public void Serialization()
{
var dictionary = new SynchronizedDictionary <string, string>();
var collection = new[] {
new KeyValuePair <string, string>("22", "33"),
new KeyValuePair <string, string>("44", "55"),
new KeyValuePair <string, string>("66", "77"),
};
dictionary.AddRange(collection);
var serialized = dictionary.Serialization().Binary();
Assert.True(dictionary.ToList().Equality().Equal(serialized));
}
public void RemoveKeys()
{
var dictionary = new SynchronizedDictionary <string, string>();
var collection = new[] {
new KeyValuePair <string, string>("22", "33"),
new KeyValuePair <string, string>("44", "55"),
new KeyValuePair <string, string>("66", "77"),
};
dictionary.AddRange(collection);
Assert.Equal(dictionary.Count, collection.Count());
dictionary.RemoveKeys(collection.Select(t => t.Key));
Assert.Equal(0, dictionary.Count());
}
public void RemoveKeys()
{
var dictionary = new SynchronizedDictionary<string, string>();
var collection = new[] {
new KeyValuePair<string, string>("22", "33"),
new KeyValuePair<string, string>("44", "55"),
new KeyValuePair<string, string>("66", "77"),
};
dictionary.AddRange(collection);
Assert.Equal(dictionary.Count, collection.Count());
dictionary.RemoveKeys(collection.Select(t => t.Key));
Assert.Equal(0, dictionary.Count());
}
/// <summary>
/// Запустить загрузку данных.
/// </summary>
protected override void OnStarting()
{
var connectorSettings = (ConnectorHydraTaskSettings)Settings;
var settings = Connector.ReConnectionSettings;
if (connectorSettings == null)
{
settings.AttemptCount = -1;
settings.ReAttemptCount = -1;
}
else
{
settings.Load(connectorSettings.ReConnectionSettings.Save());
Connector.LogLevel = LogLevel;
}
Adapter = GetAdapter(Connector.TransactionIdGenerator);
_adapter = new BufferMessageAdapter(Adapter);
Connector.Adapter.InnerAdapters.Clear();
Connector.Adapter.InnerAdapters.Add(_adapter);
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
_allSecurity = this.GetAllSecurity();
_securityMap.Clear();
_associatedSecurityCodes.Clear();
if (_allSecurity == null)
{
_securityMap.AddRange(Settings.Securities.ToDictionary(s => s.Security, s => s));
var associatedSecurities = Settings
.Securities
.Where(p => p.Security.Board == ExchangeBoard.Associated)
.DistinctBy(sec => sec.Security.Code);
_associatedSecurityCodes.AddRange(associatedSecurities.ToDictionary(s => s.Security.Code, s => s));
}
_adapter.SendInMessage(new ConnectMessage());
}
/// <summary>
/// Запустить загрузку данных.
/// </summary>
protected override void OnStarting()
{
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
_allSecurity = this.GetAllSecurity();
_securityMap.Clear();
_associatedSecurityCodes.Clear();
if (_allSecurity == null)
{
_securityMap.AddRange(Settings.Securities.ToDictionary(s => s.Security, s => s));
var associatedSecurities = Settings
.Securities
.Where(p => p.Security.Board == ExchangeBoard.Associated)
.DistinctBy(sec => sec.Security.Code);
_associatedSecurityCodes.AddRange(associatedSecurities.ToDictionary(s => s.Security.Code, s => s));
}
Connector.Start();
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
if (message.IsBack)
{
var adapter = message.Adapter;
if (adapter == null)
{
throw new InvalidOperationException();
}
adapter.SendInMessage(message);
return;
}
switch (message.Type)
{
case MessageTypes.Reset:
ProcessReset(message);
break;
case MessageTypes.Connect:
{
if (_isFirstConnect)
{
_isFirstConnect = false;
}
else
{
ProcessReset(new ResetMessage());
}
_hearbeatAdapters.AddRange(GetSortedAdapters().Select(CreateWrappers).ToDictionary(a => a, a =>
{
var hearbeatAdapter = new HeartbeatMessageAdapter(a);
((IMessageAdapter)hearbeatAdapter).Parent = this;
hearbeatAdapter.NewOutMessage += m => OnInnerAdapterNewOutMessage(a, m);
return(hearbeatAdapter);
}));
if (_hearbeatAdapters.Count == 0)
{
throw new InvalidOperationException(LocalizedStrings.Str3650);
}
_hearbeatAdapters.Values.ForEach(a => a.SendInMessage(message));
break;
}
case MessageTypes.Disconnect:
{
_connectedAdapters.Cache.ForEach(a => a.SendInMessage(message));
break;
}
case MessageTypes.Portfolio:
{
var pfMsg = (PortfolioMessage)message;
ProcessPortfolioMessage(pfMsg.PortfolioName, pfMsg);
break;
}
case MessageTypes.OrderRegister:
case MessageTypes.OrderReplace:
case MessageTypes.OrderCancel:
case MessageTypes.OrderGroupCancel:
{
var ordMsg = (OrderMessage)message;
ProcessAdapterMessage(ordMsg.PortfolioName, ordMsg);
break;
}
case MessageTypes.OrderPairReplace:
{
var ordMsg = (OrderPairReplaceMessage)message;
ProcessAdapterMessage(ordMsg.Message1.PortfolioName, ordMsg);
break;
}
case MessageTypes.MarketData:
{
IMessageAdapter[] adapters = null;
if (message.Adapter != null)
{
var wrapper = _hearbeatAdapters.Values.FirstOrDefault(w => GetUnderlyingAdapter(w) == message.Adapter);
if (wrapper != null)
{
adapters = new IMessageAdapter[] { wrapper }
}
;
}
if (adapters == null)
{
adapters = _messageTypeAdapters.TryGetValue(message.Type)?.Cache;
}
if (adapters == null)
{
throw new InvalidOperationException(LocalizedStrings.Str629Params.Put(message.Type));
}
var mdMsg = (MarketDataMessage)message;
switch (mdMsg.DataType)
{
case MarketDataTypes.News:
adapters.ForEach(a => a.SendInMessage(mdMsg));
break;
default:
{
var key = mdMsg.CreateKey();
var state = _subscriptionStates.TryGetValue2(key);
if (mdMsg.IsSubscribe)
{
if (state != null)
{
switch (state)
{
case SubscriptionStates.Subscribed:
{
var adapter = _subscriptions.TryGetValue(key);
if (adapter != null)
{
adapter.SendInMessage(mdMsg);
}
else
{
RaiseMarketDataMessage(null, mdMsg.OriginalTransactionId, new InvalidOperationException(state.Value.ToString()), true);
}
break;
}
case SubscriptionStates.Subscribing:
//case SubscriptionStates.Unsubscribing:
_suspendedSubscriptions.SafeAdd(key).Add(mdMsg);
break;
default:
throw new ArgumentOutOfRangeException();
}
break;
}
else
{
_subscriptionStates.Add(key, SubscriptionStates.Subscribing);
}
}
else
{
var canProcess = false;
switch (state)
{
case SubscriptionStates.Subscribed:
canProcess = true;
//_subscriptionStates[key] = SubscriptionStates.Unsubscribing;
break;
case SubscriptionStates.Subscribing:
//case SubscriptionStates.Unsubscribing:
RaiseMarketDataMessage(null, mdMsg.OriginalTransactionId, new InvalidOperationException(state.Value.ToString()), false);
break;
case null:
RaiseMarketDataMessage(null, mdMsg.OriginalTransactionId, null, false);
break;
default:
throw new ArgumentOutOfRangeException();
}
if (!canProcess)
{
break;
}
}
if (mdMsg.TransactionId != 0)
{
_subscriptionKeys.Add(mdMsg.TransactionId, key);
}
if (mdMsg.IsSubscribe)
{
//if (_subscriptionQueue.ContainsKey(key))
// return;
var enumerator = adapters.Cast <IMessageAdapter>().GetEnumerator();
_subscriptionQueue.Add(key, enumerator);
ProcessSubscriptionAction(enumerator, mdMsg, mdMsg.TransactionId);
}
else
{
var adapter = _subscriptions.TryGetValue(key);
if (adapter != null)
{
//_subscriptions.Remove(key);
adapter.SendInMessage(message);
}
}
break;
}
}
break;
}
case MessageTypes.ChangePassword:
{
var adapter = GetSortedAdapters().FirstOrDefault(a => a.SupportedMessages.Contains(MessageTypes.ChangePassword));
if (adapter == null)
{
throw new InvalidOperationException(LocalizedStrings.Str629Params.Put(message.Type));
}
adapter.SendInMessage(message);
break;
}
default:
{
if (message.Adapter != null)
{
message.Adapter.SendInMessage(message);
break;
}
var adapters = _messageTypeAdapters.TryGetValue(message.Type)?.Cache;
if (adapters == null)
{
throw new InvalidOperationException(LocalizedStrings.Str629Params.Put(message.Type));
}
adapters.ForEach(a => a.SendInMessage(message));
break;
}
}
}
public void Serialization()
{
var dictionary = new SynchronizedDictionary<string, string>();
var collection = new[] {
new KeyValuePair<string, string>("22", "33"),
new KeyValuePair<string, string>("44", "55"),
new KeyValuePair<string, string>("66", "77"),
};
dictionary.AddRange(collection);
var serialized = dictionary.Serialization().Binary();
Assert.True(dictionary.ToList().Equality().Equal(serialized));
}
/// <summary>
/// Отправить сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
ProcessReset(message);
break;
case MessageTypes.Connect:
if (_isFirstConnect)
{
_isFirstConnect = false;
}
else
{
ProcessReset(new ResetMessage());
}
_hearbeatAdapters.AddRange(GetSortedAdapters().ToDictionary(a => a, a =>
{
var hearbeatAdapter = (IMessageAdapter) new HeartbeatAdapter(a);
hearbeatAdapter.Parent = this;
hearbeatAdapter.NewOutMessage += m => OnInnerAdapterNewMessage(a, m);
return(hearbeatAdapter);
}));
if (_hearbeatAdapters.Count == 0)
{
throw new InvalidOperationException(LocalizedStrings.Str3650);
}
_hearbeatAdapters.Values.ForEach(a => a.SendInMessage(message));
break;
case MessageTypes.Disconnect:
_connectedAdapters
.CachedValues
.SelectMany(c => c.Cache)
.Distinct()
.ForEach(a => a.SendInMessage(message));
break;
case MessageTypes.Portfolio:
{
var pfMsg = (PortfolioMessage)message;
ProcessPortfolioMessage(pfMsg.PortfolioName, pfMsg);
break;
}
case MessageTypes.OrderRegister:
case MessageTypes.OrderReplace:
case MessageTypes.OrderCancel:
case MessageTypes.OrderGroupCancel:
{
var ordMsg = (OrderMessage)message;
ProcessPortfolioMessage(ordMsg.PortfolioName, ordMsg);
break;
}
case MessageTypes.OrderPairReplace:
{
var ordMsg = (OrderPairReplaceMessage)message;
ProcessPortfolioMessage(ordMsg.Message1.PortfolioName, ordMsg);
break;
}
case MessageTypes.MarketData:
{
var adapters = _connectedAdapters.TryGetValue(message.Type);
if (adapters == null)
{
throw new InvalidOperationException(LocalizedStrings.Str629Params.Put(message.Type));
}
var mdMsg = (MarketDataMessage)message;
switch (mdMsg.DataType)
{
case MarketDataTypes.News:
adapters.Cache.ForEach(a => a.SendInMessage(mdMsg));
break;
default:
{
var key = Tuple.Create(mdMsg.SecurityId, mdMsg.DataType);
if (mdMsg.IsSubscribe)
{
if (_subscriptionQueue.ContainsKey(key))
{
return;
}
var enumerator = adapters.Cache.Cast <IMessageAdapter>().GetEnumerator();
_subscriptionQueue.Add(key, enumerator);
ProcessSubscriptionAction(enumerator, mdMsg);
}
else
{
var adapter = _subscriptions.TryGetValue(key);
if (adapter != null)
{
_subscriptions.Remove(key);
adapter.SendInMessage(message);
}
}
break;
}
}
break;
}
default:
{
var adapters = _connectedAdapters.TryGetValue(message.Type);
if (adapters == null)
{
throw new InvalidOperationException(LocalizedStrings.Str629Params.Put(message.Type));
}
adapters.Cache.ForEach(a => a.SendInMessage(message));
break;
}
}
}