protected virtual void Receive(DataHistoryUpdateMessage message)
{
if (OperationalState == OperationalStateEnum.Operational && message.OperationResult && DataHistoryUpdateEvent != null)
{
DataHistoryUpdateEvent(this, message.SessionInfo, message.Update);
}
}
public void UpdateDataHistory(DataSessionInfo session, DataHistoryUpdate update)
{
if (OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.Warning("Stub used while not operational, operation ignored.");
return;
}
DataHistoryUpdateMessage message = new DataHistoryUpdateMessage(session, update, true);
CombinedDataSubscriptionInformation combined;
lock (this)
{
combined = GetUnsafeSessionSubscriptions(session);
}
lock (combined)
{
foreach (KeyValuePair <TransportInfo, DataSubscriptionInfo> info in combined.SubscriptionsUnsafe.Values)
{
if (info.Value.AcceptsUpdate(update))
{
SendResponding(info.Key, message);
}
}
}
}
public void UpdateDataHistory(DataSessionInfo session, DataHistoryUpdate update)
{
if (OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.Warning("Stub used while not operational, operation ignored.");
return;
}
DataHistoryUpdateMessage message = new DataHistoryUpdateMessage(session, update, true);
CombinedDataSubscriptionInformation combined;
lock(this)
{
combined = GetUnsafeSessionSubscriptions(session);
}
lock(combined)
{
foreach (KeyValuePair<TransportInfo, DataSubscriptionInfo> info in combined.SubscriptionsUnsafe.Values)
{
if (info.Value.AcceptsUpdate(update))
{
SendResponding(info.Key, message);
}
}
}
}
void SendToDataSubscribers(CombinedDataSubscriptionInformation session, QuoteUpdateMessage quoteMessage,
DataHistoryUpdateMessage updateMessage)
{
TracerHelper.TraceEntry();
lock (this)
{
// TODO: make sure proper subscription based filtering is applied here too.
foreach (KeyValuePair<TransportInfo, DataSubscriptionInfo> pair in session.SubscriptionsUnsafe.Values)
{
if (quoteMessage != null && pair.Value.AcceptsUpdate(quoteMessage.Quote))
{
TracerHelper.Trace("Sending [" + quoteMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, quoteMessage);
}
if (updateMessage != null && pair.Value.AcceptsUpdate(updateMessage.Update))
{
TracerHelper.Trace("Sending [" + updateMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, updateMessage);
}
}
}
}
/// <summary>
/// OperationId is not mandatory - but is should be there when the update was requested by a special recepient.
/// </summary>
public void TradingValuesUpdate(string symbol, int operationId, double time, int period, int availableBarsCount,
Int64[] times, decimal[] opens, decimal[] closes, decimal[] highs, decimal[] lows, decimal[] volumes)
{
TracerHelper.TraceEntry();
CombinedDataSubscriptionInformation session = GetDataSession(symbol);
if (session == null)
{
SystemMonitor.Error("Failed to find symbol session [" + symbol + "], quotes not sent.");
return;
}
try
{
// History update.
TimeSpan periodValue = TimeSpan.FromMinutes(period);
DataHistoryUpdate update = new DataHistoryUpdate(periodValue,
GenerateDataBars(periodValue, times, opens, closes, highs, lows, volumes));
update.AvailableHistorySize = availableBarsCount;
DataHistoryUpdateMessage message = new DataHistoryUpdateMessage(session.SessionInformation.Info, update, true);
SendToDataSubscribers(session, null, message);
}
catch (Exception ex)
{// Make sure we handle any possible unexpected exceptions, as otherwise they bring the
// entire package (MT4 included) down with a bad error.
SystemMonitor.Error(ex.Message);
}
TracerHelper.TraceExit();
}
protected virtual void Receive(DataHistoryUpdateMessage message)
{
if (OperationalState == OperationalStateEnum.Operational && message.OperationResult && DataHistoryUpdateEvent != null)
{
DataHistoryUpdateEvent(this, message.SessionInfo, message.Update);
}
}
