private void OnMarketDataResolved(AdapterEventArgs <InformationReport> args)
{
using (resolutionRequestsLock.Lock())
{
if (!resolutionRequestsById.TryGetValue(args.Message.id, out var request))
{
return;
}
resolutionRequestsById.Remove(args.Message.id);
var resolvedSymbol = args.Message.symbol_resolution_report.contract_metadata.contract_symbol;
if (resolvedSymbol.EndsWith(request.Symbol))
{
request.TrySetResult(SubscriptionTestResult.Passed(
ContractMetadataToString(args.Message.symbol_resolution_report.contract_metadata))
);
}
else
{
request.TrySetResult(SubscriptionTestResult.Failed(
ContractMetadataToString(args.Message.symbol_resolution_report.contract_metadata))
);
}
}
//request.TrySetResult(Tuple.Create(true,args.Message.ToString()));
args.MarkHandled();
}
/// <summary>
/// Проверить подписку
/// </summary>
async Task <SubscriptionTestResult> ISubscriptionTester <IQFeedInstrumentData> .TestSubscriptionAsync(IQFeedInstrumentData data)
{
using (LogManager.Scope())
{
await securityTypeIndexCompleted.Task;
if (!securityTypeIndex.TryGetValue(data.SecurityType, out var typeId))
{
var message = LogMessage.Format($"Failed to find an identifier for {data.SecurityType}").ToString();
Logger.Warn().Print(message);
return(SubscriptionTestResult.Failed(message));
}
var operation = new SubscriptionTest(data.Symbol, data.SecurityType);
var requestId = LookupSocketWrapper.RequestIdPrefix + Guid.NewGuid().ToString("N");
using (subscriptionTestsLock.Lock())
{
subscriptionTests[requestId] = operation;
}
lookupSocket.RequestSymbolLookup(data.Symbol, typeId, requestId);
var result = await operation.Task;
if (result)
{
return(SubscriptionTestResult.Passed());
}
return(SubscriptionTestResult.Failed());
}
}
/// <summary>
/// Проверить подписку
/// </summary>
Task <SubscriptionTestResult> ISubscriptionTester <InstrumentData> .TestSubscriptionAsync(InstrumentData data)
{
var symbol = data.Symbol;
var result = SubscriptionTestResult.Failed();
const int timeToWait = 10000;
var isResolved = false;
var source = new CancellationTokenSource(timeToWait);
var cancellationToken = source.Token;
MessageReceived += (sender, args) =>
{
if (args.Message.message_type == QLMessageType.InstrumentParams)
{
var ip = args.Message as QLInstrumentParams;
if (ip.code == symbol)
{
isResolved = true;
source.Cancel();
}
}
};
SendMessage(new QLInstrumentParamsSubscriptionRequest(symbol));
cancellationToken.WaitHandle.WaitOne();
if (isResolved)
{
SendMessage(new QLInstrumentParamsUnsubscriptionRequest(symbol));
result = SubscriptionTestResult.Passed();
}
return(Task.FromResult(result));
}
/// <summary>
/// Проверить подписку
/// </summary>
Task <SubscriptionTestResult> ISubscriptionTester <SpimexInstrumentData> .TestSubscriptionAsync(SpimexInstrumentData data)
{
using (allInstrumentLock.WriteLock())
{
if (!allInstruments.Contains(data.Symbol))
{
return(Task.FromResult(SubscriptionTestResult.Failed()));
}
return(Task.FromResult(SubscriptionTestResult.Passed()));
}
}
/// <summary>
/// Проверить подписку
/// </summary>
Task <SubscriptionTestResult> ISubscriptionTester <InstrumentData> .TestSubscriptionAsync(InstrumentData data)
{
var result = SubscriptionTestResult.Failed();
using (containerLock.ReadLock())
{
if (mapShortIsinToIsin.ContainsKey(data.Symbol))
{
result = SubscriptionTestResult.Passed();
}
}
return(Task.FromResult(result));
}
/// <summary>
/// Проверить подписку
/// </summary>
async Task <SubscriptionTestResult> ISubscriptionTester <IBInstrumentData> .TestSubscriptionAsync(IBInstrumentData data)
{
if (data.Symbol == null)
{
return(SubscriptionTestResult.Failed("No symbol has been specified"));
}
// Мы ожидаем, что внешний конвертер сформирует код в формате LOCALSYMBOL
Contract contract;
switch (data.InstrumentType)
{
case IBInstrumentType.Equity:
case IBInstrumentType.Index:
case IBInstrumentType.Commodity:
case IBInstrumentType.FX:
contract = ContractContainer.GetAssetContractStub(data);
break;
case IBInstrumentType.Future:
contract = ContractContainer.GetFutureContractStub(data);
break;
case IBInstrumentType.AssetOption:
contract = ContractContainer.GetAssetOptionContractStub(data);
break;
case IBInstrumentType.FutureOption:
contract = ContractContainer.GetFutureOptionContractStub(data);
break;
default:
return(SubscriptionTestResult.Failed($"Bad instrument type: {data.InstrumentType}"));
}
var testResult = TestContract(contract);
var result = await testResult.WaitAsync();
if (result)
{
return(SubscriptionTestResult.Passed());
}
return(SubscriptionTestResult.Failed());
}
private void OnMarketDataNotResolved(AdapterEventArgs <InformationReport> args)
{
ResolutionRequest request;
using (resolutionRequestsLock.Lock())
{
if (!resolutionRequestsById.TryGetValue(args.Message.id, out request))
{
return;
}
resolutionRequestsById.Remove(args.Message.id);
}
request.TrySetResult(SubscriptionTestResult.Failed(args.Message.text_message));
args.MarkHandled();
}
