public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!tryAdd)
{
var msg = (message.IsSubscribe ? LocalizedStrings.SubscriptionSent : LocalizedStrings.UnSubscriptionSent)
.Put(security?.Id, message.ToDataTypeString());
if (message.From != null && message.To != null)
{
msg += LocalizedStrings.Str691Params.Put(message.From.Value, message.To.Value);
}
_connector.AddDebugLog(msg + ".");
}
if (security == null)
{
if (!message.IsSubscribe)
{
if (message.OriginalTransactionId != 0)
{
security = TryGetSecurity(message.OriginalTransactionId);
}
}
}
if (security == null)
{
if (message.DataType != MarketDataTypes.News)
{
if (message.SecurityId.IsDefault())
{
throw new ArgumentNullException(nameof(security));
}
security = _connector.LookupById(message.SecurityId);
if (security == null)
{
throw new ArgumentException(LocalizedStrings.Str704Params.Put(message.SecurityId));
}
}
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
if (security != null)
{
message.FillSecurityInfo(_connector, security);
}
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_requests.TryAdd(message.TransactionId, value);
}
else
{
_requests.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}
