}//ProcessCreateEngine()
//
// *****************************************
// **** ProcessEngineEvent ****
// *****************************************
/// <summary>
/// A request from outside to change a parameter value.
/// </summary>
protected void ProcessEngineEvent(EngineEventArgs eventArgs)
{
ExecutionContainer strategy = null;
int strategyID = eventArgs.EngineContainerID; // parameter change requested for this strategy.
if (strategyID < 0)
{ // This request is for all strategies
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", eventArgs);
eventArgs.EngineHubName = this.ServiceName;
eventArgs.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(eventArgs);
}
else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
{ // Found the strategy, pass it the request now.
// He is on another thread, so give him a thread safe copy.
// He will be allowed to modify this object to compose his response.
//EngineEventArgs copyEventArgs = eventArgs.Copy();
strategy.ProcessEvent(eventArgs.Copy());
}
else
{ // Unknown strategy
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", eventArgs);
eventArgs.EngineHubName = this.ServiceName;
eventArgs.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(eventArgs);
}
}// ProcessParameterChangeRequest()
}// ProcessParameterChangeRequest()
//
//
// *****************************************
// **** ProcessSyntheticOrderRequest ****
// *****************************************
/// <summary>
/// A request for submission of a synthetic order.
/// </summary>
/// <param name="engineEventArg"></param>
private void ProcessSyntheticOrderRequest(EngineEventArgs engineEventArg)
{
SyntheticOrder syntheticOrder = (SyntheticOrder)engineEventArg.DataObjectList[0];
ExecutionContainer strategy = null;
int strategyID = engineEventArg.EngineContainerID;
if (strategyID < 0)
{ // This request is for all strategies
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Negative EngineContainerId not allowed in {0}.", syntheticOrder);
engineEventArg.EngineHubName = this.ServiceName;
engineEventArg.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(engineEventArg);
}
else if (m_ExecutionContainers[DefaultHubName].TryGetValue(strategyID, out strategy))
{ // Found the strategy, pass it the request now.
// He is on another thread, so give him a thread safe copy.
strategy.ProcessEvent(engineEventArg.Copy());
}
else
{ // Unknown strategy
Log.NewEntry(LogLevel.Error, "ProcessEngineEvent: Unknown EngineContainerId {0}", syntheticOrder);
engineEventArg.EngineHubName = this.ServiceName;
engineEventArg.Status = EngineEventArgs.EventStatus.Failed;
OnEngineChanged(engineEventArg);
}
}
}//ProcessServiceStateRequests()
//
//
// *****************************************************************
// **** ProcessCreateStrategyRequest() ****
// *****************************************************************
/// <summary>
/// Process request to create new Engine. All the operations here
/// are performed by the Hub thread. Once the Execution Strategy is
/// ready to be launched, it is passed to its own thread, and then
/// never again touched by the hub thread.
/// </summary>
/// <param name="eventArg">contains data</param>
private void ProcessCreateStrategyRequest(EngineEventArgs eventArg)
{ //
// Validate data in eventArg
//
if (eventArg.Status != EngineEventArgs.EventStatus.Request)
{ // I only respond to a request.
return;
}
if (eventArg.DataObjectList == null || eventArg.DataObjectList.Count < 2)
{
Log.NewEntry(LogLevel.Warning, "ProcessCreateNewContainer: Failed to extract data.");
return;
}
string xmlString = (string)eventArg.DataObjectList[0];
string strategyHubName = (string)eventArg.DataObjectList[1];
int engineCount = 0;
if (!int.TryParse((string)eventArg.DataObjectList[2], out engineCount))
{
engineCount = -1;
}
//
// Obtain the EngineContainer
//
Dictionary <int, ExecutionContainer> executionContainers = null;
if (!m_ExecutionContainers.TryGetValue(strategyHubName, out executionContainers))
{ // This is first container for this particular hub. Create a place for it.
executionContainers = new Dictionary <int, ExecutionContainer>();
if (string.IsNullOrEmpty(DefaultHubName))
{
DefaultHubName = strategyHubName;
}
m_ExecutionContainers.Add(strategyHubName, executionContainers);
}
ExecutionContainer container = null;
if (!executionContainers.TryGetValue(eventArg.EngineContainerID, out container))
{
container = new ExecutionContainer();
container.EngineContainerID = eventArg.EngineContainerID;
executionContainers.Add(container.EngineContainerID, container);
if (engineCount >= 0)
{
container.TotalEngineCount = engineCount;
}
container.EngineContainerName = "need ContainerName";
// Locate the Strategy server this request came from
IService iService;
if (AppServices.GetInstance().TryGetService(strategyHubName, out iService) && iService is IEngineHub)
{
container.RemoteEngineHub = (IEngineHub)iService;
}
// TODO: Continue initializing the container
}
//
// Create the Engine.
//
bool isSuccess = true;
byte[] byteArray = Encoding.ASCII.GetBytes(xmlString);
using (System.IO.MemoryStream stream = new System.IO.MemoryStream(byteArray))
{
try
{
StringifiableReader stringReader = new StringifiableReader(stream);
List <IStringifiable> objects = stringReader.ReadToEnd();
foreach (IStringifiable iObject in objects)
{
if (iObject is Engine)
{
if (container.TryAddEngine((Engine)iObject))
{
//Engine engine = (Engine)iObject;
//int engineID = engine.EngineID; // These are created via attributes (so they coincide with values set by StrategyHub).
//((Engine)iObject).SetupInitialize(this, container, engineID);
}
else
{
isSuccess = false;
Log.NewEntry(LogLevel.Warning, "ProcessCreateEngine: Failed to add {0} to container {1}.", iObject, container);
}
}
}
}
catch (Exception ex)
{
isSuccess = false;
Log.NewEntry(LogLevel.Warning, "ProcessCreateEngine: {0}", ex.Message);
}
}//using
if (isSuccess == false)
{
return;
}
// Finalize
if (engineCount == container.EngineList.Count && container.IOrderEngine != null)
{
//
container.SetupInitialize(this);
// The new engine created call back is now called on listener threads,
// after the execution strategy is ready to run. He must call his
// container function to broadcast his readiness!
// Connect the appropriate listener and START!
ExecutionListener listener = CreateListener(string.Format("Listener{0}", container.EngineContainerID));
container.AddExecutionListener(listener);
container.Start();
}
else
{
}
}//ProcessCreateEngine()