private void ProcessNewTickResponse(NewTickResponse tickMessage)
{
foreach (var tick in tickMessage.Tick)
{
AppendToLog(string.Format("{0}:{1} - Price:{2} Volume:{3}", tick.Symbol.DataFeed, tick.Symbol.Symbol, tick.Price, tick.Volume));
}
}
void IWCFServiceCallback.MessageOut(ResponseMessage message)
{
if (message is LoginResponse)
{
}
else if (message is DataFeedListResponse)
{
_DataFeeds = ((DataFeedListResponse)message).DataFeeds;
InitDataFeedControl();
}
else if (message is NewTickResponse)
{
NewTickResponse tickMessage = (NewTickResponse)message;
foreach (var tick in tickMessage.Tick)
{
txtLog.AppendText(string.Format("{0}:{1} - Price:{2} Volume:{3}", tick.Symbol.DataFeed, tick.Symbol.Symbol, tick.Price, tick.Volume) + Environment.NewLine);
}
ScrollToEnd();
}
else if (message is HistoryResponse)
{
HistoryResponse histMessage = (HistoryResponse)message;
txtLog.Text += "History Message" + Environment.NewLine;
foreach (var bar in histMessage.Bars)
{
txtLog.AppendText(string.Format("{0} O:{1} H:{2} L:{3} C:{4} V:{5}", bar.Date.ToString(), bar.Open, bar.High, bar.Low, bar.Close, bar.Volume) + Environment.NewLine);
}
ScrollToEnd();
}
else if (message is HeartbeatResponse)
{
}
else if (message is ErrorInfo)
{
}
else
{
}
}
private void TickResponseCallback(NewTickResponse message)
{
//// tracer.ProcessTicks("NewTickResponse", message.Tick);
//if (Ticks != null)
// Ticks(this, new EventArgs<Tick[]>(message.Tick));
NewTickResponse tickMessage = (NewTickResponse)message;
List <Quote> QuoteList = new List <Quote>();
foreach (var tick in tickMessage.Tick)
{
Console.WriteLine(string.Format("{0}:{1} - Price:{2} Volume:{3}", tick.Symbol.DataFeed, tick.Symbol.Symbol, tick.Price, tick.Volume));
Quote quote = new Quote();
quote.Symbol.Name = tick.Symbol.Symbol;
quote.Timestamp = DataProvider.GetCurrentTimestamp(tick.Date);
quote.Price = tick.Price;
lock (lastQuotes)
{
Quote tempquote;
if (!lastQuotes.TryGetValue(tick.Symbol.Symbol, out tempquote))
{
lastQuotes.Add(tick.Symbol.Symbol, quote);
}
else
{
if (tempquote.Timestamp < quote.Timestamp)
{
lastQuotes[tick.Symbol.Symbol] = quote;
}
}
}
QuoteList.Add(quote);
}
if (OnNewQuoteResponse != null && QuoteList != null)
{
OnNewQuoteResponse(QuoteList);
}
}
private void TickMessageOutWorker(string aSessionID, Queue <Tick> aTicks)
{
IUserInfo aUserInfo;
const int aMaxPackSize = 20;
aUserInfo = DataServer.MessageRouter.gMessageRouter.GetUserInfo(aSessionID);
if (aUserInfo == null)
{
lock (aTicks)
{
aTicks.Clear();
return;
}
}
try
{
while (true)
{
NewTickResponse aResponse = new NewTickResponse();
bool bEmptyQueue = false;
aResponse.Tick = new List <Tick>();
aResponse.User = aUserInfo;
lock (aTicks)
{
while (aResponse.Tick.Count < aMaxPackSize)
{
if (aTicks.Count > 1)
{
aResponse.Tick.Add(aTicks.Dequeue());
}
else if (aTicks.Count == 1)
{
bEmptyQueue = true;
aResponse.Tick.Add(aTicks.Peek());
break;
}
else
{
bEmptyQueue = true;
break;
}
}
}
if (aResponse.Tick.Count > 0)
{
aResponse.User.Send(aResponse);
}
if (bEmptyQueue)
{
lock (aTicks)
{
if (aTicks.Count > 0)
{
aTicks.Dequeue();
}
if (aTicks.Count == 0)
{
break;
}
}
}
}
}
catch
{
lock (aTicks)
{
aTicks.Clear();
}
}
}
void IWCFServiceCallback.MessageOut(ResponseMessage message)
{
if (message is LoginResponse)
{
}
else if (message is DataFeedListResponse)
{
_DataFeeds = ((DataFeedListResponse)message).DataFeeds;
//InitDataFeedControl();
}
else if (message is NewTickResponse)
{
NewTickResponse tickMessage = (NewTickResponse)message;
List <Quote> QuoteList = new List <Quote>();
foreach (var tick in tickMessage.Tick)
{
Console.WriteLine(string.Format("{0}:{1} - Price:{2} Volume:{3}", tick.Symbol.DataFeed, tick.Symbol.Symbol, tick.Price, tick.Volume));
Quote quote = new Quote();
quote.Symbol.Name = tick.Symbol.Symbol;
quote.Timestamp = DataProvider.GetCurrentTimestamp(tick.Date);
quote.Price = tick.Price;
//lock (newQuote)
//{
// //newTicks.Add(tick);
// newQuote.Add(quote);
//}
lock (lastQuotes)
{
Quote tempquote;
if (!lastQuotes.TryGetValue(tick.Symbol.Symbol, out tempquote))
{
lastQuotes.Add(tick.Symbol.Symbol, quote);
}
else
{
if (tempquote.Timestamp < quote.Timestamp)
{
lastQuotes[tick.Symbol.Symbol] = quote;
}
}
}
QuoteList.Add(quote);
}
if (OnNewQuoteResponse != null && QuoteList != null)
{
OnNewQuoteResponse(QuoteList);
}
}
else if (message is HistoryResponse)
{
HistoryResponse histMessage = (HistoryResponse)message;
Console.WriteLine("History Message" + Environment.NewLine);
foreach (var bar in histMessage.Bars)
{
Console.WriteLine(string.Format("{0} O:{1} H:{2} L:{3} C:{4} V:{5}", bar.Date.ToString(), bar.Open, bar.High, bar.Low, bar.Close, bar.Volume) + Environment.NewLine);
}
//if (OnHistoryResponse != null && histMessage != null)
//{
// OnHistoryResponse(histMessage);
//}
//ScrollToEnd();
}
else if (message is HeartbeatResponse)
{
}
else if (message is ErrorInfo)
{
}
else
{
}
}
