private void MarketSimulatorTimerStep()
{
int?conflationIntervalInMilleseconds = null;
List <Subscription> subsToUse = new List <Subscription>();
lock (this._syncroot) //protect _subscriptions
{
foreach (var item in this._subscriptions)
{
if (Types.RandomDataGenerator.ShouldIncludeQuote()) //70% chance that I'll send a new quote for the current subscription (after the first response which contains all tickers)
{
subsToUse.Add(item);
}
if (item.ConflationInterval.HasValue)
{
conflationIntervalInMilleseconds = item.ConflationInterval.Value * 1000;
}
}
}
if (subsToUse.Count > 0)
{
MarketDataRequest.MarketEvent evt = new MarketDataRequest.MarketEvent(Event.EventType.SUBSCRIPTION_DATA, null, subsToUse);
if (this._asyncHandler != null)
{
this._asyncHandler(evt, this);
}
}
}
public void Subscribe(IList <Subscription> subscriptionList)
{
lock (this._syncroot) //protect _subscriptions
this._subscriptions.AddRange(subscriptionList);
MarketDataRequest.MarketEvent evtSubStatus = new MarketDataRequest.MarketEvent(Event.EventType.SUBSCRIPTION_STATUS, null, subscriptionList);
if (this._asyncHandler != null)
{
this._asyncHandler(evtSubStatus, this);
}
}
public bool StartAsync()
{
this._sessionState = SessionStateType.started;
MarketDataRequest.MarketEvent evtSessionStatus = new MarketDataRequest.MarketEvent(Event.EventType.SESSION_STATUS, null, null);
MarketDataRequest.MarketEvent evtServiceStatus = new MarketDataRequest.MarketEvent(Event.EventType.SERVICE_STATUS, new CorrelationID(), null);
if (this._asyncHandler != null)
{
this._asyncHandler(evtSessionStatus, this);
this._asyncHandler(evtServiceStatus, this);
}
return(true);
}
public void Cancel(CorrelationID corr)
{
lock (this._syncroot) //protect _subscriptions
{
for (int i = this._subscriptions.Count - 1; i >= 0; i--)
{
if (this._subscriptions[i].CorrelationID.Value == corr.Value && this._subscriptions[i].CorrelationID.IsInternal == corr.IsInternal)
{
MarketDataRequest.MarketEvent evtSubCancel = new MarketDataRequest.MarketEvent(Event.EventType.SUBSCRIPTION_STATUS, this._subscriptions[i]);
if (this._asyncHandler != null)
{
this._asyncHandler(evtSubCancel, this);
}
this._subscriptions.RemoveAt(i);
}
}
}
}
internal MarketEvent(EventType evtType, CorrelationID corr, IEnumerable <Subscription> subscriptions) //use for subscribing
{
this._messages = new List <Message>();
switch (evtType)
{
case EventType.SESSION_STATUS:
base._type = evtType;
MarketMessageSessionOpened msgSessionOpened = new MarketMessageSessionOpened();
this._messages.Add(msgSessionOpened);
break;
case EventType.SERVICE_STATUS:
base._type = evtType;
MarketMessageServiceStatus msgServiceStatus = new MarketMessageServiceStatus(corr);
this._messages.Add(msgServiceStatus);
break;
case EventType.SUBSCRIPTION_STATUS:
base._type = evtType;
foreach (var item in subscriptions)
{
bool securityError = Types.Rules.IsSecurityError(item.Security);
if (securityError)
{
MarketMessageSubscriptionFailure msgError = new MarketMessageSubscriptionFailure(item);
this._messages.Add(msgError);
}
else
{
MarketMessageSubscriptionStarted msgSubStatus = new MarketMessageSubscriptionStarted(item);
this._messages.Add(msgSubStatus);
}
}
break;
case EventType.SUBSCRIPTION_DATA:
base._type = evtType;
foreach (var item in subscriptions)
{
bool securityError = Types.Rules.IsSecurityError(item.Security);
if (!securityError)
{
MarketMessageSubscriptionData msgSubData = new MarketMessageSubscriptionData(item, MarketEvent.GenerateFakeMessageData(item));
this._messages.Add(msgSubData);
}
}
break;
default:
throw new NotImplementedException(string.Format("BEmu.MarketDataRequest.EventMarket.EventMarket: doesn't expect EventType {0}", evtType.ToString()));
}
}
