/// <summary>
/// Data delivery has received a dataDelivery update.
/// </summary>
void _dataDelivery_DataHistoryUpdateDelegate(ISourceDataDelivery dataDelivery, DataSessionInfo session, DataHistoryUpdate update)
{
if (_sessionInfo.Equals(session) == false)
{
return;
}
if (update.Period != _period.Value)
{// This update is aimed at another provider.
return;
}
DataBarUpdateType?updateType = null;
if (_dataBars.Count == 0)
{
updateType = DataBarUpdateType.Initial;
}
_barFilter.FilterUpdate(dataDelivery, session, update);
int updatedBarsCount = 0;
lock (this)
{
_lastDataUpdate = DateTime.Now;
// Add new bars - search for new later bars.
for (int i = 0; i < update.DataBarsUnsafe.Count; i++)
{
if (_dataBars.Count == 0 || update.DataBarsUnsafe[i].DateTime > _dataBars[_dataBars.Count - 1].DateTime)
{
if (updateType.HasValue == false)
{
updateType = DataBarUpdateType.HistoryUpdate;
}
updatedBarsCount++;
_dataBars.Add(update.DataBarsUnsafe[i]);
_cachedDataBarIndexSearches.Add(update.DataBarsUnsafe[i].DateTime, _dataBars.Count - 1);
}
}
bool preTimeUpdate = false;
// Add new bars - search for previous bars - a separate cycle needed since we need to move backwards on this.
for (int i = update.DataBarsUnsafe.Count - 1; i >= 0; i--)
{
if (_dataBars.Count > 0 && update.DataBarsUnsafe[i].DateTime < _dataBars[0].DateTime)
{// This is a bar from previous history, we do not know about - insert first place.
_dataBars.Insert(0, update.DataBarsUnsafe[i]);
preTimeUpdate = true;
}
}
// Also check the last 5 units for any requotes that might have been sent,
// this happens when price changes and we get updates for the last unit.
for (int i = 0; i < 5 && update.DataBarsUnsafe.Count - 1 - i > 0 && _dataBars.Count - 1 - i > 0; i++)
{
if (update.DataBarsUnsafe[update.DataBarsUnsafe.Count - 1 - i].DateTime == _dataBars[_dataBars.Count - 1 - i].DateTime
/*&& update.DataBarsUnsafe[update.DataBarsUnsafe.Count - 1 - i].Equals(_dataBars[_dataBars.Count - 1 - i]) == false*/)
{
updatedBarsCount++;
// Since this update is only when the date times are the same, the helper cache dictionary needs not be updated.
_dataBars[_dataBars.Count - 1 - i] = update.DataBarsUnsafe[update.DataBarsUnsafe.Count - 1 - i];
if (updateType.HasValue == false)
{
updateType = DataBarUpdateType.HistoryUpdate;
}
}
}
if (preTimeUpdate)
{// Make a full update if we have inserted something in the beggining.
updateType = DataBarUpdateType.HistoryUpdate;
updatedBarsCount = _dataBars.Count;
}
}
if (updateType.HasValue && DataBarHistoryUpdateEvent != null)
{
DataBarHistoryUpdateEvent(this, updateType.Value, updatedBarsCount);
}
}
