public Subscription ProcessResponse(PortfolioMessage response)
{
var originId = response.OriginalTransactionId;
Subscription subscription;
lock (_syncObject)
{
if (response.Error != null)
{
subscription = TryGetSubscription(originId, true);
if (subscription != null)
{
ChangeState(subscription, SubscriptionStates.Error);
}
}
else
{
if (originId == 0)
{
return(null);
}
subscription = TryGetSubscription(originId, false);
if (subscription?.Portfolio != null && subscription.State != SubscriptionStates.Active)
{
ChangeState(subscription, SubscriptionStates.Active);
}
}
}
return(subscription);
}
private void ProcessPortfolioMessage(PortfolioMessage message)
{
GetPortfolio(message.PortfolioName, p =>
{
message.ToPortfolio(p);
return true;
});
}
private void ProcessPortfolioMessage(PortfolioMessage message)
{
GetPortfolio(message.PortfolioName, p =>
{
message.ToPortfolio(p, _entityCache.ExchangeInfoProvider);
return true;
});
}
private void ProcessPortfolioMessage(PortfolioMessage pfMsg)
{
if (pfMsg.IsSubscribe)
{
_wrapper.SubscribePortfolio(pfMsg.PortfolioName);
}
else
{
_wrapper.UnSubscribePortfolio(pfMsg.PortfolioName);
}
}
private void ProcessPortfolioMessage(PortfolioMessage pfMsg)
{
if (pfMsg.IsSubscribe)
{
Session.SubscribePortfolio(pfMsg.PortfolioName);
}
else
{
Session.UnSubscribePortfolio(pfMsg.PortfolioName);
}
}
private void ProcessInPortfolioMessage(PortfolioMessage message)
{
var sendIn = false;
var pfName = message.PortfolioName;
SubscriptionInfo <PortfolioMessage> info;
lock (_sync)
{
PortfolioMessage clone = null;
info = _pfSubscribers.TryGetValue(pfName) ?? new SubscriptionInfo <PortfolioMessage>(clone = (PortfolioMessage)message.Clone());
var subscribersCount = info.Subscribers;
if (message.IsSubscribe)
{
subscribersCount++;
sendIn = subscribersCount == 1;
}
else
{
if (subscribersCount > 0)
{
subscribersCount--;
sendIn = subscribersCount == 0;
}
//else
// sendOutMsg = NonExist(message);
}
info.Subscriptions.Add(clone ?? (PortfolioMessage)message.Clone());
if (subscribersCount > 0)
{
info.Subscribers = subscribersCount;
_pfSubscribers[pfName] = info;
}
else
{
_pfSubscribers.Remove(pfName);
}
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = info.Message.TransactionId;
}
base.SendInMessage(message);
}
}
private void ProcessPortfolioMessage(PortfolioMessage message)
{
var accountId = GetAccountId(message.PortfolioName);
if (message.IsSubscribe)
{
_streamigClient.SubscribeEventsStreaming(accountId);
}
else
{
_streamigClient.UnSubscribeEventsStreaming(accountId);
}
}
private void ProcessInPortfolioMessage(PortfolioMessage message)
{
var sendIn = false;
var pfName = message.PortfolioName;
RefPair <PortfolioMessage, int> pair;
lock (_sync)
{
pair = _pfSubscribers.TryGetValue(pfName) ?? RefTuple.Create((PortfolioMessage)message.Clone(), 0);
var subscribersCount = pair.Second;
if (message.IsSubscribe)
{
subscribersCount++;
sendIn = subscribersCount == 1;
}
else
{
if (subscribersCount > 0)
{
subscribersCount--;
sendIn = subscribersCount == 0;
}
//else
// sendOutMsg = NonExist(message);
}
if (subscribersCount > 0)
{
pair.Second = subscribersCount;
_pfSubscribers[pfName] = pair;
}
else
{
_pfSubscribers.Remove(pfName);
}
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = pair.First.TransactionId;
}
base.SendInMessage(message);
}
}
public void UnSubscribe(Subscription subscription)
{
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
ISubscriptionMessage unsubscribe;
if (subscription.DataType.IsMarketData)
{
unsubscribe = new MarketDataMessage();
}
else if (subscription.DataType == DataType.Transactions)
{
unsubscribe = new OrderStatusMessage();
}
else if (subscription.DataType == DataType.PositionChanges)
{
unsubscribe = new PortfolioLookupMessage();
}
else if (subscription.DataType.IsPortfolio)
{
unsubscribe = new PortfolioMessage();
}
else
{
throw new ArgumentOutOfRangeException(nameof(subscription), subscription.DataType, LocalizedStrings.Str1219);
}
//// "immediate" unsubscribe
//if (unsubscribe == null)
//{
// lock (_syncObject)
// {
// _subscriptions.Remove(subscription.TransactionId);
// }
// return;
//}
unsubscribe.TransactionId = _connector.TransactionIdGenerator.GetNextId();
unsubscribe.OriginalTransactionId = subscription.TransactionId;
unsubscribe.IsSubscribe = false;
SendRequest(unsubscribe, subscription);
}
private void ProcessPortfolioMessage(PortfolioMessage pfMsg)
{
var account = _accounts[pfMsg.PortfolioName];
if (pfMsg.IsSubscribe)
{
_client.Session.replayPnl(account, pfMsg.TransactionId);
_client.Session.replayOpenOrders(account, pfMsg.TransactionId);
_client.Session.replayExecutions(account, 0, 0, pfMsg.TransactionId);
_client.Session.subscribeOrder(account);
_client.Session.subscribePnl(account);
}
else
{
_client.Session.unsubscribeOrder(account);
_client.Session.unsubscribePnl(account);
}
}
private void ProcessInPortfolioMessage(PortfolioMessage message)
{
ProcessInSubscriptionMessage(message, DataType.Portfolio(message.PortfolioName));
}
private void RefreshCollection(PortfolioMessage obj)
{
//_portfolio = _portfolioManagementService.GetPortfolio();
}
private void ProcessInPortfolioMessage(PortfolioMessage message)
{
ProcessInSubscriptionMessage(message, message.PortfolioName, _pfSubscribers, null, null, null);
}