protected override void OnInnerAdapterNewMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Order && execMsg.ExecutionType != ExecutionTypes.Trade)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
}
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
default:
{
// на выход данные идут только из одного адаптера
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
}
}
/// <summary>
/// Load settings.
/// </summary>
/// <param name="storage">Settings storage.</param>
public override void Load(SettingsStorage storage)
{
lock (InnerAdapters.SyncRoot)
{
InnerAdapters.Clear();
foreach (var s in storage.GetValue <IEnumerable <SettingsStorage> >(nameof(InnerAdapters)))
{
var adapter = s.GetValue <Type>("AdapterType").CreateInstance <IMessageAdapter>(TransactionIdGenerator);
adapter.Load(s.GetValue <SettingsStorage>("AdapterSettings"));
InnerAdapters[adapter] = s.GetValue <int>("Priority");
}
}
base.Load(storage);
}
/// <summary>
/// Save settings.
/// </summary>
/// <param name="storage">Settings storage.</param>
public override void Save(SettingsStorage storage)
{
lock (InnerAdapters.SyncRoot)
{
storage.SetValue(nameof(InnerAdapters), InnerAdapters.Select(a =>
{
var s = new SettingsStorage();
s.SetValue("AdapterType", a.GetType().GetTypeName(false));
s.SetValue("AdapterSettings", a.Save());
s.SetValue("Priority", InnerAdapters[a]);
return(s);
}).ToArray());
}
base.Save(storage);
}
protected override void OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
break;
case MessageTypes.Security:
case MessageTypes.Board:
case MessageTypes.Level1Change:
case MessageTypes.QuoteChange:
case MessageTypes.Time:
{
if (message.Adapter == _parent.MarketDataAdapter)
{
SendMessageToEmulationAdapters(message);
}
break;
}
case MessageTypes.Execution:
{
if (message.Adapter != _parent.MarketDataAdapter)
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Transaction)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
{
return;
}
}
}
else
{
SendMessageToEmulationAdapters(message);
}
break;
}
default:
{
if (message is CandleMessage)
{
if (message.Adapter != _parent.MarketDataAdapter)
{
break;
}
SendMessageToEmulationAdapters(message);
return;
}
break;
}
}
base.OnInnerAdapterNewOutMessage(innerAdapter, message);
}
private void SendMessageToEmulationAdapters(Message message)
{
InnerAdapters
.OfType <EmulationMessageAdapter>()
.ForEach(a => a.SendInMessage(message));
}