For anyone interest to see where I come from you can refer to part 1, but it is not necessary.
write file need to optimised for heavy traffic
Below is a snippet of code I have written to capture some financial tick data from the broker API. The code will run without error. I need to optimize the code, because in peak hours the zf_TickEvent method will be call more than 10000 times a second. I use a memorystream to hold the data until it reaches a certain size, then I output it into a text file.
The broker API is only single threaded.
void zf_TickEvent(object sender, ZenFire.TickEventArgs e)
{
outputString = string.Format("{0},{1},{2},{3},{4}\r\n",
e.TimeStamp.ToString(timeFmt),
e.Product.ToString(),
Enum.GetName(typeof(ZenFire.TickType), e.Type),
e.Price,
e.Volume);
fillBuffer(outputString);
}
public class memoryStreamClass
{
public static MemoryStream ms = new MemoryStream();
}
void fillBuffer(string outputString)
{
byte[] outputByte = Encoding.ASCII.GetBytes(outputString);
memoryStreamClass.ms.Write(outputByte, 0, outputByte.Length);
if (memoryStreamClass.ms.Length > 8192)
{
emptyBuffer(memoryStreamClass.ms);
memoryStreamClass.ms.SetLength(0);
memoryStreamClass.ms.Position = 0;
}
}
void emptyBuffer(MemoryStream ms)
{
FileStream outStream = new FileStream("c:\\test.txt", FileMode.Append);
ms.WriteTo(outStream);
outStream.Flush();
outStream.Close();
}
Question:
Any suggestion to make this even faster? I will try to vary the buffer length but in terms of code structure, is this (almost) the fastest?
When memorystream is filled up and I am emptying it to the file, what would happen to the new data coming in? Do I need to implement a second buffer to hold that data while I am emptying my first buffer? Or is c# smart enough to figure it out?
Thanks for any advice
