}//TryCreateNewBook()
//
//
//
#endregion//Private Methods
#region no Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
/// <summary>
/// Called by the TTService object once the API has connected.
/// </summary>
/// <param name="sender"></param>
/// <param name="eventArg"></param>
private void TTService_ServiceStatusChanged(object sender, EventArgs eventArg)
{
TTServices.TTApiService.ServiceStatusChangeEventArgs ttServiceEvent = (TTServices.TTApiService.ServiceStatusChangeEventArgs)eventArg;
if (ttServiceEvent.IsConnected)
{
if (m_OrderListener == null) // use this to recall whether we've already connected or not.
{
m_OrderListener = new OrderListener("OrderListener", this);
m_OrderListener.Start();
}
}
}
} //HubEventHandler()
//
//
//
// *****************************************************
// **** Process Request() ****
// *****************************************************
private void ProcessRequest(OrderHubRequest eventArg)
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: {0}", eventArg);
switch (eventArg.Request)
{
case OrderHubRequest.RequestType.RequestConnect:
// We automatically connect to the TT Api once we get the call back from it.
break;
case OrderHubRequest.RequestType.RequestCreateFillBook:
if (eventArg.Data[0] is TT.InstrumentKey)
{
TT.InstrumentKey ttKey = (TT.InstrumentKey)eventArg.Data[0];
InstrumentName name;
if (m_TTKey2Name.TryGetValue(ttKey, out name) && m_Books.ContainsKey(name))
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Already have book for {1}. Ignoring {0}.", eventArg, name);
}
else
{
OrderBookTT book;
if (TryCreateNewBook(ttKey, out book))
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Create book succeeded {0}.", book);
OrderBookEventArgs outgoingEventArg = new OrderBookEventArgs(this, book.m_InstrumentName, OrderBookEventArgs.EventTypes.CreatedBook);
OnBookCreated(outgoingEventArg); // TODO: Load additional information needed for new book creation.
// Push out waiting events.
ConcurrentQueue <EventArgs> waitingTTOrders;
while (m_TTEventsToProcess.TryRemove(ttKey, out waitingTTOrders)) // this should only execute once, but if new orders are added concurrently could execute more!
{
EventArgs eventArg1;
while (waitingTTOrders.Count > 0)
{
if (waitingTTOrders.TryDequeue(out eventArg1))
{
this.HubEventEnqueue(eventArg1);
}
else
{
break;
}
}
}
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Create book failed. Will try again.");
m_WaitingRequests.Enqueue(eventArg); // Store this request
}
}
}
break;
case OrderHubRequest.RequestType.RequestShutdown:
if (m_OrderListener != null)
{
m_OrderListener.Dispose();
m_OrderListener = null;
}
base.Stop();
break;
default:
break;
} // switch request
} //ProcessRequest()