public override void OnBarsReject(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryReject reject)
{
var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext;
var exception = new Exception(reject.Message);
context.Tcs.SetException(exception);
}
public override void OnBarsReport(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryBarsReport report)
{
var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext;
var result = new List <Bar>();
for (int i = 0; i < report.Bars.Length; i++)
{
var sourceBar = report.Bars[i];
var bar = new Bar
{
Time = sourceBar.Time,
Open = (decimal)sourceBar.Open,
High = (decimal)sourceBar.High,
Low = (decimal)sourceBar.Low,
Close = (decimal)sourceBar.Close,
Volume = (decimal)sourceBar.Volume
};
result.Add(bar);
}
context.Tcs.SetResult(result);
}
