public Task Start()
{
return(Task.Factory.StartNew(() =>
{
if (Token == null)
{
Token = new CancellationTokenSource();
}
AskRepositoryTask = AskRepository.Start(Token);
OpenAsksByBuyerCommdoity.Clear();
OpenAsks.Clear();
var commodities = CommodityRepository.GetCommodities();
Parallel.ForEach(commodities, c => OpenAsksByBuyerCommdoity.AddOrUpdate(c.CommodityID, new ConcurrentDictionary <int, ConcurrentDictionary <long, ThreadSafeAsk> >(), (k, o) => o));
Parallel.ForEach(OpenAsksByBuyerCommdoity, buyCommodityDictionary =>
{
foreach (var commodity in commodities)
{
buyCommodityDictionary.Value.AddOrUpdate(commodity.CommodityID, new ConcurrentDictionary <long, ThreadSafeAsk>(), (k, o) => o);
}
});
Parallel.ForEach(AskRepository.GetAsks(), ask =>
{
ThreadSafeAsk tAsk = CreateAsk(new ThreadSafeAsk(ask));
foreach (var commodityBuyID in tAsk.CommodityBuyID)
{
foreach (var commoditySellID in tAsk.CommoditySellID)
{
OpenAsksByBuyerCommdoity[commodityBuyID][commoditySellID].AddOrUpdate(tAsk.AskID, tAsk, (k, o) => o);
}
}
OpenAsks.AddOrUpdate(tAsk.AskID, tAsk, (k, o) => o);
});
}));
}
public void Dispose()
{
if (Token != null)
{
Token.Cancel(false);
}
if (AskProcessorTask != null)
{
AskProcessorTask.Wait();
}
if (AskRepositoryTask != null)
{
AskRepositoryTask.Wait();
}
OpenAsks.Clear();
OpenAsksByBuyerCommdoity.Clear();
}
public void UpdateAsk(Ask ask)
{
ThreadSafeAsk tAsk;
if (OpenAsks.TryGetValue(ask.AskID, out tAsk))
{
if (ask.SellQuantity > 0 || ask.BuyQuantity > 0)
{
tAsk.Update(ask, AskRepository);
ExecuteAsk(tAsk);
}
else
{
OpenAsks.TryRemove(ask.AskID, out tAsk);
foreach (var buyID in tAsk.CommodityBuyID)
{
foreach (var sellID in tAsk.CommoditySellID)
{
OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(ask.AskID, out tAsk);
}
}
}
}
}
private IEnumerable <Order> ExecuteAsk(ThreadSafeAsk ask, int maxLegDepth = 5)
{
long orderQuantity;
var orders = GetQuote(ask, out orderQuantity, maxLegDepth, true);
ThreadSafeAsk tAsk;
if (ask.AskID == 0 || !OpenAsks.TryGetValue(ask.AskID, out tAsk))
{
this.AskRepository.AddAsk(ask.Ask);
tAsk = CreateAsk(ask);
this.OpenAsks[ask.AskID] = tAsk;
foreach (var buyID in tAsk.CommodityBuyID)
{
foreach (var sellID in tAsk.CommoditySellID)
{
this.OpenAsksByBuyerCommdoity[buyID][sellID][ask.AskID] = tAsk;
}
}
}
List <Ask> orderLegAsks = new List <Ask>();
List <AskLeg> legs = new List <AskLeg>();
if (orders != null)
{
if (!tAsk.FillOrder(orderQuantity))
{
orders = null;
}
tAsk.RealizeLockExecuteQuantiy();
if (tAsk.AskQuantity <= 0)
{
if (this.OpenAsks.TryRemove(tAsk.AskID, out tAsk))
{
foreach (var buyID in tAsk.CommodityBuyID)
{
foreach (var sellID in tAsk.CommoditySellID)
{
this.OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(tAsk.AskID, out tAsk);
}
}
}
}
if (orders != null)
{
foreach (var order in orders)
{
order.AskID = tAsk.AskID;
order.OrderID = Guid.NewGuid();
foreach (var orderLeg in order.OrderLegs)
{
orderLeg.OrderID = order.OrderID;
orderLeg.OrderLegID = Guid.NewGuid();
ThreadSafeAsk orderAsk;
if (OpenAsks.TryGetValue(orderLeg.AskID, out orderAsk))
{
orderAsk.RealizeLock(orderAsk.IsBuy ? orderLeg.SellQuantity : orderLeg.BuyQuantity);
if (orderAsk.Legs.Count > 0)
{
var leg = orderAsk.Legs.Where(l => orderAsk.IsBuy ? l.CommodityID == orderLeg.CommodityBuyID : l.CommodityID == orderLeg.CommoditySellID).Single();
leg.RealizeLock(orderAsk.IsBuy ? orderLeg.BuyQuantity : orderLeg.SellQuantity);
legs.Add(leg.Leg);
}
if (orderAsk.AskQuantity <= 0)
{
if (this.OpenAsks.TryRemove(orderAsk.AskID, out orderAsk))
{
foreach (var buyID in tAsk.CommodityBuyID)
{
foreach (var sellID in tAsk.CommoditySellID)
{
this.OpenAsksByBuyerCommdoity[buyID][sellID].TryRemove(tAsk.AskID, out orderAsk);
}
}
}
if (orderAsk != null)
{
DisposeAsk(orderAsk);
}
}
if (orderAsk != null)
{
orderLegAsks.Add(orderAsk.Ask);
}
}
}
}
}
}
else
{
tAsk.RealizeLockExecuteQuantiy();
}
AskRepository.ExecuteAsk(ask.Ask, orders, orderLegAsks, legs);
return(orders);
}
