} // ProcessRequest()
//
//
// *************************************************
// **** Process Query() ****
// *************************************************
private void ProcessQuery(EventArgs eventArgs)
{
Type type = eventArgs.GetType();
if (type == typeof(DB.Queries.ExchangeInfoQuery))
{
m_ExchInfo = (DB.Queries.ExchangeInfoQuery)eventArgs; // Just store this info for later.
}
else if (type == typeof(DB.Queries.ProductInfoQuery))
{
m_ProductInfo = (DB.Queries.ProductInfoQuery)eventArgs; // just store this info for later.
}
else if (type == typeof(DB.Queries.InstrumentInfoQuery))
{ // Extract instr details from this result.
DB.Queries.InstrumentInfoQuery query = (DB.Queries.InstrumentInfoQuery)eventArgs;
if (query.Status == DB.Queries.QueryStatus.Failed)
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Failed to find instrument {0} in database.", query.InstrumentName);
}
else if (query.Results == null || query.Results.Count == 0)
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Failed to create details for {0} from database.", query.InstrumentName);
}
else
{ // Extract details from the query results
DB.Queries.InstrumentInfoItem item = query.Results[0]; // I ask for instruments one at a time.
InstrumentDetails details;
if (item.TryGetInstrumentDetails(query.InstrumentName, out details))
{
if (TryAddInstrumentDetails(query.InstrumentName, details))
{
Log.NewEntry(LogLevel.Minor, "ProcessQuery: Added instr details for {0}.", query.InstrumentName);
List <InstrumentName> instrNamesFound = new List <InstrumentName>();
instrNamesFound.Add(query.InstrumentName);
base.OnInstrumentFound(instrNamesFound);
m_IsResubmitPendingRequests = true;
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Failed to add instr details for {0}.", query.InstrumentName);
}
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Failed to create instr details for {0}.", query.InstrumentName);
}
}
// Mark this query as completed.
if (m_PendingInstrumentQueries.Contains(query.InstrumentName))
{
m_PendingInstrumentQueries.Remove(query.InstrumentName); // remove the query, it's finished.
}
}
else if (type == typeof(DB.Queries.MarketDataQuery))
{
DB.Queries.MarketDataQuery query = (DB.Queries.MarketDataQuery)eventArgs;
int id;
if (m_PendingMarketDataQueries.Contains(query))
{
m_PendingMarketDataQueries.Remove(query);
if (query.Status == DB.Queries.QueryStatus.Failed)
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Failed to find instrument {0} in database.", query.InstrumentName);
}
else if (TryLookupInstrumentID(query.InstrumentName, out id))
{ // Books for this instrument already exist.
// In future, this occurs when we ask for mode data for pre-existing instrument.
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Query {1} for existing market {0}.", query.InstrumentName, query.QueryID);
}
else
{ // No book yet exists for this instrument.
if (TryCreateNewBook(query.InstrumentName))
{ // New book created.
Log.NewEntry(LogLevel.Major, "ProcessQuery: Created book for instrument {0}.", query.InstrumentName);
if (TryLookupInstrumentID(query.InstrumentName, out id))
{
if (query.Result == null || query.Result.Count < 10)
{
Log.NewEntry(LogLevel.Warning, "ProcessQuery: Have no market data for instrument {0}.", query.InstrumentName);
}
// Create the MarketDataItem holder
m_MarketItems.Add(id, new List <DB.Queries.MarketDataItem>(query.Result));
m_MarketItemPtrs.Add(id, 0); // set starting position to zero.
// If this is first instrument data call back, initial the sim variables.
if (!m_IsSimInitialized && m_MarketItems[id].Count > 0)
{
m_UtcNow = m_MarketItems[id][0].UnixTime;
DateTime dt = this.LocalTime; // test
m_IsSimInitialized = true;
}
}
// Fire book created event.
List <InstrumentName> booksCreated = new List <InstrumentName>();
booksCreated.Add(query.InstrumentName);
OnMarketBookCreated(booksCreated);
}
else
{
Log.NewEntry(LogLevel.Major, "ProcessQuery: Failed to create new book for {0}.", query.InstrumentName);
}
}
}
}
//
// Test for readiness
//
if (m_IsDatabaseInitialized == false && m_ExchInfo != null && m_ProductInfo != null)
{
m_IsDatabaseInitialized = true;
Log.NewEntry(LogLevel.Minor, "ProcessQuery: Loading database tables complete. Submitting {0} pending requests.", m_PendingRequests.Count);
while (m_PendingRequests.Count > 0)
{
RequestEventArg <RequestCode> request = m_PendingRequests[0];
m_PendingRequests.RemoveAt(0);
this.HubEventEnqueue(request);
}
}
}// ProcessQuery
} // HubEventHandler()
//
//
//
// *************************************************
// **** Process Request() ****
// *************************************************
private void ProcessRequest(RequestEventArg <RequestCode> eventArgs)
{
switch (eventArgs.RequestType)
{
case RequestCode.RequestServers:
// This is trigger automatically at Start() request.
// Here, we make all the conenctions necessary for collecting market data, info, etc.
// Connect to the desired database.
if (m_DatabaseReader == null)
{
// Search for database service.
IService iService = null;
if (AppServices.GetInstance().TryGetService("DatabaseReaderWriter", out iService))
{ // Found database writer already in services.
m_DatabaseReader = (DB.DatabaseReaderWriter)iService;
m_DatabaseReader.QueryResponse += new EventHandler(this.HubEventEnqueue);
}
else
{ // Create db our own writer.
m_DBInfo = DB.DatabaseInfo.Create(m_DBLocation);
AppServices.GetInstance().TryAddService(m_DBInfo);
m_DatabaseReader = new DB.DatabaseReaderWriter(m_DBInfo);
m_DatabaseReader.QueryResponse += new EventHandler(this.HubEventEnqueue);
m_DatabaseReader.Start();
}
// Request info about exchanges and all products.
DB.Queries.QueryBase query = new DB.Queries.ExchangeInfoQuery();
m_DatabaseReader.SubmitAsync(query);
query = new DB.Queries.ProductInfoQuery();
m_DatabaseReader.SubmitAsync(query);
}
else
{
Log.NewEntry(LogLevel.Major, "ProcessRequest: Ignoring additional call to RequestServers.");
}
break;
case RequestCode.RequestProducts:
if (!m_IsDatabaseInitialized)
{
m_PendingRequests.Add(eventArgs);
}
else
{
}
break;
case RequestCode.RequestInstruments:
if (!m_IsDatabaseInitialized)
{
m_PendingRequests.Add(eventArgs);
}
else
{
foreach (object o in eventArgs.Data)
{ // Validate this instrument request
if (!(o is InstrumentName))
{
continue;
}
InstrumentName instrName = (InstrumentName)o;
InstrumentDetails instrDetails;
if (!TryGetInstrumentDetails(instrName, out instrDetails) && m_PendingInstrumentQueries.Contains(instrName) != true)
{ // Details not exist yet and we have not requested them yet. Request them.
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Requesting instr details for {0}.", instrName);
m_PendingInstrumentQueries.Add(instrName); // add to pending list (so we can't spam db).
DB.Queries.InstrumentInfoQuery query = new DB.Queries.InstrumentInfoQuery();
query.InstrumentName = instrName;
m_DatabaseReader.SubmitAsync(query);
}
} //next data object o
}
break;
case RequestCode.RequestInstrumentPriceSubscription:
if (!m_IsDatabaseInitialized)
{
m_PendingRequests.Add(eventArgs);
}
else
{
foreach (object o in eventArgs.Data)
{
// Validate this instrument request
if (!(o is InstrumentName))
{
continue;
}
InstrumentName instrName = (InstrumentName)o;
int instrId = 0;
InstrumentDetails instrDetails;
if (TryLookupInstrumentID(instrName, out instrId) && instrId > -1)
{
continue; // instrument already has a book id!
}
// Get the isntrument details first, and make sure details exist.
if (!TryGetInstrumentDetails(instrName, out instrDetails))
{ // Details not exist yet. Request them.
Log.NewEntry(LogLevel.Minor, "ProcessRequest: Need instr details for {0}. Delaying mkt subscription.", instrName);
m_PendingRequests.Add(eventArgs); // push onto pending list for later resubmission.
base.RequestInstruments(instrName);
}
else
{
// Make sure we have not already requested this data.
bool isRequestAlreadyPending = false;
foreach (DB.Queries.MarketDataQuery query in m_PendingMarketDataQueries)
{
if (query.InstrumentName == instrName)
{
isRequestAlreadyPending = true;
break;
}
}
if (isRequestAlreadyPending)
{
Log.NewEntry(LogLevel.Major, "ProcessRequest: Market data for {0} pending. Ignore", instrName);
}
else
{ // This request is NOT already pending, so request data now.
DB.Queries.MarketDataQuery query = new DB.Queries.MarketDataQuery();
query.InstrumentName = instrName;
query.StartDate = m_MktDataStartDateTime.ToUniversalTime(); // Query times in UTC.
query.EndDate = query.StartDate.AddHours(m_MktDataBlockSize);
m_PendingMarketDataQueries.Add(query); // add to pending list (so we can't spam db).
Log.NewEntry(LogLevel.Major, "ProcessRequest: Requesting mkt data for {0} from {1} ({2} hours).", instrName, query.StartDate.ToString("MMM-dd-yyyy HH:mm:ss"), m_MktDataBlockSize);
m_DatabaseReader.SubmitAsync(query);
}
}
}
}
break;
case RequestCode.RequestShutdown:
if (m_DatabaseReader != null)
{
m_DatabaseReader.RequestStop();
m_DatabaseReader = null;
}
base.Stop();
break;
default:
Log.NewEntry(LogLevel.Major, "ProcessRequest: Unknown request.");
break;
} //switch on request type.
} // ProcessRequest()
