コード例 #1
0
        public override bool OnLogin()
        {
            if (debug)
            {
                log.Debug("LimeFIXProvider.Login()");
            }

            if (OrderStore.Recover())
            {
                // Reset the order algorithms
                lock (orderAlgorithmsLocker)
                {
                    var symbolIds = new List <long>();
                    foreach (var kvp in orderAlgorithms)
                    {
                        symbolIds.Add(kvp.Key);
                    }
                    orderAlgorithms.Clear();
                    foreach (var symbolId in symbolIds)
                    {
                        CreateAlgorithm(symbolId);
                    }
                }
                if (debug)
                {
                    log.Debug("Recovered from snapshot Local Sequence " + OrderStore.LocalSequence + ", Remote Sequence " + OrderStore.RemoteSequence);
                }
                if (debug)
                {
                    log.Debug("Recovered orders from snapshot: \n" + OrderStore.OrdersToString());
                }
                if (debug)
                {
                    log.Debug("Recovered symbol positions from snapshot:\n" + OrderStore.SymbolPositionsToString());
                }
                if (debug)
                {
                    log.Debug("Recovered strategy positions from snapshot:\n" + OrderStore.StrategyPositionsToString());
                }
                RemoteSequence = OrderStore.RemoteSequence;
                SendLogin(OrderStore.LocalSequence);
                OrderStore.RequestSnapshot();
            }
            else
            {
                if (debug)
                {
                    log.Debug("Unable to recover from snapshot. Beginning full recovery.");
                }
                OrderStore.SetSequences(0, 0);
                OrderStore.ForceSnapshot();
                SendLogin(OrderStore.LocalSequence);
            }
            return(true);
        }