private void ApplySubscriptionIds(ISubscriptionIdMessage subscrMsg, ParentSubscription parent, long[] newIds)
{
var ids = subscrMsg.GetSubscriptionIds();
var initialId = parent.Origin.TransactionId;
newIds = newIds.Concat(parent.Alls.CachedKeys);
if (subscrMsg is ISecurityIdMessage secIdMsg && parent.NonAlls.TryGetValue(secIdMsg.SecurityId, out var set))
{
newIds = newIds.Concat(set.Cache);
}
if (ids.Length == 1 && ids[0] == initialId)
{
subscrMsg.SetSubscriptionIds(newIds);
}
else
{
subscrMsg.SetSubscriptionIds(ids.Where(id => id != initialId).Concat(newIds).ToArray());
}
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
ClearState();
break;
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
var transId = mdMsg.TransactionId;
lock (_sync)
{
if (_allChilds.TryGetValue(transId, out var tuple))
{
if (tuple.Second != SubscriptionStates.Stopped)
{
if (tuple.Second == SubscriptionStates.Finished)
{
RaiseNewOutMessage(new SubscriptionFinishedMessage
{
OriginalTransactionId = transId,
});
}
else
{
RaiseNewOutMessage(new SubscriptionResponseMessage
{
OriginalTransactionId = transId,
Error = new InvalidOperationException(LocalizedStrings.SubscriptionInvalidState.Put(transId, tuple.Second)),
});
}
return(true);
}
var child = _parents[tuple.First].Child[mdMsg.SecurityId];
child.State = SubscriptionStates.Active;
_toFlush.AddRange(child.Suspended.CopyAndClear());
this.AddDebugLog("New ALL map (active): {0}/{1} TrId={2}", child.Origin.SecurityId, child.Origin.DataType2, mdMsg.TransactionId);
RaiseNewOutMessage(new SubscriptionResponseMessage {
OriginalTransactionId = transId
});
return(true);
}
else
{
if (!IsSecurityRequired(mdMsg.DataType2) || mdMsg.SecurityId == default)
{
var existing = _parents.FirstOrDefault(p => p.Value.Origin.DataType2 == mdMsg.DataType2).Value;
if (existing == null)
{
var parent = new ParentSubscription(mdMsg.TypedClone());
_parents.Add(transId, parent);
// first child is parent
_allChilds.Add(transId, RefTuple.Create(transId, SubscriptionStates.Stopped));
// do not specify security cause adapter doesn't require it
mdMsg.SecurityId = default;
Extensions.AllSecurity.CopyEx(mdMsg, false);
}
else
{
var childs = existing.Child;
if (mdMsg.SecurityId != default)
{
var child = childs.SafeAdd(mdMsg.SecurityId, key => new ChildSubscription(mdMsg.TypedClone()));
child.Subscribers.Add(transId, mdMsg.TypedClone());
}
else
{
foreach (var pair in childs)
{
pair.Value.Subscribers.Add(transId, mdMsg.TypedClone());
}
}
RaiseNewOutMessage(new SubscriptionResponseMessage {
OriginalTransactionId = transId
});
return(true);
}
}
}
}
}
else
{
var childIds = ArrayHelper.Empty <long>();
lock (_sync)
{
if (_allChilds.TryGetAndRemove(mdMsg.OriginalTransactionId, out var tuple))
{
this.AddDebugLog("Sec ALL child {0} unsubscribe.", mdMsg.OriginalTransactionId);
Exception error = null;
if (!tuple.Second.IsActive())
{
error = new InvalidOperationException(LocalizedStrings.SubscriptionInvalidState.Put(mdMsg.OriginalTransactionId, tuple.Second));
}
else
{
var childs = _parents[tuple.First].Child;
var pair = childs.FirstOrDefault(p => p.Value.Origin.TransactionId == mdMsg.OriginalTransactionId);
var childSubscription = pair.Value;
if (childSubscription == null)
{
error = new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(mdMsg.OriginalTransactionId));
}
else
{
if (childSubscription.Subscribers.Remove(mdMsg.OriginalTransactionId))
{
if (childSubscription.Subscribers.Count == 0)
{
childs.Remove(pair.Key);
}
}
else
{
error = new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(mdMsg.OriginalTransactionId));
}
}
}
RaiseNewOutMessage(new SubscriptionResponseMessage
{
OriginalTransactionId = mdMsg.TransactionId,
Error = error,
});
return(true);
}
if (_parents.TryGetAndRemove(mdMsg.OriginalTransactionId, out var tuple2))
{
childIds = tuple2.Child.Values.Select(s => s.Origin.TransactionId).ToArray();
}
}
foreach (var id in childIds)
{
RaiseNewOutMessage(new SubscriptionFinishedMessage {
OriginalTransactionId = id
});
}
}
break;
}
}
return(base.OnSendInMessage(message));
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
ClearState();
break;
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
var transId = mdMsg.TransactionId;
lock (_sync)
{
if (_pendingLoopbacks.TryGetAndRemove(transId, out var tuple))
{
if (tuple.Second != SubscriptionStates.Stopped)
{
if (tuple.Second == SubscriptionStates.Finished)
{
RaiseNewOutMessage(new SubscriptionFinishedMessage
{
OriginalTransactionId = transId,
});
}
else
{
RaiseNewOutMessage(new SubscriptionResponseMessage
{
OriginalTransactionId = transId,
Error = new InvalidOperationException(LocalizedStrings.SubscriptionInvalidState.Put(transId, tuple.Second)),
});
}
return(true);
}
var parent = _parents[tuple.First];
var child = parent.Child[mdMsg.SecurityId];
child.State = SubscriptionStates.Online;
if (child.Suspended.Count > 0)
{
_toFlush.Add(child);
}
this.AddDebugLog("New ALL map (active): {0}/{1} TrId={2}", child.Origin.SecurityId, child.Origin.DataType2, mdMsg.TransactionId);
_requests.Add(transId, Tuple.Create(parent, mdMsg.TypedClone()));
// for child subscriptions make online (or finished) immediatelly
RaiseNewOutMessage(mdMsg.CreateResponse());
//RaiseNewOutMessage(mdMsg.CreateResult());
return(true);
}
else
{
if (!IsSecurityRequired(mdMsg.DataType2) || mdMsg.SecurityId == default)
{
mdMsg = mdMsg.TypedClone();
var parent = _parents.FirstOrDefault(p => p.Value.Origin.DataType2 == mdMsg.DataType2).Value;
void AddSubscription()
{
if (mdMsg.SecurityId == default)
{
// first ALL is initiator
parent.Alls.Add(transId, mdMsg);
}
else
{
parent.NonAlls.SafeAdd(mdMsg.SecurityId).Add(transId);
}
_requests.Add(transId, Tuple.Create(parent, mdMsg));
}
if (parent == null)
{
parent = new ParentSubscription(mdMsg);
_parents.Add(transId, parent);
AddSubscription();
// do not specify security cause adapter doesn't require it
mdMsg = mdMsg.TypedClone();
Extensions.AllSecurity.CopyEx(mdMsg, false);
message = mdMsg;
this.AddInfoLog("Sec ALL {0} subscribing.", transId);
}
else
{
AddSubscription();
// for child subscriptions make online (or finished) immediatelly
RaiseNewOutMessage(mdMsg.CreateResponse());
//RaiseNewOutMessage(mdMsg.CreateResult());
return(true);
}
}
}
}
}
else
{
var originId = mdMsg.OriginalTransactionId;
lock (_sync)
{
var found = false;
if (!_requests.TryGetAndRemove(originId, out var tuple))
{
break;
}
//this.AddDebugLog("Sec ALL child {0} unsubscribe.", originId);
var parent = tuple.Item1;
var request = tuple.Item2;
var secId = request.SecurityId;
var transId = request.TransactionId;
if (parent.Alls.RemoveByValue(request))
{
found = true;
}
else if (parent.NonAlls.TryGetValue(secId, out var set) && set.Remove(transId))
{
if (set.Count == 0)
{
parent.NonAlls.Remove(secId);
}
found = true;
}
else
{
if (parent.Child.TryGetValue(secId, out var child))
{
if (child.Subscribers.Remove(transId))
{
found = true;
if (child.Subscribers.Count == 0)
{
parent.Child.Remove(secId);
}
}
}
}
if (found)
{
if (parent.Alls.Count == 0 && parent.NonAlls.Count == 0 && parent.Child.Count == 0)
{
// last unsubscribe is not initial subscription
if (parent.Origin.TransactionId != originId)
{
mdMsg = mdMsg.TypedClone();
mdMsg.OriginalTransactionId = parent.Origin.TransactionId;
message = mdMsg;
}
_unsubscribes.Add(mdMsg.TransactionId, parent);
break;
}
}
RaiseNewOutMessage(mdMsg.CreateResponse(found ? null : new InvalidOperationException(LocalizedStrings.SubscriptionNonExist.Put(originId))));
return(true);
}
}
break;
}
}
return(base.OnSendInMessage(message));
}
public ChildSubscription(ParentSubscription parent, MarketDataMessage origin)
: base(origin)
{
Parent = parent ?? throw new ArgumentNullException(nameof(parent));
}
