1 * 100);
OrderId orderId = new OrderId(random.Next(1, 100).ToString(CultureInfo.InvariantCulture));
orderIds.Add(orderId);
orders[i] = new Order(orderId, "BTCUSD", price, isBuy ? OrderSide.Buy :
OrderSide.Sell, OrderType.Limit, volume, new TraderId(random.Next(1, 100).ToString()));
}
JustAddOrdersToList(orders);
AddOrdersAndCancel(_exchange.ExchangeEssentials.First().LimitOrderBook, orders, orderIds);
}
private void cmdClear_Click(object sender, EventArgs e)
{
Administrator.ProfileManager.CommandSettings.Clear();
_Journaler = new Journaler(rtxOutput, rtxJournal);
InitialiseCommandField();
}
