/// <summary>
/// Process real time data subscription
/// </summary>
public IBusMessageOutbound ProcessSubscribe(IBusMessageInbound envelop, PinkoMsgCalculateExpression expression)
{
var response = (IBusMessageOutbound)envelop;
var marketEnv = PinkoMarketEnvManager.GetMarketEnv(expression.DataFeedIdentifier.MaketEnvId);
var resultMsg = new PinkoMsgCalculateExpressionResult().FromRequest(expression);
response.Message = resultMsg;
response.WebRoleId = expression.DataFeedIdentifier.WebRoleId;
var finalFormExp = expression.GetExpression();
Trace.TraceInformation("Calculating: {0}", expression.Verbose());
//
// Typed expressions supported are double and double[]
//
switch (resultMsg.ResultType)
{
// Single double result
case PinkoCalculateExpressionDaoExtensions.ResultDouble:
{
var complExp = PinkoExpressionEngine.ParseAndCompile<double[]>(finalFormExp);
var results = PinkoExpressionEngine.Invoke(marketEnv, complExp);
if (null != results)
resultMsg.ResultsTupples = expression.ExpressionFormulas.GetTupleResult(results);
}
break;
// 2-dim double[][]
case PinkoCalculateExpressionDaoExtensions.ResultDoubleSeries:
{
var complExp = PinkoExpressionEngine.ParseAndCompile<double[][]>(finalFormExp);
var results = PinkoExpressionEngine.Invoke(marketEnv, complExp);
if (null != results)
resultMsg.ResultsTupples = expression.ExpressionFormulas.GetTupleResult(results);
}
break;
default:
{
resultMsg.ResultType = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorCode = PinkoErrorCode.FormulaTypeNotSupported;
response.ErrorDescription = PinkoMessagesText.FormulaNotSupported;
response.ErrorSystem = PinkoMessagesText.FormulaNotSupported;
}
break;
}
return response;
}
