public SupportedMessage(ConnectorSupportedMessagesPanel parent, IMessageAdapter adapter, MessageTypes type)
{
_parent = parent;
_adapter = adapter;
Type = type;
Name = type.GetDisplayName();
}
protected override void OnInnerAdapterNewMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Order && execMsg.ExecutionType != ExecutionTypes.Trade)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
}
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
default:
{
// на выход данные идут только из одного адаптера
if (innerAdapter != InnerAdapters.LastOrDefault())
return;
base.OnInnerAdapterNewMessage(innerAdapter, message);
break;
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="HeartbeatAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
public HeartbeatAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
InnerAdapter.NewOutMessage += AdapterOnNewOutMessage;
_reConnectionSettings = InnerAdapter.ReConnectionSettings;
}
/// <summary>
/// Initializes a new instance of the <see cref="CommissionMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public CommissionMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
if (innerAdapter == null)
throw new ArgumentNullException("innerAdapter");
InnerAdapter.NewOutMessage += ProcessOutMessage;
}
/// <summary>
/// Создать <see cref="HeartbeatAdapter"/>.
/// </summary>
/// <param name="adapter">Адаптер.</param>
public HeartbeatAdapter(IMessageAdapter adapter)
{
if (adapter == null)
throw new ArgumentNullException("adapter");
_adapter = adapter;
_adapter.NewOutMessage += AdapterOnNewOutMessage;
_reConnectionSettings = _adapter.ReConnectionSettings;
}
/// <summary>
/// Создать <see cref="ManagedMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Адаптер, в который будут перенаправляться сообщения.</param>
public ManagedMessageAdapter(IMessageAdapter innerAdapter)
{
if (innerAdapter == null)
throw new ArgumentNullException("innerAdapter");
_innerAdapter = innerAdapter;
_innerAdapter.NewOutMessage += ProcessOutMessage;
CommissionManager = new CommissionManager();
LatencyManager = new LatencyManager();
RiskManager = new RiskManager();
}
/// <summary>
/// Initializes a new instance of the <see cref="ChannelMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="inputChannel">Incomming messages channgel.</param>
/// <param name="outputChannel">Outgoing message channel.</param>
public ChannelMessageAdapter(IMessageAdapter innerAdapter, IMessageChannel inputChannel, IMessageChannel outputChannel)
: base(innerAdapter)
{
if (inputChannel == null)
throw new ArgumentNullException(nameof(inputChannel));
if (outputChannel == null)
throw new ArgumentNullException(nameof(outputChannel));
InputChannel = inputChannel;
OutputChannel = outputChannel;
InputChannel.NewOutMessage += InputChannelOnNewOutMessage;
OutputChannel.NewOutMessage += OutputChannelOnNewOutMessage;
}
/// <summary>
/// Создать <see cref="ChannelMessageAdapter"/>.
/// </summary>
/// <param name="adapter">Адаптер.</param>
/// <param name="inputChannel">Транспортный канал входящих сообщений.</param>
/// <param name="outputChannel">Транспортный канал исходящих сообщений.</param>
public ChannelMessageAdapter(IMessageAdapter adapter, IMessageChannel inputChannel, IMessageChannel outputChannel)
{
if (adapter == null)
throw new ArgumentNullException("adapter");
if (inputChannel == null)
throw new ArgumentNullException("inputChannel");
Adapter = adapter;
InputChannel = inputChannel;
OutputChannel = outputChannel;
InputChannel.NewOutMessage += InputChannelOnNewOutMessage;
OutputChannel.NewOutMessage += OutputChannelOnNewOutMessage;
Adapter.NewOutMessage += AdapterOnNewOutMessage;
}
protected override void OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
break;
case MessageTypes.Security:
case MessageTypes.Board:
case MessageTypes.Level1Change:
case MessageTypes.QuoteChange:
case MessageTypes.Time:
{
if (message.Adapter == _parent.MarketDataAdapter)
{
SendMessageToEmulationAdapters(message);
}
break;
}
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
if (message.Adapter != _parent.MarketDataAdapter)
{
break;
}
SendMessageToEmulationAdapters(message);
return;
}
case MessageTypes.Execution:
{
if (message.Adapter != _parent.MarketDataAdapter)
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Transaction)
{
if (innerAdapter != InnerAdapters.LastOrDefault())
{
return;
}
}
}
else
{
SendMessageToEmulationAdapters(message);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(innerAdapter, message);
}
/// <summary>
/// Initializes a new instance of the <see cref="SlippageMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public SlippageMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Remove from <see cref="IMessageAdapter.SupportedMessages"/> message types related to market-data.
/// </summary>
/// <param name="adapter">Adapter.</param>
public static void RemoveMarketDataSupport(this IMessageAdapter adapter)
{
adapter.RemoveSupportedMessage(MessageTypes.MarketData);
adapter.RemoveSupportedMessage(MessageTypes.SecurityLookup);
}
/// <summary>
/// Initializes a new instance of the <see cref="PositionMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public PositionMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
private void SubscribeMarketData(Security security, MarketDataTypes type, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, Level1Fields?buildField = null, int?maxDepth = null, IMessageAdapter adapter = null)
{
SubscribeMarketData(security, new MarketDataMessage
{
DataType = type,
IsSubscribe = true,
From = from,
To = to,
Count = count,
BuildMode = buildMode,
BuildFrom = buildFrom,
BuildField = buildField,
MaxDepth = maxDepth,
Adapter = adapter
});
}
/// <inheritdoc />
public long SubscribeLevel1(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, IMessageAdapter adapter = null)
{
return(SubscribeMarketData(security, MarketDataTypes.Level1, from, to, count, buildMode, buildFrom, adapter: adapter));
}
/// <summary>
/// Initializes a new instance of the <see cref="CustomHistoryMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
public CustomHistoryMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
this.AddSupportedMessage(ExtendedMessageTypes.EmulationState, null);
}
/// <inheritdoc />
public void SubscribeBoard(ExchangeBoard board, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, IMessageAdapter adapter = null)
{
if (board == null)
{
throw new ArgumentNullException(nameof(board));
}
SubscribeMarketData(null, MarketDataTypes.Board, from, to, count, adapter: adapter);
}
/// <summary>
/// To call the event <see cref="DisconnectedEx"/>.
/// </summary>
/// <param name="adapter">Adapter, initiated event.</param>
private void RaiseDisconnectedEx(IMessageAdapter adapter)
{
DisconnectedEx?.Invoke(adapter);
}
private void RaiseConnectionLost(IMessageAdapter adapter)
{
ConnectionLost?.Invoke(adapter);
}
/// <summary>
/// Initializes a new instance of the <see cref="SecurityMappingMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
/// <param name="storage">Security identifier mappings storage.</param>
public SecurityMappingMessageAdapter(IMessageAdapter innerAdapter, ISecurityMappingStorage storage)
: base(innerAdapter)
{
Storage = storage ?? throw new ArgumentNullException(nameof(storage));
}
/// <summary>
/// Initializes a new instance of the <see cref="BufferMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
public BufferMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
Subscription IMarketDataProviderEx.SubscribeBoard(ExchangeBoard board, DateTimeOffset?from, DateTimeOffset?to, long?count, IMessageAdapter adapter) => null;
Subscription IMarketDataProviderEx.SubscribeNews(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, IMessageAdapter adapter) => null;
/// <summary>
/// Initializes a new instance of the <see cref="CustomHistoryMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
public CustomHistoryMessageAdapter(IMessageAdapter innerAdapter, ISecurityProvider securityProvider)
: this(innerAdapter)
{
_securityProvider = securityProvider ?? throw new ArgumentNullException(nameof(securityProvider));
}
public void RegisterNews(Security security = null, IMessageAdapter adapter = null)
{
SubscribeNews(security, adapter: adapter);
}
long IMarketDataProvider.SubscribeLevel1(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, IMessageAdapter adapter) => _idGenerator.GetNextId();
/// <inheritdoc />
public void SubscribeOrders(Security security = null, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, IMessageAdapter adapter = null)
{
SubscribeOrders(new OrderStatusMessage
{
IsSubscribe = true,
SecurityId = security?.ToSecurityId() ?? default,
From = from,
To = to,
Adapter = adapter,
});
long IMarketDataProvider.SubscribeNews(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, IMessageAdapter adapter) => _idGenerator.GetNextId();
/// <summary>
/// Initializes a new instance of the <see cref="PnLMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public PnLMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
Subscription IMarketDataProviderEx.SubscribeMarketDepth(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, int?maxDepth, TimeSpan?refreshSpeed, IOrderLogMarketDepthBuilder depthBuilder, IMessageAdapter adapter) => null;
/// <summary>
/// Initializes a new instance of the <see cref="LatencyMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public LatencyMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="RiskMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public RiskMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="PnLMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public PnLMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="CandleHolderMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Inner message adapter.</param>
public CandleHolderMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="LookupTrackingMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Inner message adapter.</param>
public LookupTrackingMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="AssociatedSecurityAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Inner message adapter.</param>
public AssociatedSecurityAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="SubscriptionMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Inner message adapter.</param>
public SubscriptionMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
public void RegisterOrderLog(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, IMessageAdapter adapter = null)
{
SubscribeOrderLog(security, from, to, count, adapter);
}
long IMarketDataProvider.SubscribeBoard(ExchangeBoard board, DateTimeOffset?from, DateTimeOffset?to, long?count, IMessageAdapter adapter) => _idGenerator.GetNextId();
Subscription IMarketDataProviderEx.SubscribeLevel1(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, IMessageAdapter adapter) => null;
/// <summary>
/// Initializes a new instance of the <see cref="CommissionMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
public CommissionMessageAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
}
/// <inheritdoc />
public void SubscribeMarketDepth(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, int?maxDepth = null, IMessageAdapter adapter = null)
{
SubscribeMarketData(security, MarketDataTypes.MarketDepth, from, to, count, buildMode, buildFrom, null, maxDepth, adapter);
}
/// <inheritdoc />
public void SubscribeNews(Security security = null, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, IMessageAdapter adapter = null)
{
SubscribeMarketData(security, MarketDataTypes.News, from, to, count, adapter: adapter);
}
public void RegisterTrades(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, IMessageAdapter adapter = null)
{
SubscribeTrades(security, from, to, count, buildMode, buildFrom, adapter);
}
/// <summary>
/// Initializes a new instance of the <see cref="HeartbeatAdapter"/>.
/// </summary>
/// <param name="innerAdapter">Underlying adapter.</param>
public HeartbeatAdapter(IMessageAdapter innerAdapter)
: base(innerAdapter)
{
_reConnectionSettings = InnerAdapter.ReConnectionSettings;
}
void IMessageProcessor.EnqueueMessage(Message message, IMessageAdapter adapter, bool force)
{
_newMessage.SafeInvoke(message, adapter);
}
