public void ConsumerQuoteUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false) {
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: symbol[" + symbol + "] is not registered for any consumers; returning");
return;
}
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false) {
string symbolDistributorsAsString = "";
foreach (SymbolScaleDistributionChannel d in channels.Values) symbolDistributorsAsString += d + ",";
symbolDistributorsAsString.TrimEnd(',');
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: scaleInterval[" + scaleInterval + "] not found among distributors [" + symbolDistributorsAsString + "]; returning");
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false) {
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: consumer not found in [" + channel.ConsumersQuoteAsString + "]; returning");
return;
}
channel.ConsumersQuoteRemove(consumer);
if (channel.ConsumersBarCount == 0 && channel.ConsumersQuoteCount == 0) {
//Assembler.PopupException("QuoteConsumer [" + consumer + "] was the last one using [" + symbol + "][" + scaleInterval + "]; removing QuoteBarDistributor[" + channel + "]");
channels.Remove(scaleInterval);
if (channels.Count == 0) {
//Assembler.PopupException("QuoteConsumer [" + scaleInterval + "] was the last one listening for [" + symbol + "]");
//Assembler.PopupException("...removing[" + symbol + "] from this.DistributionChannels[" + this.DistributionChannels + "]");
this.DistributionChannels.Remove(symbol);
//Assembler.PopupException("...UpstreamUnSubscribing [" + symbol + "]");
this.StreamingProvider.UpstreamUnSubscribe(symbol);
}
}
}
}
public void ConsumerQuoteRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false) {
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> newScaleChannels = new Dictionary<BarScaleInterval, SymbolScaleDistributionChannel>();
newScaleChannels.Add(scaleInterval, newChannel);
this.DistributionChannels.Add(symbol, newScaleChannels);
if (this.StreamingProvider.UpstreamIsSubscribed(symbol) == false) {
this.StreamingProvider.UpstreamSubscribe(symbol);
}
return;
}
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false) {
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
channels.Add(scaleInterval, newChannel);
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false) {
channel.ConsumersQuoteAdd(consumer);
return;
}
Assembler.PopupException("QuoteConsumer [" + consumer + "] already registered for [" + channel + "]; returning");
}
}
public bool ConsumerQuoteIsRegistered(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
bool ret = false;
Dictionary<string, List<BarScaleInterval>> symbolsScaleIntervals = SymbolsScaleIntervalsQuoteConsumerRegistered(consumer);
if (symbolsScaleIntervals == null) return ret;
ret = symbolsScaleIntervals.ContainsKey(symbol);
return ret;
}
public void ConsumersQuoteRemove(IStreamingConsumer consumer)
{
lock (lockConsumersQuote) {
consumersQuote.Remove(consumer);
if (earlyBinders.ContainsKey(consumer) && consumersBar.Contains(consumer) == false)
{
earlyBinders.Remove(consumer);
}
}
}
public void ConsumersBarAdd(IStreamingConsumer consumer)
{
lock (lockConsumersBar) {
consumersBar.Add(consumer);
if (earlyBinders.ContainsKey(consumer) == false)
{
earlyBinders.Add(consumer, new StreamingEarlyBinder(this.StreamingBarFactoryUnattached, consumer));
}
}
}
public void ConsumersBarRemove(IStreamingConsumer consumer)
{
lock (lockConsumersBar) {
if (consumer is StaticProvider)
{
int a = 1;
}
consumersBar.Remove(consumer);
if (earlyBinders.ContainsKey(consumer) && consumersQuote.Contains(consumer) == false)
{
earlyBinders.Remove(consumer);
}
}
}
public void ConsumerBarUnregisterDying(IStreamingConsumer dyingConsumer)
{
lock (lockConsumersBySymbol) {
Dictionary <string, List <BarScaleInterval> > symbolsScaleIntervals = this.SymbolsScaleIntervalsBarConsumerRegistered(dyingConsumer);
if (symbolsScaleIntervals == null)
{
Assembler.PopupException("BarConsumer [" + dyingConsumer + "] was not registered to any symbols + ScaleIntervals; returning");
return;
}
foreach (string symbol in symbolsScaleIntervals.Keys)
{
foreach (BarScaleInterval scaleInterval in symbolsScaleIntervals[symbol])
{
this.ConsumerBarUnRegister(symbol, scaleInterval, dyingConsumer);
}
}
}
}
public bool ConsumersBarContains(IStreamingConsumer consumer) {
lock (lockConsumersBar) {
return consumersBar.Contains(consumer);
}
}
public void ConsumersBarAdd(IStreamingConsumer consumer) {
lock (lockConsumersBar) {
consumersBar.Add(consumer);
if (earlyBinders.ContainsKey(consumer) == false) {
earlyBinders.Add(consumer, new StreamingEarlyBinder(this.StreamingBarFactoryUnattached, consumer));
}
}
}
public StreamingEarlyBinder(StreamingBarFactoryUnattached streamingBarFactoryUnattached, IStreamingConsumer consumer) {
this.streamingBarFactoryUnattached = streamingBarFactoryUnattached;
this.consumer = consumer;
}
public void ConsumersQuoteRemove(IStreamingConsumer consumer) {
lock (lockConsumersQuote) {
consumersQuote.Remove(consumer);
if (earlyBinders.ContainsKey(consumer) && consumersBar.Contains(consumer) == false) {
earlyBinders.Remove(consumer);
}
}
}
public virtual bool ConsumerQuoteIsRegistered(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
return(this.DataDistributor.ConsumerQuoteIsRegistered(symbol, scaleInterval, consumer));
}
public bool ConsumersQuoteContains(IStreamingConsumer consumer)
{
lock (lockConsumersQuote) {
return(consumersQuote.Contains(consumer));
}
}
public void ConsumerQuoteRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false)
{
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> newScaleChannels = new Dictionary <BarScaleInterval, SymbolScaleDistributionChannel>();
newScaleChannels.Add(scaleInterval, newChannel);
this.DistributionChannels.Add(symbol, newScaleChannels);
if (this.StreamingProvider.UpstreamIsSubscribed(symbol) == false)
{
this.StreamingProvider.UpstreamSubscribe(symbol);
}
return;
}
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false)
{
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
channels.Add(scaleInterval, newChannel);
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false)
{
channel.ConsumersQuoteAdd(consumer);
return;
}
Assembler.PopupException("QuoteConsumer [" + consumer + "] already registered for [" + channel + "]; returning");
}
}
// overridable proxy methods routed by default to DataDistributor
public virtual void ConsumerBarRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer, Bar PartialBarInsteadOfEmpty) {
this.ConsumerBarRegister(symbol, scaleInterval, consumer);
SymbolScaleDistributionChannel channel = this.DataDistributor.GetDistributionChannelFor(symbol, scaleInterval);
channel.StreamingBarFactoryUnattached.InitWithStreamingBarInsteadOfEmpty(PartialBarInsteadOfEmpty);
}
public StreamingEarlyBinder(StreamingBarFactoryUnattached streamingBarFactoryUnattached, IStreamingConsumer consumer)
{
this.streamingBarFactoryUnattached = streamingBarFactoryUnattached;
this.consumer = consumer;
}
public bool ConsumerBarIsRegistered(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
bool ret = false;
Dictionary <string, List <BarScaleInterval> > symbolsScaleIntervals = SymbolsScaleIntervalsBarConsumerRegistered(consumer);
if (symbolsScaleIntervals == null)
{
return(ret);
}
ret = symbolsScaleIntervals.ContainsKey(symbol);
return(ret);
}
public virtual void ConsumerBarUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
this.DataDistributor.ConsumerBarUnRegister(symbol, scaleInterval, consumer);
}
public virtual void ConsumerQuoteUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer streamingConsumer)
{
this.DataDistributor.ConsumerQuoteUnRegister(symbol, scaleInterval, streamingConsumer);
this.StreamingDataSnapshot.LastQuotePutNull(symbol);
}
public Dictionary<string, List<BarScaleInterval>> SymbolsScaleIntervalsBarConsumerRegistered(IStreamingConsumer consumer) {
Dictionary<string, List<BarScaleInterval>> ret = null;
foreach (string symbol in this.DistributionChannels.Keys) {
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> consumersByScaleInterval = DistributionChannels[symbol];
foreach (BarScaleInterval scaleInterval in consumersByScaleInterval.Keys) {
SymbolScaleDistributionChannel consumers = consumersByScaleInterval[scaleInterval];
if (consumers.ConsumersBarContains(consumer)) {
if (ret == null) ret = new Dictionary<string, List<BarScaleInterval>>();
if (ret.ContainsKey(symbol) == false) ret.Add(symbol, new List<BarScaleInterval>());
ret[symbol].Add(scaleInterval);
}
}
}
return ret;
}
public void ConsumersBarRemove(IStreamingConsumer consumer) {
lock (lockConsumersBar) {
if (consumer is StaticProvider) {
int a = 1;
}
consumersBar.Remove(consumer);
if (earlyBinders.ContainsKey(consumer) && consumersQuote.Contains(consumer) == false) {
earlyBinders.Remove(consumer);
}
}
}
public virtual void ConsumerBarUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
this.DataDistributor.ConsumerBarUnRegister(symbol, scaleInterval, consumer);
}
public StreamingConsumer(string symbol, IStreamingConsumer update, MarketInfo info) {
this.Symbol = symbol;
this.Consumer = update;
this.MarketInfo = info;
}
public virtual bool ConsumerQuoteIsRegistered(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
return this.DataDistributor.ConsumerQuoteIsRegistered(symbol, scaleInterval, consumer);
}
public virtual void ConsumerBarRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
if (scaleInterval.Scale == BarScale.Unknown) {
string msg = "Failed to ConsumerBarRegister(): scaleInterval.Scale=Unknown; returning";
Assembler.PopupException(msg);
throw new Exception(msg);
}
this.DataDistributor.ConsumerBarRegister(symbol, scaleInterval, consumer);
}
public void ConsumerBarUnregisterDying(IStreamingConsumer dyingConsumer) {
lock (lockConsumersBySymbol) {
Dictionary<string, List<BarScaleInterval>> symbolsScaleIntervals = this.SymbolsScaleIntervalsBarConsumerRegistered(dyingConsumer);
if (symbolsScaleIntervals == null) {
Assembler.PopupException("BarConsumer [" + dyingConsumer + "] was not registered to any symbols + ScaleIntervals; returning");
return;
}
foreach (string symbol in symbolsScaleIntervals.Keys) {
foreach (BarScaleInterval scaleInterval in symbolsScaleIntervals[symbol]) {
this.ConsumerBarUnRegister(symbol, scaleInterval, dyingConsumer);
}
}
}
}
public virtual void ConsumerQuoteUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer streamingConsumer) {
this.DataDistributor.ConsumerQuoteUnRegister(symbol, scaleInterval, streamingConsumer);
this.StreamingDataSnapshot.LastQuotePutNull(symbol);
}
public bool ConsumersBarContains(IStreamingConsumer consumer)
{
lock (lockConsumersBar) {
return(consumersBar.Contains(consumer));
}
}
public virtual void ConsumerUnregisterDead(IStreamingConsumer streamingConsumer) {
this.DataDistributor.ConsumerBarUnregisterDying(streamingConsumer);
this.DataDistributor.ConsumerQuoteUnregisterDying(streamingConsumer);
}
public virtual void ConsumerBarRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
if (scaleInterval.Scale == BarScale.Unknown)
{
string msg = "Failed to ConsumerBarRegister(): scaleInterval.Scale=Unknown; returning";
Assembler.PopupException(msg);
throw new Exception(msg);
}
this.DataDistributor.ConsumerBarRegister(symbol, scaleInterval, consumer);
}
public Dictionary <string, List <BarScaleInterval> > SymbolsScaleIntervalsBarConsumerRegistered(IStreamingConsumer consumer)
{
Dictionary <string, List <BarScaleInterval> > ret = null;
foreach (string symbol in this.DistributionChannels.Keys)
{
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> consumersByScaleInterval = DistributionChannels[symbol];
foreach (BarScaleInterval scaleInterval in consumersByScaleInterval.Keys)
{
SymbolScaleDistributionChannel consumers = consumersByScaleInterval[scaleInterval];
if (consumers.ConsumersBarContains(consumer))
{
if (ret == null)
{
ret = new Dictionary <string, List <BarScaleInterval> >();
}
if (ret.ContainsKey(symbol) == false)
{
ret.Add(symbol, new List <BarScaleInterval>());
}
ret[symbol].Add(scaleInterval);
}
}
}
return(ret);
}
public virtual void ConsumerUnregisterDead(IStreamingConsumer streamingConsumer)
{
this.DataDistributor.ConsumerBarUnregisterDying(streamingConsumer);
this.DataDistributor.ConsumerQuoteUnregisterDying(streamingConsumer);
}
public void ConsumerQuoteUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false)
{
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: symbol[" + symbol + "] is not registered for any consumers; returning");
return;
}
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false)
{
string symbolDistributorsAsString = "";
foreach (SymbolScaleDistributionChannel d in channels.Values)
{
symbolDistributorsAsString += d + ",";
}
symbolDistributorsAsString.TrimEnd(',');
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: scaleInterval[" + scaleInterval + "] not found among distributors [" + symbolDistributorsAsString + "]; returning");
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false)
{
Assembler.PopupException("Can't unregister QuoteConsumer [" + consumer + "]: consumer not found in [" + channel.ConsumersQuoteAsString + "]; returning");
return;
}
channel.ConsumersQuoteRemove(consumer);
if (channel.ConsumersBarCount == 0 && channel.ConsumersQuoteCount == 0)
{
//Assembler.PopupException("QuoteConsumer [" + consumer + "] was the last one using [" + symbol + "][" + scaleInterval + "]; removing QuoteBarDistributor[" + channel + "]");
channels.Remove(scaleInterval);
if (channels.Count == 0)
{
//Assembler.PopupException("QuoteConsumer [" + scaleInterval + "] was the last one listening for [" + symbol + "]");
//Assembler.PopupException("...removing[" + symbol + "] from this.DistributionChannels[" + this.DistributionChannels + "]");
this.DistributionChannels.Remove(symbol);
//Assembler.PopupException("...UpstreamUnSubscribing [" + symbol + "]");
this.StreamingProvider.UpstreamUnSubscribe(symbol);
}
}
}
}
public bool ConsumersQuoteContains(IStreamingConsumer consumer) {
lock (lockConsumersQuote) {
return consumersQuote.Contains(consumer);
}
}
public StreamingConsumer(string symbol, IStreamingConsumer update, MarketInfo info)
{
this.Symbol = symbol;
this.Consumer = update;
this.MarketInfo = info;
}
// overridable proxy methods routed by default to DataDistributor
public virtual void ConsumerBarRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer, Bar PartialBarInsteadOfEmpty)
{
this.ConsumerBarRegister(symbol, scaleInterval, consumer);
SymbolScaleDistributionChannel channel = this.DataDistributor.GetDistributionChannelFor(symbol, scaleInterval);
channel.StreamingBarFactoryUnattached.InitWithStreamingBarInsteadOfEmpty(PartialBarInsteadOfEmpty);
}
