Re: [Quickfix-developers] concurrent threads -- "External component hasthrown an exception"
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Re: [Quickfix-developers] concurrent threads -- "External component hasthrown an exception"
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From: Rick L. <ric...@gm...> - 2008-06-25 15:55:06
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I re-wrote a lot of this in MS Word so I could preserve the color
formatting of the code so it would be easier for people to read -- this
will almost certainly not compile (and yes, in my code it's actually >=,
but I removed a block of code, so I meant to replace it with ==).
Thanks.
Rick
or...@qu... wrote:
> Haven't completely gone through this, and not what you are looking for,
> but is this line correct?
> if (msgSeqNum = m_NextMarketDataSeqNum) {
>
> Did you mean this to be a comparison?
>
>
>> private void runProducerThread()
>> {
>> while (WaitHandle.WaitAny(m_SyncEventsMarketData.EventArray) != 1) {
>> // raw FAST-decoded data will come in through this Queue
>> ArrayList newMessages = new ArrayList();
>> lock (m_QueueMarketData.SyncRoot) {
>> newMessages.AddRange(m_QueueMarketData);
>> m_QueueMarketData.Clear();
>> }
>>
>> for (int msgNum = 0; msgNum < newMessages.Count; msgNum++) {
>> FASTDataPacket packet = (FASTDataPacket)newMessages[msgNum];
>> // my MarketDataDecoder will convert the FAST-encoded data
>> into a valid FIX message string
>> string msgText = m_MarketDataDecoder.ProcessPacket(packet);
>> // I create a QuickFix.Message object with this string and
>> my DataDictionary
>> QuickFix.Message message = new QuickFix.Message(msgText,
>> m_DataDictionary);
>> int msgSeqNum = message.getHeader().getInt(34);* *
>>
>> if (msgSeqNum = m_NextMarketDataSeqNum) {
>> // The other (consumer) thread, which I'm adding this
>> QuickFix.Message to will do the actual
>> // processing of the *contents* of the message -- this
>> thread simply ensures that we don't
>> // miss any UDP packets by looking at the MsgSeqNum of
>> each incoming packet. The other
>> // thread, then, doesn't have to worry about this.
>> lock (m_ConsumerQueue.SyncRoot) {
>> m_ConsumerQueue.Enqueue(message);
>> m_ConsumerSyncEvents.NewItemEvent.Set();
>> }
>> m_NextMarketDataSeqNum = msgSeqNum + 1;
>> } else {
>> // reconcile missed messages...
>> }
>> }
>> }
>> }
>> private void runConsumerThread()
>> {
>> // Wait for producer thread to add another QuickFix.Message to my Queue
>> while (!m_ConsumerSyncEvents.ExitThreadEvent.WaitOne(0, false) &&
>> WaitHandle.WaitAny(m_ConsumerSyncEvents.EventArray) != 1) {
>> ArrayList newMessages = new ArrayList();
>>
>> lock (m_ConsumerQueue.SyncRoot) {
>> newMessages.AddRange(m_ConsumerQueue);
>> m_ConsumerQueue.Clear();
>> }
>> for (int i = 0; i < newMessages.Count; i++) {
>> // Perform necessary processing on this Message object
>> QuickFix.Message message = (QuickFix.Message)newMessages[i];
>> int msgSeqNum = message.getHeader().getInt(34);
>> int numEntries = message.getInt(268);
>> // Each update will have multiple MDEntries
>> for (uint i = 0; i < numEntries; i++) {
>> QuickFix44.MarketDataIncrementalRefresh.NoMDEntries
>> group = new QuickFix44.MarketDataIncrementalRefresh.NoMDEntries();
>> message.getGroup(i + 1, group);
>> string securityID = group.getSecurityID().getValue();
>> MDPInstrument inst =
>> (MDPInstrument)m_ISINToInstrumentMap[securityID];
>>
>> if (inst != null) {
>> if (group.isSetField(83)) {
>> int rptSeqNum = group.getField(new
>> IntField(83)).getValue();
>> if (inst.lastMarketDataSeqNum != -1 && msgSeqNum
>> > inst.lastMarketDataSeqNum) {
>> // process inc refresh
>> MDUpdateAction updateAction =
>> group.getMDUpdateAction();
>> int entrySize = 0;
>> if (group.isSetMDEntrySize()) {
>> MDEntrySize mdEntrySize =
>> group.getMDEntrySize();
>> entrySize = (int)mdEntrySize.getValue();
>> }
>> double entryPrice = 0;
>>
>> MDEntryPx entryPx = group.getMDEntryPx();
>> entryPrice = entryPx.getValue();
>>
>> MDEntryType entryType = group.getMDEntryType();
>> bool implied = false;
>>
>> QuoteCondition quoteCondition = null;
>> if (group.isSetQuoteCondition()) {
>> quoteCondition = group.getQuoteCondition();
>>
>> if (group.isSetQuoteCondition()) {
>> if
>> (group.getQuoteCondition().getValue()[0] == 'K') {
>> implied = true;
>> }
>> }
>> }
>> if (group.isSetField(1020)) {
>> int tradeVolume = group.getField(new
>> IntField(1020)).getValue();
>> inst.SetTradeVolume(tradeVolume);
>> }
>>
>> if ((quoteCondition == null ||
>> quoteCondition.getValue()[0] != QuoteCondition.EXCHANGE_BEST)) {
>> int priceLevel = -1;
>> switch (entryType.getValue()) {
>> case MDEntryType.BID: {
>> // This is where the exception is occurring
>> *priceLevel =
>> group.getField(new IntField(1023)).getValue();** *
>> switch
>> (updateAction.getValue()) {
>> case MDUpdateAction.NEW:
>> // do necessary
>> processing...
>> break;
>> case MDUpdateAction.DELETE:
>> // do necessary
>> processing...
>> break;
>> case MDUpdateAction.CHANGE:
>> // do necessary
>> processing...
>> break;
>> }
>> }
>> break;
>> case MDEntryType.OFFER: {
>> // This is also where the exception is
>> occurring
>> *priceLevel =
>> group.getField(new IntField(1023)).getValue();** *
>> switch
>> (updateAction.getValue()) {
>> case MDUpdateAction.NEW:
>> // do necessary
>> processing...
>> break;
>> case MDUpdateAction.DELETE:
>> // do necessary
>> processing...
>> break;
>> case MDUpdateAction.CHANGE:
>> // do necessary
>> processing...
>> break;
>> }
>> }
>> break;
>> case MDEntryType.TRADE_VOLUME:
>> // do necessary processing...
>> break;
>> case
>> MDEntryType.TRADING_SESSION_LOW_PRICE:
>> // do necessary processing...
>> break;
>> case
>> MDEntryType.TRADING_SESSION_HIGH_PRICE:
>> // do necessary processing...
>> break;
>> case MDEntryType.SETTLEMENT_PRICE:
>> // do necessary processing...
>> break;
>> }
>> }
>> }
>> }
>> }
>> }
>> }
>> }
>> }<hr>-------------------------------------------------------------------------
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>>
>
>
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