private void OnEvent(IntPtr snapshotDataPtr, IntPtr userData)
{
DxSnapshotData snapshotData = (DxSnapshotData)Marshal.PtrToStructure(snapshotDataPtr, typeof(DxSnapshotData));
switch (snapshotData.event_type)
{
case EventType.Order:
var orderBuf = NativeBufferFactory.CreateOrderBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxOrderSnapshotListener)
{
(listener as IDxOrderSnapshotListener).OnOrderSnapshot <NativeEventBuffer <NativeOrder>, NativeOrder>(orderBuf);
}
break;
case EventType.Candle:
var candleBuf = NativeBufferFactory.CreateCandleBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxCandleSnapshotListener)
{
(listener as IDxCandleSnapshotListener).OnCandleSnapshot <NativeEventBuffer <NativeCandle>, NativeCandle>(candleBuf);
}
break;
case EventType.TimeAndSale:
var timeAndSaleBuf = NativeBufferFactory.CreateTimeAndSaleBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxTimeAndSaleSnapshotListener)
{
(listener as IDxTimeAndSaleSnapshotListener).OnTimeAndSaleSnapshot <NativeEventBuffer <NativeTimeAndSale>, NativeTimeAndSale>(timeAndSaleBuf);
}
break;
case EventType.SpreadOrder:
var spreadOrderBuf = NativeBufferFactory.CreateSpreadOrderBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxSpreadOrderSnapshotListener)
{
(listener as IDxSpreadOrderSnapshotListener).OnSpreadOrderSnapshot <NativeEventBuffer <NativeSpreadOrder>, NativeSpreadOrder>(spreadOrderBuf);
}
break;
case EventType.Greeks:
var greeksBuf = NativeBufferFactory.CreateGreeksBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxGreeksSnapshotListener)
{
(listener as IDxGreeksSnapshotListener).OnGreeksSnapshot <NativeEventBuffer <NativeGreeks>, NativeGreeks>(greeksBuf);
}
break;
case EventType.Series:
var seriesBuf = NativeBufferFactory.CreateSeriesBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxSeriesSnapshotListener)
{
(listener as IDxSeriesSnapshotListener).OnSeriesSnapshot <NativeEventBuffer <NativeSeries>, NativeSeries>(seriesBuf);
}
break;
}
}
private void OnIncOrderSnapshot(IntPtr snapshotDataPtr, int newSnapshot, IntPtr userData)
{
var snapshotData = (DxSnapshotData)Marshal.PtrToStructure(snapshotDataPtr, typeof(DxSnapshotData));
if (snapshotData.event_type == EventType.Order)
{
var orderBuf = NativeBufferFactory.CreateOrderBuf(snapshotData.symbol, snapshotData.records, snapshotData.records_count, null);
if (listener is IDxIncOrderSnapshotListener)
{
(listener as IDxIncOrderSnapshotListener).OnOrderSnapshot <NativeEventBuffer <NativeOrder>, NativeOrder>(orderBuf, newSnapshot != 0);
}
}
}
private void OnEvent(EventType eventType, IntPtr symbol, IntPtr data, int dataCount, IntPtr eventParamsPtr, IntPtr userData)
{
object obj = Marshal.PtrToStructure(eventParamsPtr, typeof(DxEventParams));
DxEventParams event_params = (DxEventParams)obj;
EventParams nativeEventParams = new EventParams(event_params.flags, event_params.time_int_field, event_params.snapshot_key);
switch (eventType)
{
case EventType.Order:
var orderBuf = NativeBufferFactory.CreateOrderBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxOrderListener)?.OnOrder <NativeEventBuffer <NativeOrder>, NativeOrder>(orderBuf);
break;
case EventType.Profile:
var profileBuf = NativeBufferFactory.CreateProfileBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxProfileListener)?.OnProfile <NativeEventBuffer <NativeProfile>, NativeProfile>(profileBuf);
break;
case EventType.Quote:
var quoteBuf = NativeBufferFactory.CreateQuoteBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxQuoteListener)?.OnQuote <NativeEventBuffer <NativeQuote>, NativeQuote>(quoteBuf);
break;
case EventType.TimeAndSale:
var tsBuf = NativeBufferFactory.CreateTimeAndSaleBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxTimeAndSaleListener)?.OnTimeAndSale <NativeEventBuffer <NativeTimeAndSale>, NativeTimeAndSale>(tsBuf);
break;
case EventType.Trade:
var tBuf = NativeBufferFactory.CreateTradeBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxTradeListener)?.OnTrade <NativeEventBuffer <NativeTrade>, NativeTrade>(tBuf);
break;
case EventType.Summary:
var sBuf = NativeBufferFactory.CreateSummaryBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxFundamentalListener)?.OnFundamental <NativeEventBuffer <NativeSummary>, NativeSummary>(sBuf);
break;
case EventType.Candle:
var cBuf = NativeBufferFactory.CreateCandleBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxCandleListener)?.OnCandle <NativeEventBuffer <NativeCandle>, NativeCandle>(cBuf);
break;
case EventType.TradeETH:
var teBuf = NativeBufferFactory.CreateTradeETHBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxTradeETHListener)?.OnTradeETH <NativeEventBuffer <NativeTradeETH>, NativeTradeETH>(teBuf);
break;
case EventType.SpreadOrder:
var spreadOrderBuf = NativeBufferFactory.CreateSpreadOrderBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxSpreadOrderListener)?.OnSpreadOrder <NativeEventBuffer <NativeSpreadOrder>, NativeSpreadOrder>(spreadOrderBuf);
break;
case EventType.Greeks:
var greeksBuf = NativeBufferFactory.CreateGreeksBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxGreeksListener)?.OnGreeks <NativeEventBuffer <NativeGreeks>, NativeGreeks>(greeksBuf);
break;
case EventType.TheoPrice:
var theoPriceBuf = NativeBufferFactory.CreateTheoPriceBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxTheoPriceListener)?.OnTheoPrice <NativeEventBuffer <NativeTheoPrice>, NativeTheoPrice>(theoPriceBuf);
break;
case EventType.Underlying:
var underlyingBuf = NativeBufferFactory.CreateUnderlyingBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxUnderlyingListener)?.OnUnderlying <NativeEventBuffer <NativeUnderlying>, NativeUnderlying>(underlyingBuf);
break;
case EventType.Series:
var seriesBuf = NativeBufferFactory.CreateSeriesBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxSeriesListener)?.OnSeries <NativeEventBuffer <NativeSeries>, NativeSeries>(seriesBuf);
break;
case EventType.Configuration:
var configurationBuf = NativeBufferFactory.CreateConfigurationBuf(symbol, data, dataCount, nativeEventParams);
(eventListener as IDxConfigurationListener)?.OnConfiguration <NativeEventBuffer <NativeConfiguration>, NativeConfiguration>(configurationBuf);
break;
}
}
private void OnQuote(IntPtr symbol, IntPtr quote, int count, IntPtr userData)
{
var quoteBuf = NativeBufferFactory.CreateQuoteBuf(symbol, quote, count, null);
quoteListener.OnQuote <NativeEventBuffer <NativeQuote>, NativeQuote>(quoteBuf);
}
