private void fetchSymbols(Message message)
{
try
{
SequenceValue sequence;
if (message.IsDefined("RelatedSymbols"))
{
sequence = message.GetSequence("RelatedSymbols");
}
else
{
sequence = message.GetSequence("RelatedSym");
}
int ocorrencias = sequence.Length;
logger.Debug("LISTA_INSTRUMENTO Sequencial[" +
message.GetInt("MsgSeqNum") +
"] Ocorrencias[" + ocorrencias + "]");
List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE);
foreach (Message newMessage in mensagens)
{
MDSUtils.EnqueueEventoUmdf(newMessage,
this.channelConfig.SecurityListTemplateID,
this.channelConfig.ChannelID,
this.channelConfig.Segment,
ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE,
channelConfig.MarketDepth,
StreamTypeEnum.STREAM_TYPE_SECURITY_DEFINITION);
}
}
catch (Exception e)
{
logger.Error("Campo nao encontrado na mensagem: " + e.Message, e);
}
}
protected override void umdfMessageProcessor()
{
try
{
logger.Info("Carregando lista de Templates:");
String securityListTemplateID = this.channelConfig.SecurityListTemplateID;
listaSecurityListTemplateID = securityListTemplateID.Split(",".ToCharArray());
String mdIncrementalTemplateID = this.channelConfig.MDIncrementalTemplateID;
listaMDIncrementalTemplateID = mdIncrementalTemplateID.Split(",".ToCharArray());
String securityStatusTemplateID = this.channelConfig.SecurityStatusTemplateID;
listaSecurityStatusTemplateID = securityStatusTemplateID.Split(",".ToCharArray());
String newsTemplateID = this.channelConfig.NewTemplateID;
listaNewsTemplateID = newsTemplateID.Split(",".ToCharArray());
foreach (string templateID in listaSecurityListTemplateID)
{
logger.Info("SecurityList template [" + templateID + "]");
}
foreach (string templateID in listaMDIncrementalTemplateID)
{
logger.Info("MDIncremental template [" + templateID + "]");
}
foreach (string templateID in listaSecurityStatusTemplateID)
{
logger.Info("SecurityStatus template [" + templateID + "]");
}
foreach (string templateID in listaNewsTemplateID)
{
logger.Info("News template [" + templateID + "]");
}
long lastLogTicks = 0;
while (bKeepRunning)
{
int seqNum = 0;
int tcpSeqNum = 0;
if (ProcessamentoMensagensEnabled == false)
{
lock (ProcessamentoMensagensLockObject)
{
Monitor.Wait(ProcessamentoMensagensLockObject, 100);
continue;
}
}
Message message;
if (!queueToProcessor.TryDequeue(out message))
{
lock (syncQueueToProcessor)
{
Monitor.Wait(syncQueueToProcessor, 50);
}
continue;
}
//TODO: revisar o algoritmo de conciliacao das filas
/*
* if ( message == null )
* {
* logger.Debug("Timeout aguardando pacote FAST");
* continue;
* }*/
// Tratamento de Sequence Reset
//if (ConstantesMDSUMDF.FAST_MSGTYPE_SEQUENCERESET.equals(message.GetString("MsgType")))
string msgType;
if (message.Template.HasField("MsgType"))
{
msgType = message.GetString("MsgType");
}
else
{
msgType = message.GetString("MessageType");
}
if (msgType.Equals(ConstantesUMDF.FAST_MSGTYPE_SEQUENCERESET))
{
lastMsgSeqNum = 0;
if (message.Template.HasField("NewSeqNo"))
{
lastMsgSeqNum = message.GetInt("NewSeqNo");
}
logger.InfoFormat("Recebido SequenceReset - lastMsgSeqNum[{0}]", lastMsgSeqNum);
seqContador = lastMsgSeqNum;
continue;
}
if (msgType.Equals(ConstantesUMDF.FAST_MSGTYPE_HEARTBEAT))
{
logger.Info("Recebeu Hearbeat");
continue;
}
String sendingTime = message.GetString("SendingTime").Substring(0, 8);
// Descarta as mensagens ja recebidas no snapshot
if (message.IsDefined("MsgSeqNum"))
{
seqNum = message.GetInt("MsgSeqNum");
if (seqNum <= lastMsgSeqNum)
{
if (lastSendingTime.Equals(""))
{
lastSendingTime = sendingTime;
}
if (sendingTime.CompareTo(lastSendingTime) > 0)
{
logger.Info("Virou o dia! [" + sendingTime + "]");
lastMsgSeqNum = seqNum;
seqContador = lastMsgSeqNum;
}
else
{
logger.Info("Descartando msg [" + seqNum + "]");
continue;
}
}
}
/*
* while ( this.filaTCPReplay.size() > 0 )
* {
* logger.Debug("Mensagens na fila do TCP-Replay: " + this.filaTCPReplay.size());
*
* messageTcp = this.filaTCPReplay.take();
* tcpSeqNum = messageTcp.getInt("MsgSeqNum");
*
* if ( tcpSeqNum <= this.lastMsgSeqNum )
* {
* logger.Error("Descartando msg replay [" + tcpSeqNum + "]");
* continue;
* }
*
* if (tcpSeqNum >= seqNum )
* {
* logger.Debug("tcpSeqNum[" + tcpSeqNum + "] >= seqNum[" + seqNum + "] - saindo do loop da fila TCP-Replay");
* break;
* }
*
* logger.Debug("Processando msg replay [" + tcpSeqNum + "]");
*
* processMD(messageTcp);
* this.lastMsgSeqNum = tcpSeqNum;
* }
*/
if (logger.IsDebugEnabled)
{
logger.Debug("Processando msg [" + message.ToString() + "]");
}
if (MDSUtils.shouldLog(lastLogTicks))
{
string convertedmsg = message.ToString();
lastLogTicks = DateTime.UtcNow.Ticks;
logger.Info("Tamanho da fila: " + this.queueToProcessor.Count);
string msgTruncado = (convertedmsg.Length < 200 ? convertedmsg : convertedmsg.Substring(0, 200));
monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
"Incr - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + " - " + msgTruncado;
monitorConfig.channels[channelConfig.ChannelID].AddDetails(
"3) Incremental", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"), msgTruncado);
}
if (listaMDIncrementalTemplateID.Any(message.Template.Id.Contains) ||
listaSecurityListTemplateID.Any(message.Template.Id.Contains))
{
List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_INCREMENTAL_SINGLE);
string templateID = ConstantesUMDF.FAST_MSGTYPE_INCREMENTAL_SINGLE;
if (listaSecurityListTemplateID.Any(message.Template.Id.Contains))
{
templateID = ConstantesUMDF.FAST_MSGTYPE_SECURITYLIST_SINGLE;
}
foreach (Message newMessage in mensagens)
{
MDSUtils.EnqueueEventoUmdf(newMessage,
newMessage.Template.Id,
channelConfig.ChannelID,
channelConfig.Segment,
templateID,
channelConfig.MarketDepth,
StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
}
}
else if (listaSecurityStatusTemplateID.Any(message.Template.Id.Contains))
{
MDSUtils.EnqueueEventoUmdf(message,
message.Template.Id,
channelConfig.ChannelID,
channelConfig.Segment,
channelConfig.MarketDepth,
StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
}
else if (listaNewsTemplateID.Any(message.Template.Id.Contains))
{
MDSUtils.EnqueueEventoUmdfNews(message,
message.Template.Id,
channelConfig.ChannelID,
channelConfig.Segment,
ConstantesUMDF.FAST_MSGTYPE_NEWS,
StreamTypeEnum.STREAM_TYPE_MARKET_INCREMENTAL);
}
else
{
logger.Error("Template ID nao reconhecido [" + message.Template.Id + "]");
}
lastMsgSeqNum = seqNum;
lastSendingTime = sendingTime;
} // main loop
logger.Info("Fim");
}
catch (Exception ex)
{
logger.Error("Damn: " + ex.Message, ex);
bKeepRunning = false;
monitorConfig.channels[channelConfig.ChannelID].RemoveDetails("3) Incremental");
}
}
protected override void umdfMessageProcessor()
{
try
{
logger.Debug("Processando mensagens de recovery");
string recoveryTemplateID = channelConfig.MDRecoveryTemplateID.ToString();
listaRecoveryTemplateID = recoveryTemplateID.Split(",".ToCharArray());
long lastLogTicks = 0;
while (bKeepRunning)
{
try
{
//Message message = this.filaMensagensUMDF.take();
Message message;
if (!queueToProcessor.TryDequeue(out message))
{
Thread.Sleep(50);
continue;
}
// Notifica o fim do snapshot para inicio do tratamento do incremental
if (listaRecoveryTemplateID.Any(message.Template.Id.Contains))
{
List <Message> mensagens = UmdfUtils.splitMessage(message, channelConfig.MarketDepth, ConstantesUMDF.FAST_MSGTYPE_SNAPSHOT_SINGLE);
foreach (Message newMessage in mensagens)
{
MDSUtils.EnqueueEventoUmdf(newMessage,
this.channelConfig.MDRecoveryTemplateID,
this.channelConfig.ChannelID,
this.channelConfig.Segment,
ConstantesUMDF.FAST_MSGTYPE_SNAPSHOT_SINGLE,
channelConfig.MarketDepth,
StreamTypeEnum.STREAM_TYPE_MARKET_RECOVERY);
if (MDSUtils.shouldLog(lastLogTicks))
{
lastLogTicks = DateTime.UtcNow.Ticks;
string msgTruncado = (message.ToString().Length < 200 ? message.ToString() : message.ToString().Substring(0, 200));
monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
"Snapshot - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + " - " + msgTruncado;
monitorConfig.channels[channelConfig.ChannelID].AddDetails(
"2) Snapshot", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"), msgTruncado);
}
}
if (message.IsDefined("MsgSeqNum") && message.IsDefined("TotNumReports"))
{
int seqNum = message.GetInt("MsgSeqNum"); //34
int totNumReports = message.GetInt("TotNumReports"); //911
if (seqNum == 1)
{
int LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
bCanProcess = true;
logger.Info("Inicio do processamento do snapshot: " + totNumReports + " msgs");
logger.Info("Notificando observers, LastMsgSeqNumProcessed:" + LastMsgSeqNumProcessed);
RecoveryStartedEventArgs e = new RecoveryStartedEventArgs();
e.LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
if (this.OnRecoveryStarted != null)
{
OnRecoveryStarted(this, e);
}
}
if (seqNum == totNumReports && bCanProcess)
{
int LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
logger.Info("Fim do processamento do snapshot: " + totNumReports + " msgs");
logger.Info("Notificando observers, LastMsgSeqNumProcessed:" + LastMsgSeqNumProcessed);
RecoveryCompletedEventArgs e = new RecoveryCompletedEventArgs();
e.LastMsgSeqNumProcessed = message.GetInt("LastMsgSeqNumProcessed");
monitorConfig.channels[channelConfig.ChannelID].dateTimeStartedStopped =
"Snapshot - " + DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss") + ": Snapshot completo!";
monitorConfig.channels[channelConfig.ChannelID].AddDetails(
"2) Snapshot", DateTime.Now.ToString("dd/MM/yyyy HH:mm:ss"),
"Snapshot completo! Ultimo SeqNum[" + e.LastMsgSeqNumProcessed + "]");
if (this.OnRecoveryCompleted != null)
{
OnRecoveryCompleted(this, e);
}
bKeepRunning = false;
break;
}
}
else
{
logger.Error("Template ID nao reconhecido [" + message.Template.Id + "]");
}
}
}
catch (Exception ex)
{
logger.Error("umdfMessageProcessor: " + ex.Message, ex);
bCanProcess = false;
}
}
Stop();
logger.Debug("Fim");
}
catch (Exception ex)
{
logger.Error("Damn: " + ex.Message, ex);
monitorConfig.channels[channelConfig.ChannelID].RemoveDetails("2) Snapshot");
//bKeepRunning = false;
}
}
