protected override void Execute(WorkerExecutionContext executionContext)
{
executionContext.ContinuationDelay = TimeSpan.Zero;
SymbolInfo[] queue;
lock (_queue)
{
if (_queue.Count == 0)
{
Monitor.Wait(_queue, Settings.ContinuationDelay);
}
if (_queue.Count == 0)
{
return;
}
queue = _queue.ToArray();
_queue.Clear();
}
var quotes = _marketDataService.ToMarketData(queue);
if (quotes.Count > 0)
{
_marketDataEvents.OnUpdate(quotes);
}
}
//private bool _traceUpdateDataThread = false;
protected override void Execute(WorkerExecutionContext executionContext)
{
if (_connection.CheckConnection(executionContext, pump: true) != ReturnCode.RET_OK)
{
return;
}
var cancellationToken = executionContext.CancellationToken;
//if (_traceUpdateDataThread) m_ptrLogger.LogOk("Begin TradesGet");
var openTrades = _connection.Api.TradesGet();
//if (_traceUpdateDataThread) m_ptrLogger.LogOk($"End TradesGet: Count = {openTrades.Count}");
foreach (var openTrade in openTrades)
{
cancellationToken.ThrowIfCancellationRequested();
_host.OnTrade(_serverIndex, openTrade, (TransType)(-1));
}
//if (_traceUpdateDataThread) m_ptrLogger.LogOk("Begin MarginsGet");
var marginLevels = _connection.Api.MarginsGet();
//if (_traceUpdateDataThread) m_ptrLogger.LogOk($"End MarginsGet: Count = {marginLevels.Count}");
foreach (var marginLevel in marginLevels)
{
cancellationToken.ThrowIfCancellationRequested();
_host.OnMargin(_serverIndex, marginLevel);
}
}
public ReturnCode CheckConnection(WorkerExecutionContext executionContext, bool pump = false)
{
// Check connection
bool shouldConnect;
if (_api == null)
{
_api = _mt4Manager.CreateApi();
shouldConnect = true;
}
else
{
shouldConnect = Ping() != ReturnCode.RET_OK;
}
// Connect
if (shouldConnect)
{
var code = ConnectAndLogin();
if (code != ReturnCode.RET_OK)
{
executionContext.ContinuationDelay = ReconnectDelay;
return(code);
}
}
if (pump && !_isPumpEnabled)
{
var code = RefreshSymbols(executionContext.CancellationToken);
if (code != ReturnCode.RET_OK)
{
LogError("Unable to enable pump because unable refresh symbols", code);
return(code);
}
code = Api.PumpingSwitchEx(OnPumpEx, 0);
if (code != ReturnCode.RET_OK)
{
LogError("Unable to enable pump because 'PumpingSwitchEx' method fails", code);
return(code);
}
_isPumpEnabled = true;
}
return(ReturnCode.RET_OK);
}
