private Yield DequeueTick()
{
var result = Yield.NoWork.Repeat;
var binary = new TickBinary();
try {
if (reader.ReadQueue.TryDequeue(ref binary))
{
if (isPlayBack)
{
if (isFirstTick)
{
playbackOffset = fixSimulatorSupport.GetRealTimeOffset(binary.UtcTime);
}
binary.UtcTime += playbackOffset;
}
nextTick.Inject(binary);
tickSync.AddTick();
if (isFirstTick)
{
fillSimulator.StartTick(nextTick);
isFirstTick = false;
}
else
{
fillSimulator.ProcessOrders();
}
result = Yield.DidWork.Invoke(ProcessTick);
}
} catch (QueueException ex) {
if (ex.EntryType != EventType.EndHistorical)
{
throw;
}
}
return(result);
}
private void DequeueTick()
{
LatencyManager.IncrementSymbolHandler();
if (!reader.TryReadTick(temporaryTick))
{
if (onEndTick == null)
{
throw new ApplicationException("OnEndTick was null");
}
onEndTick(id);
endOfTickData = true;
queueTask.Resume();
if (debug)
{
log.Debug("End Of Tick Data.");
}
return;
}
tickCounter++;
if (isFirstTick)
{
currentTick.Inject(temporaryTick.Extract());
}
else
{
currentTick.Inject(nextTick.Extract());
}
isFirstTick = false;
FillSimulator.StartTick(currentTick);
nextTick.Inject(temporaryTick.Extract());
tickSync.AddTick(nextTick);
if (trace)
{
log.Trace("Dequeue tick " + nextTick.UtcTime + "." + nextTick.UtcTime.Microsecond);
}
ProcessOnTickCallBack();
}
