/// <summary>
/// 分发商品期货成交回报方法
/// Create by 董鹏 2010-01-22
/// </summary>
/// <param name="sender">事件对象</param>
/// <param name="e">事件参数</param>
private void DispatchCommoditiesProcess(object sender, QueueItemHandleEventArg <CommoditiesDealBackEntity> e)
{
//撮合中心委托回报为空判断
if (e.Item == null)
{
LogHelper.WriteDebug("委托回报不能为空");
}
try
{
QueueBufferBase <CommoditiesDealBackEntity> bufferDeal = null;
foreach (var queueBufferBase in CommoditiesDealList)
{
if (bufferDeal == null || queueBufferBase.BufferedItemCount < bufferDeal.BufferedItemCount)
{
bufferDeal = queueBufferBase;
}
}
//撮合中心委托回报失败
if (bufferDeal == null)
{
LogHelper.WriteDebug("委托回报中心.DispatchStockProcess无法找到回报队列，委托回报失败.");
return;
}
bufferDeal.InsertQueueItem(e.Item);
}
//撮合中心委托回报异常
catch (Exception ex)
{
LogHelper.WriteError(GenerateInfo.CH_E004, ex);
return;
}
}
/// <summary>
/// 分发港股成交回报方法
/// </summary>
/// <param name="sender">对象</param>
/// <param name="e">参数</param>
private void DispatchHKStockProcess(object sender, QueueItemHandleEventArg <HKDealBackEntity> e)
{
#region 要求实现港股委托成交回报
if (e.Item == null)
{
LogHelper.WriteDebug("委托回报不能为空");
}
try
{
QueueBufferBase <HKDealBackEntity> bufferDeal = null;
foreach (var queueBufferBase in HKDealList)
{
if (bufferDeal == null || queueBufferBase.BufferedItemCount < bufferDeal.BufferedItemCount)
{
bufferDeal = queueBufferBase;
}
}
//委托回报失败
if (bufferDeal == null)
{
LogHelper.WriteDebug("委托回报中心.DispatchStockProcess无法找到回报队列，委托回报失败.");
return;
}
bufferDeal.InsertQueueItem(e.Item);
}
//委托回报分发异常
catch (Exception ex)
{
string strMessage = "CH-2000:[委托回报分发异常]" + ex.Message;
LogHelper.WriteError(strMessage, ex);
return;
}
#endregion
}
/// <summary>
/// 构造函数 初始化撮合中心撤单委托缓冲区
/// </summary>
public CanceFailCommoditiesBack()
{
bufferCommoditiesCancel = new QueueBufferBase <CancelEntity>();
bufferCommoditiesCancel.QueueItemProcessEvent += ProcessCommoditiesCancel;
}
/// <summary>
/// 实例构造函数
/// </summary>
public CanceFailStockBack()
{
bufferCancel = new QueueBufferBase <CancelEntity>();
bufferCancel.QueueItemProcessEvent += ProcessCancel;
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="backCount"></param>
public DobackService(int backCount)
{
//撮合中心缓冲区处理
BufferXHCancelEntityList = new QueueBufferBase <CancelOrderEntity>();
BufferXHCancelEntityList.QueueItemProcessEvent += ProcessXHCancel;
BufferHKCancelEntityList = new QueueBufferBase <CancelOrderEntity>();
BufferHKCancelEntityList.QueueItemProcessEvent += ProcessHKCancel;
#region add by 董鹏 2010-04-30
BufferSICancelEntityList = new QueueBufferBase <CancelOrderEntity>();
BufferSICancelEntityList.QueueItemProcessEvent += ProcessSICancel;
BufferCFCancelEntityList = new QueueBufferBase <CancelOrderEntity>();
BufferCFCancelEntityList.QueueItemProcessEvent += ProcessCFCancel;
#endregion
BufferHKModifyEntityList = new QueueBufferBase <HKModifyBackEntity>();
BufferHKModifyEntityList.QueueItemProcessEvent += ProcessHKModify;
stockDealOrderCacheList = new QueueBufferBase <StockDealEntity>();
stockDealOrderCacheList.QueueItemProcessEvent += DispatchStockProcess;
futureDealOrderCacheList = new QueueBufferBase <FutureDealBackEntity>();
futureDealOrderCacheList.QueueItemProcessEvent += DispatchFutureProcess;
hkstockDealOrderCatheList = new QueueBufferBase <HKDealBackEntity>();
hkstockDealOrderCatheList.QueueItemProcessEvent += DispatchHKStockProcess;
#region commoditiesDealOrderCacheList add by 董鹏 2010-01-22
commoditiesDealOrderCacheList = new QueueBufferBase <CommoditiesDealBackEntity>();
commoditiesDealOrderCacheList.QueueItemProcessEvent += DispatchCommoditiesProcess;
#endregion
smartPool.Start();
StockDealList = new List <QueueBufferBase <StockDealEntity> >();
FutureDealList = new List <QueueBufferBase <FutureDealBackEntity> >();
HKDealList = new List <QueueBufferBase <HKDealBackEntity> >();
#region CommoditiesDealList add by 董鹏 2010-01-22
CommoditiesDealList = new List <QueueBufferBase <CommoditiesDealBackEntity> >();
#endregion
for (int i = 0; i < backCount; i++)
{
QueueBufferBase <StockDealEntity> stockEntity = new QueueBufferBase <StockDealEntity>();
stockEntity.QueueItemProcessEvent += (sender, e) => smartPool.QueueWorkItem(ProcessBussiness, sender, e);
StockDealList.Add(stockEntity);
QueueBufferBase <FutureDealBackEntity> futureEntity = new QueueBufferBase <FutureDealBackEntity>();
futureEntity.QueueItemProcessEvent += (sender, e) => smartPool.QueueWorkItem(ProcessFutureBussiness, sender, e);
FutureDealList.Add(futureEntity);
QueueBufferBase <HKDealBackEntity> hkstockEntity = new QueueBufferBase <HKDealBackEntity>();
hkstockEntity.QueueItemProcessEvent += (sender, e) => smartPool.QueueWorkItem(ProcessHKBussiness, sender, e);
HKDealList.Add(hkstockEntity);
#region
QueueBufferBase <CommoditiesDealBackEntity> commoditiesEntity = new QueueBufferBase <CommoditiesDealBackEntity>();
commoditiesEntity.QueueItemProcessEvent += (sender, e) => smartPool.QueueWorkItem(ProcessCommoditiesBussiness, sender, e);
CommoditiesDealList.Add(commoditiesEntity);
#endregion
}
}
/// <summary>
/// 构造函数
/// </summary>
public RealTimeDataCache()
{
realTimeCache = new List <FutureMarketEntity>();
bufferRealTime = new QueueBufferBase <FutureMarketEntity>();
}
/// <summary>
/// 构造函数 初始化撮合中心撤单委托缓冲区
/// </summary>
public CanceFailFutureBack()
{
bufferFutureCancel = new QueueBufferBase <CancelEntity>();
bufferFutureCancel.QueueItemProcessEvent += ProcessFutureCancel;
}
/// <summary>
/// 实例构造函数
/// </summary>
private ModifyFailHKStockBack()
{
bufferModify = new QueueBufferBase <HKModifyEntity>();
bufferModify.QueueItemProcessEvent += ProcessModify;
}
