internal void CallCancelHistoricalData(HistoricalDataRequest request)
{
this.CancelHistoricalData(request);
}
protected void EmitHistoricalDataError(HistoricalDataRequest request, string message)
{
this.provider.EmitHistoricalDataError(request, message);
}
internal void CallRequestHistoricalData(HistoricalDataRequest request)
{
this.RequestHistoricalData(request);
}
protected void EmitNewHistoricalBar(HistoricalDataRequest request, DateTime datetime, double open, double high, double low, double close, long volume)
{
this.provider.EmitHistoricalBar(request, datetime, open, high, low, close, volume);
}
protected void EmitHistoricalDataCancelled(HistoricalDataRequest request)
{
this.provider.EmitHistoricalDataCancelled(request);
}
protected void EmitNewHistoricalQuote(HistoricalDataRequest request, DateTime datetime, double bid, int bidSize, double ask, int askSize)
{
this.provider.EmitHistoricalQuote(request, datetime, bid, bidSize, ask, askSize);
}
protected void EmitNewHistoricalTrade(HistoricalDataRequest request, DateTime datetime, double price, int size)
{
this.provider.EmitHistoricalTrade(request, datetime, price, size);
}
///<summary>
/// Override to cancel a historical data request
///</summary>
protected virtual void CancelHistoricalData(HistoricalDataRequest request) {}
///<summary>
/// Override to request a historical data
///</summary>
protected virtual void RequestHistoricalData(HistoricalDataRequest request)
{
}
protected override void RequestHistoricalData(HistoricalDataRequest request)
{
if (!this.isConnected)
this.EmitHistoricalDataError(request, "Provider is not connected");
else if (request.DataType == DataType.Quote)
{
this.EmitHistoricalDataError(request, "Only Trade, Bar and Daily");
}
else
{
TransaqSecurity transaqSecurity1 = (TransaqSecurity) null;
string symbol = request.Instrument.GetSymbol(this.name);
if (this.selectedSecurity == SecuritySelector.seccode)
{
foreach (int index in this.securityBySecId.Keys)
{
TransaqSecurity transaqSecurity2 = this.securityBySecId[index];
if (transaqSecurity2.SecCode == symbol)
{
transaqSecurity1 = transaqSecurity2;
break;
}
}
}
else if (this.selectedSecurity == SecuritySelector.seccode_board)
{
foreach (string index in this.securityBySCB.Keys)
{
TransaqSecurity transaqSecurity2 = this.securityBySCB[index];
if (transaqSecurity2.SecCodeBoard == symbol)
{
transaqSecurity1 = transaqSecurity2;
break;
}
}
}
if (transaqSecurity1 == null)
{
this.EmitHistoricalDataError(request, string.Format("Unknown instrument {0} for get historical {1}", (object) symbol, (object) request.DataType));
}
else
{
long num1 = -1L;
long key = 86400L;
long num2 = -1L;
if (request.DataType == DataType.Daily)
{
if (this.candleKindByPeriod.ContainsKey(key))
{
num1 = (long) this.candleKindByPeriod[key].Id;
num2 = (long) Math.Ceiling((Clock.Now - request.BeginDate).TotalSeconds / (double) key);
}
else
{
this.EmitHistoricalDataError(request, string.Format("BarSize {0} second is unavailable", (object) key));
return;
}
}
else if (request.DataType == DataType.Bar)
{
if (this.candleKindByPeriod.ContainsKey(request.BarSize))
{
num1 = (long) this.candleKindByPeriod[request.BarSize].Id;
num2 = (long) Math.Ceiling((Clock.Now - request.BeginDate).TotalSeconds / (double) request.BarSize);
}
else
{
this.EmitHistoricalDataError(request, string.Format("BarSize {0} second is unavailable", (object) num1));
return;
}
}
if (this.selectedSecurity == SecuritySelector.seccode)
{
string str = string.Empty;
string cmd;
if (request.DataType == DataType.Trade)
{
cmd = string.Concat(new object[4]
{
(object) (str + "<command id=\"subscribe_ticks\">"),
(object) "<security secid=\"",
(object) transaqSecurity1.SecId,
(object) "\" tradeno=\"1\"/>"
}) + "</command>";
this.tickEndTimeBySecId.Add(transaqSecurity1.SecId, Clock.Now);
}
else
cmd = str + (object) "<command id=\"gethistorydata\" secid=\"" + (string) (object) transaqSecurity1.SecId + "\" period=\"" + (string) (object) num1 + "\" count=\"" + (string) (object) num2 + "\" reset=\"true\"/>";
if (this.SendCommandLine(cmd).Success)
this.hdrBySecId.Add(transaqSecurity1.SecId, request);
else
this.EmitHistoricalDataError(request, "Error in request");
}
else
{
if (this.selectedSecurity != SecuritySelector.seccode_board)
return;
string str = string.Empty;
string cmd;
if (request.DataType == DataType.Trade)
{
cmd = str + "<command id=\"subscribe_ticks\">" + "<security><board>" + transaqSecurity1.Board + "</board><seccode>" + transaqSecurity1.SecCode + "</seccode></security>" + "<tradeno>1</tradeno>" + "</command>";
this.tickEndTimeBySCB.Add(transaqSecurity1.SecCodeBoard, Clock.Now);
}
else
cmd = string.Concat(new object[4]
{
(object) string.Concat(new object[4]
{
(object) (str + "<command id=\"gethistorydata\">" + "<security><board>" + transaqSecurity1.Board + "</board><seccode>" + transaqSecurity1.SecCode + "</seccode></security>"),
(object) "<period>",
(object) num1,
(object) "</period>"
}),
(object) "<count>",
(object) num2,
(object) "</count>"
}) + "<reset>true</reset>" + "</command>";
if (this.SendCommandLine(cmd).Success)
this.hdrBySCB.Add(transaqSecurity1.SecCodeBoard, request);
else
this.EmitHistoricalDataError(request, "Error in request");
}
}
}
}
