private void BuildOrderLegs(int commoditySellID, ICollection <int> commodityBuyID, ConcurrentBag <IEnumerable <ProposedOrderLeg> > orderLegs,
Dictionary <int, Tuple <IEnumerable <Tuple <ThreadSafeAsk, ThreadSafeAskLeg> >, int> > proposedOrderLegs = null, int legLevel = 0, int maxLegDepth = 5, bool doLock = false)
{
legLevel++;
var targetCommdoity = commoditySellID;
ConcurrentDictionary <int, ConcurrentDictionary <long, ThreadSafeAsk> > openAsksByBuyer;
if (OpenAsksByBuyerCommdoity.TryGetValue(targetCommdoity, out openAsksByBuyer))
{
if (proposedOrderLegs == null)
{
proposedOrderLegs = new Dictionary <int, Tuple <IEnumerable <Tuple <ThreadSafeAsk, ThreadSafeAskLeg> >, int> >();
}
var openAsks = openAsksByBuyer.Where(a => (legLevel < maxLegDepth || commodityBuyID.Contains(a.Key)) && a.Value.Count > 0 && !proposedOrderLegs.ContainsKey(a.Key)).ToArray();
if (legLevel == 1)
{
Parallel.ForEach(openAsks, commodityGroup => ProcessCommdoityGroup(commodityBuyID, commodityGroup, proposedOrderLegs, orderLegs, legLevel, maxLegDepth, doLock, targetCommdoity));
}
else
{
foreach (var commodityGroup in openAsks)
{
ProcessCommdoityGroup(commodityBuyID, commodityGroup, proposedOrderLegs, orderLegs, legLevel, maxLegDepth, doLock, targetCommdoity);
}
}
}
}
public Task Start()
{
return(Task.Factory.StartNew(() =>
{
if (Token == null)
{
Token = new CancellationTokenSource();
}
AskRepositoryTask = AskRepository.Start(Token);
OpenAsksByBuyerCommdoity.Clear();
OpenAsks.Clear();
var commodities = CommodityRepository.GetCommodities();
Parallel.ForEach(commodities, c => OpenAsksByBuyerCommdoity.AddOrUpdate(c.CommodityID, new ConcurrentDictionary <int, ConcurrentDictionary <long, ThreadSafeAsk> >(), (k, o) => o));
Parallel.ForEach(OpenAsksByBuyerCommdoity, buyCommodityDictionary =>
{
foreach (var commodity in commodities)
{
buyCommodityDictionary.Value.AddOrUpdate(commodity.CommodityID, new ConcurrentDictionary <long, ThreadSafeAsk>(), (k, o) => o);
}
});
Parallel.ForEach(AskRepository.GetAsks(), ask =>
{
ThreadSafeAsk tAsk = CreateAsk(new ThreadSafeAsk(ask));
foreach (var commodityBuyID in tAsk.CommodityBuyID)
{
foreach (var commoditySellID in tAsk.CommoditySellID)
{
OpenAsksByBuyerCommdoity[commodityBuyID][commoditySellID].AddOrUpdate(tAsk.AskID, tAsk, (k, o) => o);
}
}
OpenAsks.AddOrUpdate(tAsk.AskID, tAsk, (k, o) => o);
});
}));
}
public void Dispose()
{
if (Token != null)
{
Token.Cancel(false);
}
if (AskProcessorTask != null)
{
AskProcessorTask.Wait();
}
if (AskRepositoryTask != null)
{
AskRepositoryTask.Wait();
}
OpenAsks.Clear();
OpenAsksByBuyerCommdoity.Clear();
}
