}// ProcessParameterChangeRequest()
//
//
// *****************************************
// **** ProcessSyntheticOrderRequest ****
// *****************************************
/// <summary>
/// A request for submission of a synthetic order.
/// </summary>
/// <param name="engineEventArg"></param>
private void ProcessSyntheticOrderRequest(EngineEventArgs engineEventArg)
{
SyntheticOrder syntheticOrder = (SyntheticOrder)engineEventArg.DataObjectList[0];
ThreadContainer strategy = null;
int strategyID = engineEventArg.EngineContainerID;
if (strategyID < 0)
{ // This request is for all strategies
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", syntheticOrder);
engineEventArg.EngineHubName = this.ServiceName;
engineEventArg.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(engineEventArg);
}
else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
{ // Found the strategy, pass it the request now.
// He is on another thread, so give him a thread safe copy.
strategy.ProcessEvent(engineEventArg.Copy());
}
else
{ // Unknown strategy
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", syntheticOrder);
engineEventArg.EngineHubName = this.ServiceName;
engineEventArg.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(engineEventArg);
}
}
//
// *****************************************
// **** ProcessEngineEvent ****
// *****************************************
/// <summary>
/// A request from outside to change a parameter value.
/// </summary>
protected void ProcessEngineEvent(EngineEventArgs eventArgs)
{
ThreadContainer strategy = null;
int strategyID = eventArgs.EngineContainerID; // parameter change requested for this strategy.
if (strategyID < 0)
{ // This request is for all strategies
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", eventArgs);
eventArgs.EngineHubName = this.ServiceName;
eventArgs.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(eventArgs);
}
else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
{ // Found the strategy, pass it the request now.
// He is on another thread, so give him a thread safe copy.
// He will be allowed to modify this object to compose his response.
//EngineEventArgs copyEventArgs = eventArgs.Copy();
strategy.ProcessEvent(eventArgs.Copy());
}
else
{ // Unknown strategy
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", eventArgs);
eventArgs.EngineHubName = this.ServiceName;
eventArgs.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(eventArgs);
}
}// ProcessParameterChangeRequest()