// Stock algo worker thread
public static void BG_StockWorkerThread_SingleSymbol(object obj)
{
BrokerSymbolAlgosObject stockTraderObj = (BrokerSymbolAlgosObject)obj;
IBroker broker = stockTraderObj.Broker;
List <ITradingAlgo> algos = stockTraderObj.Algos;
BrokerErrorCode errorCode = BrokerErrorCode.Success;
EquitySymbolLiveTickGenerator ETicks = stockTraderObj.ETicks;
DerivativeSymbolLiveTickGenerator DTicks = stockTraderObj.DTicks;
bool isDayNewTicksStarted = false;
bool isAnyAlgoSquareOffRetryPending = false;
DateTime quoteTime;
foreach (ITradingAlgo algo in algos)
{
algo.ErrorCode = algo.Prolog();
if (algo.ErrorCode != BrokerErrorCode.Success)
{
errorCode = algo.ErrorCode;
}
}
do
{
errorCode = BrokerErrorCode.Success;
foreach (ITradingAlgo algo in algos)
{
if (algo.ErrorCode != BrokerErrorCode.Success)
{
algo.ErrorCode = algo.Prolog();
if (algo.ErrorCode != BrokerErrorCode.Success)
{
errorCode = algo.ErrorCode;
}
}
}
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000 * 30);
}
} while (!stockTraderObj.DoStopThread && !errorCode.Equals(BrokerErrorCode.Success));
SymbolTick tick = new SymbolTick();
tick.I = stockTraderObj.Instrument;
while (!stockTraderObj.DoStopThread)
{
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
tick.E = ETicks.GetTick(false, out errorCode);
}
else
{
tick.D = DTicks.GetTick(false, out errorCode);
}
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000);
continue;
}
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
quoteTime = tick.E.Q[0].QuoteTime;
}
else
{
quoteTime = tick.D.Q.QuoteTime;
}
// to guard against previous day's ticks
if (!isDayNewTicksStarted)
{
isDayNewTicksStarted = quoteTime.Date == DateTime.Now.Date;
if (!isDayNewTicksStarted)
{
Thread.Sleep(10 * 1000);
continue;
}
}
// Main Algo
foreach (ITradingAlgo algo in algos)
{
if (!algo.DoStopAlgo)
{
algo.IsExternallySuspended = false;
algo.ErrorCode = errorCode = algo.RunCoreAlgoLive(tick);
if (algo.IsOrderExecutionPending)
{
isAnyAlgoSquareOffRetryPending = true;
}
}
else
{
algo.IsExternallySuspended = true;
}
}
if (!isAnyAlgoSquareOffRetryPending)
{
Thread.Sleep(stockTraderObj.TickIntervalInMiliSeconds);//algo.GetSleepTimeInMilliSecs());
}
isAnyAlgoSquareOffRetryPending = false;
}
foreach (ITradingAlgo algo in algos)
{
algo.ErrorCode = algo.Epilog();
}
if (stockTraderObj.Instrument.InstrumentType == InstrumentType.Share)
{
ETicks.Close();
}
else
{
DTicks.Close();
}
}
// Stock algo worker thread
public static void Background_StockWorkerThread(object obj)
{
BrokerErrorCode errorCode = BrokerErrorCode.Success;
BrokerSymbolAlgosObject stockTraderObj = (BrokerSymbolAlgosObject)obj;
IBroker broker = stockTraderObj.Broker;
//EquityStockTradeStats stockInfo = stockTraderObj.stockInfo;
ITradingAlgo algo = stockTraderObj.Algos[0];
// Thread local params
int threadRunCount = 0;
int threadFailCount = 0;
//string stockCode = stockInfo.StockCode;
string traceString;
bool bChecked = false;
// On program re-run, cancel any previous outstanding orders
// BUGBUGCD: is this infinite loop necessary or try only once
// and come out on failure
do
{
errorCode = algo.Prolog();
if (!errorCode.Equals(BrokerErrorCode.Success))
{
Thread.Sleep(1000 * 30);
}
} while (!stockTraderObj.DoStopThread && !errorCode.Equals(BrokerErrorCode.Success));
while (!stockTraderObj.DoStopThread)
{
// Main Algo
errorCode = algo.RunCoreAlgo();
// thread stats
if (!errorCode.Equals(BrokerErrorCode.Success))
{
threadFailCount++;
}
threadRunCount++;
// Check remote control
//ProgramRemoteControl remoteControlValue = CheckRemoteControlInAlgo(ref bChecked);
//if (remoteControlValue.Equals(ProgramRemoteControl.STOP) ||
// remoteControlValue.Equals(ProgramRemoteControl.HIBERNATE))
// break;
// Check if login problem
if (errorCode == BrokerErrorCode.NotLoggedIn)
{
FileTracing.TraceOut("AlgoRunner: " + errorCode.ToString() + " Trying to login again\n");
// MGOYAL: TEMP SLEEP this is for external login to do some work .
// External logger will have 2 minute (CheckAndLoginIfNeeded) window to complete a work before he is logged out.
// Sleep for a minute
// It means someone has stolen session, so let it be. if they need for more time then will set remote to PAUSE
Thread.Sleep(120000);
broker.LogOut();
errorCode = broker.CheckAndLogInIfNeeded(true);
continue;
}
if (errorCode == BrokerErrorCode.InvalidLoginPassword || errorCode == BrokerErrorCode.ChangePassword)
{
FileTracing.TraceOut("AlgoRunner: InvalidLoginPassword, Exiting");
break;
}
Thread.Sleep(algo.GetSleepTimeInMilliSecs());
}
errorCode = algo.Epilog();
// Trace out Thread run stats
// TODO: more such fancy stuff later
traceString = string.Format("AlgoRunner: Thread Run Stats: \nTotalRuns: {0}\nFailures: {1}\nFailurePercentagH: {2}",
threadRunCount, threadFailCount, (double)(threadFailCount / (threadRunCount > 0 ? threadRunCount : 1)) * 100);
FileTracing.TraceOut(traceString);
}
