public RealtimeOhlcSource(ExecutionCachedSourceFactory historicalFactory, BfProductCode productCode, TimeSpan frameSpan, IObservable <BfExecution> realtime)
{
IDisposable subscribed = null;
_source = Observable.Create <RealtimeOhlc>(observer =>
{
var firstOhlc = default(RealtimeOhlc);
var currentOhlc = default(RealtimeOhlc);
return(realtime.Scan(default(BfExecution), (prev, current) =>
{
if (prev == default(BfExecution))
{
firstOhlc = currentOhlc = new RealtimeOhlc(current);
var refTime = current.ExecutedTime.Round(frameSpan);
subscribed = historicalFactory.GetExecutionCachedSource(productCode, current.ExecutionId)
.TakeWhile(tick => tick.ExecutedTime >= refTime)
.Finally(() =>
{
subscribed.Dispose(); // 本当に必要か？
})
.Subscribe(
histTick => firstOhlc.Update(histTick),
ex => observer.OnError(ex),
() => { /* TakeWhile完了後にちゃんと終わるか？ */ }
);
observer.OnNext(firstOhlc);
}
// Close/Open buffer
else if (prev.ExecutedTime.Round(frameSpan) != current.ExecutedTime.Round(frameSpan))
{
currentOhlc.CommitFrame();
currentOhlc = new RealtimeOhlc(current);
observer.OnNext(currentOhlc);
}
else
{
currentOhlc.Update(current);
}
return current;
}).Subscribe().AddTo(_disposables));
});
}
public RealtimeOhlcSourceFactory(RealtimeSourceFactory realtimeFactory, ExecutionCachedSourceFactory historicalFactory)
{
_realtimeFactory = realtimeFactory;
_historicalFactory = historicalFactory;
}
