//private void InitOrderLogBuilders(DateTime loadDate)
//{
// if (StorageRegistry == null || !MarketEmulator.Settings.UseMarketDepth)
// return;
// foreach (var security in RegisteredMarketDepths)
// {
// var builder = _orderLogBuilders.TryGetValue(security);
// if (builder == null)
// continue;
// // стакан из ОЛ строиться начиная с 18.45 предыдущей торговой сессии
// var olDate = loadDate.Date;
// do
// {
// olDate -= TimeSpan.FromDays(1);
// }
// while (!ExchangeBoard.Forts.WorkingTime.IsTradeDate(olDate));
// olDate += new TimeSpan(18, 45, 0);
// foreach (var item in StorageRegistry.GetOrderLogStorage(security, Drive).Load(olDate, loadDate - TimeSpan.FromTicks(1)))
// {
// builder.Update(item);
// }
// }
//}
///// <summary>
///// Найти инструменты, соответствующие фильтру <paramref name="criteria"/>.
///// </summary>
///// <param name="criteria">Инструмент, поля которого будут использоваться в качестве фильтра.</param>
///// <returns>Найденные инструменты.</returns>
//public override IEnumerable<Security> Lookup(Security criteria)
//{
// var securities = _historyAdapter.SecurityProvider.Lookup(criteria);
// if (State == EmulationStates.Started)
// {
// foreach (var security in securities)
// SendSecurity(security);
// }
// return securities;
//}
private void SendInGeneratorMessage(MarketDataGenerator generator, bool isSubscribe)
{
if (generator == null)
{
throw new ArgumentNullException("generator");
}
SendInMessage(new GeneratorMarketDataMessage
{
IsSubscribe = true,
SecurityId = generator.SecurityId,
Generator = generator,
});
}
///// <summary>
///// Gets a value indicating whether the re-registration orders via the method <see cref="IConnector.ReRegisterOrder(StockSharp.BusinessEntities.Order,StockSharp.BusinessEntities.Order)"/> as a single transaction.
///// </summary>
//public override bool IsSupportAtomicReRegister => EmulationAdapter.Emulator.Settings.IsSupportAtomicReRegister;
private void SendInGeneratorMessage(MarketDataGenerator generator, bool isSubscribe)
{
if (generator == null)
{
throw new ArgumentNullException(nameof(generator));
}
SendInMessage(new GeneratorMessage
{
IsSubscribe = isSubscribe,
SecurityId = generator.SecurityId,
Generator = generator,
DataType = generator.DataType,
});
}
private void UnSubscribeGenerator(MarketDataGenerator generator)
{
if (generator is null)
{
throw new ArgumentNullException(nameof(generator));
}
var subscription = Subscriptions.FirstOrDefault(s => s.SubscriptionMessage is GeneratorMessage genMsg && genMsg.Generator == generator);
if (subscription != null)
{
UnSubscribe(subscription);
}
else
{
this.AddWarningLog(LocalizedStrings.SubscriptionNonExist, generator);
}
}
private Subscription SubscribeGenerator(MarketDataGenerator generator)
{
if (generator == null)
{
throw new ArgumentNullException(nameof(generator));
}
var subscription = new Subscription(new GeneratorMessage
{
TransactionId = TransactionIdGenerator.GetNextId(),
IsSubscribe = true,
SecurityId = generator.SecurityId,
Generator = generator,
DataType2 = generator.DataType,
}, (SecurityMessage)null);
Subscribe(subscription);
return(subscription);
}
