private void RaiseNewTrade(Trade trade)
{
NewTrade.SafeInvoke(trade);
var multiEvt = NewTrades;
if (multiEvt == null)
{
return;
}
multiEvt.SafeInvoke(new[] { trade });
}
internal void OnAddTrade(string securityId, DateTime time, double price, double volume, string tradeNo, SmartOrderAction action)
{
NewTrade.SafeInvoke(securityId, time, price.ToDecimal(), volume.ToDecimal(), tradeNo.To <long>(), action);
}
private void OnReceive()
{
try
{
var buf = new byte[1024 * 1024];
var pos = 0;
var errorCount = 0;
const int maxErrorCount = 10;
while (!IsDisposed && _connected)
{
try
{
var task = _ws.ReceiveAsync(new ArraySegment <byte>(buf, pos, buf.Length - pos), _source.Token);
task.Wait();
var result = task.Result;
if (result.CloseStatus != null)
{
if (task.Exception != null)
{
PusherError.SafeInvoke(task.Exception);
}
break;
}
pos += result.Count;
if (!result.EndOfMessage)
{
continue;
}
var recv = Encoding.UTF8.GetString(buf, 0, pos);
this.AddDebugLog(recv);
pos = 0;
var obj = JsonConvert.DeserializeObject <ChannelData>(recv);
switch (obj.Event)
{
case "pusher:connection_established":
PusherConnected.SafeInvoke();
break;
case "pusher_internal:subscription_succeeded":
{
switch (obj.Channel)
{
case "live_trades":
TradesSubscribed.SafeInvoke();
break;
case "order_book":
OrderBooksSubscribed.SafeInvoke();
break;
default:
this.AddErrorLog(LocalizedStrings.Str3311Params, obj.Event);
break;
}
break;
}
case "trade":
NewTrade.SafeInvoke(JsonConvert.DeserializeObject <Trade>(obj.Data));
break;
case "data":
NewOrderBook.SafeInvoke(JsonConvert.DeserializeObject <OrderBook>(obj.Data));
break;
default:
this.AddErrorLog(LocalizedStrings.Str3312Params, obj.Event);
break;
}
errorCount = 0;
}
catch (AggregateException ex)
{
PusherError.SafeInvoke(ex);
var socketError = ex.InnerExceptions.FirstOrDefault() as WebSocketException;
if (socketError != null)
{
break;
}
if (++errorCount >= maxErrorCount)
{
this.AddErrorLog("Max error {0} limit reached.", maxErrorCount);
break;
}
}
catch (Exception ex)
{
PusherError.SafeInvoke(ex);
}
}
_ws.CloseAsync(WebSocketCloseStatus.Empty, string.Empty, _source.Token).Wait();
_ws.Dispose();
PusherDisconnected.SafeInvoke();
}
catch (Exception ex)
{
PusherError.SafeInvoke(ex);
}
}
private void NewTradeHandler(Trade trade)
{
AddGuiAction(() => NewTrade.SafeInvoke(trade));
}