private void UpdateProvider(ISecurityProvider provider)
{
if (_securityProvider == provider)
return;
if (_securityProvider != null)
{
_securityProvider.Added -= AddSecurities;
_securityProvider.Removed -= RemoveSecurities;
_securityProvider.Cleared -= ClearSecurities;
SecurityTextBox.ItemsSource = Enumerable.Empty<Security>();
_itemsSource = null;
}
_securityProvider = provider;
if (_securityProvider == null)
return;
var itemsSource = new ObservableCollectionEx<Security>();
_itemsSource = new ThreadSafeObservableCollection<Security>(itemsSource);
_itemsSource.AddRange(_securityProvider.LookupAll());
_securityProvider.Added += AddSecurities;
_securityProvider.Removed += RemoveSecurities;
_securityProvider.Cleared += ClearSecurities;
SecurityTextBox.ItemsSource = itemsSource;
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_subscriptions.Clear();
break;
}
case MessageTypes.SecurityLookup:
{
if (_securityProvider != null)
{
var lookupMsg = (SecurityLookupMessage)message;
var securities = lookupMsg.SecurityId == default
? _securityProvider.LookupAll()
: _securityProvider.Lookup(lookupMsg);
foreach (var security in securities)
{
SendOutMessage(security.Board.ToMessage());
SendOutMessage(security.ToMessage(originalTransactionId: lookupMsg.TransactionId));
}
SendOutMessage(new SubscriptionFinishedMessage {
OriginalTransactionId = lookupMsg.TransactionId
});
return(true);
}
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
_subscriptions.Add(mdMsg.TransactionId);
}
break;
}
case ExtendedMessageTypes.EmulationState:
SendOutMessage(message);
return(true);
}
return(base.OnSendInMessage(message));
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Transaction id generator.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider)
: this(transactionIdGenerator)
{
SecurityProvider = securityProvider;
BasketStorage.Boards = SecurityProvider
.LookupAll()
.Select(s => s.Board)
.Distinct();
this.AddMarketDataSupport();
this.AddSupportedMessage(ExtendedMessageTypes.EmulationState);
this.AddSupportedMessage(ExtendedMessageTypes.HistorySource);
}
/// <summary>
/// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
/// </summary>
/// <param name="provider">Security meta info provider.</param>
/// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
///// <param name="excludeFilter">Filter for instruments exclusion.</param>
public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false /*, Func<Security, bool> excludeFilter = null*/)
{
_provider = provider ?? throw new ArgumentNullException(nameof(provider));
_ownProvider = ownProvider;
//ExcludeFilter = excludeFilter;
_provider.Added += AddSecurities;
_provider.Removed += RemoveSecurities;
_provider.Cleared += ClearSecurities;
AddSecurities(_provider.LookupAll());
}
/// <summary>
/// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
/// </summary>
/// <param name="provider">Security meta info provider.</param>
/// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
///// <param name="excludeFilter">Filter for instruments exclusion.</param>
public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false/*, Func<Security, bool> excludeFilter = null*/)
{
if (provider == null)
throw new ArgumentNullException(nameof(provider));
_provider = provider;
_ownProvider = ownProvider;
//ExcludeFilter = excludeFilter;
_provider.Added += AddSecurities;
_provider.Removed += RemoveSecurities;
_provider.Cleared += ClearSecurities;
AddSecurities(_provider.LookupAll());
}
/// <summary>
/// Initializes a new instance of the <see cref="FilterableSecurityProvider"/>.
/// </summary>
/// <param name="provider">Security meta info provider.</param>
/// <param name="ownProvider"><see langword="true"/> to leave the <paramref name="provider"/> open after the <see cref="FilterableSecurityProvider"/> object is disposed; otherwise, <see langword="false"/>.</param>
///// <param name="excludeFilter">Filter for instruments exclusion.</param>
public FilterableSecurityProvider(ISecurityProvider provider, bool ownProvider = false /*, Func<Security, bool> excludeFilter = null*/)
{
if (provider == null)
{
throw new ArgumentNullException("provider");
}
_provider = provider;
_ownProvider = ownProvider;
//ExcludeFilter = excludeFilter;
_provider.Added += AddSecurity;
_provider.Removed += RemoveSecurity;
_provider.Cleared += ClearSecurities;
_provider.LookupAll().ForEach(AddSecurity);
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Transaction id generator.</param>
/// <param name="securityProvider">The provider of information about instruments.</param>
public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider)
: this(transactionIdGenerator)
{
SecurityProvider = securityProvider;
BasketStorage.Boards = SecurityProvider
.LookupAll()
.Select(s => s.Board)
.Distinct();
this.AddMarketDataSupport();
this.AddSupportedMessage(ExtendedMessageTypes.EmulationState);
this.AddSupportedMessage(ExtendedMessageTypes.HistorySource);
}
