/// <summary>
/// Отправить исходящее сообщение, вызвав событие <see cref="NewOutMessage"/>.
/// </summary>
/// <param name="message">Сообщение.</param>
public virtual void SendOutMessage(Message message)
{
InitMessageLocalTime(message);
switch (message.Type)
{
case MessageTypes.Security:
{
NewOutMessage.SafeInvoke(message);
if (!CreateAssociatedSecurity)
{
break;
}
var clone = (SecurityMessage)message.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
break;
}
case MessageTypes.Level1Change:
{
NewOutMessage.SafeInvoke(message);
var l1Msg = (Level1ChangeMessage)message;
if (l1Msg.SecurityId.IsDefault())
{
break;
}
if (CreateAssociatedSecurity)
{
// обновление BestXXX для ALL из конкретных тикеров
var clone = (Level1ChangeMessage)l1Msg.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
}
if (CreateDepthFromLevel1)
{
// генерация стакана из Level1
var builder = _level1DepthBuilders.SafeAdd(l1Msg.SecurityId, c => new Level1DepthBuilder(c));
if (builder.Process(l1Msg))
{
var quoteMsg = builder.QuoteChange;
NewOutMessage.SafeInvoke(quoteMsg);
CreateAssociatedSecurityQuotes(quoteMsg);
}
}
break;
}
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)message;
NewOutMessage.SafeInvoke(quoteMsg);
if (CreateDepthFromLevel1)
{
_level1DepthBuilders.SafeAdd(quoteMsg.SecurityId, c => new Level1DepthBuilder(c)).HasDepth = true;
}
CreateAssociatedSecurityQuotes(quoteMsg);
break;
}
case MessageTypes.Execution:
{
NewOutMessage.SafeInvoke(message);
if (!CreateAssociatedSecurity)
{
break;
}
var execMsg = (ExecutionMessage)message;
if (execMsg.SecurityId.IsDefault())
{
break;
}
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Tick:
case ExecutionTypes.OrderLog:
{
var clone = (ExecutionMessage)message.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
break;
}
}
break;
}
default:
{
if (_prevTime != DateTime.MinValue)
{
var diff = message.LocalTime - _prevTime;
//if (message.Type != MessageTypes.Time && diff >= MarketTimeChangedInterval)
//{
// SendOutMessage(new TimeMessage
// {
// LocalTime = message.LocalTime,
// ServerTime = message.GetServerTime(),
// });
//}
_secLookupTimeOut
.ProcessTime(diff)
.ForEach(id => SendOutMessage(new SecurityLookupResultMessage {
OriginalTransactionId = id
}));
_pfLookupTimeOut
.ProcessTime(diff)
.ForEach(id => SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = id
}));
//ProcessReconnection(diff);
}
_prevTime = message.LocalTime;
NewOutMessage.SafeInvoke(message);
break;
}
}
}
/// <summary>
/// Send incoming message.
/// </summary>
/// <param name="message">Message.</param>
public void SendInMessage(Message message)
{
if (message.Type == MessageTypes.Connect)
{
if (!Platform.IsCompatible())
{
SendOutMessage(new ConnectMessage
{
Error = new InvalidOperationException(LocalizedStrings.Str169Params.Put(GetType().Name, Platform))
});
return;
}
}
InitMessageLocalTime(message);
switch (message.Type)
{
case MessageTypes.PortfolioLookup:
{
if (!IsSupportNativePortfolioLookup)
{
_pfLookupTimeOut.StartTimeOut(((PortfolioLookupMessage)message).TransactionId);
}
break;
}
case MessageTypes.SecurityLookup:
{
if (!IsSupportNativeSecurityLookup)
{
_secLookupTimeOut.StartTimeOut(((SecurityLookupMessage)message).TransactionId);
}
break;
}
}
try
{
OnSendInMessage(message);
}
catch (Exception ex)
{
this.AddErrorLog(ex);
switch (message.Type)
{
case MessageTypes.Connect:
SendOutMessage(new ConnectMessage {
Error = ex
});
return;
case MessageTypes.Disconnect:
SendOutMessage(new DisconnectMessage {
Error = ex
});
return;
case MessageTypes.OrderRegister:
case MessageTypes.OrderReplace:
case MessageTypes.OrderCancel:
case MessageTypes.OrderGroupCancel:
{
var replyMsg = ((OrderMessage)message).CreateReply();
SendOutErrorExecution(replyMsg, ex);
return;
}
case MessageTypes.OrderPairReplace:
{
var replyMsg = ((OrderPairReplaceMessage)message).Message1.CreateReply();
SendOutErrorExecution(replyMsg, ex);
return;
}
case MessageTypes.MarketData:
{
var reply = (MarketDataMessage)message.Clone();
reply.OriginalTransactionId = reply.TransactionId;
reply.Error = ex;
SendOutMessage(reply);
return;
}
case MessageTypes.SecurityLookup:
{
var lookupMsg = (SecurityLookupMessage)message;
SendOutMessage(new SecurityLookupResultMessage
{
OriginalTransactionId = lookupMsg.TransactionId,
Error = ex
});
return;
}
case MessageTypes.PortfolioLookup:
{
var lookupMsg = (PortfolioLookupMessage)message;
SendOutMessage(new PortfolioLookupResultMessage
{
OriginalTransactionId = lookupMsg.TransactionId,
Error = ex
});
return;
}
case MessageTypes.ChangePassword:
{
var pwdMsg = (ChangePasswordMessage)message;
SendOutMessage(new ChangePasswordMessage
{
OriginalTransactionId = pwdMsg.TransactionId,
Error = ex
});
return;
}
}
SendOutError(ex);
}
}
/// <summary>
/// Отправить входящее сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
public void SendInMessage(Message message)
{
//if (!CheckLicense(message))
// return;
if (message.Type == MessageTypes.Connect)
{
if (!Platform.IsCompatible())
{
SendOutMessage(new ConnectMessage
{
Error = new InvalidOperationException(LocalizedStrings.Str169Params.Put(GetType().Name, Platform))
});
return;
}
}
#warning force
//месседжи с заявками могут складываться из потока обработки
var force = message.Type == MessageTypes.OrderRegister ||
message.Type == MessageTypes.OrderReplace ||
message.Type == MessageTypes.OrderPairReplace ||
message.Type == MessageTypes.OrderCancel ||
message.Type == MessageTypes.OrderGroupCancel;
InitMessageLocalTime(message);
// при отключенном состоянии пропускаем только TimeMessage
// остальные типы сообщений могут использоваться (например, в эмуляторе)
//if ((_currState == ConnectionStates.Disconnecting || _currState == ConnectionStates.Disconnected) && message.Type == MessageTypes.Time)
// return;
switch (message.Type)
{
case MessageTypes.PortfolioLookup:
{
if (!IsSupportNativePortfolioLookup)
{
_pfLookupTimeOut.StartTimeOut(((PortfolioLookupMessage)message).TransactionId);
}
break;
}
case MessageTypes.SecurityLookup:
{
if (!IsSupportNativeSecurityLookup)
{
_secLookupTimeOut.StartTimeOut(((SecurityLookupMessage)message).TransactionId);
}
break;
}
}
try
{
OnSendInMessage(message);
}
catch (Exception ex)
{
this.AddErrorLog(ex);
switch (message.Type)
{
case MessageTypes.Connect:
SendOutMessage(new ConnectMessage {
Error = ex
});
return;
case MessageTypes.Disconnect:
SendOutMessage(new DisconnectMessage {
Error = ex
});
return;
case MessageTypes.OrderRegister:
{
var execMsg = ((OrderRegisterMessage)message).ToExecutionMessage();
execMsg.Error = ex;
execMsg.OrderState = OrderStates.Failed;
SendOutMessage(execMsg);
return;
}
case MessageTypes.OrderReplace:
{
var execMsg = ((OrderReplaceMessage)message).ToExecutionMessage();
execMsg.Error = ex;
execMsg.OrderState = OrderStates.Failed;
SendOutMessage(execMsg);
return;
}
case MessageTypes.OrderPairReplace:
{
var execMsg = ((OrderPairReplaceMessage)message).ToExecutionMessage();
execMsg.Error = ex;
execMsg.OrderState = OrderStates.Failed;
SendOutMessage(execMsg);
return;
}
case MessageTypes.OrderCancel:
{
var execMsg = ((OrderCancelMessage)message).ToExecutionMessage();
execMsg.Error = ex;
execMsg.OrderState = OrderStates.Failed;
SendOutMessage(execMsg);
return;
}
case MessageTypes.OrderGroupCancel:
{
var execMsg = ((OrderGroupCancelMessage)message).ToExecutionMessage();
execMsg.Error = ex;
execMsg.OrderState = OrderStates.Failed;
SendOutMessage(execMsg);
return;
}
case MessageTypes.MarketData:
{
var reply = (MarketDataMessage)message.Clone();
reply.OriginalTransactionId = reply.TransactionId;
reply.Error = ex;
SendOutMessage(reply);
return;
}
case MessageTypes.SecurityLookup:
{
var lookupMsg = (SecurityLookupMessage)message;
SendOutMessage(new SecurityLookupResultMessage
{
OriginalTransactionId = lookupMsg.TransactionId,
Error = ex
});
return;
}
case MessageTypes.PortfolioLookup:
{
var lookupMsg = (PortfolioLookupMessage)message;
SendOutMessage(new PortfolioLookupResultMessage
{
OriginalTransactionId = lookupMsg.TransactionId,
Error = ex
});
return;
}
case MessageTypes.ChangePassword:
{
var pwdMsg = (ChangePasswordMessage)message;
SendOutMessage(new ChangePasswordMessage
{
OriginalTransactionId = pwdMsg.TransactionId,
Error = ex
});
return;
}
}
SendOutError(ex);
}
if (message.IsBack)
{
message.IsBack = false;
// time msg should be return back
SendOutMessage(message);
}
}