private QuotationCommand Merge(ArrayList quotationCommands) { if (quotationCommands == null || quotationCommands.Count == 0) { return(null); } else if (quotationCommands.Count == 1) { return((QuotationCommand)quotationCommands[0]); } else { QuotationCommand lastQuotationCommand = (QuotationCommand)(quotationCommands[quotationCommands.Count - 1]); QuotationCommand mergingCommand = new QuotationCommand(lastQuotationCommand.Sequence); mergingCommand.Merge(quotationCommands); return(mergingCommand); } }
private void WriteForQuotation() { Token token; TraderState state = SessionManager.Default.GetTokenAndState(this._Id, out token); if (state == null || token == null) { Write(); return; } this._QuotationQueue.Clear(); this._QuotationQueue.Add(this._CurrentCommand.Quotation.QuotationCommand); while (this._Queue.Count > 0) { CommandForClient item = this._Queue.Peek(); if (item.CommandType != DataType.Quotation) { break; } item = this._Queue.Dequeue(); this._QuotationQueue.Add(item.Quotation.QuotationCommand); } byte[] content; if (this._QuotationQueue.Count == 1) { content = this._CurrentCommand.Quotation.GetPriceInBytes(token, state); } else { QuotationCommand command = new QuotationCommand(); command.Merge(this._QuotationQueue); content = QuotationTranslator.GetPriceInBytes(token, state, command, this._QuotationQueue[0].Sequence, this._QuotationQueue[this._QuotationQueue.Count - 1].Sequence); } if (content == null) { Write(); return; } this._CurrentPacket = SerializeManager.Default.SerializePrice(content); this.BeginWrite(this._CurrentPacket, 0, this._CurrentPacket.Length); }
private void Process() { while (true) { if (this._IsStoped) { break; } if (this._IsSendPriceImmediately) { WaitHandle.WaitAny(this._Events); QuotationCommand quotation; while (this._Queue.TryDequeue(out quotation)) { CommandManager.Default.AddQuotation(quotation); } } else { Thread.Sleep(_ProcessPeriodMilliseconds); var qotation = new QuotationCommand(); lock (this._Lock) { if (this._QuotationQueue.Count == 0) { continue; } qotation.Merge(this._QuotationQueue); this._QuotationQueue.Clear(); } if (qotation.OverridedQs == null || qotation.OverridedQs.Length == 0) { continue; } CommandManager.Default.AddQuotation(qotation); } } }
private void Process() { while (true) { if (this._IsStoped) { break; } if (this._IsSendPriceImmediately) { WaitHandle.WaitAny(this._Events); QuotationCommand quotation; while (this._Queue.TryDequeue(out quotation)) { CommandManager.Default.AddQuotation(quotation); } } else { Thread.Sleep(_ProcessPeriodMilliseconds); var qotation = new QuotationCommand(); lock (this._Lock) { if (this._QuotationQueue.Count == 0) { continue; } qotation.Merge(this._QuotationQueue); this._QuotationQueue.Clear(); } if (qotation.OverridedQs == null || qotation.OverridedQs.Length == 0) { continue; } CommandManager.Default.AddQuotation(qotation); } } }
private QuotationCommand Merge(ArrayList quotationCommands) { if (quotationCommands == null || quotationCommands.Count == 0) { return null; } else if (quotationCommands.Count == 1) { return (QuotationCommand)quotationCommands[0]; } else { QuotationCommand lastQuotationCommand = (QuotationCommand)(quotationCommands[quotationCommands.Count - 1]); QuotationCommand mergingCommand = new QuotationCommand(lastQuotationCommand.Sequence); mergingCommand.Merge(quotationCommands); return mergingCommand; } }
private void WriteForQuotation() { Token token; TraderState state = SessionManager.Default.GetTokenAndState(this._Id, out token); if (state == null || token == null) { Write(); return; } this._QuotationQueue.Clear(); this._QuotationQueue.Add(this._CurrentCommand.Quotation.QuotationCommand); while (this._Queue.Count > 0) { CommandForClient item = this._Queue.Peek(); if (item.CommandType != DataType.Quotation) { break; } item = this._Queue.Dequeue(); this._QuotationQueue.Add(item.Quotation.QuotationCommand); } byte[] content; if (this._QuotationQueue.Count == 1) { content = this._CurrentCommand.Quotation.GetPriceInBytes(token, state); } else { QuotationCommand command = new QuotationCommand(); command.Merge(this._QuotationQueue); content = QuotationTranslator.GetPriceInBytes(token, state, command, this._QuotationQueue[0].Sequence, this._QuotationQueue[this._QuotationQueue.Count - 1].Sequence); } if (content == null) { Write(); return; } this._CurrentPacket = SerializeManager.Default.SerializePrice(content); this.BeginWrite(this._CurrentPacket, 0, this._CurrentPacket.Length); }