private void ProcessMarketDataMessage(MarketDataMessage msg)
{
if (msg.IsSubscribe)
{
if (msg.IsBack)
{
if (_seriesInfosByTransactions.ContainsKey(msg.TransactionId))
{
base.SendInMessage(msg);
return;
}
}
var info = new SeriesInfo
{
MarketDataMessage = (MarketDataMessage)msg.Clone(),
LastTime = msg.From,
Board = !msg.SecurityId.BoardCode.IsEmpty() ? _exchangeInfoProvider.GetOrCreateBoard(msg.SecurityId.BoardCode) : ExchangeBoard.Test
};
_seriesInfos
.SafeAdd(msg.SecurityId)
.Add(info);
_seriesInfosByDates
.Add(new KeyValuePair <DateTimeOffset, SeriesInfo>(msg.To ?? DateTimeOffset.MaxValue, info));
_series
.SafeAdd(Tuple.Create(msg.SecurityId, msg.DataType, msg.Arg))
.Add(info);
Subscribe(info, false);
}
else
{
var subscriptions = _seriesInfos.TryGetValue(msg.SecurityId);
if (subscriptions == null)
{
return;
}
var removed = subscriptions.RemoveWhere(s => s.MarketDataMessage.TransactionId == msg.OriginalTransactionId);
foreach (var info in removed)
{
UnSubscribe(info, false);
}
}
}
/// <summary>
/// To send data request.
/// </summary>
/// <param name="series">The candles series for which data receiving should be started.</param>
/// <param name="from">The initial date from which you need to get data.</param>
/// <param name="to">The final date by which you need to get data.</param>
public override void Start(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
bool registerSecurity;
series.IsNew = true;
_registeredSeries.SafeAdd(series.Security, out registerSecurity).Add(series);
if (registerSecurity)
{
RegisterSecurity(series.Security);
}
_seriesByDates.Add(new KeyValuePair <DateTimeOffset, CandleSeries>(to, series));
}
