public void Clear()
{
_securityData.Clear();
_allOrdersById.Clear();
_allOrdersByStringId.Clear();
_allOrdersByTransactionId.Clear();
_orders.Clear();
_newsById.Clear();
_newsWithoutId.Clear();
_myTrades.Clear();
_trades.Clear();
_tradeStat.Clear(true);
_orderStatusTransactions.Clear();
_massCancelationTransactions.Clear();
_exchangeBoards.Clear();
_securities.Clear();
_orderCancelFails.Clear();
_orderRegisterFails.Clear();
_positions.Clear();
}
public void Stop()
{
lock (_data.SyncRoot)
{
_data.Clear();
_dataVersion++;
switch (_currState)
{
case States.Starting:
_currState = States.Stopping;
break;
case States.Started:
//_currState = States.Stopping;
_response.Close();
break;
case States.Stopping:
case States.Stopped:
return;
default:
throw new ArgumentOutOfRangeException();
}
}
}
/// <summary>
/// To clear active objects <see cref="ObjectCount"/>.
/// </summary>
/// <param name="resetCounter">Whether to clear the objects counter.</param>
public void Clear(bool resetCounter = false)
{
if (resetCounter)
{
_objectCount = 0;
}
if (!IsObjectTracking)
{
return;
}
// TODO: WeakReference?
_objects.Clear();
}
private void ProcessReset(Message message)
{
_hearbeatAdapters.Values.ForEach(a =>
{
a.SendInMessage(message);
a.Dispose();
});
_connectedAdapters.Clear();
_messageTypeAdapters.Clear();
_hearbeatAdapters.Clear();
_subscriptionQueue.Clear();
_subscriptions.Clear();
_subscriptionKeys.Clear();
_subscriptionStates.Clear();
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
lock (_syncObject)
{
_byId.Clear();
_online.Clear();
_passThrough.Clear();
_allSecSubscriptions.Clear();
_allSecSubscriptionsPassThrough.Clear();
}
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
if (mdMsg.DataType2 == DataType.MarketDepth)
{
var transId = mdMsg.TransactionId;
lock (_syncObject)
{
if (mdMsg.SecurityId == default)
{
if (mdMsg.DoNotBuildOrderBookInrement)
{
_allSecSubscriptionsPassThrough.Add(transId);
}
else
{
_allSecSubscriptions.Add(transId);
}
break;
}
if (mdMsg.DoNotBuildOrderBookInrement)
{
_passThrough.Add(transId);
break;
}
var info = new BookInfo(mdMsg.SecurityId)
{
Builder = { Parent = this }
};
info.SubscriptionIds.Add(transId);
_byId.Add(transId, info);
}
this.AddInfoLog("OB incr subscribed {0}/{1}.", mdMsg.SecurityId, transId);
}
}
else
{
RemoveSubscription(mdMsg.OriginalTransactionId);
}
break;
}
}
return(base.OnSendInMessage(message));
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_subscriptions.Clear();
_strategyIdMap.Clear();
_strategySubscriptions.Clear();
lock (_sync)
_positionManager.ProcessMessage(message);
break;
}
case MessageTypes.PortfolioLookup:
{
var lookupMsg = (PortfolioLookupMessage)message;
if (lookupMsg.IsSubscribe)
{
if (!lookupMsg.StrategyId.IsEmpty())
{
this.AddDebugLog("Subscription (strategy='{1}') {0} added.", lookupMsg.TransactionId, lookupMsg.StrategyId);
_strategyIdMap.Add(lookupMsg.TransactionId, lookupMsg.StrategyId);
_strategySubscriptions.SafeAdd(lookupMsg.StrategyId).Add(lookupMsg.TransactionId);
RaiseNewOutMessage(lookupMsg.CreateResult());
return(true);
}
if (lookupMsg.To == null)
{
this.AddDebugLog("Subscription {0} added.", lookupMsg.TransactionId);
_subscriptions.Add(lookupMsg.TransactionId);
lock (_sync)
_positionManager.ProcessMessage(message);
}
if (IsEmulate)
{
RaiseNewOutMessage(lookupMsg.CreateResult());
return(true);
}
}
else
{
if (_subscriptions.Remove(lookupMsg.OriginalTransactionId))
{
this.AddDebugLog("Subscription {0} removed.", lookupMsg.OriginalTransactionId);
lock (_sync)
_positionManager.ProcessMessage(message);
}
else if (_strategyIdMap.TryGetAndRemove(lookupMsg.OriginalTransactionId, out var strategyId))
{
_strategySubscriptions.TryGetValue(strategyId)?.Remove(lookupMsg.OriginalTransactionId);
this.AddDebugLog("Subscription (strategy='{1}') {0} removed.", lookupMsg.OriginalTransactionId, strategyId);
return(true);
}
if (IsEmulate)
{
//RaiseNewOutMessage(lookupMsg.CreateResponse());
return(true);
}
}
break;
}
default:
{
lock (_sync)
_positionManager.ProcessMessage(message);
break;
}
}
return(base.OnSendInMessage(message));
}
private void UnderlyingAsset_OnSecuritySelected()
{
var security = UnderlyingAsset.SelectedSecurity;
if (_currentSecurity == security)
{
return;
}
if (_currentSecurity != null)
{
foreach (var option in _options.Cache)
{
new RefuseMarketDataCommand(option, MarketDataTypes.Level1).Process(this);
}
new RefuseMarketDataCommand(_currentSecurity, MarketDataTypes.Level1).Process(this);
_currentSecurity = null;
_options.Clear();
Desk.Options = Enumerable.Empty <Security>();
Desk.RefreshOptions();
_minAssetPrice = _maxAssetPrice = 0;
//_minDate = _maxDate = default(DateTime);
Process(() =>
{
CurrentDate.Minimum = null;
CurrentDate.Maximum = null;
AssetPriceModified.Value = 0;
AssetPriceReset.IsEnabled = false;
CurrentDateModified.Value = 0;
CurrentDateReset.IsEnabled = false;
});
}
_currentSecurity = security;
if (_currentSecurity != null)
{
_options.AddRange(GetOptions());
foreach (var option in _options.Cache)
{
new RequestMarketDataCommand(option, MarketDataTypes.Level1).Process(this);
}
new RequestMarketDataCommand(_currentSecurity, MarketDataTypes.Level1).Process(this);
Desk.Options = _options.Cache;
Desk.RefreshOptions();
SetPriceLimits();
SetDateLimits();
}
Title = LocalizedStrings.Str3265 + " " + _currentSecurity;
}
