private void enqueueToProcess(QuickFix.FIX44.Message message)
{
try
{
queueToProcess.Enqueue(message);
}
catch (Exception ex)
{
logger.Error("enqueueToProcess: " + ex.Message, ex);
}
}
private OrderId GetOrderId(QuickFix.FIX44.Message message)
{
var brokerOrderId = message.GetField(Tags.OrderID);
if (this.orderIdIndex.TryGetValue(brokerOrderId, out var orderId))
{
return(orderId);
}
var newOrderId = new OrderId(message.GetField(Tags.ClOrdID));
this.orderIdIndex[brokerOrderId] = newOrderId;
return(newOrderId);
}
private void splitterThreadWork()
{
logger.Info("Iniciando thread de splitter processor");
long lastLog = 0;
while (_bKeepRunning)
{
try
{
QuickFix.FIX44.Message message = null;
if (queueToSplit.TryDequeue(out message))
{
logger.Debug("Splitting Message [" + message.Header.GetInt(34) + "] type [" + message.Header.GetString(35) + "]");
List <QuickFix.FIX44.Message> lstSplitted = FIXUtils.splitMessage(message, 0, null);
foreach (QuickFix.FIX44.Message splittedmsg in lstSplitted)
{
enqueueToProcess(splittedmsg);
}
if (MDSUtils.shouldLog(lastLog))
{
logger.Info("Mensagens para splitting FIX na fila: " + queueToSplit.Count);
lastLog = DateTime.UtcNow.Ticks;
}
continue;
}
Thread.Sleep(25);
}
catch (Exception ex)
{
logger.Error("splitterProc: " + ex.Message, ex);
}
}
logger.Info("Thread de splitter finalizada");
}
private void enqueueToSplit(QuickFix.FIX44.Message message)
{
try
{
machineGun.EnqueueMessage(message);
//queueToSplit.Enqueue(message);
//if (queueToSplit.Count == 1)
//{
// lock (syncObjSplit)
// {
// Monitor.Pulse(syncObjSplit);
// }
//}
}
catch (Exception ex)
{
logger.Error("enqueueToSplit: " + ex.Message, ex);
}
}
private void queueProc()
{
logger.Info("Iniciando thread de processamento da fila de mensagens FIX");
long lastLog = 0;
while (_bKeepRunning)
{
try
{
QuickFix.FIX44.Message message = null;
if (queueToProcess.TryDequeue(out message))
{
if (logger.IsDebugEnabled)
{
logger.Debug("Processing Message [" + message.Header.GetInt(34) + "] type [" + message.Header.GetString(35) + "]");
}
string channelID;
string msgtype = message.Header.GetString(QuickFix.Fields.Tags.MsgType);
switch (msgtype)
{
case QuickFix.FIX44.MarketDataIncrementalRefresh.MsgType:
if (message.GroupCount(QuickFix.Fields.Tags.NoMDEntries) > 0)
{
QuickFix.Group MDEntry = message.GetGroup(1, QuickFix.Fields.Tags.NoMDEntries);
string securityID = MDEntry.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.MarketDataSnapshotFullRefresh.MsgType:
if (message.IsSetField(QuickFix.Fields.Tags.SecurityID))
{
string securityID = message.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.SecurityList.MsgType:
if (message.GroupCount(QuickFix.Fields.Tags.NoRelatedSym) > 0)
{
QuickFix.Group MDEntry = message.GetGroup(1, QuickFix.Fields.Tags.NoRelatedSym);
string securityID = MDEntry.GetString(QuickFix.Fields.Tags.SecurityID);
string securityType = MDEntry.GetString(QuickFix.Fields.Tags.SecurityType);
channelID = dctChannel.GetOrAdd(securityID, securityType);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
case QuickFix.FIX44.SecurityStatus.MsgType:
if (message.IsSetField(QuickFix.Fields.Tags.SecurityID))
{
string securityID = message.GetString(QuickFix.Fields.Tags.SecurityID);
channelID = dctChannel.GetOrAdd(securityID, FIX_DEFAULT_WORKER);
}
else
{
channelID = FIX_DEFAULT_WORKER;
}
break;
default:
channelID = FIX_DEFAULT_WORKER;
break;
}
EventoFIX eventoFIX = new EventoFIX();
eventoFIX.ChannelID = channelID;
eventoFIX.MarketDepth = ConstantesUMDF.UMDF_MARKETDEPTH_MARKET_BY_ORDER;
eventoFIX.Message = message;
eventoFIX.MsgSeqNum = message.Header.GetInt(QuickFix.Fields.Tags.MsgSeqNum);
eventoFIX.MsgType = msgtype;
eventoFIX.StreamType = StreamTypeEnum.STREAM_TYPE_TCP_CONFLATED;
ContainerManager.Instance.EnqueueFIX(eventoFIX);
if (MDSUtils.shouldLog(lastLog))
{
logger.Info("Mensagens FIX para processar na fila: " + queueToProcess.Count);
lastLog = DateTime.UtcNow.Ticks;
}
continue;
}
Thread.Sleep(25);
}
catch (Exception ex)
{
logger.Error("queueProc: " + ex.Message, ex);
}
}
logger.Info("Thread de fila de mensagens FIX finalizada");
}
public bool Send(QuickFix.FIX44.Message msg)
{
return(session.Send(msg));
}
