}//RequestStop()
//
//
//
//***********************************************
// **** RequestProductsToRecord() ****
//***********************************************
//
/// <summary>
/// Threadsafe call to request products to recorded.
///
/// Warning this need to be improved to take into account illiquid months!
/// </summary>
/// <param name="productRequest"></param>
/// <returns></returns>
public bool RequestProductsToRecord(ProductRequest productRequest)
{
DataHubRequest request = m_RequestFactory.Get();
request.Request = RequestCode.RequestProductsToRecord;
request.Data.Add(productRequest);
return(this.HubEventEnqueue(request));
}
}//
/// <summary>
/// Overloaded version allows for data to be added.
/// </summary>
protected DataHubRequest GetRequest(RequestCode requestCode, object arg)
{
DataHubRequest request = m_RequestFactory.Get();
request.Clear();
if (arg != null)
{
request.Data.Add(arg);
}
request.Request = requestCode;
return(request);
}// GetRequest()
//
public bool RequestProductsToRecord(List <ProductRequest> productRequestList)
{
DataHubRequest request = m_RequestFactory.Get();
request.Request = RequestCode.RequestProductsToRecord;
foreach (ProductRequest productRequest in productRequestList)
{
request.Data.Add(productRequest);
Log.NewEntry(LogLevel.Major, "Requesting New Product {0}", productRequest.Product.ProductName);
}
return(this.HubEventEnqueue(request));
}
//
//
#endregion//Constructors
#region Hub Event Handler Overrides
// *****************************************************************
// **** Hub Event Handler ****
// *****************************************************************
//
//
//
//
// *******************************************************
// **** HubEvent Handler ****
// *******************************************************
protected override void HubEventHandler(EventArgs[] eventArgList)
{
foreach (EventArgs eventArg in eventArgList)
{
Type eArgType = eventArg.GetType();
if (eArgType == typeof(DataHubRequest))
{
DataHubRequest requestArg = (DataHubRequest)eventArg;
switch (requestArg.Request)
{
case RequestCode.ServiceStateChange:
// Process this!
break;
case RequestCode.Connect:
// Process this!
break;
case RequestCode.RequestProductsToRecord:
ProcessProductsToRecord(requestArg);
break;
default:
Log.NewEntry(LogLevel.Error, "HubEventHandler: DataHubRequest {0} not implemented", requestArg.ToString());
break;
}//switch(Request)
m_RequestFactory.Recycle(requestArg);
}
else if (eArgType == typeof(FoundServiceEventArg))
{
ProcessFoundResources((FoundServiceEventArg)eventArg);
}
else if (eArgType == typeof(DatabaseWriterEventArgs))
{
Log.NewEntry(LogLevel.Major, "Write Completed {0}", eArgType.ToString());
}
else if (eArgType == typeof(MarketStatusChangedEventArg))
{
ProcessMarketStatusChangedEvent((MarketStatusChangedEventArg)eventArg);
}
else if (eArgType == typeof(DatabaseWriterHub.WriteStatusEventArgs))
{
Log.NewEntry(LogLevel.Major, "Write Status {0}", eArgType.ToString());
}
else
{ // unknown event.
Log.NewEntry(LogLevel.Error, "Unknown event type {0}", eArgType.ToString());
}
}
}//end HubEvent
//
//
// *********************************************************
// **** ProcessProductsToRecord() ****
// *********************************************************
/// <summary>
/// Called by the hub thread to deal with requests for products to record. If more instruments are
/// requested at a later time this should handle it correctly, however this functionality is largely untested.
/// </summary>
/// <param name="requestArg"></param>
private void ProcessProductsToRecord(DataHubRequest requestArg)
{
foreach (object o in requestArg.Data)
{
ProductRequest prodRequest = (ProductRequest)o;
if (!m_ProductRequestList.Contains(prodRequest))
{ // we have never seen this exact request
if (!m_ProductsRequested.Contains(prodRequest.Product))
{ // we have also never requested this product!
m_ProductsRequested.Add(prodRequest.Product);
m_ProductRequestList.Add(prodRequest); // add it
m_Market.RequestProducts(prodRequest.Product); // request it
}
else
{ // we have request this product previously but may need to request more contracts now.
foreach (ProductRequest completedRequest in m_ProductRequestList)
{
if (completedRequest.Product == prodRequest.Product &&
prodRequest.nInstrumentsToRecord > completedRequest.nInstrumentsToRecord)
{// this is the same product and we want more contracts (if less we ignore it)
List <InstrumentName> instrumentsInProduct;
List <InstrumentDetails> instrumentDetailsList;
m_InstrumentsByProduct.TryGetValue(prodRequest.Product, out instrumentsInProduct); // find all the instruments
if (m_Market.TryGetInstrumentDetails(instrumentsInProduct, out instrumentDetailsList)) // get all the details
{ // we have instrument details to look at
instrumentDetailsList.Sort((x, y) => x.ExpirationDate.CompareTo(y.ExpirationDate)); // sort list by expirations
int noOfInstruments = Math.Min(prodRequest.nInstrumentsToRecord, instrumentDetailsList.Count); // if we are trying to subscribe to more contracts than exist!
for (int i = completedRequest.nInstrumentsToRecord - 1; i < noOfInstruments; i++)
{ // for every instrument past what we already have, subscribe
m_Market.RequestInstrumentPriceSubscription(instrumentDetailsList[i].InstrumentName); // subscribe to instrument
//m_Market.RequestInstrumentTimeAndSalesSubscription(instrumentDetailsList[i].InstrumentName);
m_InstrumentsRequested.Add(instrumentDetailsList[i].InstrumentName); // add it to our list of subscriptions.
} // end i
}
}
}
}
}
}
} // ProcessProductsToRecord
