void ISecurityStorage.Delete(Security security)
{
if (!_securities.Remove(security))
return;
Save();
Removed?.Invoke(new[] { security });
}
private bool RemoveOrder(Order o)
{
var res = _chartOrders.Remove(o);
Orders.Remove(o);
return(res);
}
private void ProcessMarketData(MarketDataMessage mdMsg)
{
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
if (mdMsg.IsSubscribe)
{
_subscribedLevel1.Add(mdMsg.SecurityId);
}
else
{
_subscribedLevel1.Remove(mdMsg.SecurityId);
}
break;
}
case MarketDataTypes.MarketDepth:
{
if (mdMsg.IsSubscribe)
{
_subscribedDepths.Add(mdMsg.SecurityId, mdMsg.MaxDepth ?? MarketDataMessage.DefaultMaxDepth);
}
else
{
_subscribedDepths.Remove(mdMsg.SecurityId);
}
break;
}
case MarketDataTypes.Trades:
{
if (mdMsg.IsSubscribe)
{
_subscribedTicks.Add(mdMsg.SecurityId);
}
else
{
_subscribedTicks.Remove(mdMsg.SecurityId);
}
break;
}
default:
{
SendOutMarketDataNotSupported(mdMsg.TransactionId);
return;
}
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.OriginalTransactionId;
SendOutMessage(reply);
}
/// <summary>
/// Остановить подписку получения свечек, ранее созданную через <see cref="SubscribeCandles"/>.
/// </summary>
/// <param name="series">Серия свечек.</param>
public void UnSubscribeCandles(CandleSeries series)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
_realTimeSeries.Remove(series);
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.PortfolioLookup:
{
var lookupMsg = (PortfolioLookupMessage)message;
if (lookupMsg.IsSubscribe)
{
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);
}
if (IsEmulate)
{
//RaiseNewOutMessage(lookupMsg.CreateResponse());
return(true);
}
}
break;
}
default:
{
lock (_sync)
_positionManager.ProcessMessage(message);
break;
}
}
return(base.OnSendInMessage(message));
}
/// <summary>
/// To delete the active object.
/// </summary>
/// <param name="obj">The active object.</param>
public void Remove(T obj)
{
Interlocked.Decrement(ref _objectCount);
//if (IsTraceObjects)
// _parent.AddDebugLog("Удален({1}) {0} типа {2}.", obj, ObjectCount, obj.GetType().Name);
if (!IsObjectTracking)
{
return;
}
var found = _objects.Remove(obj);
if (ThrowOnRemoveDeleted && !found)
{
throw new ArgumentException(LocalizedStrings.ObjectWasAlreadyDeleted.Put(obj));
}
}
/// <summary>
/// Покинуть комнату.
/// </summary>
/// <param name="room">Комната.</param>
public void Leave(ChatRoom room)
{
if (room == null)
{
throw new ArgumentNullException("room");
}
Invoke(f => f.Leave(SessionId, room.Id));
_accessedRooms.Remove(room.Id);
}
private void ProcessMarketData(MarketDataMessage mdMsg)
{
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
if (mdMsg.IsSubscribe)
{
_subscribedLevel1.Add(mdMsg.SecurityId);
}
else
{
_subscribedLevel1.Remove(mdMsg.SecurityId);
}
break;
}
case MarketDataTypes.MarketDepth:
{
if (mdMsg.IsSubscribe)
{
_subscribedDepths.Add(mdMsg.SecurityId, mdMsg.MaxDepth);
}
else
{
_subscribedDepths.Remove(mdMsg.SecurityId);
}
break;
}
case MarketDataTypes.Trades:
{
if (mdMsg.IsSubscribe)
{
_subscribedTicks.Add(mdMsg.SecurityId);
}
else
{
_subscribedTicks.Remove(mdMsg.SecurityId);
}
break;
}
default:
throw new ArgumentOutOfRangeException("mdMsg", mdMsg.DataType, LocalizedStrings.Str1618);
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.OriginalTransactionId;
SendOutMessage(reply);
}
public void UnRegisterPortfolio(Portfolio portfolio)
{
if (portfolio == null)
{
throw new ArgumentNullException(nameof(portfolio));
}
if (portfolio is BasketPortfolio basketPortfolio)
{
basketPortfolio.InnerPortfolios.ForEach(_connector.UnRegisterPortfolio);
}
else
{
_registeredPortfolios.Remove(portfolio);
_connector.OnUnRegisterPortfolio(portfolio);
}
}
public void Remove(TData data)
{
lock (_data.SyncRoot)
{
if (!_data.Remove(data))
{
return;
}
_dataVersion++;
switch (_currState)
{
case States.Starting:
if (_data.Count == 0)
{
_currState = States.Stopping;
}
break;
case States.Started:
//if (_data.Count == 0)
// _currState = States.Stopping;
_response.Close();
break;
case States.Stopping:
return;
case States.Stopped:
throw new InvalidOperationException();
default:
throw new ArgumentOutOfRangeException();
}
}
}
private void ProcessMarketData(MarketDataMessage mdMsg)
{
var secCode = mdMsg.SecurityId.SecurityCode;
var boardCode = mdMsg.SecurityId.BoardCode;
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
if (mdMsg.IsSubscribe)
{
_client.SubscribeQuote(secCode, boardCode);
}
else
{
_client.UnsubsribeQuote(secCode, boardCode);
}
break;
}
case MarketDataTypes.MarketDepth:
{
if (mdMsg.IsSubscribe)
{
_client.SubscribeLevel2(secCode, boardCode);
}
else
{
_client.UnsubsribeLevel2(secCode, boardCode);
}
break;
}
case MarketDataTypes.Trades:
{
if (mdMsg.IsSubscribe)
{
_subscribedSecuritiesToTrade.Add(secCode);
_client.SubscribeQuote(secCode, boardCode);
}
else
{
_subscribedSecuritiesToTrade.Remove(secCode);
_client.UnsubsribeQuote(secCode, boardCode);
}
break;
}
case MarketDataTypes.News:
{
if (mdMsg.IsSubscribe)
{
_client.SubscribeNews();
}
else
{
_client.UnsubscribeNews();
}
break;
}
default:
{
SendOutMarketDataNotSupported(mdMsg.TransactionId);
return;
}
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.TransactionId;
SendOutMessage(reply);
}
private void ProcessMarketData(MarketDataMessage mdMsg)
{
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
//if (mdMsg.IsSubscribe)
// _subscribedLevel1.Add(secCode);
//else
// _subscribedLevel1.Remove(secCode);
break;
}
case MarketDataTypes.MarketDepth:
{
if (mdMsg.IsSubscribe)
{
_subscribedDepths.Add(mdMsg.SecurityId);
if (_subscribedDepths.Count == 1)
{
_pusherClient.SubscribeDepths();
}
}
else
{
_subscribedDepths.Remove(mdMsg.SecurityId);
if (_subscribedDepths.Count == 0)
{
_pusherClient.UnSubscribeDepths();
}
}
break;
}
case MarketDataTypes.Trades:
{
if (mdMsg.IsSubscribe)
{
if (mdMsg.From != null && mdMsg.From.Value.DateTime == DateTime.Today)
{
_httpClient.RequestTransactions().Select(t => new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = _btcUsd,
TradeId = t.Id,
TradePrice = (decimal)t.Price,
TradeVolume = (decimal)t.Amount,
ServerTime = t.Time.ApplyTimeZone(TimeZoneInfo.Utc)
}).ForEach(SendOutMessage);
}
_subscribedTicks.Add(mdMsg.SecurityId);
if (_subscribedTicks.Count == 1)
{
_pusherClient.SubscribeTrades();
}
}
else
{
_subscribedTicks.Remove(mdMsg.SecurityId);
if (_subscribedTicks.Count == 0)
{
_pusherClient.UnSubscribeTrades();
}
}
break;
}
default:
{
SendOutMarketDataNotSupported(mdMsg.TransactionId);
return;
}
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.OriginalTransactionId;
SendOutMessage(reply);
}
/// <summary>
/// Остановить подписку получения свечек, ранее созданную через <see cref="SubscribeCandles"/>.
/// </summary>
/// <param name="series">Серия свечек.</param>
public void UnSubscribeCandles(CandleSeries series)
{
_series.RemoveByValue(series);
_realTimeSeries.Remove(series);
}
/// <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 ProcessMarketData(MarketDataMessage mdMsg)
{
var secCode = mdMsg.SecurityId.SecurityCode;
var boardCode = mdMsg.SecurityId.BoardCode;
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
if (mdMsg.IsSubscribe)
{
SessionHolder.Session.SubscribeQuote(secCode, boardCode);
}
else
{
SessionHolder.Session.UnsubsribeQuote(secCode, boardCode);
}
break;
}
case MarketDataTypes.MarketDepth:
{
if (mdMsg.IsSubscribe)
{
SessionHolder.Session.SubscribeLevel2(secCode, boardCode);
}
else
{
SessionHolder.Session.UnsubsribeLevel2(secCode, boardCode);
}
break;
}
case MarketDataTypes.Trades:
{
if (mdMsg.IsSubscribe)
{
_subscribedSecuritiesToTrade.Add(secCode);
SessionHolder.Session.SubscribeQuote(secCode, boardCode);
}
else
{
_subscribedSecuritiesToTrade.Remove(secCode);
SessionHolder.Session.UnsubsribeQuote(secCode, boardCode);
}
break;
}
case MarketDataTypes.News:
{
if (mdMsg.IsSubscribe)
{
SessionHolder.Session.SubscribeNews();
}
else
{
SessionHolder.Session.UnsubscribeNews();
}
break;
}
default:
throw new ArgumentOutOfRangeException("message", mdMsg.DataType, LocalizedStrings.Str1618);
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.TransactionId;
SendOutMessage(reply);
}
