/// <summary>
/// Called when a publisher has committed an event to the <see cref="T:Disruptor.RingBuffer`1"/>
/// </summary>
/// <param name="data">Data committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="sequence">Sequence number committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="endOfBatch">flag to indicate if this is the last event in a batch from the <see cref="T:Disruptor.RingBuffer`1"/></param>
public void OnNext(MarketDataObject data, long sequence, bool endOfBatch)
{
if (data.IsTick)
{
// Publish Tick if the subscription request is received
if (TickSubscriptionList.Contains(data.Tick.Security.Symbol))
{
// Raise Event to notify listeners
if (TickReceived != null)
{
TickReceived(data.Tick);
}
}
}
else
{
// Publish Bar if the subscription request is received
if (BarSubscriptionList.Contains(data.Bar.Security.Symbol))
{
// Raise Event to notify listeners
if (BarReceived != null)
{
BarReceived(data.Bar);
}
}
}
// Save data locally for future use
if (_localPersistance)
{
_localPersistanceData.Add(_persistanceDataCount, data);
_persistanceDataCount++;
}
}
/// <summary>
/// Subscribes Tick data for the given symbol
/// </summary>
/// <param name="subscribe">Contains info for the symbol to be subscribed</param>
public void SubscribeSymbol(Subscribe subscribe)
{
try
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request received " + subscribe, _type.FullName, "SubscribeSymbol");
}
// Add new symbol to the Tick list
if (!TickSubscriptionList.Contains(subscribe.Security.Symbol))
{
TickSubscriptionList.Add(subscribe.Security.Symbol);
}
// Fetch data if its not already fetched for bars
if (!BarSubscriptionList.Contains(subscribe.Security.Symbol))
{
FetchData(subscribe);
}
}
catch (Exception exception)
{
_classLogger.Error(exception, _type.FullName, "SubscribeSymbol");
}
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void SubscribeSymbol(BarDataRequest barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request recieved Request for " + barDataRequest, _type.FullName,
"SubscribeSymbol");
}
// Add new symbol to the Bar list
if (!BarSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
BarSubscriptionList.Add(barDataRequest.Security.Symbol);
}
// Fetch data if its not already fetched for ticks
if (!TickSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
// Use locally saved data
if (_persistanceDataCount > 0)
{
var task = Task.Factory.StartNew(UseLocalData);
_tasksCollection.Add(task);
}
// Fetch fresh data
else
{
FetchData(barDataRequest);
}
}
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void SubscribeMultiSymbol(BarDataRequest[] barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request recieved Request for " + barDataRequest, _type.FullName,
"SubscribeSymbol");
}
for (int i = 0; i < barDataRequest.Length; i++)
{
// Add new symbol to the Bar list
if (!BarSubscriptionList.Contains(barDataRequest[i].Security.Symbol))
{
BarSubscriptionList.Add(barDataRequest[i].Security.Symbol);
}
}
FetchData(barDataRequest);
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void SubscribeSymbol(BarDataRequest barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request recieved Request for " + barDataRequest, _type.FullName, "SubscribeSymbol");
}
// Add new symbol to the Bar list
if (!BarSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
BarSubscriptionList.Add(barDataRequest.Security.Symbol);
}
// Fetch data if its not already fetched for ticks
if (!TickSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
FetchData(barDataRequest);
}
}
/// <summary>
/// Called when a publisher has committed an event to the <see cref="T:Disruptor.RingBuffer`1"/>
/// </summary>
/// <param name="data">Data committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="sequence">Sequence number committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="endOfBatch">flag to indicate if this is the last event in a batch from the <see cref="T:Disruptor.RingBuffer`1"/></param>
public void OnNext(MarketDataObject data, long sequence, bool endOfBatch)
{
if (data.IsTick)
{
// Publish Tick if the subscription request is received
if (TickSubscriptionList.Contains(data.Tick.Security.Symbol))
{
TickArrived(data.Tick);
}
}
else
{
// Publish Bar if the subscription request is received
if (BarSubscriptionList.Contains(data.Bar.Security.Symbol))
{
BarArrived(data.Bar);
}
}
}
/// <summary>
/// Subscribes Tick data for the given symbol
/// </summary>
/// <param name="subscribe">Contains info for the symbol to be subscribed</param>
public void SubscribeSymbol(Subscribe subscribe)
{
try
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request received " + subscribe, _type.FullName,
"SubscribeSymbol");
}
// Add new symbol to the Tick list
if (!TickSubscriptionList.Contains(subscribe.Security.Symbol))
{
TickSubscriptionList.Add(subscribe.Security.Symbol);
}
// Fetch data if its not already fetched for bars
if (!BarSubscriptionList.Contains(subscribe.Security.Symbol))
{
// Use locally saved data
if (_persistanceDataCount > 0)
{
var task = Task.Factory.StartNew(UseLocalData);
_tasksCollection.Add(task);
}
// Fetch fresh data
else
{
FetchData(subscribe);
}
}
}
catch (Exception exception)
{
_classLogger.Error(exception, _type.FullName, "SubscribeSymbol");
}
}
/// <summary>
/// Called when a publisher has committed an event to the <see cref="T:Disruptor.RingBuffer`1"/>
/// </summary>
/// <param name="data">Data committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="sequence">Sequence number committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="endOfBatch">flag to indicate if this is the last event in a batch from the <see cref="T:Disruptor.RingBuffer`1"/></param>
public void OnNext(MarketDataObject data, long sequence, bool endOfBatch)
{
if (data.IsTick)
{
// Publish Tick if the subscription request is received
if (TickSubscriptionList.Contains(data.Tick.Security.Symbol))
{
// Raise Event to notify listeners
if (TickReceived != null)
{
TickReceived(data.Tick);
}
if (_classLogger.IsDebugEnabled)
{
_classLogger.Debug(data.Tick.ToString(), _type.FullName, "OnNext");
}
}
}
else
{
// Publish Bar if the subscription request is received
if (BarSubscriptionList.Contains(data.Bar.Security.Symbol))
{
// Raise Event to notify listeners
if (BarReceived != null)
{
BarReceived(data.Bar);
}
if (_classLogger.IsDebugEnabled)
{
_classLogger.Debug(data.Bar.ToString(), _type.FullName, "OnNext");
}
}
}
}