/// <summary>
/// send order and track it
/// </summary>
/// <param name="o"></param>
public void sendorder(Order o)
{
// ensure thread is running
if (!_processorderq)
{
debug("Sendorder tracker has not been Started, orders will not be sent.");
}
//get index
int idx = _loaded.getindex(o.symbol);
if (idx == GenericTracker.UNKNOWN)
{
// add index
_loaded.addindex(o.symbol, false);
// first time for this symbol, subscribe
if (SubscribeBeforeSend && subscribe(o.symbol))
{
debug(o.symbol + " not subscribed, subscribing.");
}
}
if (o.id == 0)
{
debug("No id, disabling max retry checking: " + o.ToString());
}
else
{
int oidx = _retries.addindex(o.id.ToString(), 0);
}
debug(o.symbol + " tracking order: " + o.ToString());
// queoe order
_orderq.Write(o);
}
/// <summary>
/// gets entire sent order
/// </summary>
/// <param name="id"></param>
/// <returns></returns>
public Order SentOrder(long id)
{
if (orders.getindex(id.ToString()) != GenericTracker.UNKNOWN)
{
return(orders[id.ToString()]);
}
else
{
return(new OrderImpl());
}
}
public static bool PlayHistoricalTicks(Response r, GenericTracker <string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker <int> actualdays = new GenericTracker <int>();
foreach (string sym in symbols)
{
actualdays.addindex(sym, 0);
}
// prepare to track all tickfiles
Dictionary <string, List <string> > files = new Dictionary <string, List <string> >();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List <string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
{
idx = symbols.getindex(sec.Symbol);
}
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
{
continue;
}
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
{
files.Add(sym, new List <string>());
}
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
{
allok = false;
}
}
return(allok);
}
/// <summary>
/// get index of an existing symbol
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
public int getindex(string symbol)
{
return(last.getindex(symbol));
}
void _ordersend_DoWork(object sender, DoWorkEventArgs e)
{
// process queue on seperate thread
while (_processorderq)
{
// process not yet sent, add to resend
while (_orderq.hasItems)
{
_resendq.Write(_orderq.Read());
}
// prepare new resends
List <Order> add2resend = new List <Order>(_estsymcount);
// process resends
while (_resendq.hasItems)
{
Order o = _resendq.Read();
// if symbol is not loaded and subscribe is requested, wait
if (SubscribeBeforeSend && !_loaded[o.symbol])
{
Thread.Sleep(_SUBSCRIBEPAUSE);
}
// get retry index
int oidx = _retries.getindex(o.id.ToString());
// get maximum retry
int maxretry = MaxRetries == 0 ? int.MaxValue : MaxRetries;
int tries = oidx < 0 ? 0 : _retries[oidx];
if (tries++ < maxretry)
{
// send
int err = sendordernow(o);
// if error, add to resend
if ((err != 0) && ResendOnError)
{
debug(o.symbol + " queing for resend " + o.id);
add2resend.Add(o);
}
else if ((err != 0) && ResendOnSelectError && SelectedErrors.Contains(err))
{
debug(o.symbol + " queing for resend " + o.id);
add2resend.Add(o);
}
else if (err != 0)
{
debug(o.symbol + " no re-send requested.");
}
}
if (oidx >= 0)
{
_retries[oidx] = tries;
}
if (_resendq.hasItems)
{
Thread.Sleep(_WAITITEM);
}
}
// add new resends
foreach (Order o in add2resend)
{
_resendq.Write(o);
}
Thread.Sleep(_SLEEP);
}
}
/// <summary>
/// whether full symbol is present
/// </summary>
/// <param name="sym"></param>
/// <returns></returns>
public bool isFullSymbolPresent(string sym)
{
var idx = longsym2secidx.getindex(sym);
return(idx >= 0);
}
/// <summary>
/// whether short symbol is present
/// </summary>
/// <param name="sym"></param>
/// <returns></returns>
public bool isSymbolPresent(string sym)
{
var idx = shortsym2secidx.getindex(sym);
return(idx >= 0);
}
/// <summary>
/// see if an order was pending
/// </summary>
/// <param name="id"></param>
/// <returns></returns>
public bool isPending(long id)
{
return(isPending(sent.getindex(id.ToString())));
}
