public Consumer(ICoalescingBuffer<long, MarketSnapshot> buffer, int numberOfInstruments, MarketSnapshot poisonPill, StopWatch stopWatch)
{
_buffer = buffer;
_numberOfInstruments = numberOfInstruments;
_poisonPill = poisonPill;
_stopWatch = stopWatch;
LatestSnapshots = new MarketSnapshot[numberOfInstruments];
}
public static MarketSnapshot CreateMarketSnapshot(long instrumentId, long bestBid, long bestAsk)
{
var snapshot = new MarketSnapshot();
snapshot.SetInstrumentId(instrumentId);
snapshot.SetBestBid(bestBid);
snapshot.SetBestAsk(bestAsk);
return snapshot;
}
public Producer(ICoalescingBuffer<long, MarketSnapshot> buffer, int numberOfInstruments, long numberOfUpdates, MarketSnapshot poisonPill, StopWatch stopWatch)
{
_buffer = buffer;
_numberOfInstruments = numberOfInstruments;
_numberOfUpdates = numberOfUpdates;
_poisonPill = poisonPill;
_stopWatch = stopWatch;
_snapshots = CreateSnapshots(numberOfInstruments);
}
public static MarketSnapshot CreateMarketSnapshot(long instrumentId, long bestBid, long bestAsk)
{
var snapshot = new MarketSnapshot();
snapshot.SetInstrumentId(instrumentId);
snapshot.SetBestBid(bestBid);
snapshot.SetBestAsk(bestAsk);
return(snapshot);
}
private void Put(long key, long bid, long ask)
{
var success = _snapshotBuffer.Offer(key, MarketSnapshot.CreateMarketSnapshot(key, bid, ask));
if (!success)
{
throw new Exception("adding of key " + key + " failed");
}
}
private void CheckCapacity(int capacity, ICoalescingBuffer <long, MarketSnapshot> buffer)
{
Assert.AreEqual(capacity, buffer.Capacity());
for (int i = 0; i < capacity; i++)
{
bool success = buffer.Offer(MarketSnapshot.CreateMarketSnapshot(i, i, i));
Assert.True(success);
}
}
private static MarketSnapshot[] CreateSnapshots(int numberOfInstruments)
{
var snapshots = new MarketSnapshot[numberOfInstruments];
for (int i = 0; i < numberOfInstruments; i++)
{
int bid = numberOfInstruments * i;
int ask = numberOfInstruments * numberOfInstruments * i;
snapshots[i] = MarketSnapshot.CreateMarketSnapshot(i, bid, ask);
}
return snapshots;
}
public void ShouldSeeLastPrices()
{
ICoalescingBuffer <long, MarketSnapshot> buffer = new CoalescingRingBuffer <long, MarketSnapshot>(1 << 20);
var consumer = new Consumer(buffer);
var consumerThread = new Thread(consumer.Run);
new Thread(() => new Producer(buffer).Run()).Start();
consumerThread.Start();
consumerThread.Join();
for (int instrument = 0; instrument < NumberOfInstruments; instrument++)
{
MarketSnapshot snapshot = consumer.Snapshots[instrument];
Assert.AreEqual(SecondBid, snapshot.GetBid(), "bid for instrument " + instrument + ":");
Assert.AreEqual(SecondAsk, snapshot.GetAsk(), "ask for instrument " + instrument + ":");
}
}
private static int IndexOf(MarketSnapshot snapshot)
{
return (int)snapshot.GetInstrumentId();
}
private void AddNonCollapsibleValue(MarketSnapshot snapshot)
{
Assert.True(Buffer.Offer(snapshot));
}
private void AddCollapsibleValue(MarketSnapshot snapshot)
{
Assert.True(Buffer.Offer(snapshot.GetInstrumentId(), snapshot));
}
private static int IndexOf(MarketSnapshot snapshot)
{
return((int)snapshot.GetInstrumentId());
}
private void AddNonCollapsibleValue(MarketSnapshot snapshot)
{
Assert.True(Buffer.Offer(snapshot));
}
private void AddCollapsibleValue(MarketSnapshot snapshot)
{
Assert.True(Buffer.Offer(snapshot.GetInstrumentId(), snapshot));
}
private void Put(long id, MarketSnapshot snapshot)
{
bool success = _buffer.Offer(id, snapshot);
if (!success)
{
throw new Exception("failed to add instrument id " + snapshot.GetInstrumentId());
}
}