/// <summary>
/// Обработчик события получения списка счетов
/// </summary>
private void AccountResolved(AdapterEventArgs <AccountsReport> args)
{
args.MarkHandled();
// Инициализируем счета
if (args.Message.brokerage != null)
{
using (accountsLock.WriteLock())
{
foreach (
var account in
from brokerage in args.Message.brokerage
from ss in brokerage.sales_series
from account in ss.account
select account)
{
Logger.Debug().PrintFormat("Account resolved: {0};{1};{2}", account.brokerage_account_id, account.account_id, account.name);
AddAccount(account.name);
accountCodesById[account.account_id] = account.name;
accountIdsByCode[account.name] = account.account_id;
}
}
OnMessageReceived(
new InitResponseMessage
{
OrderRouters = new Dictionary <string, string[]>
{
{ ServiceCode, AvailableAccounts.ToArray() }
}
});
}
// Подписываемся на счета
var subscription = new TradeSubscription
{
publication_type = (uint)TradeSubscription.PublicationType.ALL_AUTHORIZED,
subscription_scope =
{
(uint)TradeSubscription.SubscriptionScope.ORDERS,
(uint)TradeSubscription.SubscriptionScope.POSITIONS,
(uint)TradeSubscription.SubscriptionScope.COLLATERAL
},
subscribe = true,
id = adapter.GetNextRequestId()
};
adapter.SendMessage(subscription);
}
/// <summary>
/// Получить Contract ID для инструмента
/// </summary>
/// <param name="instrument">
/// Инструмент
/// </param>
/// <returns>
/// Contract ID
/// </returns>
public async Task <uint> GetContractIdAsync(Instrument instrument)
{
using (LogManager.Scope())
{
// Ищем ID контракта в кеше
uint contractId;
using (cacheLock.Lock())
{
if (cachedContractIds.TryGetValue(instrument, out contractId))
{
return(contractId);
}
}
// Ищем или создаем запрос инструмента
ResolutionRequest request;
var sendRequest = false;
using (resolutionRequestsLock.Lock())
{
if (!resolutionRequestsByInstrument.TryGetValue(instrument, out request))
{
var requestId = adapter.GetNextRequestId();
request = new ResolutionRequest(requestId, instrument);
resolutionRequestsById.Add(requestId, request);
resolutionRequestsByInstrument.Add(instrument, request);
sendRequest = true;
}
}
// Отправляем запрос инструмента, если он был создан
if (sendRequest)
{
await SendResolutionRequestAsync(request);
}
// Дожидаемся отработки запроса
contractId = await request.Task;
return(contractId);
}
}
private async Task <TimeBarRequest> PrepareTimeBarRequestAsync(
Instrument instrument,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
TimeBarRequest.RequestType type)
{
var contractId = await instrumentResolver.GetContractIdAsync(instrument);
if (contractId == uint.MaxValue)
{
return(await Task.FromResult <TimeBarRequest>(null));
}
TimeBarParameters.BarUnit barUnit;
uint unitsNumber = 0;
switch (span)
{
case HistoryProviderSpan.Minute:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 1;
break;
case HistoryProviderSpan.Minute5:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 5;
break;
case HistoryProviderSpan.Minute10:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 10;
break;
case HistoryProviderSpan.Minute15:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 15;
break;
case HistoryProviderSpan.Minute30:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 30;
break;
case HistoryProviderSpan.Hour:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 1;
break;
case HistoryProviderSpan.Hour4:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 4;
break;
case HistoryProviderSpan.Day:
// Для DAY units_number не заполняется
barUnit = TimeBarParameters.BarUnit.DAY;
break;
case HistoryProviderSpan.Week:
// Для WEEK units_number не заполняется
barUnit = TimeBarParameters.BarUnit.WEEK;
break;
case HistoryProviderSpan.Month:
// Для MONTH units_number не заполняется
barUnit = TimeBarParameters.BarUnit.MONTH;
break;
default:
throw new ArgumentOutOfRangeException(nameof(span), span, $"Invalid time span - {span}");
}
var message = new TimeBarRequest
{
request_id = adapter.GetNextRequestId(),
request_type = (uint)type,
time_bar_parameters = new TimeBarParameters
{
contract_id = contractId,
bar_unit = (uint)barUnit,
units_number = unitsNumber,
from_utc_time = adapter.ResolveDateTime(begin),
to_utc_time = adapter.ResolveDateTime(end)
}
};
return(message);
}
