/// <summary>
/// Generate and publish a set of quotes.
/// </summary>
private void GenerateAndPublishQuotes()
{
// get indexes of symbols we'll pick - quickly acquire lock on _subscribedSymbols list
// and make a clone of it by adding to a new list. Then we can release that lock.
List<string> clonedSubscribedSymbolsList = new List<string>();
lock (_symbolsLock)
{
clonedSubscribedSymbolsList.AddRange(_subscribedSymbols);
}
List<string> symbolsToPick = new List<string>();
for (int i = 0; i < clonedSubscribedSymbolsList.Count; i++)
{
int pick = rand.Next(0, 2);
if (pick == 1)
{
symbolsToPick.Add(clonedSubscribedSymbolsList[i]);
}
}
// for each symbol, get it's last price and it's price enumerator from their dictionaries
// and use them to generate a new quote for the symbol.
foreach (var symbol in symbolsToPick)
{
IEnumerator<double> priceEnumerator;
lock (_enumeratorsLock) // lock here to make sure that a subscribed thread isn't adding an enumerator to the list while we are retrieving.
{
priceEnumerator = _symbolToPriceEnumerator[symbol];
}
double lastPrice = priceEnumerator.Current;
priceEnumerator.MoveNext();
double newPrice = priceEnumerator.Current;
int volume = rand.Next(1, 10) * 50;
DateTime date = DateTime.Now;
Tick tick;
if (newPrice < lastPrice)
tick = Tick.Down;
else if (newPrice > lastPrice)
tick = Tick.Up;
else
tick = Tick.NoChange;
Quote newQuote = new Quote(symbol, newPrice, volume, date, tick);
QuoteArrived(newQuote);
}
}
/// <summary>
/// If there are subscribers to the QuoteArrived
/// event, then notify them.
/// </summary>
/// <param name="quote"></param>
protected virtual void OnQuoteArrived(Quote quote)
{
if (QuoteArrived != null)
QuoteArrived(quote);
}
void _source_QuoteArrived(Quote obj)
{
Action dispatchAction = () => Quotes.Insert(0, obj);
_currentDispatcher.BeginInvoke(dispatchAction);
}
