void ReadTick()
{
// System.Diagnostics.Debug.Write("Am I called here? Tick in AR");
try
{
while (_readtick)
{
if (_tickcache.hasItems && (GotTickQueued != null))
{
GotTickQueued();
}
while (_tickcache.hasItems)
{
// System.Diagnostics.Debug.Write("Am I called here? Processing Tick in AR");
if (!_readtick)
{
break;
}
Tick k = _tickcache.Read();
if (k == null)
{
_nrt++;
if (GotBadTick != null)
{
GotBadTick();
}
continue;
}
if (GotTick != null)
{
GotTick(k);
}
}
// send event that queue is presently empty
if (_tickcache.isEmpty && (GotTickQueueEmpty != null))
{
GotTickQueueEmpty();
}
// clear current flag signal
_tickswaiting.Reset();
// wait for a new signal to continue reading
_tickswaiting.WaitOne(SLEEP);
}
}
catch (MissingMethodException ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/MissingMethodException");
Stop();
}
catch (MissingMemberException ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/MissingMethodException");
Stop();
}
catch (ThreadInterruptedException) { }
}
void ReadImbs()
{
System.Diagnostics.Debug.Write("Am I called here? Imbalance in AR");
try
{
while (_readimb)
{
if (_imbcache.hasItems && (GotImbalanceQueued != null))
{
GotImbalanceQueued();
}
while (_imbcache.hasItems)
{
if (!_readimb)
{
break;
}
Imbalance imb = _imbcache.Read();
if (imb == null)
{
_nir++;
if (GotBadImbalance != null)
{
GotBadImbalance();
}
continue;
}
if (GotImbalance != null)
{
GotImbalance(imb);
}
}
// send event that queue is presently empty
if (_imbcache.isEmpty && (GotImbalanceQueueEmpty != null))
{
GotImbalanceQueueEmpty();
}
// clear current flag signal
_imbswaiting.Reset();
// wait for a new signal to continue reading
_imbswaiting.WaitOne(SLEEP);
}
}
catch (ThreadInterruptedException) { }
}
void readdata(object obj)
{
while (_readergo)
{
try {
while (_kbuf.hasItems)
{
Tick k = _kbuf.Read();
if (gotTick != null)
{
gotTick(k);
}
}
while (_obuff.hasItems)
{
Order o = _obuff.Read();
if (gotOrder != null)
{
gotOrder(o);
}
}
while (_cbuff.hasItems)
{
long c = _cbuff.Read();
if (gotOrderCancel != null)
{
gotOrderCancel(c);
}
}
while (_fbuff.hasItems)
{
Trade f = _fbuff.Read();
if (gotFill != null)
{
gotFill(f);
}
}
while (_mbuff.hasItems)
{
GenericMessage m = _mbuff.Read();
if (gotUnknownMessage != null)
{
gotUnknownMessage(m.Type, m.Source, m.Dest, m.ID, m.Request, ref m.Response);
}
}
while (_mqbuff.hasItems)
{
GenericMessage m = _mqbuff.Read();
if (gotUnknownMessage != null)
{
gotUnknownMessage(m.Type, m.Source, m.Dest, m.ID, m.Request, ref m.Response);
}
}
while (_pbuff.hasItems)
{
Position p = _pbuff.Read();
if (gotPosition != null)
{
gotPosition(p);
}
}
while (_abuff.hasItems)
{
string acct = _abuff.Read();
if (gotAccounts != null)
{
gotAccounts(acct);
}
}
Thread.Sleep(100);
}
catch (ThreadInterruptedException) { _interrupts++; }
}
}
