/// <summary>
///
/// </summary>
public static DataSubscriptionInfo Combine(DataSubscriptionInfo info, bool subscribeCombine, DataSubscriptionInfo otherInfo)
{
if (subscribeCombine)
{// Combination mode.
info._tickSubscription = info._tickSubscription || otherInfo._tickSubscription;
info._quoteSubscription = info._quoteSubscription || otherInfo._quoteSubscription;
info._dataBarSubscriptions.AddRange(otherInfo._dataBarSubscriptions);
}
else
{// Substraction mode.
info._tickSubscription = info._tickSubscription && info._tickSubscription == false;
info._quoteSubscription = info._quoteSubscription && info._quoteSubscription == false;
info._dataBarSubscriptions.RemoveRange(otherInfo._dataBarSubscriptions);
}
return(info);
}
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
{
}
public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo subscription)
{
return _sourceDataDelivery.SubscribeToData(session, subscribe, subscription);
}
/// <summary>
///
/// </summary>
public static DataSubscriptionInfo Combine(DataSubscriptionInfo info, bool subscribeCombine, DataSubscriptionInfo otherInfo)
{
if (subscribeCombine)
{// Combination mode.
info._tickSubscription = info._tickSubscription || otherInfo._tickSubscription;
info._quoteSubscription = info._quoteSubscription || otherInfo._quoteSubscription;
info._dataBarSubscriptions.AddRange(otherInfo._dataBarSubscriptions);
}
else
{// Substraction mode.
info._tickSubscription = info._tickSubscription && info._tickSubscription == false;
info._quoteSubscription = info._quoteSubscription && info._quoteSubscription == false;
info._dataBarSubscriptions.RemoveRange(otherInfo._dataBarSubscriptions);
}
return info;
}
/// <summary>
///
/// </summary>
public DataSubscriptionRequestMessage(DataSessionInfo sessionInfo, bool subscribe, DataSubscriptionInfo? info)
: base(sessionInfo)
{
_information = info;
_subscribe = subscribe;
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = DataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
MBTradingConnectionManager manager = _manager;
if (manager == null)
{
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (manager.Adapter != null)
{
manager.Quotes.SubscribeSymbolSession(session.Symbol,
Commission.GenerateSymbolCommission(manager.Adapter, session.Symbol));
}
else
{
SystemMonitor.OperationError("Failed to perform data subscription update, since manager adapter not assigned.");
}
GeneralHelper.FireAndForget(delegate()
{// Run an async update of quotes.
string market;
Quote? quote = _manager.Quotes.GetSingleSymbolQuote(session.Symbol.Name, TimeSpan.FromSeconds(10), out market);
if (quote.HasValue)
{
DataSourceStub.UpdateQuote(session, quote, null);
}
});
}
else
{
manager.Quotes.UnSubscribeSymbolSession(session.Symbol.Name);
}
}
public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo info)
{
if (OperationalState != OperationalStateEnum.Operational)
{
return false;
}
DataSubscriptionRequestMessage request = new DataSubscriptionRequestMessage(session, subscribe, info);
DataSessionResponceMessage responce = SendAndReceiveResponding<DataSessionResponceMessage>(SourceTransportInfo, request);
return responce != null && responce.OperationResult;
}
/// <summary>
///
/// </summary>
public void HandleRequest(TransportInfo transportInfo, bool subscribe, DataSubscriptionInfo? info)
{
if (transportInfo.OriginalSenderId.HasValue == false)
{
SystemMonitor.Error("Original sender not available in transport info.");
return;
}
lock (this)
{
if (info.HasValue == false)
{
_subscriptions.Remove(transportInfo.OriginalSenderId.Value);
}
else
{
if (_subscriptions.ContainsKey(transportInfo.OriginalSenderId.Value))
{
_subscriptions[transportInfo.OriginalSenderId.Value] = new KeyValuePair<TransportInfo,DataSubscriptionInfo>(transportInfo,
DataSubscriptionInfo.Combine(_subscriptions[transportInfo.OriginalSenderId.Value].Value, subscribe, info.Value));
}
else
{
_subscriptions[transportInfo.OriginalSenderId.Value] = new KeyValuePair<TransportInfo, DataSubscriptionInfo>(transportInfo, info.Value);
}
}
}
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (!_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Add(session.Symbol.Name, session.Symbol);
}
}
else
{
if (_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Remove(session.Symbol.Name);
}
}
}
/// <summary>
///
/// </summary>
public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo subscription)
{
return true;
}
