/// <summary>
///
/// </summary>
void _historyClient_OnDataEvent(int lRequestId, object pHist, enumHistEventType evt)
{
List <DataBar> extractedBars = new List <DataBar>();
if (pHist is MbtHistDayBar)
{
MbtHistDayBar bars = (MbtHistDayBar)pHist;
bars.First();
while (bars.Eof == false)
{
decimal open = (decimal)bars.Open;
decimal close = (decimal)bars.Close;
decimal high = (decimal)bars.High;
decimal low = (decimal)bars.Low;
extractedBars.Insert(0, new DataBar(bars.CloseDate, open, high, low, close, bars.TotalVolume));
bars.Next();
}
}
else if (pHist is MbtHistMinBar)
{
MbtHistMinBar bars = (MbtHistMinBar)pHist;
bars.First();
while (bars.Eof == false)
{
decimal open = (decimal)bars.Open;
decimal close = (decimal)bars.Close;
decimal high = (decimal)bars.High;
decimal low = (decimal)bars.Low;
extractedBars.Insert(0, new DataBar(bars.UTCDateTime, open, high, low, close, bars.TotalVolume));
bars.Next();
}
}
DataHistoryOperation operation = (DataHistoryOperation)_operationStub.GetOperationById(lRequestId.ToString());
if (operation != null)
{
_operationStub.CompleteOperation(lRequestId.ToString(), new DataHistoryUpdate(operation.Request.Period, extractedBars));
}
}
public bool StartOperation(OperationInformation operationInformation)
{
DataHistoryOperation operation = (DataHistoryOperation)operationInformation;
bool result = true;
_messageLoopOperator.Invoke(delegate()
{// Placing the request on the stolen main application thread, since we need the requestMessage pump for this to work properly.
MbtHistMgr historyClient = _historyClient;
if (historyClient == null)
{
result = false;
return;
}
if (operation.Request.IsMinuteBased == false && operation.Request.IsDayBased == false)
{
result = false;
return;
}
int?time = GetConvertedTime(operation);
if (operation.Request.IsDayBased)
{
MbtHistDayBar histBar;
histBar = historyClient.CreateHistDayBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
else if (operation.Request.IsMinuteBased)
{
MbtHistMinBar histBar = historyClient.CreateHistMinBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
});
return(result);
}