コード例 #1
0
        }//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();
                }
            }
        }
コード例 #2
0
        }     //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()