/// <summary>
/// Listener: Price history request is completed
/// </summary>
/// <param name="request"></param>
/// <param name="response"></param>
public void onRequestCompleted(IPriceHistoryCommunicatorRequest request, IPriceHistoryCommunicatorResponse response)
{
// try to find the collection (must be created at the moment when the request is sent)
PeriodCollection coll = null;
mHistories.TryGetValue(request, out coll);
if (coll != null)
{
// create a reader for the price history data
O2GMarketDataSnapshotResponseReader reader = mPriceHistoryCommunicator.createResponseReader(response);
// and read all bars
for (int i = 0; i < reader.Count; i++)
{
coll.Add(reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i),
reader.getAskOpen(i), reader.getAskHigh(i), reader.getAskLow(i), reader.getAskClose(i),
reader.getVolume(i));
}
// finally notify the collection that all bars are added, so it can
// add all ticks collected while the request was being executed
// and start update the data by forthcoming ticks (for alive collections)
coll.Finish(reader.getLastBarTime(), reader.getLastBarVolume());
}
// now we can remove collection from our cache and send it to the application
mHistories.Remove(request);
if (coll != null && OnCollectionLoaded != null)
{
OnCollectionLoaded(coll);
}
}
/// <summary>
/// Requests the historical data
/// </summary>
/// <param name="instrument">The instrument</param>
/// <param name="timeframe">The timeframe</param>
/// <param name="from">Date/time to get the data from</param>
/// <param name="to">Date/time to get the data to</param>
public void RequestHistory(string instrument, O2GTimeframe timeframe, DateTime from, DateTime to)
{
IPriceHistoryCommunicatorRequest request = mPriceHistoryCommunicator.createRequest(instrument, timeframe, from, to, -1);
// We don't need a pre-created collection for pure historical data, but just lets create it
// to handle the response in the same way.
PeriodCollection collection = new PeriodCollection(instrument, timeframe.ID, false, this);
mHistories[request] = collection;
mPriceHistoryCommunicator.sendRequest(request);
// ... to response handling see onRequestCompleted in Price Communicator Event handler section
}
/// <summary>
/// Gets the historical data up to now and subscribe it for price updates
/// </summary>
/// <param name="instrument">The instrument</param>
/// <param name="timeframe">The timeframe</param>
/// <param name="from">The date/time to get the data from</param>
public void RequestAndSubscribeHistory(string instrument, O2GTimeframe timeframe, DateTime from)
{
IPriceHistoryCommunicatorRequest request = mPriceHistoryCommunicator.createRequest(instrument, timeframe, from,
Candleworks.PriceHistoryMgr.Constants.ZERODATE, -1);
// here we create a collection right now in order to let it subscribe for all ticks (offer changes)
// which may occur while the request is being executed, so no data is lost because of gap while the server
// is already collected all data, but the client isn't started to update collection yet.
PeriodCollection collection = new PeriodCollection(instrument, timeframe.ID, true, this);
mHistories[request] = collection;
mPriceHistoryCommunicator.sendRequest(request);
// ... to response handling see onRequestCompleted in Price Communicator Event handler section
}