public override void OnBarsReject(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryReject reject) { var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext; var exception = new Exception(reject.Message); context.Tcs.SetException(exception); }
public override void OnBarsReport(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryBarsReport report) { var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext; var result = new List <Bar>(); for (int i = 0; i < report.Bars.Length; i++) { var sourceBar = report.Bars[i]; var bar = new Bar { Time = sourceBar.Time, Open = (decimal)sourceBar.Open, High = (decimal)sourceBar.High, Low = (decimal)sourceBar.Low, Close = (decimal)sourceBar.Close, Volume = (decimal)sourceBar.Volume }; result.Add(bar); } context.Tcs.SetResult(result); }