/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message extra = null;
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetAndRemove(originId, out var isPartial))
{
if (responseMsg.IsOk())
{
if (!this.IsOutMessageSupported(MessageTypes.SubscriptionOnline))
{
if (isPartial)
{
// reply was sent previously for the first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
}
break;
}
if (!_partialRequests.TryGetValue(originId, out var info))
{
break;
}
var requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
if (info.ReplyReceived)
{
// unexpected subscription stop
responseMsg.OriginalTransactionId = requestId;
break;
}
}
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.SubscriptionFinished:
{
var finishMsg = (SubscriptionFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetAndRemove(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
}
else
{
message = new PartialDownloadMessage {
OriginalTransactionId = origin.TransactionId
}.LoopBack(this);
}
}
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (!execMsg.IsMarketData())
{
break;
}
TryUpdateSubscriptionResult(execMsg);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
default:
{
if (message is CandleMessage candleMsg)
{
TryUpdateSubscriptionResult(candleMsg);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
if (extra != null)
{
base.OnInnerAdapterNewOutMessage(extra);
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message extra = null;
switch (message.Type)
{
case MessageTypes.PortfolioLookupResult:
case MessageTypes.OrderStatus:
{
var responseMsg = (IOriginalTransactionIdMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetAndRemove(originId, out var isPartial))
{
if (isPartial)
{
if (((IErrorMessage)responseMsg).Error == null)
{
// reply was sent prev for first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
}
break;
}
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetAndRemove(originId, out var isPartial))
{
if (responseMsg.IsOk())
{
if (isPartial)
{
// reply was sent prev for first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
break;
}
if (!_partialRequests.TryGetValue(originId, out var info))
{
break;
}
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
var requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
}
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.SubscriptionFinished:
{
var finishMsg = (SubscriptionFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetAndRemove(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
}
else
{
message = new PartialDownloadMessage {
OriginalTransactionId = origin.TransactionId
}.LoopBack(this);
}
}
}
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
TryUpdateSubscriptionResult((CandleMessage)message);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (!execMsg.IsMarketData())
{
break;
}
TryUpdateSubscriptionResult(execMsg);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
if (extra != null)
{
base.OnInnerAdapterNewOutMessage(extra);
}
}
