/*
* private static CP2ConnectorNative _instance;
*
* private static CP2ConnectorNative Create (IAlarmable alarmable)
* {
* _instance = new CP2ConnectorNative(alarmable);
* return _instance;
*
* }
*/
public /*static*/ UInt32 Callback(int *conn, int *listener, cg_msg_t *msg, void *data)
{
try
{
switch (msg->type)
{
case CG_MSG_STREAM_DATA:
{
cg_msg_streamdata_t *replmsg = (cg_msg_streamdata_t *)msg;
//string name = new string(replmsg->msg_name);
string name = Marshal.PtrToStringAnsi((IntPtr)replmsg->msg_name);
if (name == "deal")
{
Deal *deal = (Deal *)replmsg->data;
Int64 intpart = 0;
byte scale;
cg_bcd_get(deal->price, &intpart, &scale);
double price = intpart;
for (int i = 0; i < scale; i++)
{
price /= 10;
}
DateTime dtServer = new DateTime(deal->moment.year, deal->moment.month, deal->moment.day,
deal->moment.hour, deal->moment.minute, deal->moment.second,
deal->moment.msec);
DateTime dtLocal = (DateTime.Now).AddHours(-2);
double delta = (dtLocal - dtServer).TotalMilliseconds;
string marker = "";
if ((DateTime.Now - dtStarted).TotalSeconds > 3)
{
if (delta > 30)
{
marker = " <==";
// _alarmer.Error("native deals dt=" + delta);
Error("native deals dt=" + delta);
}
}
_log.Log("replID=" + deal->replID + " replRev=" + deal->replRev + " id_deal" + deal->id_deal + " isin_id=" + deal->isin_id
+ " moment=" + dtServer.ToString("hh:mm:ss.fff") + " dt=" + delta + marker);
}
else if (name == "orders_aggr")
{
orders_aggr *oa = (orders_aggr *)replmsg->data;
if (oa->isin_id != 430354 && oa->isin_id != 422393 &&
oa->isin_id != 457935 && oa->isin_id != 457974)
{
break;
}
Int64 intpart = 0;
byte scale;
cg_bcd_get(oa->price, &intpart, &scale);
double price = intpart;
for (int i = 0; i < scale; i++)
{
price /= 10;
}
string dt = CGTImeToString(oa->moment);
string msgToLog = String.Format("replId={0} replRev={1} isin_id={2} price={3} volume={4} moment={5}",
oa->replID, oa->replRev, oa->isin_id, price, oa->volume, dt);
_log.Log(msgToLog);
}
break;
}
case CG_MSG_P2REPL_ONLINE:
{
_log.Log("======================================================================== ONLINE ============================================================================================================================");
break;
}
case CG_MSG_TN_BEGIN:
{
_log.Log("==================================================== Begin ============================================================");
break;
}
case CG_MSG_TN_COMMIT:
{
_log.Log("==================================================== Commit ============================================================");
break;
}
case CG_MSG_OPEN:
{
break;
}
case CG_MSG_CLOSE:
{
break;
}
case CG_MSG_P2REPL_LIFENUM:
{
break;
}
// default:
}
}
catch (Exception e)
{
// _alarmer.Error("Error in native callback");
Error("Error in native callback");
}
// System.Threading.Thread.Sleep(1000);
return((UInt32)0);
}
public void ThredProcess()
{
pt = Marshal.AllocHGlobal(BUFFER_SIZE);
intPart = Marshal.AllocHGlobal(8);
scale = Marshal.AllocHGlobal(1);
//Int64* intPart = ( Int64*) Marshal.AllocHGlobal(16);
// byte* scale = (byte*) Marshal.AllocHGlobal(8);
//TODO check initialization
InitStock(_isinId);
long lng;
sbyte sb;
_logger = new CLogger(String.Format("CP2StockReaderNative_{0}", _isinId), false, "P2StockReaderNative");
int itmp = 0;
while (_bRun)
{
//ReadData(out pt);
try
{
ReadStock(_isinId, out pt);
int iBuy = 0;
int iSell = 0;
string stDebug = "";
for (int cnt = 0; cnt < 2 * STOCK_DEPTH; cnt++)
{
orders_aggr *el = (orders_aggr *)pt + cnt;
//if empty element
if (el->replID == 0)
{
continue;
}
decimal price = GetDecimalFromBCD(el->price);
long volume = el->volume;
sbyte dir = el->dir;
lock (_outStock.Lck)
{
//Direction
int ind = 0;
if (dir == (sbyte)EnmOrderDir.Buy)
{
ind = iBuy++;
}
else
{
ind = iSell++;
}
_outStock[(Direction)dir][ind].Price = price;
_outStock[(Direction)dir][ind].Volume = volume;
stDebug += String.Format("d={0} p={1} v={2}",
(Direction)dir,
_outStock[(Direction)dir][ind].Price,
_outStock[(Direction)dir][ind].Volume);
}
//_outStock.
/*
*
* //cg_bcd_get(el->price, &lng, &scale);
*
* Int64* intPartVal = (Int64*)intPart;
* sbyte* scaleVal = (sbyte*)scale;
* s
*
* if (intPartVal != null)
* Thread.Sleep(0);
*
* if (scaleVal != null)
* Thread.Sleep(0);
*
* // Console.WriteLine(el->volume.ToString());
*/
}
_outStock.UpdateBidAsk();
_dealingServer.UpdateInpStocks(_isinId, ref _outStock);
if (!_bSentStockRecieved)
{
_client.UpdateStockReieved(_isinId);
}
Log(stDebug);
Log("==================================================================================================");
Thread.Sleep(1);
}
catch (Exception e)
{
//TODO ERROR !
_dealingServer.Error("P2StockReaderNative.ThredProcess", e);
}
}
try
{
CloseStock(_isinId);
}
catch (Exception e)
{
_dealingServer.Error("P2StockReaderNative error close stock", e);
}
//Close();
}
