private static IRealtimeQuotationProcessorService CreateRealtimeQuotationProcessorService(string url, int timeoutInSecond = 30)
{
EndpointAddress address = new EndpointAddress(url);
NetTcpBinding binding = new NetTcpBinding(SecurityMode.None);
binding.MaxBufferPoolSize = binding.MaxReceivedMessageSize = binding.MaxBufferSize = 16 * 1024 * 1024;
binding.SendTimeout = TimeSpan.FromSeconds(timeoutInSecond);
binding.OpenTimeout = TimeSpan.FromSeconds(timeoutInSecond);
ChannelFactory <IRealtimeQuotationProcessorService> factory = new ChannelFactory <IRealtimeQuotationProcessorService>(binding, address);
IRealtimeQuotationProcessorService service = factory.CreateChannel();
return(service);
}
private QuotationBroadcastHelper(StateServer stateServer, TransactionServer.Service transactionServerService)
{
this._StateServer = stateServer;
this._TransactionServerService = transactionServerService;
string host = new Uri(transactionServerService.Url).Host;
string port = ConfigurationManager.AppSettings["iExchange.StateServer.TransactionServer.RealtimeQuotationServicePort"];
this.realtimeQuotationProcessorServiceUrl = string.Format("net.tcp://{0}:{1}/TransactionServer/RealtimeQuotationProcessService", host, string.IsNullOrEmpty(port) ? "9090" : port);
this.realtimeQuotationProcessorService = CreateRealtimeQuotationProcessorService(this.realtimeQuotationProcessorServiceUrl);
this._TransactionServerService.Timeout = 1800000;
this._QuotationForBroadcastQueue = new Queue <QuotationForBroadcast>();
this._BroadcastThread = new Thread(this.Broadcast);
this._BroadcastThread.IsBackground = true;
this._BroadcastThread.Start();
}
private void Broadcast()
{
while (true)
{
this._QuotationArriveEvent.WaitOne();
try
{
while (true)
{
QuotationForBroadcast quotation = null;
AutoFillResultInString[] autoFillResults;
lock (this._QuotationForBroadcastQueue)
{
//if (this._QuotationForBroadcastQueue.Count == 4)
{
quotation = this._Merger.MergeAndGetQuotationToBroadcast(this._QuotationForBroadcastQueue);
this._QuotationForBroadcastQueue.Clear();
}
}
if (quotation == null)
{
break;
}
if (EnableLog)
{
AppDebug.LogEvent("StateServer.QuotationBroadcastHelper",
string.Format("Quotation send to TransactionServer: {0}", quotation), EventLogEntryType.Information);
}
Stopwatch watch = new Stopwatch();
watch.Start();
//XmlNode xmlHitOrders = this._TransactionServerService.SetQuotation(quotation.Token, quotation.OriginQuotations, quotation.OverridedQuotations, out autoFillResults);
string hitOrders = this.realtimeQuotationProcessorService.SetQuotation(quotation.Token, quotation.OriginQuotations, quotation.OverridedQuotations, out autoFillResults);
XmlNode xmlHitOrders = null;
if (!string.IsNullOrEmpty(hitOrders))
{
XmlDocument document = new XmlDocument();
document.LoadXml(hitOrders);
xmlHitOrders = document.DocumentElement;
}
watch.Stop();
AppDebug.LogEvent("StateServer",
string.Format("QuotationBroadcastHepler.Broadcast, call TransactionServer.SetQuotation consume time = {0} ms", watch.ElapsedMilliseconds), EventLogEntryType.Information);
AutoFillResult[] autoFillResults2 = autoFillResults == null ? null : new AutoFillResult[autoFillResults.Length];
if (autoFillResults != null)
{
int index = 0;
foreach (AutoFillResultInString source in autoFillResults)
{
autoFillResults2[index++] = source.ToAutoFillResult();
}
}
Token token = quotation.Token == null ? StateServer.Token: quotation.Token;
this._StateServer.AfterBroadcastQuotationToTransactionServer(token, xmlHitOrders, autoFillResults2, this._TransactionServerService);
}
}
catch (Exception ex)
{
AppDebug.LogEvent("StateServer",
string.Format("QuotationBroadcastHepler.Broadcast to {0} call TransactionServer.SetQuotation error {1}", this.realtimeQuotationProcessorServiceUrl, ex), EventLogEntryType.Error);
this.realtimeQuotationProcessorService = CreateRealtimeQuotationProcessorService(this.realtimeQuotationProcessorServiceUrl);
}
}
}