private void CheckBarSubscribers(Tick aTick, Level1Subscribers subscribers)
{
List <AlertSubscription> alertSubscriptions;
lock (subscribers)
{
alertSubscriptions = new List <AlertSubscription>(subscribers.AlertSubscribers);
}
for (int i = 0; i < alertSubscriptions.Count; i++)
{
bool fire = alertSubscriptions[i].AppendTick(aTick);
if (fire)
{
AlertSubscribeResponse response = new AlertSubscribeResponse
{
Id = alertSubscriptions[i].Id,
AlertName = alertSubscriptions[i].AlertName,
Alert = new Alert
{
Name = alertSubscriptions[i].Name,
Symbol = alertSubscriptions[i].Symbol,
Timestamp = aTick.Date,
},
User = DataServer.MessageRouter.gMessageRouter.GetUserInfoByLogin(alertSubscriptions[i].Login)
};
alertSubscriptions[i].AddFiredAlertToHistory(response.Alert);
if (response.User != null)
{
PushResponses(response.User.ID, new ResponseMessage[] { response });
}
else
{
//send remote notification
DataServer.MessageRouter.gMessageRouter.PushRemoteNotification(alertSubscriptions[i].Login, alertSubscriptions[i].Id, alertSubscriptions[i].AlertName, response.Alert);
}
}
}
}
private void SubscribeRequest(SubscribeRequest aRequest)
{
Level1Subscribers aLevel1Subscribers;
Tick aTick;
Validate(aRequest);
lock (m_Level1SubscribersBySymbols)
{
if (!m_Level1SubscribersBySymbols.TryGetValue(aRequest.Symbol, out aLevel1Subscribers))
{
aLevel1Subscribers = new Level1Subscribers();
aLevel1Subscribers.Subscribers = new List <string>();
aLevel1Subscribers.AlertSubscribers = new List <AlertSubscription>();
m_Level1SubscribersBySymbols.Add(aRequest.Symbol, aLevel1Subscribers);
}
}
lock (aLevel1Subscribers)
{
if (!aLevel1Subscribers.Subscribers.Contains(aRequest.User.ID))
{
aLevel1Subscribers.Subscribers.Add(aRequest.User.ID);
}
aTick = aLevel1Subscribers.Tick;
}
if (aTick != null)
{
PushTick(aRequest.User.ID, aTick);
}
IDataFeed aDataFeed = GetDataFeedByName(aRequest.Symbol.DataFeed);
if (aDataFeed != null)
{
aDataFeed.Subscribe(aRequest.Symbol);
}
}
private void SubscribeAlert(AlertSubscribeRequest aRequest)
{
var errorString = TradeScript.Validate(aRequest.Script);
if (aRequest.Script == string.Empty)
{
errorString = "Script can not be empty";
}
if (errorString != string.Empty)
{
var response = new AlertSubscribeResponse
{
Id = aRequest.Id,
Error = errorString,
AlertName = aRequest.AlertName,
Alert = new Alert
{
Name = aRequest.Name,
Symbol = aRequest.Symbol
},
User = aRequest.User
};
PushResponses(aRequest.User.ID, new ResponseMessage[] { response });
return;
}
var selection = new HistoryParameters(aRequest.Id, aRequest.Symbol, aRequest.Periodicity, aRequest.Interval, aRequest.BarsCount);
IDataFeed aDataFeed = GetDataFeedByName(aRequest.Symbol.DataFeed);
if (aDataFeed != null)
{
GetHistoryCtx aCtx = GetHistoryCtx(selection, aDataFeed.TimeZoneInfo);
aCtx.Request = new HistoryRequest(selection);
aCtx.DataFeed = aDataFeed;
ThreadPool.QueueUserWorkItem(o =>
{
aDataFeed.GetHistory(aCtx, (ctx, bars) =>
{
Level1Subscribers subscribers = null;
var symbolItem = new SymbolItem()
{
DataFeed = aRequest.Symbol.DataFeed,
Exchange = aRequest.Symbol.Exchange,
Symbol = aRequest.Symbol.Symbol,
Type = aRequest.Symbol.Type
};
lock (m_Level1SubscribersBySymbols)
{
if (!m_Level1SubscribersBySymbols.TryGetValue(aRequest.Symbol, out subscribers))
{
subscribers = new Level1Subscribers();
subscribers.Subscribers = new List <string>();
subscribers.AlertSubscribers = new List <AlertSubscription>();
m_Level1SubscribersBySymbols.Add(aRequest.Symbol, subscribers);
}
}
AlertSubscription alert = new AlertSubscription()
{
Id = aRequest.Id,
AlertName = aRequest.AlertName,
Symbol = symbolItem,
Name = aRequest.Name,
Periodicity = aRequest.Periodicity,
Interval = aRequest.Interval,
Script = aRequest.Script,
UserSessionId = aRequest.User.ID,
Login = aRequest.User.Login,
CalculationType = aRequest.CalculationType
};
alert.InitAlert(bars);
lock (subscribers.AlertSubscribers)
{
subscribers.AlertSubscribers.Add(alert);
}
aDataFeed.Subscribe(aRequest.Symbol);
});
});
}
}