public void BindOrderToOecOrderVersion(BusinessEntities.Order order, OEC.API.Version ver)
{
if (ver.ID > 0)
{
order.Id = ver.ID;
}
if (_versionOrderSet.ContainsKey(ver))
{
if (_versionOrderSet[ver] != order)
{
_connector.AddWarningLog("Старая версия заявки не была удалена из коллекции.");
_versionOrderSet.Remove(ver);
_versionOrderSet[ver] = order;
}
}
else
{
_versionOrderSet[ver] = order;
}
}
protected override bool OnRemove(IMarketDataStorage item)
{
_transactionIds.Remove(item);
return(base.OnRemove(item));
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
long TryReplaceOriginId(long id)
{
if (id == 0)
{
return(0);
}
lock (_sync)
return(_replaceId.TryGetValue(id, out var prevId) ? prevId : id);
}
var prevOriginId = 0L;
var newOriginId = 0L;
if (message is IOriginalTransactionIdMessage originIdMsg1)
{
newOriginId = originIdMsg1.OriginalTransactionId;
prevOriginId = originIdMsg1.OriginalTransactionId = TryReplaceOriginId(newOriginId);
}
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
lock (_sync)
{
if (((SubscriptionResponseMessage)message).IsOk())
{
if (_subscriptionsById.TryGetValue(prevOriginId, out var info))
{
// no need send response after re-subscribe cause response was handled prev time
if (_replaceId.ContainsKey(newOriginId))
{
if (info.State != SubscriptionStates.Stopped)
{
return;
}
}
else
{
ChangeState(info, SubscriptionStates.Active);
}
}
}
else
{
if (!_historicalRequests.Remove(prevOriginId))
{
if (_subscriptionsById.TryGetAndRemove(prevOriginId, out var info))
{
ChangeState(info, SubscriptionStates.Error);
_replaceId.Remove(newOriginId);
}
}
}
}
break;
}
case MessageTypes.SubscriptionOnline:
{
lock (_sync)
{
if (!_subscriptionsById.TryGetValue(prevOriginId, out var info))
{
break;
}
if (_replaceId.ContainsKey(newOriginId))
{
// no need send response after re-subscribe cause response was handled prev time
if (info.State == SubscriptionStates.Online)
{
return;
}
}
else
{
ChangeState(info, SubscriptionStates.Online);
}
}
break;
}
case MessageTypes.SubscriptionFinished:
{
lock (_sync)
{
if (_replaceId.ContainsKey(newOriginId))
{
return;
}
_historicalRequests.Remove(prevOriginId);
if (_subscriptionsById.TryGetValue(newOriginId, out var info))
{
ChangeState(info, SubscriptionStates.Finished);
}
}
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
var ids = subscrMsg.GetSubscriptionIds();
if (ids.Length == 0)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.ContainsKey(subscrMsg.OriginalTransactionId))
{
subscrMsg.SetSubscriptionIds(subscriptionId: subscrMsg.OriginalTransactionId);
}
}
else
{
lock (_sync)
{
if (_replaceId.Count > 0)
{
subscrMsg.SetSubscriptionIds(ids.Select(id => _replaceId.TryGetValue2(id) ?? id).ToArray());
}
}
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
switch (message.Type)
{
case ExtendedMessageTypes.ReconnectingFinished:
{
ProcessSuspendedMessage supended = null;
lock (_sync)
{
_replaceId.Clear();
_reMapSubscriptions.Clear();
_reMapSubscriptions.AddRange(_subscriptionsById.Values.Distinct().Where(i => i.State.IsActive()).Select(i =>
{
var subscription = i.Subscription.TypedClone();
subscription.TransactionId = TransactionIdGenerator.GetNextId();
_replaceId.Add(subscription.TransactionId, i.Subscription.TransactionId);
this.AddInfoLog("Re-map subscription: {0}->{1} for '{2}'.", i.Subscription.TransactionId, subscription.TransactionId, i.Subscription);
return((Message)subscription);
}));
if (_reMapSubscriptions.Count > 0)
{
supended = new ProcessSuspendedMessage(this);
}
}
if (supended != null)
{
base.OnInnerAdapterNewOutMessage(supended);
}
break;
}
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.MarketData:
{
var resMsg = (MarketDataMessage)message;
if (!resMsg.IsOk())
{
lock (_sync)
{
if (!_historicalRequests.Remove(resMsg.OriginalTransactionId))
{
if (_subscriptionsById.TryGetKey(resMsg.OriginalTransactionId, out var info))
{
_subscriptionsById.Remove(info);
_subscriptionsByKey.RemoveByValue(info);
}
}
}
}
break;
}
case MessageTypes.MarketDataFinished:
{
var resMsg = (MarketDataFinishedMessage)message;
lock (_sync)
_historicalRequests.Remove(resMsg.OriginalTransactionId);
break;
}
case MessageTypes.PortfolioLookupResult:
{
var resMsg = (PortfolioLookupResultMessage)message;
lock (_sync)
_historicalRequests.Remove(resMsg.OriginalTransactionId);
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.Contains(subscrMsg.OriginalTransactionId))
{
subscrMsg.SubscriptionId = subscrMsg.OriginalTransactionId;
}
else
{
if (subscrMsg.OriginalTransactionId != 0 && _subscriptionsById.TryGetKey(subscrMsg.OriginalTransactionId, out var info))
{
}
else
{
var dataType = message.Type.ToDataType((message as CandleMessage)?.Arg ?? (message as ExecutionMessage)?.ExecutionType);
var secId = GetSecurityId(dataType, (subscrMsg as ISecurityIdMessage)?.SecurityId ?? default);
if (!_subscriptionsByKey.TryGetValue(Tuple.Create(dataType, secId), out info))
{
break;
}
}
subscrMsg.SubscriptionIds = info.Subscribers.Cache;
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
long TryReplaceOriginId(long id)
{
lock (_sync)
return(_replaceId.TryGetValue(id, out var prevId) ? prevId : id);
}
var newOriginId = 0L;
if (message is IOriginalTransactionIdMessage originIdMsg1)
{
newOriginId = originIdMsg1.OriginalTransactionId;
originIdMsg1.OriginalTransactionId = TryReplaceOriginId(newOriginId);
}
switch (message.Type)
{
case MessageTypes.MarketData:
{
var responseMsg = (MarketDataMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_sync)
{
if (responseMsg.IsOk())
{
// no need send response after re-subscribe cause response was handled prev time
if (_replaceId.ContainsKey(newOriginId))
{
return;
}
}
else
{
if (!_historicalRequests.Remove(originId))
{
if (_subscriptionsById.TryGetKey(originId, out var info))
{
_replaceId.Remove(newOriginId);
_subscriptionsById.Remove(info);
_subscriptionsByKey.RemoveByValue(info);
}
}
}
}
break;
}
case MessageTypes.MarketDataFinished:
case MessageTypes.SecurityLookupResult:
case MessageTypes.PortfolioLookupResult:
case MessageTypes.OrderStatus:
{
var resultMsg = (IOriginalTransactionIdMessage)message;
lock (_sync)
{
_replaceId.Remove(newOriginId);
_historicalRequests.Remove(resultMsg.OriginalTransactionId);
}
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.Contains(subscrMsg.OriginalTransactionId))
{
subscrMsg.SubscriptionId = subscrMsg.OriginalTransactionId;
}
else
{
if (subscrMsg.OriginalTransactionId != 0 && _subscriptionsById.TryGetKey(subscrMsg.OriginalTransactionId, out var info))
{
}
else
{
var dataType = message.Type.ToDataType((message as CandleMessage)?.Arg ?? (message as ExecutionMessage)?.ExecutionType);
var secId = GetSecurityId(dataType, (subscrMsg as ISecurityIdMessage)?.SecurityId ?? default);
if (!_subscriptionsByKey.TryGetValue(Tuple.Create(dataType, secId), out info))
{
break;
}
}
subscrMsg.SubscriptionIds = info.Subscribers.Cache;
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
switch (message.Type)
{
case ExtendedMessageTypes.ReconnectingFinished:
{
Message[] subscriptions;
lock (_sync)
{
_replaceId.Clear();
subscriptions = _subscriptionsById.Keys.Select(i =>
{
var subscription = (ISubscriptionMessage)i.Subscription.Clone();
subscription.TransactionId = TransactionIdGenerator.GetNextId();
_replaceId.Add(subscription.TransactionId, i.Subscription.TransactionId);
var msg = (Message)subscription;
msg.Adapter = this;
msg.IsBack = true;
return(msg);
}).ToArray();
}
foreach (var subscription in subscriptions)
{
base.OnInnerAdapterNewOutMessage(subscription);
}
break;
}
}
}
