c# Null Value Exception inside lock live data collection/aggregation

Question

Lets suppose I have a single class that has two methods OnBarEvent & Update.

Update: subscribes to a continuous stream of data that comes in asynchronously.

OnBarEvent: will send an event out every n minutes. I am using a timer class to keep track of time and then just have SendEvent attached to the timer class event handler. Essentially, this method will be called whenever N minutes pass

The program will receive asynchronous data via OnEvent which will just summarize the data over a period of time. Once a specified time has passed, then the SendEvent will be called

namespace Common.Aggregator
{

    public class BaseTimeAggregator
    {
        //The last time we emitted a consolidated bar
        private DateTime? _lastEmit;
        //The minimum timespan between creating new bars.
        private readonly TimeSpan? _period;
        //The working bar used for aggregating the data
        private Bar _workingBar;
        //The last working bar
        private Bar l_workingBar;
        //The Start Time 
        private DateTime StartTime;
        private System.Timers.Timer timer;
        public new event EventHandler<Bar> DataConsolidated;



        private void OnBarEvent(Object source, System.Timers.ElapsedEventArgs e)
        {


            if (DateTime.Now > StartTime)
            {
                if (_workingBar != null)
                {
                    //Console.WriteLine("New Bar: {0}", e.SignalTime);


                    lock (_workingBar)
                    {
                        // Fire Bar
                        var workingTradeBar = _workingBar as Bar;

                        if(l_workingBar == null)
                        {

                            decimal close_ret = workingTradeBar.Close / workingTradeBar.PreClosePrice;
                            workingTradeBar.Logret = (decimal)Math.Log((double)close_ret);

                        }
                        else
                        {

                            // PROBLEM: workingTradeBar can be null here for some reason
                            decimal value = workingTradeBar.Close / l_workingBar.Close;
                            workingTradeBar.Logret = (decimal) Math.Log((double)value);

                        }



                        l_workingBar = workingTradeBar;
                        DataConsolidated(this, workingTradeBar);
                        _workingBar = null;
                    }

                }

            }
        }


        public void Update(Tick data)
        {
            AggregateBar(data);
        }



        protected void AggregateBar(Tick data)
        {

            // Create New Bar
            if (_workingBar == null)
            {
                _workingBar = new Bar(data.LastPrice, data.LastPrice, data.LastPrice, data.LastPrice);
                _workingBar.PreClosePrice = data.PreClosePrice;

            }


            lock (_workingBar)
            {
                // In the case it got accessed in between 
                if (_workingBar == null)
                {
                    _workingBar = new Bar(data.LastPrice, data.LastPrice, data.LastPrice, data.LastPrice);
                    _workingBar.PreClosePrice = data.PreClosePrice;

                }


                // Update Bar
                _workingBar.Update(data.DataType, data.LastPrice, data.BidPrice, data.AskPrice,
                        data.Volume, data.BidSize, data.AskSize);

            }

        }




            return new DateTime(
                dateTime.Year,
                dateTime.Month,
                dateTime.Day,
                hours,
                minutes,
                seconds,
                milliseconds,
                dateTime.Kind);
        }
    }
}

The problem I am running in to is that within the lock, when I access the workingTradeBar variable (see commented code above where "PROBLEM"), there are situations where its null and throws a system.null error. I can't figure out how it can be null given I made a check right before I entered the lock. Also, the only place I set it null is in the same method since I want to start summarizing the data after N minutes passed.

Thanks

This is different from the other question because its purely a multi-threading problem/race condition.

Answer 1

Some remarks:

• Event handlers should get the current instance from input params, not from the local variable.
• If required need store references to all Bars.
• Any method that manipulates the Bars should be synchronized.
• As alternative the lock-statement can be used ReaderWriterLockSlim.

namespace Common.Aggregator
{

    public class BaseTimeAggregator
    {

        // REMOVE this field    
        // --> private Bar _workingBar;


        private readonly object _lock = new object();
        private readonly Dictionary<int, Bar> _barDictionary = new Dictionary<int, Bar>();



        private void OnBarEvent(Object source, System.Timers.ElapsedEventArgs e)
        {
            var bar = (Bar)source;

            // Manipulate with the actual instance defined in 'bar'-variable ..
        }

        public void Update(Tick data)
        {
            lock (_lock) {          
              AggregateBar(data);
            }
        }

        public void Smth_method(int barId)
        {
            lock (_lock) {          
                var bar = _barDictionary[uniqueBarId];
                // ..
            }
        }

        protected void AggregateBar(Tick data)
        {
          var uniqueBarId = data.{some param that identify bar};

          if (_barDictionary.ContainsKey(uniqueBarId)) {
            _barDictionary[uniqueBarId].Update(data.DataType, data.LastPrice, data.BidPrice, data.AskPrice, data.Volume, data.BidSize, data.AskSize);
            return;
          }

          var bar = new Bar(data.LastPrice, data.LastPrice, data.LastPrice, data.LastPrice);
          bar.PreClosePrice = data.PreClosePrice;

          _barDictionary[uniqueBarId] = bar;           
        }

    }
}