//
//
// *********************************************************
// **** ProcessProductsToRecord() ****
// *********************************************************
/// <summary>
/// Called by the hub thread to deal with requests for products to record. If more instruments are
/// requested at a later time this should handle it correctly, however this functionality is largely untested.
/// </summary>
/// <param name="requestArg"></param>
private void ProcessProductsToRecord(DataHubRequest requestArg)
{
foreach (object o in requestArg.Data)
{
ProductRequest prodRequest = (ProductRequest)o;
if (!m_ProductRequestList.Contains(prodRequest))
{ // we have never seen this exact request
if (!m_ProductsRequested.Contains(prodRequest.Product))
{ // we have also never requested this product!
m_ProductsRequested.Add(prodRequest.Product);
m_ProductRequestList.Add(prodRequest); // add it
m_Market.RequestProducts(prodRequest.Product); // request it
}
else
{ // we have request this product previously but may need to request more contracts now.
foreach (ProductRequest completedRequest in m_ProductRequestList)
{
if (completedRequest.Product == prodRequest.Product &&
prodRequest.nInstrumentsToRecord > completedRequest.nInstrumentsToRecord)
{// this is the same product and we want more contracts (if less we ignore it)
List <InstrumentName> instrumentsInProduct;
List <InstrumentDetails> instrumentDetailsList;
m_InstrumentsByProduct.TryGetValue(prodRequest.Product, out instrumentsInProduct); // find all the instruments
if (m_Market.TryGetInstrumentDetails(instrumentsInProduct, out instrumentDetailsList)) // get all the details
{ // we have instrument details to look at
instrumentDetailsList.Sort((x, y) => x.ExpirationDate.CompareTo(y.ExpirationDate)); // sort list by expirations
int noOfInstruments = Math.Min(prodRequest.nInstrumentsToRecord, instrumentDetailsList.Count); // if we are trying to subscribe to more contracts than exist!
for (int i = completedRequest.nInstrumentsToRecord - 1; i < noOfInstruments; i++)
{ // for every instrument past what we already have, subscribe
m_Market.RequestInstrumentPriceSubscription(instrumentDetailsList[i].InstrumentName); // subscribe to instrument
//m_Market.RequestInstrumentTimeAndSalesSubscription(instrumentDetailsList[i].InstrumentName);
m_InstrumentsRequested.Add(instrumentDetailsList[i].InstrumentName); // add it to our list of subscriptions.
} // end i
}
}
}
}
}
}
} // ProcessProductsToRecord
}//end HubEvent
//
//
//
//
#endregion// Hub Event Handler overrides
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//***********************************************
// **** Start() ****
//***********************************************
public override void Start()
{
//
// Create needed hubs
//
m_DatabaseWriterHub = new DatabaseWriterHub(m_DataBaseInfo);
m_DatabaseWriterHub.Log.AllowedMessages = LogLevel.ShowAllMessages;
m_DatabaseWriterHub.Log.IsViewActive = true;
m_DatabaseWriterHub.WriteCompleted += new EventHandler(this.HubEventEnqueue);
m_DatabaseWriterHub.Start();
m_QueryBuilderHub = new QueryBuilderHub(this, m_DatabaseWriterHub);
//
// Set datetime bars.
//
DateTime dt = Log.GetTime();
double totalSeconds = dt.Minute * 60.0 + dt.Second;
dt = dt.AddSeconds(-totalSeconds); // rip off minutes and seconds.
totalSeconds = Math.Ceiling(totalSeconds / m_BarTimeStep) * m_BarTimeStep; // rounding off to nearest bar.
totalSeconds += m_BarTimeStep; // increment to next bar.
dt = dt.AddSeconds(totalSeconds); // set bar time.
dt = dt.AddMilliseconds(-dt.Millisecond);
m_NextBar = dt;
base.m_WaitListenUpdatePeriod = 100; // update every n ms
//
// Find stop time.
//
DateTime today = DateTime.Today;
DateTime startTime = DateTime.Now;
m_EndRecordingDateTime = today.AddMinutes(60 * 16 + 20); // we want to stop each day at 4:20 pm
if (m_StopFrequency == StopFrequency.Daily)
{
if (startTime > m_EndRecordingDateTime) // it is already past 4:20, so stop the next day at 4:20
{
m_EndRecordingDateTime = m_EndRecordingDateTime.AddDays(1);
}
}
else if (m_StopFrequency == StopFrequency.Weekly)
{
int daysToAdd = ((int)DayOfWeek.Friday - (int)startTime.DayOfWeek + 7) % 7;
m_EndRecordingDateTime = m_EndRecordingDateTime.AddDays(daysToAdd);
}
Log.NewEntry(LogLevel.Major, "DataHub: Scheduled Shutdown for {0} ", m_EndRecordingDateTime);
//
List <ProductRequest> startingRequestList;
ProductRequest.TryCreateFromFile("ProductRequest.txt", out startingRequestList);
//
// Split requests into smaller subsets to avoid TT Choking.
//
if (startingRequestList.Count > m_MaxProductsPerRequest)
{ // we need to subset.
int reqCount = 0; //dummy counter varialble
while (reqCount < startingRequestList.Count)
{ // iterate through and subset lists until we are completed.
List <ProductRequest> subsettedList = new List <ProductRequest>();
int endOfList = Math.Min(m_MaxProductsPerRequest, startingRequestList.Count - reqCount); //this ensures we don't mess up the indexing
subsettedList = startingRequestList.GetRange(reqCount, endOfList);
m_SplitProdReqs.Add(subsettedList);
reqCount += m_MaxProductsPerRequest;
}
}
else
{
m_SplitProdReqs.Add(startingRequestList); // no need to subset, just add them all.
}
m_nProductRequested = startingRequestList.Count; // store for reporting purposes
//
// Send email's on startup
//
if (m_IsEmailOnStartStop)
{ // we can abuse the DataBaseWrtiter to send start and stop emails
DatabaseWriterEventArgs emailEvent = new DatabaseWriterEventArgs();
emailEvent.Request = DatabaseWriterRequests.SendEmail;
emailEvent.QueryBase.AppendFormat("Data Hub Starting {0}", DateTime.Now);
emailEvent.QueryValues.AppendFormat("Data Hub requesting {0} products to be recorded to {1}. Scheduled for shutdown at {2}",
m_nProductRequested,
m_DataBaseInfo.Location,
m_EndRecordingDateTime);
m_DatabaseWriterHub.HubEventEnqueue(emailEvent);
}
base.Start();
m_IsReadyToRequest = true;
}// Start()
