private void ProcessSecurityMarketData(Security security, MarketDataTypes dataType, Security subscriber)
{
var message = new MarketDataMessage
{
DataType = dataType,
IsSubscribe = true,
//SecurityId = _connector.GetSecurityId(subscriber),
TransactionId = _connector.TransactionIdGenerator.GetNextId()
};
switch (dataType)
{
case MarketDataTypes.Trades:
message.Arg = ExecutionTypes.Tick;
break;
case MarketDataTypes.OrderLog:
message.Arg = ExecutionTypes.OrderLog;
break;
}
message.FillSecurityInfo(_connector, subscriber);
if (security == null)
{
message.Error = new ArgumentException(LocalizedStrings.Str692Params.Put(message.SecurityId, _connector.Name));
_connector.SendOutMessage(message);
}
else
{
_connector.SendInMessage(message);
}
}
public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
message.FillSecurityInfo(_connector, security);
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_pendingSubscriptions.TryAdd(message.TransactionId, value);
}
else
{
_pendingSubscriptions.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}
private void SendRequest(ISubscriptionMessage request, Subscription subscription)
{
_connector.AddInfoLog(request.IsSubscribe ? LocalizedStrings.SubscriptionSent : LocalizedStrings.UnSubscriptionSent, subscription.Security?.Id, subscription);
_requests.Add(request.TransactionId, Tuple.Create(request, subscription));
_connector.SendInMessage((Message)request);
}
public void SubscribeUnSubscribe(Security security, MarketDataMessage message)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_pendingSubscriptions.Add(message.TransactionId, Tuple.Create((MarketDataMessage)message.Clone(), security));
_connector.SendInMessage(message);
}
public void Subscribe(Security security, MarketDataMessage message)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
//var indexSecurity = security as IndexSecurity;
//if (indexSecurity != null)
// indexSecurity.InnerSecurities.ForEach(s => _connector.SubscribeMarketData(s, message));
//else if (security is ContinuousSecurity)
// SubscribeContinuous((ContinuousSecurity)security, message);
//else
//{
//TrySubscribe(security, message);
_pendingSubscriptions.Add(message.TransactionId, Tuple.Create((MarketDataMessage)message.Clone(), security));
_connector.SendInMessage(message);
//}
}
private void SendRequest(ISubscriptionMessage request, Subscription subscription, bool needLog)
{
lock (_syncObject)
_requests.Add(request.TransactionId, Tuple.Create(request, subscription));
if (needLog)
{
_connector.AddInfoLog(request.IsSubscribe ? LocalizedStrings.SubscriptionSent : LocalizedStrings.UnSubscriptionSent, subscription.SecurityId, request);
}
_connector.SendInMessage((Message)request);
}
private void ProcessSecurityMarketData(Security security, MarketDataMessage message /*, Security subscriber*/)
{
//var message = new MarketDataMessage
//{
// DataType = dataType,
// IsSubscribe = true,
// //SecurityId = _connector.GetSecurityId(subscriber),
// TransactionId = _connector.TransactionIdGenerator.GetNextId()
//};
//switch (dataType)
//{
// case MarketDataTypes.Trades:
// message.Arg = ExecutionTypes.Tick;
// break;
// case MarketDataTypes.OrderLog:
// message.Arg = ExecutionTypes.OrderLog;
// break;
//}
//message.FillSecurityInfo(_connector, subscriber);
if (security == null)
{
var reply = new MarketDataMessage
{
OriginalTransactionId = message.TransactionId,
Error = new ArgumentException(LocalizedStrings.Str692Params.Put(message.SecurityId, _connector.Name))
};
_connector.SendOutMessage(reply);
}
else
{
_connector.SendInMessage(message);
}
}
public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!tryAdd)
{
var msg = (message.IsSubscribe ? LocalizedStrings.SubscriptionSent : LocalizedStrings.UnSubscriptionSent)
.Put(security?.Id, message.ToDataTypeString());
if (message.From != null && message.To != null)
{
msg += LocalizedStrings.Str691Params.Put(message.From.Value, message.To.Value);
}
_connector.AddDebugLog(msg + ".");
}
if (security == null)
{
if (!message.IsSubscribe)
{
if (message.OriginalTransactionId != 0)
{
security = TryGetSecurity(message.OriginalTransactionId);
}
}
}
if (security == null)
{
if (message.DataType != MarketDataTypes.News)
{
if (message.SecurityId.IsDefault())
{
throw new ArgumentNullException(nameof(security));
}
security = _connector.LookupById(message.SecurityId);
if (security == null)
{
throw new ArgumentException(LocalizedStrings.Str704Params.Put(message.SecurityId));
}
}
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
if (security != null)
{
message.FillSecurityInfo(_connector, security);
}
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_requests.TryAdd(message.TransactionId, value);
}
else
{
_requests.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}