public void InitRawStocks()
{
for (int i = 0; i < m_stockDepth; i++)
{
RawStocks[i] = new CRawStock();
}
}
public CStockConverterP2(int stockDept, string isin, IClientStockConverter client)
: base(stockDept, isin, client)
{
InpSnapshotRawStocks = new CRawStock[stockDept];
m_dirStock = new CSharedStocks(client);
for (int i = 0; i < _stockDepth; i++)
{
InpSnapshotRawStocks[i] = new CRawStock();
}
(new Thread(ThreadStockConverter)).Start();
}
//FORTS update
public void UpdateStock(CRawStock rs)
{
try
{
string isin = _client.Instruments.GetInstrumentByIsinId(rs.Isin_id);
m_stocksStructDict[isin].Add(rs);
}
catch (Exception e)
{
string err = "Unable to update stockbox. Message=";
Log(err + e.Message + " stacktrace=" + e.StackTrace);
Error(err, e);
}
}
public CStockConverter(int stockDept, string isin, CPlaza2Connector plaza2Connector)
{
_stockDepth = stockDept;
Isin = isin;
m_plaza2Connector = plaza2Connector;
InpRawStocks = new CRawStock[stockDept];
m_dirStock = new CSharedStocks(stockDept);
for (int i = 0; i < _stockDepth; i++)
{
InpRawStocks[i] = new CRawStock();
}
(new Thread(ThreadStockConverter)).Start();
}
//FORTS update
public void SimUpdateStock(CRawStock rs)
{
try
{
string isin = _client.Instruments.GetInstrumentByIsinId(rs.Isin_id);
//TODO normal
//if (m_stocksStructDict.ContainsKey(isin))
m_stocksStructDict[isin].Add(rs);
}
catch (Exception e)
{
string err = " SimUpdateStock";
Log(err + e.Message + " stacktrace=" + e.StackTrace);
Error(err, e);
}
}
private void ParseStockLine(string st)
{
if (!st.Contains("replID"))
{
return;
}
DateTime dt = GetDateTimeDoub(st);
CRawStock rawStock = GetRawStock(st);
_listData.Add(new CDataElement()
{
Dt = dt,
RawStock = rawStock
}
);
}
private CRawStock GetRawStock(string st)
{
CRawStock rs = new CRawStock();
rs.Volume = GetVolume(st);
rs.Moment = GetDateTimeP2(st);
rs.Isin_id = GetIsinId(st);
string[] res = st.Split(' ');
foreach (var s in res.ToList())
{
string[] r = s.Split('=');
if (r.Length <= 1)
{
continue;
}
if (r[0].Contains("replID"))
{
rs.ReplID = Convert.ToInt64(r[1]);
}
else if (r[0].Contains("replRev"))
{
rs.ReplRev = Convert.ToInt64(r[1]);
}
else if (r[0].Contains("dir"))
{
rs.Dir = Convert.ToSByte(r[1]);
}
else if (r[0].Contains("price"))
{
rs.Price = Convert.ToDecimal(r[1]);
}
}
return(rs);
}
/// <summary>
/// Main thread func.
///
/// 1)Collects stocks in "Plaza 2" format.
/// This is in fact table of data records
/// (price, dir, volume) with primary key ReplId
///
///2) Periodically copies snapshot to InpRawStocks of Stockprocessor
/// </summary>
private void ThreadFunc()
{
m_logger = new CLogger("Stock_" + Isin,
flushMode: false,
subDir: "Stock",
useMicroseconds: true);
m_loggerQueue = new CLogger("StockQueue_" + Isin,
flushMode: false,
subDir: "StockQueue",
useMicroseconds: true);
CBotHelper.PrintBanner(m_logger, "START STOCK DEBUGGING");
DateTime dtLastAlarm = new DateTime(0);
Stopwatch sw = new Stopwatch();
InitRawStocks();
//TODO get from config
int parStockRefreshInt = Convert.ToInt16(m_plaza2Connector.GlobalConfig.StockRefreshInterval); //20
int parMaxStockQueue = Convert.ToInt32(m_plaza2Connector.GlobalConfig.StockRefreshInterval); // 20;
// time to refresh output data
while (true)
{
//Action value = m_bqActions.GetElementBlocking();
// bNeedForceStockUpdate = false;
Log("Before .GetElementBlocking");
CRawStock rs = m_bqOrdersAggr.GetElementBlocking();
if (NeedReInitStock)
{
InitRawStocks();
string msgReinit = "Reinit stock " + Isin;
Log(msgReinit);
Error(msgReinit);
NeedReInitStock = false;
}
sw.Reset();
sw.Start();
Log("____b___________________________________________", sw);
if (m_bqOrdersAggr.Count > _parStockStructMaxQueueSize &&
m_plaza2Connector.IsStockOnline &&
(DateTime.Now - dtLastAlarm).Seconds > 5)
{
// ST = m_plaza2Connector.ServerTime.ToString();
string mes = "m_bqOrdersAggr.Count more than max Count =" + m_bqOrdersAggr.Count + " Isin=" + Isin;
Error(mes);
Log(mes);
int tmp = 1;
dtLastAlarm = DateTime.Now;
}
string msg = "m_bqOrdersAggr.Count =" + m_bqOrdersAggr.Count;
Log(msg, sw);
m_loggerQueue.Log(msg);
Direction DirStock = (rs.Dir == 2) ? Direction.Up : Direction.Down;
int i = 0;
bool bFound = false;
try
{
/* Iterate RawStocks update record in table
* if replid exist update record, else add new record
*/
for (i = 0; i < m_stockDepth; i++)
{
//if replid already exists just update it
if (RawStocks[i].ReplID == rs.ReplID)
{
RawStocks[i] = rs;
bFound = true;
break;
}
//empty ReplID, new data exit
else if (RawStocks[i].ReplID == 0)
{
break;
}
}
//if replid is not exist add new one
if (i < m_stockDepth && !bFound)
{
RawStocks[i] = rs;
//for catching error - remove
if (i > 100)
{
string m = "Added new ReplId=" + RawStocks[i].ReplID;
Error(m);
m_loggerQueue.Log(m);
}
}
//Oops. Replid is not found and stock is more than max
//(possible on evening session of FORTS)
else if (i >= m_stockDepth && !bFound)
{
Error("i >= m_stockDepth && !bFound. Trigger reinit stock");
NeedReInitStock = true;
}
}
catch (Exception e)
{
Error("Error in filing RawStocks", e);
}
Log("RawStocks processed", sw);
double dt = (DateTime.Now - _dtLastUpdate).TotalMilliseconds;
//Periodically copy data to snapshot of StockProcessor.
//After copying tell StockProcessor to process new data;
if (dt > parStockRefreshInt || m_bqOrdersAggr.Count < parMaxStockQueue)
{
lock (_stockConverter.LckInpRawStocks)
{
try
{
for (i = 0; i < m_stockDepth; i++)
{
_stockConverter.InpSnapshotRawStocks[i].Update(RawStocks[i]);
}
}
catch (Exception e)
{
Error("RawStocks to InpRawStocks processed", e);
}
}
_stockConverter.TriggerPeriodicUpdate();
_dtLastUpdate = DateTime.Now;
Log("RawStocks to InpRawStocks processed", sw);
}
Log("____e___________________________________________", sw);
sw.Stop();
Log("");
}
}
/// <summary>
/// Add new Raw stock
/// </summary>
/// <param name="rs"></param>
public void Add(CRawStock rs)
{
m_bqOrdersAggr.Add(rs);
}
//SPOT and currency update
public void UpdateStock(string instrument, CRawStock rs)
{
m_stocksStructDict[instrument].Add(rs);
}
