JToken HandleModifySubscription2(List <ZFrame> ident, JObject msg)
{
JToken res = null;
JObject content = (JObject)msg["content"];
string tickerID = content["ticker_id"].ToString();
var oldSubDef = _subscriptions[tickerID];
var contentDict = (Dictionary <string, dynamic>)content
.ToObject(typeof(Dictionary <string, dynamic>));
var newSubDef = new SubscriptionDefinition(oldSubDef).Update(contentDict);
if (oldSubDef.Equals(newSubDef))
{
// nothing to do
res = new JObject();
res["trades"] = "no change";
res["order_book"] = "no change";
return(res);
}
if (newSubDef.Empty())
{
_subscriptions.Pop(tickerID, null);
}
else
{
_subscriptions[tickerID] = newSubDef;
}
var msgMod = (JObject)msg.DeepClone();
((JObject)msgMod["content"]).Update(JObject.FromObject(oldSubDef.Data));
try
{
string cmd = msg["command"].ToString();
res = (JToken)_commands[cmd].Invoke(this, new Object[] { ident, msgMod });
}
catch (Exception err)
{
_subscriptions[tickerID] = oldSubDef;
throw err;
}
return(res);
}
public SubscriptionDefinition(SubscriptionDefinition other)
{
Data = new Dict <string, dynamic>(other.Data);
}
JToken ModifySubscription(List <ZFrame> ident, JObject msg)
{
var content = (JObject)msg["content"];
string tickerID = content["ticker_id"].ToString();
SubscriptionDefinition sd = _subscriptions[tickerID];
var oldSubDef = _ctsSubscriptions[tickerID];
L.Info(sd);
var market = GetMarket(tickerID);
T4.DepthBuffer dbuf = T4.DepthBuffer.NoSubscription;
T4.DepthLevels dlvl = T4.DepthLevels.Normal;
JToken res = null;
if (sd["trades_speed"] > 7)
{
if (sd["order_book_speed"] > 7)
{
dbuf = T4.DepthBuffer.FastTrade;
}
else if (sd["order_book_speed"] > 4)
{
dbuf = T4.DepthBuffer.SmartTrade;
}
else if (sd["order_book_speed"] > 0)
{
dbuf = T4.DepthBuffer.SlowTrade;
}
else
{
dbuf = T4.DepthBuffer.TradeOnly;
}
}
else
{
if (sd["order_book_speed"] > 7)
{
dbuf = T4.DepthBuffer.FastSmart;
}
else if (sd["order_book_speed"] > 4)
{
dbuf = T4.DepthBuffer.Smart;
}
else if (sd["order_book_speed"] > 0)
{
dbuf = T4.DepthBuffer.SlowSmart;
}
}
if ((dbuf == T4.DepthBuffer.NoSubscription || dbuf == T4.DepthBuffer.TradeOnly) &&
sd["emit_quotes"])
{
dbuf = T4.DepthBuffer.SlowSmart;
dlvl = T4.DepthLevels.BestOnly;
}
else if (dbuf != T4.DepthBuffer.NoSubscription)
{
// does cts t4 api support arbitrary depth levels or enum numbers?
dlvl = (T4.DepthLevels)Math.Min(sd["order_book_levels"], (int)T4.DepthLevels.All);
}
CTSSubDef newSubDef = new CTSSubDef(dbuf, dlvl);
if (oldSubDef.Equals(newSubDef))
{
res = JToken.FromObject("no change");
return(res);
}
//else
//{
// if (newSubDef.DepthBuffer == T4.DepthBuffer.NoSubscription)
// {
// res["order_book"] = "unsubscribed";
// res["trades"] = "unsubscribed";
// }
// else if (newSubDef.DepthBuffer == T4.DepthBuffer.TradeOnly)
// {
// res["order_book"] = "unsubscribed";
// res["trades"] = "subscribed";
// }
//}
res = JToken.FromObject(newSubDef.ToString());
_ctsSubscriptions[tickerID] = newSubDef;
if (!oldSubDef.handled)
{
market.MarketCheckSubscription += MarketCheckSubscription;
}
newSubDef.handled = true;
market.DepthSubscribe(dbuf, dlvl);
return(res);
}
