/// <summary>
/// Extracts Market Data Providers Info from received response from MDE
/// </summary>
/// <param name="inquiryResponse">TradeHub InquiryResponse object containing Market Data Provivder Info</param>
private void OnMarketDataInfoReceived(InquiryResponse inquiryResponse)
{
try
{
MarketDataProviderInfo marketDataProviderInfo = new MarketDataProviderInfo();
marketDataProviderInfo.DataProviderName = inquiryResponse.MarketDataProvider;
// Set Market Data Provider information received
if (inquiryResponse.MarketDataProviderInfo.Contains(typeof(ILiveTickDataProvider)))
{
marketDataProviderInfo.ProvidesTickData = true;
}
if (inquiryResponse.MarketDataProviderInfo.Contains(typeof(ILiveBarDataProvider)))
{
marketDataProviderInfo.ProvidesLiveBarData = true;
}
if (inquiryResponse.MarketDataProviderInfo.Contains(typeof(IHistoricBarDataProvider)))
{
marketDataProviderInfo.ProvidesHistoricalBarData = true;
}
// Raise Event to notify listeners
if (_inquiryResponseArrived != null)
{
_inquiryResponseArrived(marketDataProviderInfo);
}
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "OnMarketDataInfoReceived");
}
}
/// <summary>
/// Called when MDE-Client receives inquiry response from MDE-Server
/// </summary>
private void OnInquiryResponseArrived(MarketDataProviderInfo marketDataProviderInfo)
{
try
{
if (_asyncClassLogger.IsDebugEnabled)
{
_asyncClassLogger.Debug("New bar received from: " + marketDataProviderInfo.DataProviderName, _type.FullName,
"OnLiveBarArrived");
}
if (_inquiryResponseArrived != null)
{
_inquiryResponseArrived(marketDataProviderInfo);
}
}
catch (Exception exception)
{
_asyncClassLogger.Error(exception, _type.FullName, "OnLiveBarArrived");
}
}
