protected virtual void Receive(QuoteUpdateMessage message)
{
if (OperationalState == OperationalStateEnum.Operational && message.OperationResult && QuoteUpdateEvent != null)
{
QuoteUpdateEvent(this, message.SessionInfo, message.Quote);
}
}
public void UpdateQuote(DataSessionInfo session, Quote?quote, TimeSpan?period)
{
if (OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.OperationWarning("Stub used while not operational, operation ignored.", TracerItem.PriorityEnum.Low);
return;
}
QuoteUpdateMessage message = new QuoteUpdateMessage(session, quote, true);
CombinedDataSubscriptionInformation combined;
lock (this)
{
combined = GetUnsafeSessionSubscriptions(session);
}
bool hasActiveSubscriber = false;
lock (combined)
{
foreach (KeyValuePair <TransportInfo, DataSubscriptionInfo> pair in combined.SubscriptionsUnsafe.Values)
{
if (pair.Value.AcceptsUpdate(quote))
{
hasActiveSubscriber = true;
SendResponding(pair.Key, message);
}
}
}
SystemMonitor.CheckOperationWarning(hasActiveSubscriber, "Quote update entered for session [" + session.Guid.ToString() + "] symbol [" + session.Symbol.Name + "] and no active subscriber found.");
}
void SendQuoteUpdate(TransportInfo[] receivers, DataSessionInfo session)
{
DataSourceStub.IImplementation implementation = Implementation;
if (implementation == null)
{
return;
}
QuoteUpdateMessage message = new QuoteUpdateMessage(session, implementation.GetQuoteUpdate(session), true);
SendRespondingToMany(receivers, message);
}
void SendQuoteUpdate(TransportInfo[] receivers, DataSessionInfo session)
{
DataSourceStub.IImplementation implementation = Implementation;
if (implementation == null)
{
return;
}
QuoteUpdateMessage message = new QuoteUpdateMessage(session, implementation.GetQuoteUpdate(session), true);
SendRespondingToMany(receivers, message);
}
public void UpdateQuote(DataSessionInfo session, Quote? quote, TimeSpan? period)
{
if (OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.OperationWarning("Stub used while not operational, operation ignored.", TracerItem.PriorityEnum.Low);
return;
}
QuoteUpdateMessage message = new QuoteUpdateMessage(session, quote, true);
CombinedDataSubscriptionInformation combined;
lock(this)
{
combined = GetUnsafeSessionSubscriptions(session);
}
bool hasActiveSubscriber = false;
lock(combined)
{
foreach (KeyValuePair<TransportInfo, DataSubscriptionInfo> pair in combined.SubscriptionsUnsafe.Values)
{
if (pair.Value.AcceptsUpdate(quote))
{
hasActiveSubscriber = true;
SendResponding(pair.Key, message);
}
}
}
if (hasActiveSubscriber == false)
{
SystemMonitor.Report("Quote update entered for session [" + session.Guid.ToString() + "] symbol [" + session.Symbol.Name + "] and no active subscriber found.");
}
}
void SendToDataSubscribers(CombinedDataSubscriptionInformation session, QuoteUpdateMessage quoteMessage,
DataHistoryUpdateMessage updateMessage)
{
TracerHelper.TraceEntry();
lock (this)
{
// TODO: make sure proper subscription based filtering is applied here too.
foreach (KeyValuePair<TransportInfo, DataSubscriptionInfo> pair in session.SubscriptionsUnsafe.Values)
{
if (quoteMessage != null && pair.Value.AcceptsUpdate(quoteMessage.Quote))
{
TracerHelper.Trace("Sending [" + quoteMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, quoteMessage);
}
if (updateMessage != null && pair.Value.AcceptsUpdate(updateMessage.Update))
{
TracerHelper.Trace("Sending [" + updateMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, updateMessage);
}
}
}
}
/// <summary>
///
/// </summary>
public void Quotes(string symbol, int operationId, double ask, double bid, double open, double close,
double low, double high, double volume, double time)
{
TracerHelper.TraceEntry();
CombinedDataSubscriptionInformation session = GetDataSession(symbol);
if (session == null)
{
SystemMonitor.Error("Failed to find symbol session [" + symbol + "], quotes not sent.");
return;
}
try
{
QuoteUpdateMessage message = new QuoteUpdateMessage(session.SessionInformation.Info,
new Quote((decimal)ask, (decimal)bid, (decimal)open, (decimal)close, (decimal)high, (decimal)low, (decimal)volume,
GeneralHelper.GenerateDateTimeSecondsFrom1970((long)time)), true);
SendToDataSubscribers(session, message, null);
}
catch (Exception ex)
{// Make sure we handle any possible unexpected exceptions, as otherwise they bring the
// entire package (MT4 included) down with a bad error.
SystemMonitor.Error(ex.Message);
}
}
protected virtual void Receive(QuoteUpdateMessage message)
{
if (OperationalState == OperationalStateEnum.Operational && message.OperationResult && QuoteUpdateEvent != null)
{
QuoteUpdateEvent(this, message.SessionInfo, message.Quote);
}
}