// method is called when there are new data to update
public Array RefreshData(ref int topicCount)
{
object[,] data = null;
try
{
TwsRtdServerConnection connection = null;
TwsRtdServerMktDataRequest mktDataRequest = null;
TwsRtdServerTopic topic = null;
// in loop - update all topics from updatedTopicIds array
int[] updatedTopicIds;
lock (m_updatedTopicIds)
{
updatedTopicIds = m_updatedTopicIds.ToArray();
m_updatedTopicIds.Clear();
}
topicCount = updatedTopicIds.Length;
data = new object[2, topicCount];
int n = 0;
foreach(var topicId in updatedTopicIds)
{
TwsRtdServerTopicIdMap twsRtdServerTopicIdMap = null;
if (m_topicIdMap.TryGetValue(topicId, out twsRtdServerTopicIdMap))
{
// get appropriate connection
if (m_connections.TryGetValue(twsRtdServerTopicIdMap.ConnectionStr(), out connection))
{
// get appropriate mktDataRequest
mktDataRequest = connection.GetMktDataRequest(twsRtdServerTopicIdMap.TwsReqId());
if (mktDataRequest != null)
{
// get appropriate topic
topic = mktDataRequest.GetTopic(twsRtdServerTopicIdMap.TopicStr());
}
if (topic != null)
{
// update data array with topic.Id and topic.Value
data[0, n] = topic.TopicId();
data[1, n] = topic.TopicValue();
n++;
}
}
}
}
}
catch //(COMException comException)
{
// comException.Message = "The message filter indicated that the application is busy. (Exception from HRESULT: 0x8001010A (RPC_E_SERVERCALL_RETRYLATER))"
// Console.WriteLine(comException.Message);
}
return data;
}
void GetTopicAndAddUpdate(string topicStr, TwsRtdServerMktDataRequest mktDataRequest, object value)
{
TwsRtdServerTopic topic = mktDataRequest.GetTopic(topicStr);
if (topic != null)
{
// set topic's new value
topic.TopicValue(value);
m_server.AddUpdatedTopicId(topic.TopicId()); // add topic to updatedTopicIds array
}
// save latest value
mktDataRequest.SetMktDataTickValue(topicStr, value);
}
// this method is called when topic is removed
public void DisconnectData(int topicId)
{
try
{
// find appropriate connection, mktDataRequest and topic
TwsRtdServerTopicIdMap twsRtdServerTopicIdMap = null;
if (!m_topicIdMap.TryGetValue(topicId, out twsRtdServerTopicIdMap))
{
return;
}
// get appropriate connection
TwsRtdServerConnection connection = null;
if (!m_connections.TryGetValue(twsRtdServerTopicIdMap.ConnectionStr(), out connection))
{
return;
}
// get appropriate mktDataRequest
TwsRtdServerMktDataRequest mktDataRequest = connection.GetMktDataRequest(twsRtdServerTopicIdMap.TwsReqId());
if (mktDataRequest != null)
{
// get appropriate topic
TwsRtdServerTopic topic = mktDataRequest.GetTopic(twsRtdServerTopicIdMap.TopicStr());
if (topic != null)
{
// remove topic
mktDataRequest.RemoveTopic(twsRtdServerTopicIdMap.TopicStr());
}
m_topicIdMap.Remove(topicId);
// remove topicId from updatedTopicIds
lock (m_updatedTopicIds)
{
m_updatedTopicIds.Remove(topicId);
}
// try to remove mktDataRequest
connection.RemoveMktDataRequest(twsRtdServerTopicIdMap.TwsReqId());
}
}
catch
{
// error disconnecting data
}
}