Exemple #1
0
        public static IAppBuilder ContentLength(this IAppBuilder builder)
        {
            return builder.Transform((response, respond, fault) => {
                var status = response.Item1;
                var headers = response.Item2;
                var body = response.Item3;
                if (!ExcludeStatusesStartingWith.Any(i => status.StartsWith(i)) &&
                    !headers.ContainsKey("content-length") &&
                    !headers.ContainsKey("transfer-encoding") &&
                    body != null)
                {
                    var buffer = new DataBuffer();

                    body((data, ack) => {
                        buffer.Add(data);
                        return false;
                    },
                    fault,
                    () => {
                        headers["Content-Length"] = buffer.GetCount().ToString();
                        respond(Tuple.Create<string, IDictionary<string, string>, BodyDelegate>(status, headers, (onNext, onError, onComplete) => {
                            buffer.Each(d => onNext(new ArraySegment<byte>(d), null));
                            onComplete();
                            return null;
                        }));
                    });
                }
                else
                    respond(response);
            });
        }
        static DataBuffer CreateBody(string[] body)
        {
            var bodyBuffer = new DataBuffer();

            foreach (var b in body)
                bodyBuffer.Add(new ArraySegment<byte>(Encoding.ASCII.GetBytes(b)));

            return bodyBuffer;
        }
Exemple #3
0
        /// <summary>
        /// Send message.
        /// </summary>
        /// <param name="message">Message.</param>
        public override void SendInMessage(Message message)
        {
            switch (message.Type)
            {
            case MessageTypes.Reset:
            {
                _subscriptions.Clear();
                _ticksBuffer.Clear();
                _level1Buffer.Clear();
                _candleBuffer.Clear();
                _orderLogBuffer.Clear();
                _orderBooksBuffer.Clear();
                _transactionsBuffer.Clear();
                _newsBuffer.Clear();
                _positionChangesBuffer.Clear();
                //SendOutMessage(new ResetMessage());
                break;
            }

            case MessageTypes.OrderRegister:
                var regMsg = (OrderRegisterMessage)message;

                if (!CanStore <ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
                {
                    break;
                }

                _transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
                {
                    ServerTime    = DateTimeOffset.Now,
                    ExecutionType = ExecutionTypes.Transaction,
                    SecurityId    = regMsg.SecurityId,
                    HasOrderInfo  = true,
                    OrderPrice    = regMsg.Price,
                    OrderVolume   = regMsg.Volume,
                    Currency      = regMsg.Currency,
                    PortfolioName = regMsg.PortfolioName,
                    ClientCode    = regMsg.ClientCode,
                    BrokerCode    = regMsg.BrokerCode,
                    Comment       = regMsg.Comment,
                    Side          = regMsg.Side,
                    TimeInForce   = regMsg.TimeInForce,
                    ExpiryDate    = regMsg.TillDate,
                    VisibleVolume = regMsg.VisibleVolume,
                    LocalTime     = regMsg.LocalTime,
                    TransactionId = regMsg.TransactionId,
                    IsMarketMaker = regMsg.IsMarketMaker,
                    OrderType     = regMsg.OrderType,
                    UserOrderId   = regMsg.UserOrderId,
                    //RepoInfo = regMsg.RepoInfo?.Clone(),
                    //RpsInfo = regMsg.RpsInfo?.Clone(),
                });
                break;

            case MessageTypes.OrderCancel:
                var cancelMsg = (OrderCancelMessage)message;

                if (!CanStore <ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
                {
                    break;
                }

                _transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
                {
                    ServerTime            = DateTimeOffset.Now,
                    ExecutionType         = ExecutionTypes.Transaction,
                    SecurityId            = cancelMsg.SecurityId,
                    HasOrderInfo          = true,
                    IsCancelled           = true,
                    OrderId               = cancelMsg.OrderId,
                    OrderStringId         = cancelMsg.OrderStringId,
                    OriginalTransactionId = cancelMsg.OrderTransactionId,
                    OrderVolume           = cancelMsg.Volume,
                    //Side = cancelMsg.Side,
                });
                break;
            }

            base.SendInMessage(message);
        }
Exemple #4
0
        /// <inheritdoc />
        protected override void OnInnerAdapterNewOutMessage(Message message)
        {
            switch (message.Type)
            {
            case MessageTypes.Level1Change:
            {
                var level1Msg = (Level1ChangeMessage)message;

                if (CanStore <Level1ChangeMessage>(level1Msg.SecurityId))
                {
                    _level1Buffer.Add(level1Msg.SecurityId, (Level1ChangeMessage)level1Msg.Clone());
                }

                break;
            }

            case MessageTypes.QuoteChange:
            {
                var quotesMsg = (QuoteChangeMessage)message;

                if (CanStore <QuoteChangeMessage>(quotesMsg.SecurityId))
                {
                    _orderBooksBuffer.Add(quotesMsg.SecurityId, (QuoteChangeMessage)quotesMsg.Clone());
                }

                break;
            }

            case MessageTypes.Execution:
            {
                var execMsg = (ExecutionMessage)message;

                DataBuffer <SecurityId, ExecutionMessage> buffer;

                var secId    = execMsg.SecurityId;
                var execType = execMsg.ExecutionType;

                switch (execType)
                {
                case ExecutionTypes.Tick:
                    buffer = _ticksBuffer;
                    break;

                case ExecutionTypes.Transaction:

                    // some responses do not contains sec id
                    if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
                    {
                        base.OnInnerAdapterNewOutMessage(message);
                        return;
                    }

                    buffer = _transactionsBuffer;
                    break;

                case ExecutionTypes.OrderLog:
                    buffer = _orderLogBuffer;
                    break;

                default:
                    throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
                }

                if (execType == ExecutionTypes.Transaction || CanStore <ExecutionMessage>(secId, execType))
                {
                    buffer.Add(secId, (ExecutionMessage)message.Clone());
                }

                break;
            }

            case MessageTypes.CandlePnF:
            case MessageTypes.CandleRange:
            case MessageTypes.CandleRenko:
            case MessageTypes.CandleTick:
            case MessageTypes.CandleTimeFrame:
            case MessageTypes.CandleVolume:
            {
                var candleMsg = (CandleMessage)message;

                if (CanStore(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg))
                {
                    _candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), (CandleMessage)candleMsg.Clone());
                }

                break;
            }

            case MessageTypes.News:
            {
                if (CanStore <NewsMessage>(default))
                {
                    _newsBuffer.Add((NewsMessage)message.Clone());
                }

                break;
            }
Exemple #5
0
        /// <summary>
        /// Process message.
        /// </summary>
        /// <param name="message">Message.</param>
        public void ProcessMessage(Message message)
        {
            if (message == null)
            {
                throw new ArgumentNullException(nameof(message));
            }

            if (message.OfflineMode != MessageOfflineModes.None)
            {
                return;
            }

            switch (message.Type)
            {
            // in message
            case MessageTypes.Reset:
            {
                _subscriptionsById.Clear();

                _ticksBuffer.Clear();
                _level1Buffer.Clear();
                _candleBuffer.Clear();
                _orderLogBuffer.Clear();
                _orderBooksBuffer.Clear();
                _transactionsBuffer.Clear();
                _newsBuffer.Clear();
                _positionChangesBuffer.Clear();

                //SendOutMessage(new ResetMessage());
                break;
            }

            case MessageTypes.OrderRegister:
            {
                var regMsg = (OrderRegisterMessage)message;

                //if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
                //	break;

                // try - cause looped back messages from offline adapter
                _securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);

                _transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
                    {
                        ServerTime    = DateTimeOffset.Now,
                        ExecutionType = ExecutionTypes.Transaction,
                        SecurityId    = regMsg.SecurityId,
                        TransactionId = regMsg.TransactionId,
                        HasOrderInfo  = true,
                        OrderPrice    = regMsg.Price,
                        OrderVolume   = regMsg.Volume,
                        Currency      = regMsg.Currency,
                        PortfolioName = regMsg.PortfolioName,
                        ClientCode    = regMsg.ClientCode,
                        BrokerCode    = regMsg.BrokerCode,
                        Comment       = regMsg.Comment,
                        Side          = regMsg.Side,
                        TimeInForce   = regMsg.TimeInForce,
                        ExpiryDate    = regMsg.TillDate,
                        Balance       = regMsg.Volume,
                        VisibleVolume = regMsg.VisibleVolume,
                        LocalTime     = regMsg.LocalTime,
                        IsMarketMaker = regMsg.IsMarketMaker,
                        IsMargin      = regMsg.IsMargin,
                        Slippage      = regMsg.Slippage,
                        IsManual      = regMsg.IsManual,
                        OrderType     = regMsg.OrderType,
                        UserOrderId   = regMsg.UserOrderId,
                        OrderState    = OrderStates.Pending,
                        Condition     = regMsg.Condition?.Clone(),
                    });

                break;
            }

            case MessageTypes.OrderCancel:
            {
                var cancelMsg = (OrderCancelMessage)message;

                //if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
                //	break;

                // try - cause looped back messages from offline adapter
                _securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);

                _transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
                    {
                        ServerTime            = DateTimeOffset.Now,
                        ExecutionType         = ExecutionTypes.Transaction,
                        SecurityId            = cancelMsg.SecurityId,
                        HasOrderInfo          = true,
                        TransactionId         = cancelMsg.TransactionId,
                        IsCancellation        = true,
                        OrderId               = cancelMsg.OrderId,
                        OrderStringId         = cancelMsg.OrderStringId,
                        OriginalTransactionId = cancelMsg.OriginalTransactionId,
                        OrderVolume           = cancelMsg.Volume,
                        //Side = cancelMsg.Side,
                    });

                break;
            }

            case MessageTypes.MarketData:
            {
                var mdMsg = (MarketDataMessage)message;

                if (Enabled)
                {
                    if (mdMsg.IsSubscribe)
                    {
                        _subscriptionsById.Add(mdMsg.TransactionId);
                    }
                    else
                    {
                        _subscriptionsById.Remove(mdMsg.OriginalTransactionId);
                    }
                }

                break;
            }

            // out messages
            case MessageTypes.Level1Change:
            {
                var level1Msg = (Level1ChangeMessage)message;

                if (CanStore(level1Msg))
                {
                    _level1Buffer.Add(level1Msg.SecurityId, level1Msg.TypedClone());
                }

                break;
            }

            case MessageTypes.QuoteChange:
            {
                var quotesMsg = (QuoteChangeMessage)message;

                if (CanStore(quotesMsg))
                {
                    _orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.Execution:
            {
                var execMsg = (ExecutionMessage)message;

                DataBuffer <SecurityId, ExecutionMessage> buffer;

                var secId    = execMsg.SecurityId;
                var execType = execMsg.ExecutionType;

                switch (execType)
                {
                case ExecutionTypes.Tick:
                    buffer = _ticksBuffer;
                    break;

                case ExecutionTypes.Transaction:
                {
                    // some responses do not contains sec id
                    if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
                    {
                        return;
                    }

                    buffer = _transactionsBuffer;
                    break;
                }

                case ExecutionTypes.OrderLog:
                    buffer = _orderLogBuffer;
                    break;

                default:
                    throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
                }

                //if (execType == ExecutionTypes.Transaction && execMsg.TransactionId == 0)
                //	break;

                if (execType == ExecutionTypes.Transaction || CanStore(execMsg))
                {
                    buffer.Add(secId, execMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.News:
            {
                var newsMsg = (NewsMessage)message;

                if (CanStore(newsMsg))
                {
                    _newsBuffer.Add(newsMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.PositionChange:
            {
                var posMsg = (PositionChangeMessage)message;
                var secId  = posMsg.SecurityId;

                //if (CanStore<PositionChangeMessage>(secId))
                _positionChangesBuffer.Add(secId, posMsg.TypedClone());

                break;
            }

            default:
            {
                if (message is CandleMessage candleMsg && candleMsg.State == CandleStates.Finished)
                {
                    if (CanStore(candleMsg))
                    {
                        _candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg.TypedClone());
                    }
                }

                break;
            }
            }
        }
Exemple #6
0
        /// <inheritdoc />
        protected override void OnSendInMessage(Message message)
        {
            switch (message.Type)
            {
            case MessageTypes.Reset:
            {
                ClearSubscriptions();

                _ticksBuffer.Clear();
                _level1Buffer.Clear();
                _candleBuffer.Clear();
                _orderLogBuffer.Clear();
                _orderBooksBuffer.Clear();
                _transactionsBuffer.Clear();
                _newsBuffer.Clear();
                _positionChangesBuffer.Clear();
                //SendOutMessage(new ResetMessage());
                break;
            }

            case MessageTypes.OrderRegister:
                var regMsg = (OrderRegisterMessage)message;

                //if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
                //	break;

                // try - cause looped back messages from offline adapter
                _securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);

                _transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
                {
                    ServerTime    = DateTimeOffset.Now,
                    ExecutionType = ExecutionTypes.Transaction,
                    SecurityId    = regMsg.SecurityId,
                    TransactionId = regMsg.TransactionId,
                    HasOrderInfo  = true,
                    OrderPrice    = regMsg.Price,
                    OrderVolume   = regMsg.Volume,
                    Currency      = regMsg.Currency,
                    PortfolioName = regMsg.PortfolioName,
                    ClientCode    = regMsg.ClientCode,
                    BrokerCode    = regMsg.BrokerCode,
                    Comment       = regMsg.Comment,
                    Side          = regMsg.Side,
                    TimeInForce   = regMsg.TimeInForce,
                    ExpiryDate    = regMsg.TillDate,
                    Balance       = regMsg.Volume,
                    VisibleVolume = regMsg.VisibleVolume,
                    LocalTime     = regMsg.LocalTime,
                    IsMarketMaker = regMsg.IsMarketMaker,
                    IsMargin      = regMsg.IsMargin,
                    Slippage      = regMsg.Slippage,
                    IsManual      = regMsg.IsManual,
                    OrderType     = regMsg.OrderType,
                    UserOrderId   = regMsg.UserOrderId,
                    OrderState    = OrderStates.Pending,
                    Condition     = regMsg.Condition?.Clone(),
                });
                break;

            case MessageTypes.OrderCancel:
                var cancelMsg = (OrderCancelMessage)message;

                //if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
                //	break;

                // try - cause looped back messages from offline adapter
                _securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);

                _transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
                {
                    ServerTime            = DateTimeOffset.Now,
                    ExecutionType         = ExecutionTypes.Transaction,
                    SecurityId            = cancelMsg.SecurityId,
                    HasOrderInfo          = true,
                    TransactionId         = cancelMsg.TransactionId,
                    IsCancelled           = true,
                    OrderId               = cancelMsg.OrderId,
                    OrderStringId         = cancelMsg.OrderStringId,
                    OriginalTransactionId = cancelMsg.OriginalTransactionId,
                    OrderVolume           = cancelMsg.Volume,
                    //Side = cancelMsg.Side,
                });
                break;
            }

            base.OnSendInMessage(message);
        }
        /// <summary>
        /// Process message.
        /// </summary>
        /// <param name="message">Message.</param>
        public void SendOutMessage(Message message)
        {
            if (message is null)
            {
                throw new ArgumentNullException(nameof(message));
            }

            if (message.OfflineMode != MessageOfflineModes.None)
            {
                return;
            }

            switch (message.Type)
            {
            case MessageTypes.Level1Change:
            {
                var level1Msg = (Level1ChangeMessage)message;

                if (CanStore(level1Msg))
                {
                    _level1Buffer.Add(level1Msg.SecurityId, level1Msg.TypedClone());
                }

                break;
            }

            case MessageTypes.QuoteChange:
            {
                var quotesMsg = (QuoteChangeMessage)message;

                if (CanStore(quotesMsg))
                {
                    _orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.Execution:
            {
                var execMsg = (ExecutionMessage)message;

                DataBuffer <SecurityId, ExecutionMessage> buffer;

                var secId    = execMsg.SecurityId;
                var execType = execMsg.ExecutionType;

                switch (execType)
                {
                case ExecutionTypes.Tick:
                    buffer = _ticksBuffer;
                    break;

                case ExecutionTypes.Transaction:
                    buffer = _transactionsBuffer;
                    break;

                case ExecutionTypes.OrderLog:
                    buffer = _orderLogBuffer;
                    break;

                default:
                    throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
                }

                if (CanStore(execMsg))
                {
                    buffer.Add(secId, execMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.News:
            {
                var newsMsg = (NewsMessage)message;

                if (CanStore(newsMsg))
                {
                    _newsBuffer.Add(newsMsg.TypedClone());
                }

                break;
            }

            case MessageTypes.PositionChange:
            {
                var posMsg = (PositionChangeMessage)message;
                var secId  = posMsg.SecurityId;

                if (CanStore(posMsg))
                {
                    _positionChangesBuffer.Add(secId, posMsg.TypedClone());
                }

                break;
            }

            default:
            {
                if (message is CandleMessage candleMsg && candleMsg.State == CandleStates.Finished)
                {
                    if (CanStore(candleMsg))
                    {
                        _candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg.TypedClone());
                    }
                }

                break;
            }
            }
        }
        /// <summary>
        /// Process message.
        /// </summary>
        /// <param name="message">Message.</param>
        public void SendInMessage(Message message)
        {
            if (message is null)
            {
                throw new ArgumentNullException(nameof(message));
            }

            if (message.OfflineMode != MessageOfflineModes.None)
            {
                return;
            }

            ExecutionMessage ToExec(OrderRegisterMessage regMsg) => new ExecutionMessage
            {
                ServerTime            = DateTimeOffset.Now,
                ExecutionType         = ExecutionTypes.Transaction,
                SecurityId            = regMsg.SecurityId,
                TransactionId         = regMsg.TransactionId,
                OriginalTransactionId = regMsg.TransactionId,
                HasOrderInfo          = true,
                OrderPrice            = regMsg.Price,
                OrderVolume           = regMsg.Volume,
                Currency       = regMsg.Currency,
                PortfolioName  = regMsg.PortfolioName,
                ClientCode     = regMsg.ClientCode,
                BrokerCode     = regMsg.BrokerCode,
                Comment        = regMsg.Comment,
                Side           = regMsg.Side,
                TimeInForce    = regMsg.TimeInForce,
                ExpiryDate     = regMsg.TillDate,
                Balance        = regMsg.Volume,
                VisibleVolume  = regMsg.VisibleVolume,
                LocalTime      = regMsg.LocalTime,
                IsMarketMaker  = regMsg.IsMarketMaker,
                IsMargin       = regMsg.IsMargin,
                Slippage       = regMsg.Slippage,
                IsManual       = regMsg.IsManual,
                OrderType      = regMsg.OrderType,
                UserOrderId    = regMsg.UserOrderId,
                OrderState     = OrderStates.Pending,
                Condition      = regMsg.Condition?.Clone(),
                MinVolume      = regMsg.MinOrderVolume,
                PositionEffect = regMsg.PositionEffect,
                PostOnly       = regMsg.PostOnly,
            };

            switch (message.Type)
            {
            case MessageTypes.Reset:
            {
                _subscriptionsById.Clear();

                _ticksBuffer.Clear();
                _level1Buffer.Clear();
                _candleBuffer.Clear();
                _orderLogBuffer.Clear();
                _orderBooksBuffer.Clear();
                _transactionsBuffer.Clear();
                _newsBuffer.Clear();
                _positionChangesBuffer.Clear();

                //SendOutMessage(new ResetMessage());
                break;
            }

            case MessageTypes.OrderRegister:
            {
                var regMsg = (OrderRegisterMessage)message;

                if (!CanStore(regMsg))
                {
                    break;
                }

                _transactionsBuffer.Add(regMsg.SecurityId, ToExec(regMsg));
                break;
            }

            case MessageTypes.OrderReplace:
            {
                var replaceMsg = (OrderReplaceMessage)message;

                if (!CanStore(replaceMsg))
                {
                    break;
                }

                _transactionsBuffer.Add(replaceMsg.SecurityId, ToExec(replaceMsg));
                break;
            }

            case MessageTypes.OrderPairReplace:
            {
                var pairMsg = (OrderPairReplaceMessage)message;

                if (!CanStore(pairMsg))
                {
                    break;
                }

                _transactionsBuffer.Add(pairMsg.Message1.SecurityId, ToExec(pairMsg.Message1));
                _transactionsBuffer.Add(pairMsg.Message2.SecurityId, ToExec(pairMsg.Message2));
                break;
            }
            //case MessageTypes.OrderCancel:
            //{
            //	var cancelMsg = (OrderCancelMessage)message;

            //	//if (!CanStore(cancelMsg))
            //	//	break;

            //	_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
            //	{
            //		ServerTime = DateTimeOffset.Now,
            //		ExecutionType = ExecutionTypes.Transaction,
            //		SecurityId = cancelMsg.SecurityId,
            //		HasOrderInfo = true,
            //		TransactionId = cancelMsg.TransactionId,
            //		IsCancellation = true,
            //		OrderId = cancelMsg.OrderId,
            //		OrderStringId = cancelMsg.OrderStringId,
            //		OriginalTransactionId = cancelMsg.OriginalTransactionId,
            //		OrderVolume = cancelMsg.Volume,
            //		//Side = cancelMsg.Side,
            //	});

            //	break;
            //}
            case MessageTypes.MarketData:
            {
                var mdMsg = (MarketDataMessage)message;

                if (Enabled)
                {
                    if (mdMsg.IsSubscribe)
                    {
                        _subscriptionsById.Add(mdMsg.TransactionId);
                    }
                    else
                    {
                        _subscriptionsById.Remove(mdMsg.OriginalTransactionId);
                    }
                }

                break;
            }
            }
        }
Exemple #9
0
        /// <summary>
        /// Process <see cref="MessageAdapterWrapper.InnerAdapter"/> output message.
        /// </summary>
        /// <param name="message">The message.</param>
        protected override void OnInnerAdapterNewOutMessage(Message message)
        {
            switch (message.Type)
            {
            case MessageTypes.Level1Change:
            {
                var level1Msg = (Level1ChangeMessage)message.Clone();
                _level1Buffer.Add(level1Msg.SecurityId, level1Msg);
                break;
            }

            case MessageTypes.QuoteChange:
            {
                var quotesMsg = (QuoteChangeMessage)message.Clone();
                _orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg);
                break;
            }

            case MessageTypes.Execution:
            {
                var execMsg = (ExecutionMessage)message.Clone();

                DataBuffer <SecurityId, ExecutionMessage> buffer;

                switch (execMsg.ExecutionType)
                {
                case ExecutionTypes.Tick:
                    buffer = _ticksBuffer;
                    break;

                case ExecutionTypes.Transaction:
                    buffer = _transactionsBuffer;
                    break;

                case ExecutionTypes.OrderLog:
                    buffer = _orderLogBuffer;
                    break;

                default:
                    throw new ArgumentOutOfRangeException(LocalizedStrings.Str1695Params.Put(execMsg.ExecutionType));
                }

                buffer.Add(execMsg.SecurityId, execMsg);
                break;
            }

            case MessageTypes.CandlePnF:
            case MessageTypes.CandleRange:
            case MessageTypes.CandleRenko:
            case MessageTypes.CandleTick:
            case MessageTypes.CandleTimeFrame:
            case MessageTypes.CandleVolume:
            {
                var candleMsg = (CandleMessage)message.Clone();
                _candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg);
                break;
            }

            case MessageTypes.News:
            {
                _newsBuffer.Add((NewsMessage)message.Clone());
                break;
            }
                //case MessageTypes.Position:
                //	break;
                //case MessageTypes.Portfolio:
                //	break;
                //case MessageTypes.PositionChange:
                //	break;
                //case MessageTypes.PortfolioChange:
                //	break;
            }

            base.OnInnerAdapterNewOutMessage(message);
        }
Exemple #10
0
        private static void processaArquivo(string zipName, Simple.Sqlite.SqliteDB db)
        {
            var zip = new LeitorZipTransparencia(zipName);

            //zip.ShouldProcessFile = n => n.Contains("_Cadastro");
            zip.IgnoreFirstLine       = true;
            zip.InicioLeituraArquivo += (s, a) => Console.WriteLine($"Lendo {a}");

            var zipLines = zip.ReadLines();
            var rows     = CSVHelper.DelimiterSplit(zipLines, ';');

            var buffer = new DataBuffer <AuxilioModel>(20000, data =>
            {
                db.BulkInsert(data, addReplace: true);
                Console.WriteLine($"# Data Write ");
            });

            foreach (var row in rows)
            {
                var cad = new AuxilioModel()
                {
                    UF                 = row[1],
                    Municipio          = row[2].ToInt(0),
                    NIS                = row[4],
                    CPF_6D             = row[5],
                    Nome               = row[6],
                    NIS_Responsavel    = row[7],
                    CPF_6D_Responsavel = row[8],
                    Nome_Responsavel   = row[9],
                    Enquadramento      = row[10],
                };

                if (cad.NIS == "00000000000")
                {
                    cad.NIS = null;
                }
                if (cad.NIS_Responsavel == "-2")
                {
                    cad.NIS_Responsavel = null;
                }
                if (cad.Nome_Responsavel == "Não se aplica")
                {
                    cad.Nome_Responsavel = null;
                }

                if (cad.NIS_Responsavel == cad.NIS)
                {
                    cad.NIS_Responsavel = null;
                }
                if (cad.CPF_6D_Responsavel == cad.NIS)
                {
                    cad.CPF_6D_Responsavel = null;
                }
                if (cad.Nome_Responsavel == cad.Nome)
                {
                    cad.Nome_Responsavel = null;
                }

                qtd++;
                if (qtd % buffer.Quantity == 0)
                {
                    Console.WriteLine($"{DateTime.Now.ToLongTimeString()} Processado: {qtd:N0} {cad.Nome}");
                }

                if (uids.Contains(cad.Key()))
                {
                    continue;
                }
                uids.Add(cad.Key());

                buffer.Add(cad);
            }
            buffer.Flush();
        }