public void AddConsumer(string pName, string pFromFolder, ConsumerDelegate pDelegate)
{
var _consumer = new R_Consumer(pName, pFromFolder, pDelegate);
consumers.Add(_consumer);
_consumer.Start();
}
// base constructor
public MdpBaseProvider(ILogger logger, ICoreClient client, MDSProviderId providerId, ConsumerDelegate consumer)
{
Logger = new FilterLogger(logger, $"{providerId}: ");
Client = client;
ProviderId = providerId;
_marketDataMap = new MarketDataMap(logger, providerId);
ConsumerCallback = consumer;
SubsMapExternal = new Dictionary <Guid, RealtimeRequestMap>();
}
public static void Go <TBuffer>(
Func <TBuffer> newBufferFunc,
ProducerDelegate <TBuffer> producer,
ConsumerDelegate <TBuffer> consumer,
CancellationToken cancel
)
{
BlockingCollection <TBuffer> unusedBuffers = new();
unusedBuffers.Add(newBufferFunc(), cancel);
unusedBuffers.Add(newBufferFunc(), cancel);
unusedBuffers.Add(newBufferFunc(), cancel);
BlockingCollection <(int Count, TBuffer Buffer)> consumerQueue = new();
long total = 0;
var producerTask = Task.Factory.StartNew(
() => {
while (!cancel.IsCancellationRequested)
{
var buffer = unusedBuffers.Take(cancel);
producer(buffer, out var batchCount);
if (batchCount <= 0)
{
break;
}
consumerQueue.Add((batchCount, buffer));
}
consumerQueue.CompleteAdding();
}, cancel, TaskCreationOptions.LongRunning, TaskScheduler.Default);
var consumerTask = Task.Factory.StartNew(
() => {
try {
while (!cancel.IsCancellationRequested)
{
var(count, buffer) = consumerQueue.Take(cancel);
total += count;
consumer(buffer, count, total);
unusedBuffers.Add(buffer);
}
} catch (InvalidOperationException) {
// thrown when we try to Take after CompleteAdding; just end the loop
}
}, cancel, TaskCreationOptions.LongRunning, TaskScheduler.Default);
producerTask.ConfigureAwait(false).GetAwaiter().GetResult();
consumerTask.ConfigureAwait(false).GetAwaiter().GetResult();
}
public R_Consumer(string pName, string pFromFolder, ConsumerDelegate pDelegate)
{
if (pDelegate == null)
{
throw new Exception("R_Consumer.Ctor | Invalid ConsumerDelegate! ");
}
name = pName;
fromFolder = pFromFolder;
pendingFilesFilter = "*." + name + AppConstants.PendingExtension;
consumerDelegate = pDelegate;
stop = false;
TimokLogger.Instance.LogRbr(LogSeverity.Status, "R_Consumer.Ctor", string.Format("Replication Consumer started, Consumer={0}, FileFilter={1}", name, pendingFilesFilter));
}
public static void Consumer(BlockingCollection <T> input, ConsumerDelegate worker, BlockingCollection <T> output)
{
System.Console.WriteLine("Consumer running ... ");
try
{
foreach (var item in input.GetConsumingEnumerable())
{
var result = worker(item);
output.Add(result);
}
}
finally
{
output.CompleteAdding();
}
}
public SimulatorPlugin(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.Simulator, consumer)
{
}
public static IQRMarketDataProvider Create(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
{
return(new SimulatorPlugin(logger, client, consumer));
}
public MdpNab(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.nabCurveDb, consumer)
{
}
public static IQRMarketDataProvider Create(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
{
return(new MdpBloomberg(logger, client, consumer));
}
//private readonly IDictionary<Guid, BloombergRequestMap> _SubsMapExternal;
public MdpBloomberg(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.Bloomberg, consumer)
{
}
public MdpGlobalIB(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.GlobalIB, consumer)
{
}
