private IEnumerable <BaseRow> GetGenericResponse(O2GTablesUpdatesReader reader)
{
var rows = new List <BaseRow>();
for (var i = 0; i < reader.Count; i++)
{
var type = reader.getUpdateTable(i);
BaseRow row = null;
switch (type)
{
case O2GTableType.Accounts:
{
// AccountRowEx - so we can get hold of O2GAccountRow internally when needed.
row = this.GetRow <AccountRowEx, O2GAccountRow>(reader.getAccountRow(i));
break;
}
case O2GTableType.ClosedTrades:
{
row = this.GetRow <ClosedTradeRow, O2GClosedTradeRow>(reader.getClosedTradeRow(i));
break;
}
case O2GTableType.Messages:
{
row = this.GetRow <MessageRow, O2GMessageRow>(reader.getMessageRow(i));
break;
}
case O2GTableType.Offers:
{
row = this.GetRow <OfferRow, O2GOfferRow>(reader.getOfferRow(i));
break;
}
case O2GTableType.Orders:
{
row = this.GetRow <OrderRow, O2GOrderRow>(reader.getOrderRow(i));
break;
}
case O2GTableType.Trades:
{
row = this.GetRow <TradeRow, O2GTradeRow>(reader.getTradeRow(i));
break;
}
}
if (row != null)
{
row.UpdateType = ConvertersInternal.GetUpdateType(reader.getUpdateType(i));
rows.Add(row);
}
}
return(rows);
}
/// <summary>
/// Listener: Forex Connect received update for trading tables.
/// </summary>
/// <param name="data"></param>
public void onTablesUpdates(O2GResponse data)
{
if (data.Type == O2GResponseType.TablesUpdates)
{
if (mOffer == null)
{
return;
}
O2GTablesUpdatesReader reader = mSession.getResponseReaderFactory().createTablesUpdatesReader(data);
for (int i = 0; i < reader.Count; i++)
{
// We are looking only for updates and only for offers
// NOTE: in order to support offer subscribtion, the real application also will need
// to read add/remove events and change the offer collection correspondingly
if (reader.getUpdateType(i) == O2GTableUpdateType.Update &&
reader.getUpdateTable(i) == O2GTableType.Offers)
{
// read the offer update
O2GOfferRow row = reader.getOfferRow(i);
if (!row.isInstrumentValid)
{
continue;
}
if (!mInstrument.Equals(row.Instrument))
{
continue;
}
// update latest offer
if (row.isTimeValid)
{
mOffer.LastUpdate = row.Time;
}
if (row.isBidValid)
{
mOffer.Bid = row.Bid;
}
if (row.isAskValid)
{
mOffer.Ask = row.Ask;
}
if (row.isVolumeValid)
{
mOffer.MinuteVolume = row.Volume;
}
// please note that we send a clone of the offer,
// we need it in order to make sure that no ticks
// will be lost, if, for example, subscriber doesn't handle the
// offer immideatelly
if (OnPriceUpdate != null)
{
OnPriceUpdate(mOffer.Clone());
}
}
}
}
}
/// <summary>
/// Listener: Forex Connect received update for trading tables
/// </summary>
/// <param name="data"></param>
public void onTablesUpdates(O2GResponse data)
{
if (data.Type == O2GResponseType.TablesUpdates)
{
O2GTablesUpdatesReader reader = mTradingSession.getResponseReaderFactory().createTablesUpdatesReader(data);
for (int i = 0; i < reader.Count; i++)
{
// We are looking only for updates and only for offers
// NOTE: in order to support offer subscribtion, the real application also will need
// to read add/remove events and change the offer collection correspondingly
if (reader.getUpdateType(i) == O2GTableUpdateType.Update &&
reader.getUpdateTable(i) == O2GTableType.Offers)
{
// read the offer update
O2GOfferRow row = reader.getOfferRow(i);
Offer offer;
// find the offer in our list either by the instrument name or
// by the offer id
string id = null;
if (row.isInstrumentValid)
{
id = row.Instrument;
}
else if (row.isOfferIDValid)
{
id = row.OfferID;
}
if (id == null)
{
continue;
}
offer = mOffers[id];
if (offer == null)
{
continue;
}
// if we have that offer - update it
if (row.isTimeValid)
{
offer.LastUpdate = row.Time;
}
if (row.isBidValid)
{
offer.Bid = row.Bid;
}
if (row.isAskValid)
{
offer.Ask = row.Ask;
}
if (row.isVolumeValid)
{
offer.MinuteVolume = row.Volume;
}
// please note that we send a clone of the offer,
// we need it in order to make sure that no ticks
// will be lost, if, for example, subscriber doesn't handle the
// offer immideatelly
if (OnPriceUpdate != null)
{
OnPriceUpdate(offer.Clone());
}
}
}
}
}
