WCF MSMQ Integration Binding Configurations

 WCF service is just as normal:



    public interface IGMOWCFTrace
    {
        [OperationContract(IsOneWay = true, Action = "*")]
        void WriteLine(MsmqMessage gmoLogMsmq);
    }



   host = new ServiceHost(typeof(GMO.XIPCommon.Logging.GMOWCFTraceService));



 and Service config need to specify msmq and exactlyOnce=false for non-transactinal queue.



  <system.serviceModel>
    <services>
      <service
        name="GMO.XIPCommon.Logging.GMOWCFTraceService" >
        <endpoint address="msmq.formatname:DIRECT=OS:.\private$\Logging"
           binding="msmqIntegrationBinding"
                  bindingConfiguration="LoggingProcessorBinding"
                  contract="GMO.XIPCommon.Logging.IGMOWCFTrace">
        </endpoint>
      </service>
    </services>
    <bindings>
      <msmqIntegrationBinding>
        <binding name="LoggingProcessorBinding" exactlyOnce="false" >
          <security mode="None" />
        </binding>
      </msmqIntegrationBinding>
    </bindings>
  </system.serviceModel>  




WCF client has MSMQ code and optionally WCF Code:



 public override void WriteLine(object o)
  {
     Message msg = new Message();
     msg.Body = (GMO.XIPCommon.Logging.GMO_LOG_DataContract)o;
     loggingQueue.Send(msg);
 }



Note Client Configuration can optionally have WCF serviceModel to hint WCF services start processing. This is not absolutely needed but some of my test showed logging
stuck in MSMQ until a call is made to WCF Services:



  <system.serviceModel>
    <client>
      <endpoint    name="LoggingEndpoint"
                address="msmq.formatname:DIRECT=OS:.\private$\Logging"
                binding="msmqIntegrationBinding"
                bindingConfiguration="LoggingBinding"
                contract="GMO.XIPCommon.Logging.IGMOWCFTrace">
      </endpoint>
    </client>

    <bindings>
      <msmqIntegrationBinding>
        <binding name="LoggingBinding" exactlyOnce="false" >
          <security mode="None" />
        </binding>
      </msmqIntegrationBinding>
    </bindings>
  </system.serviceModel>



In other words, MSMQ integration need both MSMQ Code and WCF client code.

Sql Query Notification setup code

  
      string cs = "Server=vcgmo;Initial Catalog=AdventureWorks; User Id=sa; password=xxxxxx;";
        SqlConnection cn;

        SqlDependency.Start(cs);
        cn = new SqlConnection(cs);
        cn.Open();

        SqlDataReader r;
        SqlCommand cmd;
        SqlDependency sd;
        SqlDataAdapter ad;

        cmd = new SqlCommand("[dbo].[uspTest]", cn);
        sd = new SqlDependency(cmd);
        sd.OnChange += new OnChangeEventHandler(sd_OnChange);
        r = cmd.ExecuteReader();

        SqlDependency.Stop(cs);

   void sd_OnChange(object sender, SqlNotificationEventArgs e)  { }


Note: To enable SQL Notification, must run 

ALTER DATABASE [DatabaeName] SET ENABLE_BROKER;

in the Database

Call C++ Open MP from C# code

        static OMPCommon.TestCallback cb = new OMPCommon.TestCallback(Test);
        static void Main(string[] args)
        {
            OMPCommon.Helper.UseOMP(cb);
            Console.ReadLine();
        }
        static void Test(int i)
    {
        Console.WriteLine(i);
        Thread.Sleep(5000);
    }

// Set VS2008 C++ project Properties -->Configure --> C/C++ Language --> Support OpenMP
#include <omp.h>
#pragma once

using namespace System;

namespace OMPCommon {


 public delegate void TestCallback(int i);
 public ref class Helper
 {
 public:
  static void UseOMP(TestCallback^ cb)
  {
   omp_set_num_threads(10);
            #pragma omp parallel for
   for (int i=0;i<20; i++)
   {
    cb(i);
   }
  }
 };
}

Convert System.String to bstr

GMOBlotter::GMOBlotter(String^ TraderName, String^ TraderPassword, String^ XIPDBServer)
{
 ::bstr_t trader, pwd, server; 
 trader.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(TraderName).ToPointer()));
 pwd.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(TraderPassword).ToPointer()));
 server.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(XIPDBServer).ToPointer()));
    ::MxEnumReturnCode ret;
 ret=pMxgXOM->Login(trader, pwd, server, L"GMO_INTRADAY",::MxeEncryptionMethodNone);
};

VBS for NT services installation

Install/Uninstall by Name:

strComputer = "."
Set objWMIService = GetObject("winmgmts:" _
 & "{impersonationLevel=impersonate}!\\" & strComputer & "\root\cimv2")
Set colListOfServices = objWMIService.ExecQuery _
 ("SELECT * FROM Win32_Service WHERE Name = 'IA DB Logging'")
For Each objService in colListOfServices
 objService.StopService()
 objService.Delete()
Next

Install by source exe
DIM objShell
set objShell = wscript.createObject("wscript.shell")
iReturn = objShell.Run("C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\installUtil IACalcDaemon.exe")

C++ code for XIP Allocation

#import "C:\Program Files\Macgregor\XIP\Common\XIP\TypeLibs\MxXOM.tlb" no_namespace named_guids 
#import "C:\Program Files\Macgregor\XIP\Common\XIP\TypeLibs\Xip.tlb" no_namespace named_guids exclude("_IMxXOMEvents","IMxComponentInfo","MxEnumMsgCode","MxEnumObjectType","MxEnumReturnCode","MxEnumBoolean","MxEnumXOMAction","MxEnumRefreshEventType")
#import "C:\Program Files\Macgregor\XIP\Common\XIP\TypeLibs\MxOrderGenerator.tlb" no_namespace named_guids exclude("_IMxXOMEvents","IMxComponentInfo","MxEnumMsgCode","MxEnumObjectType","MxEnumReturnCode","MxEnumBoolean","MxEnumXOMAction","MxEnumRefreshEventType","MxEnumEncryptionMethod","IMxComponentInfo_701")

IMxgXOMPtr pMxgXOM(__uuidof(MxgXOM));

GMOBlotter::GMOBlotter(String^ TraderName, String^ TraderPassword, String^ XIPDBServer)
{
 ::bstr_t trader, pwd, server; 
 trader.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(TraderName).ToPointer()));
 pwd.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(TraderPassword).ToPointer()));
 server.Attach(static_cast(System::Runtime::InteropServices::Marshal::StringToBSTR(XIPDBServer).ToPointer()));
    ::MxEnumReturnCode ret;
 ret=pMxgXOM->Login(trader, pwd, server, L"GMO_INTRADAY",::MxeEncryptionMethodNone);
};

int GMOBlotter::Recalc(int TickNum)
{
 ::MxEnumReturnCode ret;
 ::HRESULT h;
  IMxXOMAcctsAllocPtr pAcctsAlloc;
  ::CoInitialize(NULL);
  
try
{

  IDispatchPtr pDis =pMxgXOM->GetCollection(L"TradeOrders");
  IMxXOMOrdersPtr pOrd=NULL;
  h=pDis->QueryInterface(::IID_IMxXOMOrders,(void **) &pOrd);
  IMxXOMOrder3Ptr pTOrd;
  VARIANT* v= new VARIANT();
  h=pOrd->Item(TickNum,v);
  v->pdispVal->QueryInterface(::IID_IMxXOMOrder2,(void**) &pTOrd);

 
  h=pTOrd->GetAcctsAlloc()->QueryInterface(::IID_IMxXOMAcctsAlloc,(void**) &pAcctsAlloc);
 
  ret=pAcctsAlloc->BeginProcessing();
 // ret=pAcctsAlloc->Recalc();
 pAcctsAlloc->raw_BeginProcessing(&ret);
  h=pAcctsAlloc->raw_Recalc(&ret);
  if (ret!=::MxeOK)
   String^ error="Error";
 
}
catch (System::Runtime::InteropServices::COMException^ cex)
{
 String^ err="";
 return -1;
}
catch (...)
{
 String^ err="";
 return -1;
}
finally
{
 pAcctsAlloc->raw_EndProcessing(::MxeProcessActionSave,&ret);
 // ret=pAcctsAlloc->EndProcessing(::MxeProcessActionSave);
}
if (ret!=::MxeOK) return -1;
  return 0;
};

TFS Branching and Merging draft Guideline

Branch and Merge is a core concept in TFS to facilate Source Control and release
 management. There are various approach to these topics. But here are brain-dump
 while encountering practical issues using TFS ( Team Fundation server).

(1) Agile Development Directory Structure representing Team, products, solutions,
 major branch

      Trading System
            CRD
            XIP
              GMO.XIP
                 Branches
                   2008
                   2009
                 Trunk


(2) Each branch represent a weekly release version. and Trunk should not be released.
    This will allows us to support different usage of XIP solution for different 
    business cases and still support common core.
    If CMMI are used, then the structure could be based on version number not related to Dates

(3) For non-release related feature (eg. new helper function or bug fixes), a 
feature branches should be used for the changes. In other words, Trunk can only be
changed through merge back from branches.

(4) Branching should be off Tip Revision (Latest Version), rather than a label since TFS needs 
to duplicated files on branching and we have to use duplicated directory structure, which in
 itself already acts like Label.