public LookupInfo(ISubscriptionMessage criteria)
{
if (criteria == null)
{
throw new ArgumentNullException(nameof(criteria));
}
Criteria = (ISubscriptionMessage)criteria.Clone();
}
private bool ProcessInSubscriptionMessage(ISubscriptionMessage message,
DataType dataType, SecurityId securityId = default)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (dataType == null)
{
throw new ArgumentNullException(nameof(dataType));
}
var transId = message.TransactionId;
var isSubscribe = message.IsSubscribe;
ISubscriptionMessage sendInMsg = null;
Message[] sendOutMsgs = null;
lock (_sync)
{
if (isSubscribe)
{
if (message.To == null)
{
var key = Tuple.Create(dataType, securityId);
if (!_subscriptionsByKey.TryGetValue(key, out var info))
{
sendInMsg = message;
info = new SubscriptionInfo((ISubscriptionMessage)message.Clone());
_subscriptionsByKey.Add(key, info);
}
else
{
var resultMsg = message.CreateResult();
if (message.Type == MessageTypes.MarketData)
{
sendOutMsgs = new[]
{
message.CreateResponse(),
resultMsg,
};
}
else
{
sendOutMsgs = new[] { resultMsg };
}
}
_subscriptionsById.Add(transId, info);
info.Subscribers.Add(transId);
}
else
{
sendInMsg = message;
}
}
else
{
ISubscriptionMessage MakeUnsubscribe(ISubscriptionMessage m, long subscriptionId)
{
m.IsSubscribe = false;
m.TransactionId = transId;
m.OriginalTransactionId = subscriptionId;
return(m);
}
var originId = message.OriginalTransactionId;
if (_subscriptionsById.TryGetValue(originId, out var info))
{
if (!info.Subscribers.Remove(originId))
{
sendOutMsgs = new[]
{
(Message)originId.CreateSubscriptionResponse(new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(originId)))
};
}
else
{
if (info.Subscribers.Count == 0)
{
_subscriptionsByKey.RemoveByValue(info);
_subscriptionsById.Remove(originId);
if (info.State.IsActive())
{
// copy full subscription's details into unsubscribe request
sendInMsg = MakeUnsubscribe((ISubscriptionMessage)info.Subscription.Clone(), info.Subscription.TransactionId);
}
else
{
this.AddWarningLog(LocalizedStrings.SubscriptionInState, originId, info.State);
}
}
else
{
sendOutMsgs = new[] { message.CreateResult() };
}
}
}
else
{
sendOutMsgs = new[]
{
(Message)originId.CreateSubscriptionResponse(new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(originId)))
};
}
}
}
var retVal = true;
if (sendInMsg != null)
{
this.AddInfoLog("In: {0}", sendInMsg);
retVal = base.OnSendInMessage((Message)sendInMsg);
}
if (sendOutMsgs != null)
{
foreach (var sendOutMsg in sendOutMsgs)
{
this.AddInfoLog("Out: {0}", sendOutMsg);
RaiseNewOutMessage(sendOutMsg);
}
}
return(retVal);
}
private bool ProcessInSubscriptionMessage(ISubscriptionMessage message,
DataType dataType, SecurityId securityId = default)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (dataType == null)
{
throw new ArgumentNullException(nameof(dataType));
}
var transId = message.TransactionId;
var isSubscribe = message.IsSubscribe;
ISubscriptionMessage sendInMsg = null;
Message[] sendOutMsgs = null;
lock (_sync)
{
if (isSubscribe)
{
if (_replaceId.ContainsKey(transId))
{
sendInMsg = message;
}
else
{
var clone = (ISubscriptionMessage)message.Clone();
if (message.To != null)
{
_historicalRequests.Add(transId, clone);
}
else
{
_subscriptionsById.Add(transId, new SubscriptionInfo(clone));
}
sendInMsg = message;
}
}
else
{
ISubscriptionMessage MakeUnsubscribe(ISubscriptionMessage m)
{
m = (ISubscriptionMessage)m.Clone();
m.IsSubscribe = false;
m.OriginalTransactionId = m.TransactionId;
m.TransactionId = transId;
return(m);
}
var originId = message.OriginalTransactionId;
if (_historicalRequests.TryGetAndRemove(originId, out var subscription))
{
sendInMsg = MakeUnsubscribe(subscription);
}
else if (_subscriptionsById.TryGetValue(originId, out var info))
{
if (info.State.IsActive())
{
// copy full subscription's details into unsubscribe request
sendInMsg = MakeUnsubscribe(info.Subscription);
}
else
{
this.AddWarningLog(LocalizedStrings.SubscriptionInState, originId, info.State);
}
}
else
{
sendOutMsgs = new[]
{
(Message)originId.CreateSubscriptionResponse(new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(originId)))
};
}
}
}
var retVal = true;
if (sendInMsg != null)
{
this.AddInfoLog("In: {0}", sendInMsg);
retVal = base.OnSendInMessage((Message)sendInMsg);
}
if (sendOutMsgs != null)
{
foreach (var sendOutMsg in sendOutMsgs)
{
this.AddInfoLog("Out: {0}", sendOutMsg);
RaiseNewOutMessage(sendOutMsg);
}
}
return(retVal);
}