private bool CheckCondition(Security sec)
{
var filter = SecurityFilter;
var secType = SelectedType;
return(!_excludeSecurities.Contains(sec) &&
(secType == null || sec.Type == secType) &&
(filter.IsEmpty() ||
(!sec.Code.IsEmpty() && sec.Code.ContainsIgnoreCase(filter)) ||
(!sec.Name.IsEmpty() && sec.Name.ContainsIgnoreCase(filter)) ||
(!sec.ShortName.IsEmpty() && sec.ShortName.ContainsIgnoreCase(filter)) ||
sec.Id.ContainsIgnoreCase(filter)));
}
private bool AddOrder(Order o)
{
if (_chartOrders.Contains(o))
{
return(false);
}
_chartOrders.Add(o);
Orders.Add(o);
return(true);
}
/// <summary> /// Whether contains the specified leg. /// </summary> /// <param name="securityId">Security ID.</param> /// <returns><see langword="true"/> if the leg exist, otherwise <see langword="false"/>.</returns> protected bool ContainsLeg(SecurityId securityId) => _basketLegs.Contains(securityId);
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
List <QuoteChangeMessage> clones = null;
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
if (!responseMsg.IsOk())
{
RemoveSubscription(responseMsg.OriginalTransactionId);
}
break;
}
case MessageTypes.SubscriptionFinished:
{
RemoveSubscription(((SubscriptionFinishedMessage)message).OriginalTransactionId);
break;
}
case MessageTypes.SubscriptionOnline:
{
var id = ((SubscriptionOnlineMessage)message).OriginalTransactionId;
lock (_syncObject)
{
if (_byId.TryGetValue(id, out var info))
{
var secId = info.Builder.SecurityId;
if (_online.TryGetValue(secId, out var online))
{
online.SubscriptionIds.Add(id);
_byId.Remove(id);
}
else
{
_online.Add(secId, info);
}
}
}
break;
}
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)message;
if (quoteMsg.State == null)
{
break;
}
lock (_syncObject)
{
if (_allSecSubscriptions.Count == 0 &&
_allSecSubscriptionsPassThrough.Count == 0 &&
_byId.Count == 0 &&
_passThrough.Count == 0 &&
_online.Count == 0)
{
break;
}
}
List <long> passThrough = null;
foreach (var subscriptionId in quoteMsg.GetSubscriptionIds())
{
QuoteChangeMessage newQuoteMsg;
long[] ids;
lock (_syncObject)
{
if (!_byId.TryGetValue(subscriptionId, out var info))
{
if (_passThrough.Contains(subscriptionId) || _allSecSubscriptionsPassThrough.Contains(subscriptionId))
{
if (passThrough is null)
{
passThrough = new List <long>();
}
passThrough.Add(subscriptionId);
}
continue;
}
newQuoteMsg = info.Builder.TryApply(quoteMsg, subscriptionId);
if (newQuoteMsg == null)
{
continue;
}
ids = info.SubscriptionIds.Cache;
}
if (_allSecSubscriptions.Count > 0)
{
ids = ids.Concat(_allSecSubscriptions.Cache);
}
if (clones == null)
{
clones = new List <QuoteChangeMessage>();
}
newQuoteMsg.SetSubscriptionIds(ids);
clones.Add(newQuoteMsg);
}
if (passThrough is null)
{
message = null;
}
else
{
quoteMsg.SetSubscriptionIds(passThrough.ToArray());
}
break;
}
}
if (message != null)
{
base.OnInnerAdapterNewOutMessage(message);
}
if (clones != null)
{
foreach (var clone in clones)
{
base.OnInnerAdapterNewOutMessage(clone);
}
}
}
private void OnSecuritiesChanged(IEnumerable <Security> securities)
{
if (_currentSecurity == null)
{
return;
}
var hasUnderlying = false;
var hasStrikes = false;
var newStrikes = GetStrikes(securities)
.Where(s =>
{
var isOld = _options.Contains(s);
if (!hasUnderlying)
{
hasUnderlying = s == _currentSecurity;
}
if (!hasStrikes)
{
hasStrikes = isOld;
}
return(!isOld);
})
.ToArray();
if (newStrikes.Length > 0)
{
_options.AddRange(newStrikes);
SetDateLimits();
Desk.Options = _options.Cache;
lock (_needRefreshLock)
_needRefresh = true;
if (_minAssetPrice == 0 && _maxAssetPrice == 0 && newStrikes.Contains(_currentSecurity))
{
SetPriceLimits();
}
return;
}
if (!hasUnderlying && !hasStrikes)
{
return;
}
if (_minAssetPrice == 0 && _maxAssetPrice == 0)
{
SetPriceLimits();
}
lock (_needRefreshLock)
_needRefresh = true;
}
