public RequestResponse MarketDataSnapshotRequest(MarketDataSnapshotRequest request) { this.Validator.Validate(request); var timeframeId = request.Timeframe == Timeframe.Custom ? request.CustomTimeframeId : Converters.GetTimeframeId(request.Timeframe); var fxReq = this.FxRequestFactory.createMarketDataSnapshotRequestInstrument(request.Instrument, this.FxRequestFactory.Timeframes[timeframeId], request.MaxBars); this.FxRequestFactory.fillMarketDataSnapshotRequestTime(fxReq, request.TimeFrom, request.TimeTo, request.IncludeWeekends); this.CleanupMarketDataRequests(); var mdr = new MarketDataRequestItem() { Instrument = request.Instrument, RequestID = fxReq.RequestID, Time = DateTime.Now, }; this.AddMakrtedDataRequestItem(mdr); this.FxSession.sendRequest(fxReq); return(Helpers.GetRequestResponse(fxReq)); }
private void AddMarketDataRequestItem(MarketDataRequestItem item) { this.MarketDataRequests[item.RequestID] = item; }