private void DisposeControl(IContentWindow window)
{
_contents.RemoveByValue(window);
window.Control.Dispose();
if (window.Tag == null)
{
return;
}
var sender = window.Tag;
var strategyContainer = window.Tag as StrategyContainer;
if (strategyContainer != null)
{
sender = strategyContainer.Strategy;
}
var info = window.Tag as StrategyInfo;
if (info != null)
{
sender = window.Control.GetKey();
}
ConfigManager
.GetService <IStudioCommandService>()
.UnBind(sender);
}
private void ChangeState(SubscriptionInfo info, SubscriptionStates state)
{
var id = info.Subscription.TransactionId;
const string text = "Subscription {0} {1}->{2}.";
if (info.State.IsOk(state))
{
this.AddInfoLog(text, id, info.State, state);
}
else
{
this.AddWarningLog(text, id, info.State, state);
}
info.State = state;
if (!state.IsActive())
{
_subscriptionsByKey.RemoveByValue(info);
this.AddInfoLog(LocalizedStrings.OnlineSubscriptionRemoved, id);
}
}
private void OnStorageChanged(string storageName, SecurityIdMapping mapping)
{
if (!StorageName.CompareIgnoreCase(storageName))
{
return;
}
// if adapter code is empty means mapping removed
// also mapping can be changed (new adapter code for old security code)
lock (_syncRoot)
{
_securityIds.RemoveByValue(mapping.StockSharpId);
_securityIds.Add(mapping.StockSharpId, mapping.AdapterId);
}
}
private void OnStorageMappingChanged(string storageName, SecurityId securityId, SecurityId adapterId)
{
if (!InnerAdapter.StorageName.CompareIgnoreCase(storageName))
{
return;
}
// if adapter code is empty means mapping removed
// also mapping can be changed (new adapter code for old security code)
_securityIds.RemoveByValue(securityId);
if (!adapterId.IsDefault())
{
_securityIds.Add(securityId, adapterId);
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
long TryReplaceOriginId(long id)
{
if (id == 0)
{
return(0);
}
lock (_sync)
return(_replaceId.TryGetValue(id, out var prevId) ? prevId : id);
}
var prevOriginId = 0L;
var newOriginId = 0L;
if (message is IOriginalTransactionIdMessage originIdMsg1)
{
newOriginId = originIdMsg1.OriginalTransactionId;
prevOriginId = originIdMsg1.OriginalTransactionId = TryReplaceOriginId(newOriginId);
}
bool UpdateSubscriptionResult(SubscriptionResponseMessage responseMsg)
{
HashSet <long> subscribers = null;
lock (_sync)
{
if (responseMsg.IsOk())
{
if (_subscriptionsById.TryGetValue(prevOriginId, out var info))
{
// no need send response after re-subscribe cause response was handled prev time
if (_replaceId.ContainsKey(newOriginId))
{
if (info.State != SubscriptionStates.Stopped)
{
return(false);
}
}
else
{
ChangeState(info, SubscriptionStates.Active);
}
}
}
else
{
if (!_historicalRequests.Remove(prevOriginId))
{
if (_subscriptionsById.TryGetAndRemove(prevOriginId, out var info))
{
ChangeState(info, SubscriptionStates.Error);
_replaceId.Remove(newOriginId);
_subscriptionsByKey.RemoveByValue(info);
var set = new HashSet <long>(info.Subscribers.Cache);
set.Remove(prevOriginId);
subscribers = set;
}
}
}
}
if (subscribers != null)
{
foreach (var subscriber in subscribers)
{
base.OnInnerAdapterNewOutMessage(subscriber.CreateSubscriptionResponse(responseMsg.Error));
}
}
return(true);
}
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
if (!UpdateSubscriptionResult((SubscriptionResponseMessage)message))
{
return;
}
break;
}
case MessageTypes.SubscriptionOnline:
{
lock (_sync)
{
if (!_subscriptionsById.TryGetValue(prevOriginId, out var info))
{
break;
}
if (_replaceId.ContainsKey(newOriginId))
{
// no need send response after re-subscribe cause response was handled prev time
if (info.State == SubscriptionStates.Online)
{
return;
}
}
else
{
ChangeState(info, SubscriptionStates.Online);
}
}
break;
}
case MessageTypes.SubscriptionFinished:
case MessageTypes.SecurityLookupResult:
case MessageTypes.PortfolioLookupResult:
case MessageTypes.OrderStatus:
{
lock (_sync)
{
if (_replaceId.ContainsKey(newOriginId))
{
return;
}
_historicalRequests.Remove(prevOriginId);
}
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.ContainsKey(subscrMsg.OriginalTransactionId))
{
subscrMsg.SetSubscriptionIds(subscriptionId: subscrMsg.OriginalTransactionId);
}
else
{
if (subscrMsg.OriginalTransactionId != 0 && _subscriptionsById.TryGetValue(subscrMsg.OriginalTransactionId, out var info))
{
}
else
{
var dataType = message.Type.ToDataType((message as CandleMessage)?.Arg ?? (message as ExecutionMessage)?.ExecutionType);
var secId = GetSecurityId(dataType, (subscrMsg as ISecurityIdMessage)?.SecurityId ?? default);
if (!_subscriptionsByKey.TryGetValue(Tuple.Create(dataType, secId), out info))
{
break;
}
}
subscrMsg.SetSubscriptionIds(info.Subscribers.Cache);
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
switch (message.Type)
{
case ExtendedMessageTypes.ReconnectingFinished:
{
Message[] subscriptions;
lock (_sync)
{
_replaceId.Clear();
subscriptions = _subscriptionsById.Values.Distinct().Select(i =>
{
var subscription = (ISubscriptionMessage)i.Subscription.Clone();
subscription.TransactionId = TransactionIdGenerator.GetNextId();
_replaceId.Add(subscription.TransactionId, i.Subscription.TransactionId);
this.AddInfoLog("Re-map subscription: {0}->{1} for '{2}'.", i.Subscription.TransactionId, subscription.TransactionId, i.Subscription);
return(((Message)subscription).LoopBack(this));
}).ToArray();
}
foreach (var subscription in subscriptions)
{
base.OnInnerAdapterNewOutMessage(subscription);
}
break;
}
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.MarketData:
{
var resMsg = (MarketDataMessage)message;
if (!resMsg.IsOk())
{
lock (_sync)
{
if (!_historicalRequests.Remove(resMsg.OriginalTransactionId))
{
if (_subscriptionsById.TryGetKey(resMsg.OriginalTransactionId, out var info))
{
_subscriptionsById.Remove(info);
_subscriptionsByKey.RemoveByValue(info);
}
}
}
}
break;
}
case MessageTypes.MarketDataFinished:
{
var resMsg = (MarketDataFinishedMessage)message;
lock (_sync)
_historicalRequests.Remove(resMsg.OriginalTransactionId);
break;
}
case MessageTypes.PortfolioLookupResult:
{
var resMsg = (PortfolioLookupResultMessage)message;
lock (_sync)
_historicalRequests.Remove(resMsg.OriginalTransactionId);
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.Contains(subscrMsg.OriginalTransactionId))
{
subscrMsg.SubscriptionId = subscrMsg.OriginalTransactionId;
}
else
{
if (subscrMsg.OriginalTransactionId != 0 && _subscriptionsById.TryGetKey(subscrMsg.OriginalTransactionId, out var info))
{
}
else
{
var dataType = message.Type.ToDataType((message as CandleMessage)?.Arg ?? (message as ExecutionMessage)?.ExecutionType);
var secId = GetSecurityId(dataType, (subscrMsg as ISecurityIdMessage)?.SecurityId ?? default);
if (!_subscriptionsByKey.TryGetValue(Tuple.Create(dataType, secId), out info))
{
break;
}
}
subscrMsg.SubscriptionIds = info.Subscribers.Cache;
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
long TryReplaceOriginId(long id)
{
lock (_sync)
return(_replaceId.TryGetValue(id, out var prevId) ? prevId : id);
}
var newOriginId = 0L;
if (message is IOriginalTransactionIdMessage originIdMsg1)
{
newOriginId = originIdMsg1.OriginalTransactionId;
originIdMsg1.OriginalTransactionId = TryReplaceOriginId(newOriginId);
}
switch (message.Type)
{
case MessageTypes.MarketData:
{
var responseMsg = (MarketDataMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_sync)
{
if (responseMsg.IsOk())
{
// no need send response after re-subscribe cause response was handled prev time
if (_replaceId.ContainsKey(newOriginId))
{
return;
}
}
else
{
if (!_historicalRequests.Remove(originId))
{
if (_subscriptionsById.TryGetKey(originId, out var info))
{
_replaceId.Remove(newOriginId);
_subscriptionsById.Remove(info);
_subscriptionsByKey.RemoveByValue(info);
}
}
}
}
break;
}
case MessageTypes.MarketDataFinished:
case MessageTypes.SecurityLookupResult:
case MessageTypes.PortfolioLookupResult:
case MessageTypes.OrderStatus:
{
var resultMsg = (IOriginalTransactionIdMessage)message;
lock (_sync)
{
_replaceId.Remove(newOriginId);
_historicalRequests.Remove(resultMsg.OriginalTransactionId);
}
break;
}
default:
{
if (message is ISubscriptionIdMessage subscrMsg)
{
lock (_sync)
{
if (subscrMsg.OriginalTransactionId != 0 && _historicalRequests.Contains(subscrMsg.OriginalTransactionId))
{
subscrMsg.SubscriptionId = subscrMsg.OriginalTransactionId;
}
else
{
if (subscrMsg.OriginalTransactionId != 0 && _subscriptionsById.TryGetKey(subscrMsg.OriginalTransactionId, out var info))
{
}
else
{
var dataType = message.Type.ToDataType((message as CandleMessage)?.Arg ?? (message as ExecutionMessage)?.ExecutionType);
var secId = GetSecurityId(dataType, (subscrMsg as ISecurityIdMessage)?.SecurityId ?? default);
if (!_subscriptionsByKey.TryGetValue(Tuple.Create(dataType, secId), out info))
{
break;
}
}
subscrMsg.SubscriptionIds = info.Subscribers.Cache;
}
}
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
switch (message.Type)
{
case ExtendedMessageTypes.ReconnectingFinished:
{
Message[] subscriptions;
lock (_sync)
{
_replaceId.Clear();
subscriptions = _subscriptionsById.Keys.Select(i =>
{
var subscription = (ISubscriptionMessage)i.Subscription.Clone();
subscription.TransactionId = TransactionIdGenerator.GetNextId();
_replaceId.Add(subscription.TransactionId, i.Subscription.TransactionId);
var msg = (Message)subscription;
msg.Adapter = this;
msg.IsBack = true;
return(msg);
}).ToArray();
}
foreach (var subscription in subscriptions)
{
base.OnInnerAdapterNewOutMessage(subscription);
}
break;
}
}
}
