/// <summary>
/// Event handler for streaming quote ticks
/// </summary>
/// <param name="quote">The data object containing the received tick</param>
private void OnQuoteReceived(IStreamQuote quote)
{
Symbol symbol;
if (!_subscribedSymbols.TryGetValue(quote.Symbol, out symbol))
{
return;
}
var time = quote.Time;
// live ticks timestamps must be in exchange time zone
DateTimeZone exchangeTimeZone;
if (!_symbolExchangeTimeZones.TryGetValue(key: symbol, value: out exchangeTimeZone))
{
exchangeTimeZone = _marketHours.GetExchangeHours(Market.USA, symbol, SecurityType.Equity).TimeZone;
_symbolExchangeTimeZones.Add(symbol, exchangeTimeZone);
}
time = time.ConvertFromUtc(exchangeTimeZone);
var bidPrice = quote.BidPrice;
var askPrice = quote.AskPrice;
var tick = new Tick(time, symbol, bidPrice, bidPrice, askPrice)
{
TickType = TickType.Quote,
BidSize = quote.BidSize,
AskSize = quote.AskSize
};
lock (_ticks)
{
_ticks.Add(tick);
}
}
private async Task SubscriptionResult_Received(IStreamQuote obj)
{
if (CheckIfLastMessageIsOldEnough(obj))
{
await _hub.Clients.All.StockUpdate(new StockChangedResponse
{
Symbol = obj.Symbol,
Price = obj.AskPrice
});
await UpdateStockPrice(obj.Symbol, obj.AskPrice);
}
}
private bool CheckIfLastMessageIsOldEnough(IStreamQuote obj)
{
var lastMessage = _lastBroadcastedMessages.FirstOrDefault(x => x.Key == obj.Symbol);
if (lastMessage.Key == null || (DateTime.UtcNow - lastMessage.Value).Seconds > 20)
{
if (lastMessage.Key == null)
{
_lastBroadcastedMessages.Add(obj.Symbol, DateTime.UtcNow);
}
else
{
_lastBroadcastedMessages.Remove(lastMessage.Key);
_lastBroadcastedMessages.Add(obj.Symbol, obj.TimeUtc);
}
return(true);
}
return(false);
}
