/// <summary>
///
/// </summary>
public void Quotes(string symbol, int operationId, double ask, double bid, double open, double close,
double low, double high, double volume, double time)
{
TracerHelper.TraceEntry();
CombinedDataSubscriptionInformation session = GetDataSession(symbol);
if (session == null)
{
SystemMonitor.Error("Failed to find symbol session [" + symbol + "], quotes not sent.");
return;
}
try
{
QuoteUpdateMessage message = new QuoteUpdateMessage(session.SessionInformation.Info,
new Quote((decimal)ask, (decimal)bid, (decimal)open, (decimal)close, (decimal)high, (decimal)low, (decimal)volume,
GeneralHelper.GenerateDateTimeSecondsFrom1970((long)time)), true);
SendToDataSubscribers(session, message, null);
}
catch (Exception ex)
{// Make sure we handle any possible unexpected exceptions, as otherwise they bring the
// entire package (MT4 included) down with a bad error.
SystemMonitor.Error(ex.Message);
}
}
void SendToDataSubscribers(CombinedDataSubscriptionInformation session, QuoteUpdateMessage quoteMessage,
DataHistoryUpdateMessage updateMessage)
{
TracerHelper.TraceEntry();
lock (this)
{
// TODO: make sure proper subscription based filtering is applied here too.
foreach (KeyValuePair <TransportInfo, DataSubscriptionInfo> pair in session.SubscriptionsUnsafe.Values)
{
if (quoteMessage != null && pair.Value.AcceptsUpdate(quoteMessage.Quote))
{
TracerHelper.Trace("Sending [" + quoteMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, quoteMessage);
}
if (updateMessage != null && pair.Value.AcceptsUpdate(updateMessage.Update))
{
TracerHelper.Trace("Sending [" + updateMessage.GetType().Name + "] to [" + pair.Key.OriginalSenderId.Value.Id.Name + "].");
SendResponding(pair.Key, updateMessage);
}
}
}
}
