/// <summary>
/// Thread to hold the dialog that hosts the eSignal ActiveX control
/// </summary>
private static void RealTimePriceThread()
{
if (eSignal != null)
{
MarkThree.EventLog.Information("Real Time Price service is already started... ignoring Start request.");
return;
}
// create an instance of eSignal and set delegates for events
eSignal = new ESignal();
eSignal.OnConnectChangeDM += new ESignal.DMConnectHandler(RealTimePricing.OnConnectionChangeDM);
eSignal.OnUpdateSymbolDM += new ESignal.DMUpdateSymbolHandler(RealTimePricing.OnUpdateSymbolDM);
// connect to the local eSignal data manager
// If connect succeeds, then we add the symbols to the data manager from the connect
// handler.
eSignal.Connect(dataManager.Username, dataManager.Password);
// by this point, we've loaded all of the symbols into the data manager.
// if we have an esignal, then we run the form to allow the event loop to start
if (eSignal != null)
{
// NOTE: I don't think this does anything, because the application
// will display the form in the run method
eSignal.Visible = false;
// RealTimePricing will now just wait for connect/update events.
// *** the thread blocks here
Application.Run(eSignal);
}
}
/// <summary>
/// Terminates the simulation of a price feed.
/// </summary>
/// <param name="transaction">Used to commit or reject one or more operations as a unit.</param>
/// <param name="remoteMethod">A metadata description of the method to be executed.</param>
public static void Stop(ParameterList parameters)
{
MarkThree.EventLog.Information("Stopping Real Time Price service.");
// stop the local eSignal data manager (if we started it)
dataManager.Stop();
// if we have a running thread, abort it
if (priceThread != null)
{
// disconnect from the local eSignal data manager
if (eSignal != null)
{
eSignal.Disconnect();
}
// exit the application - this will stop the thread blocked at
// Application.Run() from RealTimePricing.Start()
Application.Exit();
MarkThree.EventLog.Information("Real Time Price service stopped.");
}
else
{
MarkThree.EventLog.Information("Real Time Price can NOT stop because the service is not running.");
}
// nullify the eSignal and thread objects... so it can be started again
symbolToSecurityIdTable.Clear(); // empty the symbol list mapping
eSignal = null;
priceThread = null;
}
/// <summary>
/// Loads a DataSet from the XML file defined by symbolFilepath. Iterates through each (configurationId, equityId) pair
/// and adds the ticker symbol to the eSignal Data Manager watch list.
/// </summary>
private static void LoadSymbols()
{
try
{
// Lock the tables.
// Acquire the configuration and object locks for the securityId lookup
Debug.Assert(!ServerMarketData.IsLocked);
ServerMarketData.SecurityLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.EquityLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.ObjectLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.ConfigurationLock.AcquireReaderLock(Timeout.Infinite);
// initialize the dataset from the XMl file
DataSet dataSetFromXML = new DataSet("SP500");
dataSetFromXML.ReadXml(symbolFilepath, XmlReadMode.InferSchema);
foreach (DataRow dataRow in dataSetFromXML.Tables["method"].Rows)
{
// extract the configurationId and the externalEquityId from the dataset
object configurationId = dataRow["configurationId"];
string externalEquityId = (string)dataRow["equityId"];
try
{
// look up the equityId
int equityId = (int)Security.FindOptionalKey(configurationId, "equityId", externalEquityId);
// get the equity row
ServerMarketData.EquityRow equityRow = ServerMarketData.Equity.FindByEquityId(equityId);
if (equityRow != null)
{
// Get the security row from the equity row
ServerMarketData.SecurityRow securityRow = equityRow.SecurityRowBySecurityEquityEquityId;
// attempt to add the symbol to the eSignal data manager
if (eSignal.AddRealTimeSymbol(securityRow.Symbol))
{
symbolToSecurityIdTable[securityRow.Symbol] = securityRow.SecurityId;
}
else
{
MarkThree.EventLog.Warning("Market Data Service has no data for ticker {0}", externalEquityId);
}
}
}
catch (Exception exception)
{
// Write the error to the log.
MarkThree.EventLog.Error("{0}, {1}", exception.Message, exception.StackTrace);
}
}
// Mark the time that the real-time updates started.
MarkThree.EventLog.Information("Real Time Symbols Loaded");
}
catch (Exception exception)
{
eSignal = null;
// Write the error and stack trace out to the debug listener
MarkThree.EventLog.Warning(String.Format("{0}, {1}", exception.Message, exception.StackTrace));
}
finally
{
// Release the global tables.
//if (ServerMarketData.PriceLock.IsWriterLockHeld) ServerMarketData.PriceLock.ReleaseWriterLock();
if (ServerMarketData.SecurityLock.IsReaderLockHeld)
{
ServerMarketData.SecurityLock.ReleaseReaderLock();
}
if (ServerMarketData.EquityLock.IsReaderLockHeld)
{
ServerMarketData.EquityLock.ReleaseReaderLock();
}
if (ServerMarketData.ObjectLock.IsReaderLockHeld)
{
ServerMarketData.ObjectLock.ReleaseReaderLock();
}
if (ServerMarketData.ConfigurationLock.IsReaderLockHeld)
{
ServerMarketData.ConfigurationLock.ReleaseReaderLock();
}
Debug.Assert(!ServerMarketData.IsLocked);
}
}
