private bool ProcessOrderStatusMessage(OrderStatusMessage message)
{
if (message.HasOrderId())
{
return(base.OnSendInMessage(message));
}
return(ProcessInSubscriptionMessage(message));
}
/// <summary>
/// Process <see cref="OrderStatusMessage"/>.
/// </summary>
/// <param name="message">A message requesting current registered orders and trades.</param>
/// <returns>A message requesting current registered orders and trades.</returns>
private OrderStatusMessage ProcessOrderStatus(OrderStatusMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!message.IsSubscribe)
{
return(message);
}
var transId = message.TransactionId;
_orderStatusIds.Add(transId);
if (!message.HasOrderId() && message.OriginalTransactionId == 0 && Settings.DaysLoad > TimeSpan.Zero)
{
var from = message.From ?? DateTime.UtcNow.Date - Settings.DaysLoad;
var to = message.To;
if (Settings.IsMode(StorageModes.Snapshot))
{
var storage = (ISnapshotStorage <string, ExecutionMessage>)GetSnapshotStorage(DataType.Transactions);
foreach (var snapshot in storage.GetAll(from, to))
{
snapshot.OriginalTransactionId = transId;
snapshot.SetSubscriptionIds(subscriptionId: transId);
RaiseNewOutMessage(snapshot);
from = snapshot.ServerTime;
}
if (from >= to)
{
return(null);
}
message.From = from;
}
else if (Settings.IsMode(StorageModes.Incremental))
{
if (!message.SecurityId.IsDefault())
{
// TODO restore last actual state from incremental messages
//GetStorage<ExecutionMessage>(msg.SecurityId, ExecutionTypes.Transaction)
// .Load(from, to)
// .ForEach(RaiseStorageMessage);
}
}
}
return(message);
}
private void ProcessOrderStatusMessage(OrderStatusMessage message)
{
if (message.HasOrderId())
{
base.OnSendInMessage(message);
return;
}
ProcessInSubscriptionMessage(message, DataType.Transactions);
}