/// <summary>
/// Creates an event subscription.
/// </summary>
/// <remarks>
/// Don't call this method inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="type">Event type.</param>
/// <param name="listener">Event listener callback.</param>
/// <returns>Subscription object.</returns>
/// <exception cref="ArgumentNullException">Listener is null.</exception>
/// <exception cref="DxException"></exception>
public IDxSubscription CreateSubscription(EventType type, IDxEventListener listener)
{
if (handle == IntPtr.Zero)
{
throw new NativeDxException("not connected");
}
IDxSubscription result = new NativeSubscription(this, type, listener);
subscriptions.Add(result);
return(result);
}
/// <summary>
/// Creates a candle event subscription.
/// </summary>
/// <remarks>
/// Don't call this method inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="time">Date time in the past.</param>
/// <param name="eventSubscriptionFlags">Event subscription flags</param>
/// <param name="listener">Candle listener callback.</param>
/// <returns>Subscription object.</returns>
/// <exception cref="ArgumentNullException">Listener is null.</exception>
/// <exception cref="DxException"></exception>
public IDxSubscription CreateSubscription(DateTime?time, EventSubscriptionFlag eventSubscriptionFlags, IDxCandleListener listener)
{
if (handle == IntPtr.Zero)
{
throw new NativeDxException("not connected");
}
IDxSubscription result = new NativeSubscription(this, time, eventSubscriptionFlags, listener);
subscriptions.Add(result);
return(result);
}
/// <summary>
/// Adds a symbol to the subscription.
/// </summary>
/// <remarks>
/// Don't call this method inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="symbol">Symbol.</param>
/// <exception cref="ArgumentException">Invalid <paramref name="symbol"/> parameter.</exception>
/// <exception cref="InvalidOperationException">You try to add more than one symbol to snapshot subscription.</exception>
/// <exception cref="DxException">Internal error.</exception>
public void AddSymbol(string symbol)
{
if (string.IsNullOrWhiteSpace(symbol))
{
throw new ArgumentException("Invalid symbol parameter");
}
if (snapshotPtr != InvalidSnapshot)
{
throw new InvalidOperationException("It is allowed to add only one symbol to snapshot subscription");
}
if ((eventType == EventType.Candle) ||
(eventType == EventType.None) && NativeSubscription.IsCandleSymbol(symbol))
{
AddSymbol(CandleSymbol.ValueOf(symbol));
return;
}
byte[] sourceBytes = null;
if (source != string.Empty)
{
var ascii = Encoding.ASCII;
sourceBytes = ascii.GetBytes(source);
}
if (eventType == EventType.None)
{
eventType = EventType.Order;
C.CheckOk(C.Instance.dxf_create_order_snapshot(connectionPtr, symbol, sourceBytes, time, out snapshotPtr));
}
else
{
C.CheckOk(C.Instance.dxf_create_snapshot(connectionPtr, EventTypeUtil.GetEventId(eventType), symbol, sourceBytes, time, out snapshotPtr));
}
try
{
if (listener is IDxIncOrderSnapshotListener)
{
C.CheckOk(C.Instance.dxf_attach_snapshot_inc_listener(snapshotPtr, incCallback = OnIncOrderSnapshot, IntPtr.Zero));
}
else
{
C.CheckOk(C.Instance.dxf_attach_snapshot_listener(snapshotPtr, callback = OnEvent, IntPtr.Zero));
}
}
catch (DxException)
{
Dispose();
throw;
}
}
