/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Security:
{
var secMsg = (SecurityMessage)message;
var security = _securityStorage.LookupById(secMsg.SecurityId);
if (security == null)
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
else
{
security.ApplyChanges(secMsg, _exchangeInfoProvider, OverrideSecurityData);
}
_securityStorage.Save(security, OverrideSecurityData);
break;
}
case MessageTypes.Board:
{
var boardMsg = (BoardMessage)message;
var board = _exchangeInfoProvider.GetExchangeBoard(boardMsg.Code);
if (board == null)
{
board = _exchangeInfoProvider.GetOrCreateBoard(boardMsg.Code, code =>
{
var exchange = _exchangeInfoProvider.GetExchange(boardMsg.ExchangeCode) ?? boardMsg.ToExchange(new Exchange
{
Name = boardMsg.ExchangeCode
});
return(new ExchangeBoard
{
Code = code,
Exchange = exchange
});
});
}
board.ApplyChanges(boardMsg);
_exchangeInfoProvider.Save(board.Exchange);
_exchangeInfoProvider.Save(board);
break;
}
case MessageTypes.Portfolio:
{
var portfolioMsg = (PortfolioMessage)message;
if (portfolioMsg.Error != null)
{
break;
}
var portfolio = _positionStorage.GetPortfolio(portfolioMsg.PortfolioName) ?? new Portfolio
{
Name = portfolioMsg.PortfolioName
};
portfolioMsg.ToPortfolio(portfolio, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
break;
}
case MessageTypes.PositionChange:
{
var positionMsg = (PositionChangeMessage)message;
if (positionMsg.IsMoney())
{
var portfolio = _positionStorage.GetPortfolio(positionMsg.PortfolioName) ?? new Portfolio
{
Name = positionMsg.PortfolioName
};
portfolio.ApplyChanges(positionMsg, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
}
else
{
var position = GetPosition(positionMsg.SecurityId, positionMsg.PortfolioName);
if (position == null)
{
break;
}
if (!positionMsg.DepoName.IsEmpty())
{
position.DepoName = positionMsg.DepoName;
}
if (positionMsg.LimitType != null)
{
position.LimitType = positionMsg.LimitType;
}
if (!positionMsg.Description.IsEmpty())
{
position.Description = positionMsg.Description;
}
position.ApplyChanges(positionMsg);
_positionStorage.Save(position);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <dynamic>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var instance in Parse(fileName, isCancelled))
{
if (!(instance is SecurityMessage secMsg))
{
buffer.Add(instance);
if (buffer.Count > 1000)
{
FlushBuffer(buffer);
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <inheritdoc />
public override Security CreateSecurity(string id)
{
return(_securityStorage.LookupById(id) ?? base.CreateSecurity(id));
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <Message>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
Func <Message, SecurityId> getSecurityId = null;
if (DataType == DataType.Securities)
{
getSecurityId = m => ((SecurityMessage)m).SecurityId;
}
else if (DataType == DataType.MarketDepth)
{
getSecurityId = m => ((QuoteChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Level1)
{
getSecurityId = m => ((Level1ChangeMessage)m).SecurityId;
}
else if (DataType == DataType.PositionChanges)
{
getSecurityId = m => ((PositionChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Ticks || DataType == DataType.OrderLog || DataType == DataType.Transactions)
{
getSecurityId = m => ((ExecutionMessage)m).SecurityId;
}
else if (DataType.IsCandles)
{
getSecurityId = m => ((CandleMessage)m).SecurityId;
}
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (!(msg is SecurityMessage secMsg))
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
FlushBuffer(buffer, getSecurityId);
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
/// <returns>Count and last time.</returns>
public (int, DateTimeOffset?) Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var count = 0;
var lastTime = default(DateTimeOffset?);
var buffer = new List <Message>();
void Flush()
{
count += buffer.Count;
if (buffer.LastOrDefault() is IServerTimeMessage timeMsg)
{
lastTime = timeMsg.ServerTime;
}
FlushBuffer(buffer);
}
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (msg is not SecurityMessage secMsg)
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
Flush();
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}