public IEnumerable <Tuple <Subscription, Candle> > UpdateCandles(CandleMessage message)
{
foreach (var subscriptionId in message.GetSubscriptionIds())
{
SubscriptionInfo info;
lock (_syncObject)
{
if (!_subscriptions.TryGetValue(subscriptionId, out info))
{
TryWriteLog(subscriptionId);
continue;
}
}
if (info.Holder == null)
{
continue;
}
if (!info.UpdateLastTime(message.OpenTime))
{
continue;
}
if (!info.Holder.UpdateCandle(message, out var candle))
{
continue;
}
yield return(Tuple.Create(info.Subscription, candle));
}
}
public IEnumerable <Tuple <Subscription, Candle> > UpdateCandles(CandleMessage message)
{
foreach (var subscriptionId in message.GetSubscriptionIds())
{
SubscriptionInfo info;
lock (_syncObject)
{
if (!_subscriptions.TryGetValue(subscriptionId, out info))
{
TryWriteLog(subscriptionId);
continue;
}
if (info.Security == null)
{
if (info.SecurityNotFound)
{
continue;
}
var security = _connector.TryGetSecurity(info.Subscription.SecurityId);
if (security == null)
{
info.SecurityNotFound = true;
_connector.AddWarningLog(LocalizedStrings.Str704Params.Put(info.Subscription.SecurityId));
continue;
}
info.Security = security;
}
}
if (!info.UpdateLastTime(message.OpenTime))
{
continue;
}
if (!info.UpdateCandle(message, out var candle))
{
continue;
}
yield return(Tuple.Create(info.Subscription, candle));
}
}
/// <summary>
/// Update candles by new message.
/// </summary>
/// <param name="message">Message.</param>
/// <returns>Candles series.</returns>
public IEnumerable <Tuple <CandleSeries, Candle, long> > UpdateCandles(CandleMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
foreach (var subscriptionId in message.GetSubscriptionIds())
{
var info = _holders.TryGetValue(subscriptionId);
if (info == null)
{
continue;
}
if (!info.UpdateCandle(message, out var candle))
{
continue;
}
yield return(Tuple.Create(info.Series, candle, subscriptionId));
}
}