Ejemplo n.º 1
0
		private void UpdateProvider(ISecurityProvider provider)
		{
			if (_securityProvider == provider)
				return;

			if (_securityProvider != null)
			{
				_securityProvider.Added -= AddSecurities;
				_securityProvider.Removed -= RemoveSecurities;
				_securityProvider.Cleared -= ClearSecurities;

				SecurityTextBox.ItemsSource = Enumerable.Empty<Security>();
				_itemsSource = null;
			}

			_securityProvider = provider;

			if (_securityProvider == null)
				return;

			var itemsSource = new ObservableCollectionEx<Security>();

			_itemsSource = new ThreadSafeObservableCollection<Security>(itemsSource);
			_itemsSource.AddRange(_securityProvider.LookupAll());

			_securityProvider.Added += AddSecurities;
			_securityProvider.Removed += RemoveSecurities;
			_securityProvider.Cleared += ClearSecurities;

			SecurityTextBox.ItemsSource = itemsSource;
		}
Ejemplo n.º 2
0
        /// <inheritdoc />
        protected override bool OnSendInMessage(Message message)
        {
            switch (message.Type)
            {
            case MessageTypes.Reset:
            {
                _subscriptions.Clear();
                break;
            }

            case MessageTypes.SecurityLookup:
            {
                if (_securityProvider != null)
                {
                    var lookupMsg = (SecurityLookupMessage)message;

                    var securities = lookupMsg.SecurityId == default
                                                        ? _securityProvider.LookupAll()
                                                        : _securityProvider.Lookup(lookupMsg);

                    foreach (var security in securities)
                    {
                        SendOutMessage(security.Board.ToMessage());
                        SendOutMessage(security.ToMessage(originalTransactionId: lookupMsg.TransactionId));
                    }

                    SendOutMessage(new SubscriptionFinishedMessage {
                            OriginalTransactionId = lookupMsg.TransactionId
                        });
                    return(true);
                }

                break;
            }

            case MessageTypes.MarketData:
            {
                var mdMsg = (MarketDataMessage)message;

                if (mdMsg.IsSubscribe)
                {
                    _subscriptions.Add(mdMsg.TransactionId);
                }

                break;
            }

            case ExtendedMessageTypes.EmulationState:
                SendOutMessage(message);
                return(true);
            }

            return(base.OnSendInMessage(message));
        }
Ejemplo n.º 3
0
        /// <summary>
        /// Initializes a new instance of the <see cref="HistoryMessageAdapter"/>.
        /// </summary>
        /// <param name="transactionIdGenerator">Transaction id generator.</param>
        /// <param name="securityProvider">The provider of information about instruments.</param>
        public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider)
            : this(transactionIdGenerator)
        {
            SecurityProvider     = securityProvider;
            BasketStorage.Boards = SecurityProvider
                                   .LookupAll()
                                   .Select(s => s.Board)
                                   .Distinct();

            this.AddMarketDataSupport();
            this.AddSupportedMessage(ExtendedMessageTypes.EmulationState);
            this.AddSupportedMessage(ExtendedMessageTypes.HistorySource);
        }
        /// <summary>
        /// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
        /// </summary>
        /// <param name="provider">Security meta info provider.</param>
        /// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
        ///// <param name="excludeFilter">Filter for instruments exclusion.</param>
        public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false /*, Func<Security, bool> excludeFilter = null*/)
        {
            _provider    = provider ?? throw new ArgumentNullException(nameof(provider));
            _ownProvider = ownProvider;

            //ExcludeFilter = excludeFilter;

            _provider.Added   += AddSecurities;
            _provider.Removed += RemoveSecurities;
            _provider.Cleared += ClearSecurities;

            AddSecurities(_provider.LookupAll());
        }
		/// <summary>
		/// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
		/// </summary>
		/// <param name="provider">Security meta info provider.</param>
		/// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
		///// <param name="excludeFilter">Filter for instruments exclusion.</param>
		public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false/*, Func<Security, bool> excludeFilter = null*/)
		{
			if (provider == null)
				throw new ArgumentNullException(nameof(provider));

			_provider = provider;
			_ownProvider = ownProvider;

			//ExcludeFilter = excludeFilter;

			_provider.Added += AddSecurities;
			_provider.Removed += RemoveSecurities;
			_provider.Cleared += ClearSecurities;

			AddSecurities(_provider.LookupAll());
		}
Ejemplo n.º 6
0
        /// <summary>
        /// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
        /// </summary>
        /// <param name="provider">Security meta info provider.</param>
        /// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
        ///// <param name="excludeFilter">Filter for instruments exclusion.</param>
        public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false /*, Func<Security, bool> excludeFilter = null*/)
        {
            if (provider == null)
            {
                throw new ArgumentNullException("provider");
            }

            _provider    = provider;
            _ownProvider = ownProvider;

            //ExcludeFilter = excludeFilter;

            _provider.Added   += AddSecurity;
            _provider.Removed += RemoveSecurity;
            _provider.Cleared += ClearSecurities;

            _provider.LookupAll().ForEach(AddSecurity);
        }
Ejemplo n.º 7
0
		/// <summary>
		/// Initializes a new instance of the <see cref="HistoryMessageAdapter"/>.
		/// </summary>
		/// <param name="transactionIdGenerator">Transaction id generator.</param>
		/// <param name="securityProvider">The provider of information about instruments.</param>
		public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider)
			: this(transactionIdGenerator)
		{
			SecurityProvider = securityProvider;
			BasketStorage.Boards = SecurityProvider
				.LookupAll()
				.Select(s => s.Board)
				.Distinct();

			this.AddMarketDataSupport();
			this.AddSupportedMessage(ExtendedMessageTypes.EmulationState);
			this.AddSupportedMessage(ExtendedMessageTypes.HistorySource);
		}