/// <summary>
/// Thread entry for executing all current order tickets
/// TODO: who kicks off execute?
/// </summary>
public void Execute()
{
try
{
foreach (var ticket in _orderTicketQueue.GetConsumingEnumerable(_cancellationTokenSource.Token))
{
OrderTicketResponse response;
switch (ticket.Type)
{
case OrderTicketType.Submit:
response = SubmitOrder(ticket as SubmitOrderTicket);
break;
case OrderTicketType.Cancel:
response = CancelOrder(ticket as CancelOrderTicket);
break;
case OrderTicketType.Update:
response = UpdateOrder(ticket as UpdateOrderTicket);
break;
default:
throw new ArgumentOutOfRangeException($"Unknown order ticket type {ticket.Type}");
}
//set response
ticket.SetResponse(response, OrderTicketState.Processed);
}
}
catch (Exception exc)
{
_log.Error(exc);
Portfolio.ExceptionHandler.HandleException(exc);
}
}
public void GetConsumingEnumerableReturnsItemsInOrder()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
CollectionAssert.AreEquivalent(new[]{1,2,3}, collection.GetConsumingEnumerable());
}
public void GetConsumingEnumerableReturnsItemsInOrder()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
CollectionAssert.AreEquivalent(new[] { 1, 2, 3 }, collection.GetConsumingEnumerable());
}
public void WaitForProcessingCompletedDuringGetConsumingEnumerable()
{
var collection = new BusyBlockingCollection<int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
foreach (var item in collection.GetConsumingEnumerable())
{
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}
Assert.IsTrue(collection.WaitHandle.WaitOne(0));
}
public void WaitForProcessingCompletedDuringGetConsumingEnumerable()
{
var collection = new BusyBlockingCollection <int>();
collection.Add(1);
collection.Add(2);
collection.Add(3);
collection.CompleteAdding();
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
foreach (var item in collection.GetConsumingEnumerable())
{
Assert.IsFalse(collection.WaitHandle.WaitOne(0));
}
Assert.IsTrue(collection.WaitHandle.WaitOne(0));
}
/// <summary>
/// Primary thread entry point to launch the transaction thread.
/// </summary>
public void Run()
{
try
{
foreach (var request in _orderRequestQueue.GetConsumingEnumerable(_cancellationTokenSource.Token))
{
OrderResponse response;
switch (request.OrderRequestType)
{
case OrderRequestType.Submit:
response = HandleSubmitOrderRequest((SubmitOrderRequest)request);
break;
case OrderRequestType.Update:
response = HandleUpdateOrderRequest((UpdateOrderRequest)request);
break;
case OrderRequestType.Cancel:
response = HandleCancelOrderRequest((CancelOrderRequest)request);
break;
default:
throw new ArgumentOutOfRangeException();
}
// we've finally finished processing the request, mark as processed
request.SetResponse(response, OrderRequestStatus.Processed);
ProcessAsynchronousEvents();
}
}
catch (Exception err)
{
// unexpected error, we need to close down shop
Log.Error(err);
// quit the algorithm due to error
_algorithm.RunTimeError = err;
}
Log.Trace("BrokerageTransactionHandler.Run(): Ending Thread...");
IsActive = false;
}
/// <summary>
/// Primary thread entry point to launch the transaction thread.
/// </summary>
public void Run()
{
try
{
foreach (var request in _orderRequestQueue.GetConsumingEnumerable(_cancellationTokenSource.Token))
{
HandleOrderRequest(request);
ProcessAsynchronousEvents();
}
}
catch (Exception err)
{
// unexpected error, we need to close down shop
Log.Error(err);
// quit the algorithm due to error
_algorithm.RunTimeError = err;
}
Log.Trace("BrokerageTransactionHandler.Run(): Ending Thread...");
IsActive = false;
}