public void UpdateQuote(DataSessionInfo session, Quote?quote, TimeSpan?period)
{
if (OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.OperationWarning("Stub used while not operational, operation ignored.", TracerItem.PriorityEnum.Low);
return;
}
QuoteUpdateMessage message = new QuoteUpdateMessage(session, quote, true);
CombinedDataSubscriptionInformation combined;
lock (this)
{
combined = GetUnsafeSessionSubscriptions(session);
}
bool hasActiveSubscriber = false;
lock (combined)
{
foreach (KeyValuePair <TransportInfo, DataSubscriptionInfo> pair in combined.SubscriptionsUnsafe.Values)
{
if (pair.Value.AcceptsUpdate(quote))
{
hasActiveSubscriber = true;
SendResponding(pair.Key, message);
}
}
}
SystemMonitor.CheckOperationWarning(hasActiveSubscriber, "Quote update entered for session [" + session.Guid.ToString() + "] symbol [" + session.Symbol.Name + "] and no active subscriber found.");
}
/// <summary>
/// Helper.
/// </summary>
static void CreateClientProxyInterface(MessageContainerTransportClient client)
{
TracerHelper.TraceEntry();
if (client._proxyServerInterface != null &&
client._connectingEvent.WaitOne(client._defaultConnectionTimeOut) == false)
{
SystemMonitor.OperationError("Timed out, since another creation is in progress.");
return;
}
SystemMonitor.CheckOperationWarning(string.IsNullOrEmpty(client._connectionSessionID), "Session seems to be active.");
client._connectingEvent.Reset();
try
{
IMessageContainerTransport serverInterface;
DuplexChannelFactory <IMessageContainerTransport> channelFactory = null;
lock (client)
{
if (client._proxyServerInterface != null)
{
((IChannel)client._proxyServerInterface).Opened -= new EventHandler(client.MessageContainerTransportClient_Opened);
((IChannel)client._proxyServerInterface).Opening -= new EventHandler(client.MessageContainerTransportClient_Opening);
((IChannel)client._proxyServerInterface).Faulted -= new EventHandler(client.MessageContainerTransportClient_Faulted);
((IChannel)client._proxyServerInterface).Closing -= new EventHandler(client.MessageContainerTransportClient_Closing);
}
client._connectionSessionID = string.Empty;
if (client._channelFactory == null)
{
return;
}
channelFactory = client._channelFactory;
}
serverInterface = channelFactory.CreateChannel();
((IChannel)serverInterface).Opened += new EventHandler(client.MessageContainerTransportClient_Opened);
((IChannel)serverInterface).Opening += new EventHandler(client.MessageContainerTransportClient_Opening);
((IChannel)serverInterface).Faulted += new EventHandler(client.MessageContainerTransportClient_Faulted);
((IChannel)serverInterface).Closing += new EventHandler(client.MessageContainerTransportClient_Closing);
lock (client)
{
client._proxyServerInterface = serverInterface;
}
((IChannel)serverInterface).BeginOpen(TimeSpan.FromSeconds(10), BeginOpenAsyncCallback, client);
//client._connectionSessionID = serverInterface.ClientRegister();
//SystemMonitor.Report("Client registered sessionID [" + client.ConnectionSessionID + "]");
//// Release this as early as possible, since it might be needed before the event is raised.
//client._connectingEvent.Set();
//if (client.ConnectionStatusChangedEvent != null)
//{
// GeneralHelper.FireAndForget(delegate() { client.ConnectionStatusChangedEvent(true); });
//}
}
catch (Exception ex)
{
TracerHelper.Trace("Failed to create proxy interface [" + ex.Message + "]");
}
finally
{// Always make sure to leave the baseMethod with a released event.
//client._connectingEvent.Set();
}
}
/// <summary>
/// Check if given order type is buy (or sell).
/// </summary>
public static bool TypeIsBuy(OrderTypeEnum orderType)
{
SystemMonitor.CheckOperationWarning(orderType != OrderTypeEnum.UNKNOWN, "Order type not established yet.");
return(orderType == OrderTypeEnum.BUY_MARKET || orderType == OrderTypeEnum.BUY_LIMIT_MARKET || orderType == OrderTypeEnum.BUY_STOP_MARKET);
}
