UINT __cdecl DoReadTickThread(LPVOID param)
{
// we need a queue object
TLServer_WM* tl = (TLServer_WM*)param;
// ensure it's present
if (tl==NULL)
{
return OK;
}
// process until quick req
while (tl->_go)
{
// process ticks in queue
while (tl->_go && (tl->_readticks < tl->_tickcache.size()))
{
// if we're done reading, quit trying
if ((tl->_readticks>=tl->_writeticks) && !tl->_tickflip)
break;
// read next tick from cache
TLTick k;
k = tl->_tickcache[tl->_readticks++];
// send it
tl->SrvGotTick(k);
// if we hit end of cache buffer, ring back around to start
if (tl->_readticks>=tl->_tickcache.size())
{
tl->_readticks = 0;
tl->_tickflip = false;
}
// this is from asyncresponse, but may not be same
// functions because it doesn't appear to behave as nicely
//ResetEvent(tl->_tickswaiting);
//WaitForSingleObject(tl->_tickswaiting,INFINITE);
}
Sleep(100);
}
// mark thread as terminating
tl->_startthread = false;
// end thread
return OK;
}
static void __stdcall Basics()
{
// we need this line here in order to create windows from the cfix
// console application that runs our tests
if (!AfxWinInit(::GetModuleHandle(NULL), NULL, ::GetCommandLine(), 0))
return;
// setup our objects
TLServer_WM s;
s.Start();
TestClient c;
TestClient c2;
char* sym = "TST";
int size = 200;
double price = 100;
TLMarketBasket mb;
mb.Add(sym);
c.Subscribe(mb);
// initial tests
CFIX_ASSERT(c.ticks+c.fills+c.orders==0);
// Tick test
TLTick k;
symcp(k.sym,sym);
//k.sym = sym;
k.trade = price;
k.size = size;
s.SrvGotTick(k); // send tick
CFIX_ASSERT(c.ticks==1);
// test output
// cout<<strcat(c.lasttick.sym,k.sym)<<endl;
CFIX_ASSERT(isstrsame(c.lasttick.sym,k.sym));
CFIX_ASSERT(c.lasttick.trade==k.trade);
// make sure ticks were not copied to other clients
CFIX_ASSERT(c.ticks!=c2.ticks);
// Fill test
TLTrade f;
f.symbol = sym;
f.xprice = price;
f.xsize = size;
f.xdate = 20081220;
f.xtime = 1556;
f.side = true;
s.SrvGotFill(f);
CFIX_ASSERT(c.fills==1);
CFIX_ASSERT(c.lastfill.symbol==f.symbol);
CFIX_ASSERT(c.lastfill.xprice==f.xprice);
// make sure fills were copiedto other clients
CFIX_ASSERT(c.fills==c2.fills);
// Order test
TLOrder o;
o.symbol = sym;
o.price = price;
o.size = size;
s.SrvGotOrder(o);
CFIX_ASSERT(c.orders==1);
CFIX_ASSERT(c.lastorder.symbol==o.symbol);
CFIX_ASSERT(c.lastorder.price==o.price);
// make sure orders were copied to other clients
CFIX_ASSERT(c.orders==c2.orders);
// performance test ticks
// reset ticks
c.ticks = 0;
// get random ticks
const int MAXTICKS = 1000;
vector<TLTick> ticks;
for (int i = 0; i<MAXTICKS; i++)
{
TLTick k;
symcp(k.sym,sym);
k.size = size;
k.trade = rand();
ticks.push_back(k);
}
// start timer
unsigned long start = GetTickCount();
// send ticks to clients
for (unsigned int i =0; i<ticks.size(); i++)
s.SrvGotTick(ticks[i]);
// stop timer
unsigned long stop = GetTickCount();
// elapased time
int elap = (stop - start);
// ticks per second
int rate = (MAXTICKS / elap)*1000;
CFIX_LOG(L"Performance elap (ms): %i",elap);
CFIX_LOG(L"Performance (ticks/sec): %i",rate);
// make sure it took reasonable time
CFIX_ASSERT(elap<200);
}