private void m_Session_OnHistMessage(object sender, BWHistResponse histMsg)
{
if (histMsg.Error.Length > 0)
{
debug("ERROR: " + histMsg.Error);
}
else
{
v(histMsg.Symbol + " received bar history data containing " + histMsg.bars.Length + " bars.");
if (histMsg.bars != null && histMsg.bars.Length > 0)
{
string sym = histMsg.Symbol;
foreach (BWBar bar in histMsg.bars)
{
int tlDate = TradeLink.Common.Util.ToTLDate(bar.time);
int tlTime = TradeLink.Common.Util.ToTLTime(bar.time);
Bar tlBar = new BarImpl((decimal)bar.open, (decimal)bar.high, (decimal)bar.low, (decimal)bar.close, (int)bar.volume, tlDate, tlTime, sym, (int)histMsg.Interval);
for (int i = 0; i < tl.NumClients; i++)
{
tl.TLSend(BarImpl.Serialize(tlBar), MessageTypes.BARRESPONSE, i.ToString());
}
}
}
//else if (histMsg.ticks != null && histMsg.ticks.Length > 0)
//{
// foreach (BWTickData tick in histMsg.ticks)
// {
// Tick tlTick = new TickImpl(tick.symbol);
// tlTick.ask = (decimal)tick.askprice;
// tlTick.AskSize = (int)tick.asksize;
// tlTick.bid = (decimal)tick.bidprice;
// tlTick.BidSize = (int)tick.bidsize;
// tlTick.trade = (decimal)tick.price;
// tlTick.size = (int)tick.size;
// }
//}
}
}
private void m_Session_OnHistMessage(object sender, BWHistResponse histMsg)
{
if (histMsg.Error.Length > 0)
{
debug("ERROR: " + histMsg.Error);
}
else
{
v(histMsg.Symbol + " received bar history data containing " + histMsg.bars.Length + " bars.");
if (histMsg.bars != null && histMsg.bars.Length > 0)
{
string sym = histMsg.Symbol;
foreach (BWBar bar in histMsg.bars)
{
int tlDate = TradeLink.Common.Util.ToTLDate(bar.time);
int tlTime = TradeLink.Common.Util.ToTLTime(bar.time);
Bar tlBar = new BarImpl((decimal)bar.open, (decimal)bar.high, (decimal)bar.low, (decimal)bar.close, (int)bar.volume, tlDate, tlTime,sym,(int)histMsg.Interval);
for (int i = 0; i < tl.NumClients; i++)
tl.TLSend(BarImpl.Serialize(tlBar), MessageTypes.BARRESPONSE, i.ToString());
}
}
//else if (histMsg.ticks != null && histMsg.ticks.Length > 0)
//{
// foreach (BWTickData tick in histMsg.ticks)
// {
// Tick tlTick = new TickImpl(tick.symbol);
// tlTick.ask = (decimal)tick.askprice;
// tlTick.AskSize = (int)tick.asksize;
// tlTick.bid = (decimal)tick.bidprice;
// tlTick.BidSize = (int)tick.bidsize;
// tlTick.trade = (decimal)tick.price;
// tlTick.size = (int)tick.size;
// }
//}
}
}
