internal bool Hit(Quotation quotaion)
{
bool isHit = false;
if (this.Condition == AlertCondition.LessThanBid)
{
isHit = this.Price > quotaion.Bid;
if (isHit)
{
this.HitPrice = quotaion.Bid;
}
}
else if (this.Condition == AlertCondition.GreaterThanBid)
{
isHit = this.Price < quotaion.Bid;
if (isHit)
{
this.HitPrice = quotaion.Bid;
}
}
else if (this.Condition == AlertCondition.LessThanAsk)
{
isHit = this.Price > quotaion.Ask;
if (isHit)
{
this.HitPrice = quotaion.Ask;
}
}
else if (this.Condition == AlertCondition.GreaterThanAsk)
{
isHit = this.Price < quotaion.Ask;
if (isHit)
{
this.HitPrice = quotaion.Ask;
}
}
if (isHit)
{
this.State = AlertState.Hit;
this.HitPriceTimestamp = quotaion.Timestamp;
}
return(isHit);
}
private List <Guid> UpdateQuotation(List <AlertOverridedQuotation> overridedQs)
{
List <Guid> quotationChangedInstruments = new List <Guid>();
foreach (AlertOverridedQuotation quotaion in overridedQs)
{
if (!quotationChangedInstruments.Contains(quotaion.Instrument.Id))
{
quotationChangedInstruments.Add(quotaion.Instrument.Id);
}
Dictionary <Guid, Quotation> quotations = null;
if (!this.instrument2Quotations.TryGetValue(quotaion.Instrument.Id, out quotations))
{
quotations = new Dictionary <Guid, Quotation>();
this.instrument2Quotations.Add(quotaion.Instrument.Id, quotations);
}
quotations[quotaion.QuotePolicyID] = Quotation.From(quotaion);
}
return(quotationChangedInstruments);
}
private void HitAlerts(object state)
{
while (true)
{
this.marketQuotationsEvent.WaitOne();
try
{
while (true)
{
List <Alert> hitedAlerts = new List <Alert>();
List <Alert> expiredAlerts = new List <Alert>();
lock (this.lockObj)
{
if (this.marketQuotations.Count == 0)
{
break;
}
DateTime now = DateTime.Now;
List <AlertOverridedQuotation> overridedQs = this.marketQuotations.Dequeue();
List <Guid> quotationChangedInstruments = this.UpdateQuotation(overridedQs);
foreach (Guid instrumentId in quotationChangedInstruments)
{
ICollection <Alert> alerts = null;
if (this.instrument2Alerts.TryGetValue(instrumentId, out alerts) && alerts.Count > 0)
{
foreach (Alert alert in alerts)
{
if (alert.QuotePolicyId == null)
{
continue;
}
Quotation quotation = this.GetQuotation(alert.InstrumentId, alert.QuotePolicyId.Value);
if (quotation == null)
{
continue;
}
if (alert.State == AlertState.Pending)
{
if (alert.Expire(now))
{
Logger.InfoFormat("alert expire {0}", alert);
expiredAlerts.Add(alert);
}
else if (alert.Hit(quotation))
{
Logger.InfoFormat("alert hit {0}", alert);
hitedAlerts.Add(alert);
}
}
}
}
}
foreach (Alert alert in hitedAlerts)
{
Logger.Info(string.Format("PriceAlertManager.HitAlerts remove hit alert {0}", alert));
this.Remove(alert.Id);
}
foreach (Alert alert in expiredAlerts)
{
Logger.Info(string.Format("PriceAlertManager.HitAlerts remove expired alert {0}", alert));
this.Remove(alert.Id);
}
}
if (hitedAlerts.Count > 0)
{
this.SaveAlerts(hitedAlerts);
this.FireAlertHit(hitedAlerts);
}
if (expiredAlerts.Count > 0)
{
this.SaveAlerts(expiredAlerts);
this.FireAlertExpried(expiredAlerts);
}
if (this.marketQuotations.Count > 0)
{
Thread.Sleep(10);
}
else
{
break;
}
}
}
catch (Exception exception)
{
Logger.Error("PriceAlertManager.HitAlerts error", exception);
}
}
}
