/// <summary>
/// Adds a symbol to the subscription.
/// </summary>
/// <remarks>
/// Don't call this method inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="symbol">Symbol.</param>
/// <exception cref="ArgumentException">Invalid <paramref name="symbol"/> parameter.</exception>
/// <exception cref="InvalidOperationException">You try to add more than one symbol to snapshot subscription.</exception>
/// <exception cref="DxException">Internal error.</exception>
public void AddSymbol(string symbol)
{
if (string.IsNullOrWhiteSpace(symbol))
{
throw new ArgumentException("Invalid symbol parameter");
}
if (snapshotPtr != InvalidSnapshot)
{
throw new InvalidOperationException("It is allowed to add only one symbol to snapshot subscription");
}
if ((eventType == EventType.Candle) ||
(eventType == EventType.None) && NativeSubscription.IsCandleSymbol(symbol))
{
AddSymbol(CandleSymbol.ValueOf(symbol));
return;
}
byte[] sourceBytes = null;
if (source != string.Empty)
{
var ascii = Encoding.ASCII;
sourceBytes = ascii.GetBytes(source);
}
if (eventType == EventType.None)
{
eventType = EventType.Order;
C.CheckOk(C.Instance.dxf_create_order_snapshot(connectionPtr, symbol, sourceBytes, time, out snapshotPtr));
}
else
{
C.CheckOk(C.Instance.dxf_create_snapshot(connectionPtr, EventTypeUtil.GetEventId(eventType), symbol, sourceBytes, time, out snapshotPtr));
}
try
{
if (listener is IDxIncOrderSnapshotListener)
{
C.CheckOk(C.Instance.dxf_attach_snapshot_inc_listener(snapshotPtr, incCallback = OnIncOrderSnapshot, IntPtr.Zero));
}
else
{
C.CheckOk(C.Instance.dxf_attach_snapshot_listener(snapshotPtr, callback = OnEvent, IntPtr.Zero));
}
}
catch (DxException)
{
Dispose();
throw;
}
}
/// <summary>
/// Add candle symbol to subscription.
/// </summary>
/// <param name="symbol"><see cref="CandleSymbol"/>.</param>
/// <exception cref="ArgumentException">Invalid <paramref name="symbol"/> parameter.</exception>
/// <exception cref="InvalidOperationException">You try to add more than one symbol to snapshot subscription.</exception>
/// <exception cref="DxException">Internal error.</exception>
public void AddSymbol(CandleSymbol symbol)
{
if (snapshotPtr != InvalidSnapshot)
{
throw new InvalidOperationException("It is allowed to add only one symbol to snapshot subscription");
}
if (symbol == null)
{
throw new ArgumentException("Invalid symbol parameter");
}
if (eventType != EventType.None && eventType != EventType.Candle)
{
throw new InvalidOperationException("It is allowed only for Candle subscription");
}
IntPtr candleAttributesPtr = IntPtr.Zero;
try
{
C.CheckOk(C.Instance.dxf_create_candle_symbol_attributes(symbol.BaseSymbol,
symbol.ExchangeCode, symbol.PeriodValue, symbol.PeriodId, symbol.PriceId,
symbol.SessionId, symbol.AlignmentId, symbol.PriceLevel, out candleAttributesPtr));
}
catch (DxException)
{
throw;
}
try
{
C.CheckOk(C.Instance.dxf_create_candle_snapshot(connectionPtr, candleAttributesPtr, time, out snapshotPtr));
}
finally
{
C.CheckOk(C.Instance.dxf_delete_candle_symbol_attributes(candleAttributesPtr));
}
try
{
C.CheckOk(C.Instance.dxf_attach_snapshot_listener(snapshotPtr, callback = OnEvent, IntPtr.Zero));
}
catch (DxException)
{
Dispose();
throw;
}
eventType = EventType.Candle;
}
