Add execution timeout for a block of code

 delegate void EndProcessingWithTimeoutDelegate(ManualResetEvent m);

      .....

    bool TimedOut = true;
    EndProcessingWithTimeoutDelegate d = delegate
     {
        ret = acctsAlloc.EndProcessing(MxEnumProcessAction.MxeProcessActionSave);
        TimedOut = false;
        m.Set();
     };
   d.BeginInvoke(m, null, null);
   m.WaitOne(60000);
   if (TimedOut) {
      ...
   }
    else
    {
    }

Note that Timeout in 60 seconds

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;
};