/// <summary>
///
/// </summary>
public bool RemoveSymbol(Symbol symbol)
{
ISourceDataDelivery delivery = _delivery;
if (delivery != null)
{
RuntimeDataSessionInformation info = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (info == null)
{
return(false);
}
delivery.SubscribeToData(info.Info, false, new DataSubscriptionInfo(true, false, null));
}
lock (this)
{
_symbolQuotes.Remove(symbol);
if (_symbolQuotes.Count == 0)
{// Release the delivery on last.
//_delivery.UnInitialize();
//_delivery.Dispose();
//_delivery = null;
_dataSourceId = null;
}
}
return(true);
}
void _dataDelivery_OperationalStatusChangedEvent(IOperational operational, OperationalStateEnum previousOperationState)
{
if (operational.OperationalState != OperationalStateEnum.Operational)
{
return;
}
// Re-map the session orderInfo.
RuntimeDataSessionInformation information = _dataDelivery.GetSymbolRuntimeSessionInformation(_symbol);
if (information == null)
{
SystemMonitor.OperationError("Failed to map session information for quote provider.");
_sessionInfo = DataSessionInfo.Empty;
}
else
{
_sessionInfo = information.Info;
if (_dataDelivery.SubscribeToData(_sessionInfo, true, new DataSubscriptionInfo(true, false, null)))
{
RequestQuoteUpdate(false);
}
}
}
public bool AddSymbol(ComponentId dataSourceId, Symbol symbol, out string operationResultMessage)
{
if (_dataSourceId.HasValue && _dataSourceId.Value != dataSourceId)
{
operationResultMessage = "One source per watch component currently supported.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
_dataSourceId = dataSourceId;
if (_delivery == null)
{
_delivery = base.ObtainDataDelivery(_dataSourceId.Value);
}
RuntimeDataSessionInformation info = _delivery.GetSymbolRuntimeSessionInformation(symbol);
if (info == null)
{
operationResultMessage = "Failed to obtain symbol runtime session information.";
return(false);
}
_delivery.SubscribeToData(info.Info, true, new DataSubscriptionInfo(true, false, null));
_delivery.QuoteUpdateEvent += new QuoteUpdateDelegate(delivery_QuoteUpdateEvent);
operationResultMessage = string.Empty;
return(true);
}
void _dataDelivery_OperationalStatusChangedEvent(IOperational operational, OperationalStateEnum previousOperationState)
{
if (operational.OperationalState != OperationalStateEnum.Operational)
{
return;
}
if (_sessionInfo.IsEmtpy)
{
SystemMonitor.OperationError("Data bar provider has no valid session assiged.");
return;
}
// Re-map the session orderInfo.
RuntimeDataSessionInformation information = _dataDelivery.GetSymbolRuntimeSessionInformation(_sessionInfo.Symbol);
if (information == null)
{
SystemMonitor.OperationError("Failed to map session information for data provider.");
_sessionInfo = DataSessionInfo.Empty;
return;
}
else
{
_sessionInfo = information.Info;
}
if (_dataDelivery.SubscribeToData(_sessionInfo, true, new DataSubscriptionInfo(false, false, new TimeSpan[] { Period.Value })) == false)
{
SystemMonitor.OperationError("Failed to subscribe to bar data updates.");
return;
}
RuntimeDataSessionInformation session = _dataDelivery.GetSymbolRuntimeSessionInformation(_sessionInfo.Symbol);
if (session != null && session.AvailableDataBarPeriods.Contains(_period.Value))
{
_dataDelivery.RequestDataHistoryUpdate(_sessionInfo, new DataHistoryRequest(_period.Value, _defaultHistoryBarsCount), false);
}
}
void ConstructSourceDataBarProvider(TimeSpan period)
{
if (_sourceDataBarProvider == null)
{
if (_sourceDataDelivery.OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.OperationError("Can not build data bar provider, source data delivery not ready.");
return;
}
if (_sourceDataDelivery.GetSymbolRuntimeSessionInformation(_sessionInfo.Symbol).AvailableDataBarPeriods.Contains(period) == false)
{
SystemMonitor.OperationError("Can not build data bar provider, period not supported.");
return;
}
_period = period;
_timeControl.Period = period;
_sourceDataBarProvider = new DataBarHistoryProvider(_sourceDataDelivery, _sessionInfo, period, 100000);
_sourceDataBarProvider.DataBarHistoryUpdateEvent += new DataBarHistoryUpdateDelegate(_sourceDataBarProvider_DataBarHistoryUpdateEvent);
}
}
/// <summary>
///
/// </summary>
/// <param name="period"></param>
/// <returns></returns>
public bool ObtainDataBarProvider(TimeSpan period)
{
lock (this)
{
RuntimeDataSessionInformation sessionInfo = _dataDelivery.GetSymbolRuntimeSessionInformation(SessionInfo.Symbol);
if (sessionInfo == null)
{
SystemMonitor.OperationError("Failed to retrieve runtime session information for symbol [" + SessionInfo.Symbol.Name + "].");
return(false);
}
if (false == sessionInfo.AvailableDataBarPeriods.Contains(period))
{
SystemMonitor.OperationError("Period not available for data bar provider creation.");
return(false);
}
}
IDataBarHistoryProvider provider;
lock (this)
{
if (_dataBarProviders.ContainsKey(period))
{
SystemMonitor.OperationError("Period data bar already created.");
return(false);
}
provider = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId,
_sessionInfo.Symbol, period);
_dataBarProviders.Add(period, provider);
}
if (_dataBarProvider == null)
{
SetCurrentDataBarProvider(period);
}
if (DataBarProviderCreatedEvent != null)
{
DataBarProviderCreatedEvent(this, provider);
}
return(true);
}
public IQuoteProvider ObtainQuoteProvider(ComponentId source, Symbol symbol)
{
if (source.IsEmpty || symbol.IsEmpty)
{
SystemMonitor.Warning("Source or symbol empty.");
return(null);
}
lock (this)
{
if (_quoteProviders.ContainsKey(source) &&
_quoteProviders[source].ContainsKey(symbol))
{
return(_quoteProviders[source][symbol]);
}
}
ISourceDataDelivery delivery = ObtainDataDelivery(source);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish data delivery for quote provider.");
return(null);
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish runtime session information for symbol [" + symbol.Name + "]");
return(null);
}
QuoteProvider provider = new QuoteProvider(session.Info);
// Make sure to *add before setting up* the initial paramters,
// since a call from them can get back to this method, and cause a stack overflow.
AddElement(source, symbol, provider);
provider.SetInitialParameters(delivery);
return(provider);
}
public IDataBarHistoryProvider ObtainDataBarHistoryProvider(ComponentId source, Symbol symbol, TimeSpan period)
{
if (source.IsEmpty || symbol.IsEmpty)
{
SystemMonitor.Warning("Source or symbol empty.");
return(null);
}
lock (this)
{
if (_dataBarProviders.ContainsKey(source) &&
_dataBarProviders[source].ContainsKey(symbol) &&
_dataBarProviders[source][symbol].ContainsKey(period))
{
return(_dataBarProviders[source][symbol][period]);
}
}
ISourceDataDelivery delivery = GetDataDelivery(source);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish data delivery for quote provider.");
return(null);
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish runtime session information for symbol [" + symbol.Name + "]");
}
DataBarHistoryProvider provider = new DataBarHistoryProvider(delivery, session.Info, period, null);
// By default assign a volume indicator.
provider.Indicators.AddIndicator(new VolumeCustom());
AddElement(source, symbol, period, provider);
return(provider);
}
void _dataDelivery_OperationalStatusChangedEvent(IOperational operational, OperationalStateEnum previousOperationState)
{
if (operational.OperationalState != OperationalStateEnum.Operational)
{
return;
}
RuntimeDataSessionInformation info = _dataDelivery.GetSymbolRuntimeSessionInformation(_session.Symbol);
if (info != null)
{
if (info.TickDataAvailabe)
{
_dataDelivery.RequestDataHistoryUpdate(_session, new DataHistoryRequest(TimeSpan.Zero, null), false);
}
}
else
{
SystemMonitor.OperationError("Failed to estblish runtime data session information.");
}
}
public IDataTickHistoryProvider ObtainDataTickHistoryProvider(ComponentId source, Symbol symbol)
{
if (source.IsEmpty || symbol.IsEmpty)
{
SystemMonitor.Warning("Source or symbol empty.");
return(null);
}
lock (this)
{
if (_dataTickProviders.ContainsKey(source) &&
_dataTickProviders[source].ContainsKey(symbol))
{
return(_dataTickProviders[source][symbol]);
}
}
ISourceDataDelivery delivery = ObtainDataDelivery(source);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish data delivery for quote provider.");
return(null);
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish runtime session information for symbol [" + symbol.Name + "]");
return(null);
}
DataTickHistoryProvider provider = new DataTickHistoryProvider(delivery, session.Info);
AddElement(source, symbol, provider);
return(provider);
}
/// <summary>
///
/// </summary>
bool GetProviders(Symbol symbol, out IQuoteProvider quotes, out IDataBarHistoryProvider bars)
{
quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, symbol);
RuntimeDataSessionInformation sessionInformation = _dataDelivery.GetSymbolRuntimeSessionInformation(symbol);
if (sessionInformation.AvailableDataBarPeriods == null || sessionInformation.AvailableDataBarPeriods.Count == 0)
{
quotes = null;
bars = null;
SystemMonitor.OperationError("Can not close order since no suitable data provider sessions found.");
return(false);
}
bars = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId, symbol, sessionInformation.AvailableDataBarPeriods[0]);
if (quotes == null || quotes.Ask.HasValue == false || bars == null)
{
return(false);
}
return(true);
}
/// <summary>
/// Get dataDelivery sessions for baseCurrency, source must be dataDelivery source.
/// </summary>
public DataSessionInfo?GetSymbolDataSessionInfo(ComponentId sourceId, Symbol symbol)
{
lock (_cachedDataSessions)
{
if (_cachedDataSessions.ContainsKey(sourceId) == false)
{
_cachedDataSessions.Add(sourceId, new Dictionary <Symbol, DataSessionInfo?>());
}
if (_cachedDataSessions[sourceId].ContainsKey(symbol) == false)
{
_cachedDataSessions[sourceId].Add(symbol, null);
}
else if (_cachedDataSessions[sourceId][symbol].HasValue)
{
return(_cachedDataSessions[sourceId][symbol]);
}
}
if (IsLocalSource(sourceId))
{
ISourceDataDelivery delivery = ObtainDataDelivery(sourceId);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish local delivery.");
return(null);
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish symbol session [" + symbol.Name + "].");
return(null);
}
return(session.Info);
}
List <ArbiterClientId?> sourcePath;
if (GetSourcePath(sourceId, out sourcePath) == false)
{
SystemMonitor.OperationError("Failed to establish source path.");
return(null);
}
RequestSymbolsRuntimeInformationMessage request = new RequestSymbolsRuntimeInformationMessage(new Symbol[] { symbol });
ResponceMessage responce = this.SendAndReceiveForwarding <ResponceMessage>(sourcePath, request);
if (responce != null && responce.OperationResult)
{
SessionsRuntimeInformationMessage responceMessage = (SessionsRuntimeInformationMessage)responce;
if (responceMessage.Informations.Count > 0)
{
lock (_cachedDataSessions)
{
_cachedDataSessions[sourceId][symbol] = responceMessage.Informations[0].Info;
}
return(responceMessage.Informations[0].Info);
}
}
return(null);
}