/// <summary>
/// Sends live bar subscription request to Market Data Service using the base class
/// </summary>
public void SubscribeLiveBars()
{
try
{
// Get new ID to be used
var id = (_liveBarId++).ToString("X");
// Get new Security object
Security security = new Security {
Symbol = _symbol
};
// Get Bar subscription message
_barSubscribeRequest = SubscriptionMessage.LiveBarSubscription(id, security, _barFormat, _barPriceType,
BarLength, 0.0001M, 0, _marketDataProvider);
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending live bar subscription request for: " + _barSubscribeRequest, _type.FullName,
"SubscribeLiveBars");
}
// Send subscription request
Subscribe(_barSubscribeRequest);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SubscribeLiveBars");
}
}
/// <summary>
/// Request to get Bar Data
/// </summary>
/// <param name="barDataRequest">TradeHub Bar Data Request Message</param>
/// <returns></returns>
public bool SubscribeBars(BarDataRequest barDataRequest)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("New Bar Subscription request received: " + barDataRequest, _type.FullName, "SubscribeBars");
}
ConsoleWriter.WriteLine(ConsoleColor.Green, "New Bar Subscription request received: " + barDataRequest);
string key = barDataRequest.Security.Symbol + barDataRequest.MarketDataProvider;
string info = barDataRequest.Security.Symbol + barDataRequest.BarFormat + barDataRequest.BarPriceType +
barDataRequest.BarLength.ToString(CultureInfo.InvariantCulture);
Tuple <string, string> value = new Tuple <string, string>(barDataRequest.Id, info);
// Add Request to Internal Map
_subscribedBars.Add(key, value);
return(true);
}
catch (Exception exception)
{
ConsoleWriter.WriteLine(ConsoleColor.DarkRed, exception.ToString());
Logger.Error(exception, _type.FullName, "SubscribeBars");
return(false);
}
}
public void LiveBarsMarketDataTestCase()
{
_dataHandler = new DataHandler();
bool barArrived = false;
ManualResetEvent barArrivedEvent = new ManualResetEvent(false);
// Get new Security object
Security security = new Security {
Symbol = "ERX"
};
// Get Bar subscription message
BarDataRequest barSubscribeRequest = SubscriptionMessage.LiveBarSubscription("001", security, BarFormat.TIME,
BarPriceType.LAST, 60, 0.0001M,
0, "SimulatedExchange");
_dataHandler.BarReceived += delegate(Bar obj)
{
barArrived = true;
barArrivedEvent.Set();
};
_dataHandler.SubscribeSymbol(barSubscribeRequest);
barArrivedEvent.WaitOne(2000);
Assert.IsTrue(barArrived);
}
/// <summary>
/// Unsubscribe Bar data
/// </summary>
/// <param name="barDataRequest">TradeHub Bar Data Request Message</param>
/// <returns></returns>
public bool UnsubscribeBars(BarDataRequest barDataRequest)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("New Bar Unsubscription request received: " + barDataRequest, _type.FullName, "UnsubscribeBars");
}
ConsoleWriter.WriteLine(ConsoleColor.Green, "New Bar Unsubscription request received: " + barDataRequest);
string key = barDataRequest.Security.Symbol + barDataRequest.MarketDataProvider;
// Remove request from internal Map
_subscribedBars.Remove(key);
return(true);
}
catch (Exception exception)
{
ConsoleWriter.WriteLine(ConsoleColor.DarkRed, exception.ToString());
Logger.Error(exception, _type.FullName, "UnsubscribeBars");
return(false);
}
}
/// <summary>
/// Methord Fired When User Click On Save Command.
/// </summary>
private void SaveCurrentSettingForBar()
{
try
{
if (IsControlsEnabled)
{
BarDataRequest newBarDataRequest = new BarDataRequest
{
BarFormat = SelectedFormate,
Security = new Security {
Symbol = StatisticsViewModel.Symbol
},
Id = StatisticsViewModel.Id,
MarketDataProvider = StatisticsViewModel.ProviderName,
BarLength = BarLength,
BarPriceType = SelectedType,
BarSeed = 0,
PipSize = PipSize
};
if (Logger.IsInfoEnabled)
{
Logger.Info("Creating Bar Request Object" + newBarDataRequest, _oType.FullName,
"SaveCurrentSettingForBar");
}
EventSystem.Publish <BarDataRequest>(newBarDataRequest);
IsControlsEnabled = false;
}
}
catch (Exception exception)
{
TraceSourceLogger.Logger.Error(exception, _oType.FullName, "SaveCurrentSettingForBar");
}
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void SubscribeSymbol(BarDataRequest barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request recieved Request for " + barDataRequest, _type.FullName,
"SubscribeSymbol");
}
// Add new symbol to the Bar list
if (!BarSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
BarSubscriptionList.Add(barDataRequest.Security.Symbol);
}
// Fetch data if its not already fetched for ticks
if (!TickSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
// Use locally saved data
if (_persistanceDataCount > 0)
{
var task = Task.Factory.StartNew(UseLocalData);
_tasksCollection.Add(task);
}
// Fetch fresh data
else
{
FetchData(barDataRequest);
}
}
}
/// <summary>
/// Sends bar un-subscription request to Market Data Server
/// </summary>
/// <param name="security">Contains symbol information</param>
/// <param name="barDetail">Contains parameter information for the bar to be subscribed</param>
/// <param name="providerName">Name of the provider on which to subscribe</param>
public void UnsubscribeBar(Security security, BarParameters barDetail, string providerName)
{
// Create bar un-subscription message
BarDataRequest unsubscribe = SubscriptionMessage.LiveBarUnsubscription(_idGenerator.NextBarId(), security,
barDetail.Format, barDetail.PriceType, barDetail.BarLength, barDetail.PipSize, 0, providerName);
_marketDataService.Unsubscribe(unsubscribe);
}
/// <summary>
/// Sends request to receive live bars
/// </summary>
/// <param name="id">Unique ID to distinguish the request</param>
/// <param name="security">Contains symbol information</param>
/// <param name="length">Bar length in seconds</param>
/// <param name="pipSize">Smallest pip size for the bars</param>
/// <param name="barSeed">Seed value to be used for bar generation</param>
private void RequestLiveBars(string id, Security security, decimal length, decimal pipSize, decimal barSeed)
{
// Create Live Bar request message
BarDataRequest barDataRequest = SubscriptionMessage.LiveBarSubscription(id, security, BarFormat.TIME,
BarPriceType.LAST, length, pipSize, barSeed, _marketDataProvider);
// Send live bar request
base.Subscribe(barDataRequest);
}
/// <summary>
/// Sends bar subscription request to Market Data Server
/// </summary>
/// <param name="security">Contains symbol information</param>
/// <param name="barDetail">Contains parameter information for the bar to be subscribed</param>
/// <param name="providerName">Name of the provider on which to subscribe</param>
public void SubscribeBar(Security security, BarParameters barDetail, string providerName)
{
// Create bar subscription message
BarDataRequest subscribe = SubscriptionMessage.LiveBarSubscription(_idGenerator.NextBarId(), security,
barDetail.Format, barDetail.PriceType, barDetail.BarLength, barDetail.PipSize, 0, providerName);
// Add information to local map
_barParametersMap.Add(subscribe.Id, barDetail);
_marketDataService.Subscribe(subscribe);
}
/// <summary>
/// Creats a seprate thread for each request.
/// </summary>
/// <param name="request"></param>
public void FetchData(BarDataRequest request)
{
try
{
Task.Factory.StartNew(() => _fetchMarketData.ReadData(request));
}
catch (Exception exception)
{
_classLogger.Error(exception, _type.FullName, "FetchData");
}
}
/// <summary>
/// Manages incoming unsubcription request for the subscribed Live Bars
/// </summary>
/// <param name="barDataRequest">Contains info for the Live Bars to be unsubscribed</param>
public void UnsubcribeLiveBars(BarDataRequest barDataRequest)
{
if (_asyncClassLogger.IsDebugEnabled)
{
_asyncClassLogger.Debug(
"Live Bar un-subscription request received for: " + barDataRequest.Security.Symbol,
_type.FullName, "UnsubcribeLiveBars");
}
_dataHandler.UnsubscribleSymbol(barDataRequest);
}
/// <summary>
/// Unsubscribes the given symbol for Bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void UnsubscribleSymbol(BarDataRequest barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("Unsubscription request received " + barDataRequest, _type.FullName,
"UnsubscribleSymbol");
}
// Remove symbol from the Bar list
BarSubscriptionList.Remove(barDataRequest.Security.Symbol);
}
/// <summary>
/// Manages new incoming Live Bar request
/// </summary>
/// <param name="barDataRequest">Contains info for the Live Bar to be subscribed</param>
public void SubscribeLiveBars(BarDataRequest barDataRequest)
{
if (_asyncClassLogger.IsDebugEnabled)
{
_asyncClassLogger.Debug(
"Sending live bar subscription request to data handler for: " + barDataRequest.Security.Symbol,
_type.FullName, "SubscribeLiveBars");
}
// Send request to DataHandler
_dataHandler.SubscribeSymbol(barDataRequest);
}
/// <summary>
/// Unsubscribe Bar with given specifications
/// </summary>
/// <param name="barDataRequest">TradeHub Bar Data Request Message</param>
/// <param name="barGeneratorKey">Unique Key to identify Bar</param>
/// <param name="barEvent">The bar event that the subscribing code needs to hook the bar event to</param>
public void Unsubscribe(BarDataRequest barDataRequest, string barGeneratorKey, Action <Bar, string> barEvent)
{
try
{
Unsubscribe(barDataRequest.Security, barDataRequest.BarFormat, barDataRequest.BarLength,
barDataRequest.PipSize, barDataRequest.BarPriceType, barEvent, barGeneratorKey);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "Unsubscribe");
}
}
/// <summary>
/// Removes the Request from List
/// </summary>
/// <param name="barDataRequest"></param>
public void RemoveBarRequest(BarDataRequest barDataRequest)
{
try
{
// Findes the BarDataRequest of the same id and removes it from the list.
var request = BarDataRequests.Single(x => x.Id == barDataRequest.Id);
BarDataRequests.Remove(request);
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "RemoveBarRequest");
}
}
/// <summary>
/// Sends subcription request to IQ Feed Connnector
/// </summary>
/// <param name="barDataRequest"></param>
public void Subscribe(BarDataRequest barDataRequest)
{
// Send new request
_streamingBarsComObject.BarWatch(barDataRequest.Security.Symbol.ToUpperInvariant(), (int)barDataRequest.BarLength,
"", // begin date time
1, // Number of days
100, // max data points
"", // begin filter time
"", // end filter time
barDataRequest.Id, // request id
"s", // interval type 's' - seconds, 't' - tick, 'v' - volume
0); // update interval in seconds
}
/// <summary>
/// Send Live Bar subscribe request to the Market Data Provider
/// </summary>
public void UnsubscribeBars(BarDataRequest barDataRequest)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Unsubscription request recieved for Bar Factory", _type.FullName,
"UnsubscribeBars");
}
string key = barDataRequest.Security.Symbol + barDataRequest.BarFormat + barDataRequest.BarPriceType +
barDataRequest.BarLength.ToString(CultureInfo.InvariantCulture);
List <string> reqIds;
if (_barRequestIdsMap.TryGetValue(key, out reqIds))
{
// Update ReqIDs List
reqIds.Remove(barDataRequest.Id);
if (reqIds.Count.Equals(0))
{
// Update Bar ReqIDs Map
_barRequestIdsMap.Remove(key);
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending unsubscription request recieved to Bar Factory", _type.FullName,
"UnsubscribeBars");
}
// Unsubscribe Bar with given Info
_barFactory.Unsubscribe(barDataRequest, key, OnLiveBarArrived);
}
else
{
// Update Bar ReqIDs Map
_barRequestIdsMap[key] = reqIds;
if (Logger.IsInfoEnabled)
{
Logger.Info("Requested Bar ID removed from the Internal IDs Map", _type.FullName,
"UnsubscribeBars");
}
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "UnsubscribeBars");
}
}
/// <summary>
/// Publishes Bar Data Request
/// </summary>
public void PublishBarDataRequest(BarDataRequest barDataRequest)
{
try
{
// Message to be published
IMessage <BarDataRequest> message = new Message <BarDataRequest>(barDataRequest);
// Publish message
_easyNetQBus.Publish(_easyNetQExchange, _barRequestQueueRoutingKey, true, false, message);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "PublishBarDataRequest");
}
}
public void BarData_SendRequestToServer_ReceiveBarDataFromServer()
{
string symbol = "AAPL";
bool logonReceived = false;
bool dataReceived = false;
var logonManualResetEvent = new ManualResetEvent(false);
var dataManualResetEvent = new ManualResetEvent(false);
var dataRequestMessage = new BarDataRequest()
{
Security = new Security()
{
Symbol = symbol
}
};
dataRequestMessage.Id = "AAOOA";
dataRequestMessage.BarPriceType = BarPriceType.MEAN;
dataRequestMessage.BarLength = 60;
dataRequestMessage.BarFormat = BarFormat.TIME;
dataRequestMessage.BarSeed = 0;
dataRequestMessage.PipSize = 1;
_marketDataProvider.LogonArrived += delegate(string providerName)
{
logonReceived = true;
logonManualResetEvent.Set();
_marketDataProvider.SubscribeBars(dataRequestMessage);
};
_marketDataProvider.BarArrived += delegate(Bar data, string key)
{
dataReceived = true;
dataManualResetEvent.Set();
Console.WriteLine(key + data);
};
_marketDataProvider.Start();
logonManualResetEvent.WaitOne(10000, false);
dataManualResetEvent.WaitOne(220000, false);
Assert.AreEqual(true, logonReceived, "Logon Received");
Assert.AreEqual(true, dataReceived, "Data Received");
}
/// <summary>
/// Creats a seprate thread for each request.
/// </summary>
/// <param name="request"></param>
public void FetchData(BarDataRequest request)
{
try
{
var task = Task.Factory.StartNew(() => _fetchMarketData.ReadData(request));
_tasksCollection.Add(task);
//_marketDataList=_fetchMarketData.ReadData(request,true);
//_persistanceDataCount=_marketDataList.Count;
//Task.Factory.StartNew(UseLocalData1);
}
catch (Exception exception)
{
_classLogger.Error(exception, _type.FullName, "FetchData");
}
}
public void PopulateBarData()
{
DateTime currentTime = new DateTime(2013, 8, 1);
var barsArray = new Bar[50000]; // 200000 Ticks + 50000 Bars
// Populate values.
for (int i = 0; i < 50000; i++)
{
Bar bar = new Bar("TestRequest");
bar.Security = new Security()
{
Symbol = "AAPL"
};
bar.MarketDataProvider = MarketDataProvider.SimulatedExchange;
bar.Open = 1.22M;
bar.High = 1.22M;
bar.Low = 1.22M;
bar.Close = 1.22M;
bar.DateTime = currentTime.AddMinutes(i);
barsArray[i] = bar;
}
// Enumerable to be used in the function call.
IEnumerable <Bar> barsList = barsArray;
// Request to be used for testing.
_barDataRequest = new BarDataRequest {
Security = new Security {
Symbol = "AAPL"
}, Id = "TestRequest"
};
// Time value to be used with Moq Object.
var startTime = new DateTime(2013, 06, 17);
var endTime = new DateTime(2013, 06, 18);
// Mock Read Bars Response.
_moqReadMarketData.Setup(rqd => rqd.
ReadBars(startTime, endTime, "Blackwood", _barDataRequest)).Returns(barsList);
// Mock Publish methods.
_moqCommunicationController.Setup(cc => cc.PublishBarData(It.IsAny <Bar>()));
_moqCommunicationController.Setup(cc => cc.PublishTickData(It.IsAny <Tick>()));
}
/// <summary>
/// Creates Live Bar subscription message
/// </summary>
/// <param name="id">Unique Subscription ID</param>
/// <param name="security">TradeHub Security containing info regarding the symbol</param>
/// <param name="barFormat">Format on which to generate bars</param>
/// <param name="barPriceType">Price Type to be used for generating Bars</param>
/// <param name="barLength">Lenght of required Bar</param>
/// <param name="pipSize">Bar Pip Size</param>
/// <param name="barSeed">Bar Seed</param>
/// <param name="marketDataProvider">Name of market data provider to be used</param>
/// <returns>TradeHub BarDataRequest object</returns>
public static BarDataRequest LiveBarSubscription(string id, Security security, string barFormat, string barPriceType, decimal barLength,
decimal pipSize, decimal barSeed, string marketDataProvider)
{
// Create new Live Bar request message
BarDataRequest barDataRequest = new BarDataRequest
{
Id = id,
Security = security,
BarFormat = barFormat,
BarPriceType = barPriceType,
BarLength = barLength,
PipSize = pipSize,
BarSeed = barSeed,
MarketDataProvider = marketDataProvider
};
return(barDataRequest);
}
/// <summary>
/// Subscribe Live Bars
/// </summary>
/// <param name="barDataRequest"></param>
public bool SubscribeBars(BarDataRequest barDataRequest)
{
//MarketDataControler.SubscribeSymbol(barDataRequest);
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending Subscription to Simulated Exchange " + barDataRequest, _type.FullName, "SubscribeBars");
}
try
{
_communicationController.PublishBarDataRequest(barDataRequest);
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SubscribeBars");
}
return(false);
}
/// <summary>
/// Event Fired When User Request Bar Data
/// </summary>
public void RequestBarData(BarDataRequest barDataRequest)
{
try
{
// Send Live bar subscription requests
_marketDataService.Subscribe(barDataRequest);
_responseHandler.NewBarRequestArrived(barDataRequest);
if (Logger.IsDebugEnabled)
{
Logger.Debug("Sending Bar Request To Market Data Engine" + barDataRequest, _oType.FullName, "RequestBarData");
}
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "RequestBarData");
}
}
public void BarSubscriptionMarketDataProviderTestCase()
{
bool isConnected = false;
bool barArrived = false;
BarDataRequest barDataRequest = new BarDataRequest()
{
Security = new Security()
{
Symbol = "IBM"
},
Id = "123456",
MarketDataProvider = Common.Core.Constants.MarketDataProvider.Simulated,
BarFormat = Common.Core.Constants.BarFormat.TIME,
BarLength = 2,
PipSize = 1.2M,
BarPriceType = Common.Core.Constants.BarPriceType.ASK
};
var manualLogonEvent = new ManualResetEvent(false);
var manualBarEvent = new ManualResetEvent(false);
_marketDataProvider.LogonArrived +=
delegate(string obj)
{
isConnected = true;
_marketDataProvider.SubscribeBars(barDataRequest);
//manualLogonEvent.Set();
};
_marketDataProvider.BarArrived +=
delegate(Bar obj, string arg2)
{
barArrived = true;
_marketDataProvider.Stop();
manualBarEvent.Set();
};
_marketDataProvider.Start();
//manualLogonEvent.WaitOne(30000, false);
manualBarEvent.WaitOne(300000, false);
Assert.AreEqual(true, isConnected, "Is Market Data Provider connected");
Assert.AreEqual(true, barArrived, "Bar arrived");
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="request"></param>
public void SubscribeSymbol(BarDataRequest request)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Simulated Exchange Recieved Request for " + request, _type.FullName, "SubscribeSymbol");
}
// Add new symbol to the Bar list
if (!_barSubscriptionList.Contains(request.Security.Symbol))
{
_barSubscriptionList.Add(request.Security.Symbol);
}
// Fetch data if its not already fetched for ticks
if (!_tickSubscriptionList.Contains(request.Security.Symbol))
{
FetchData(request);
}
}
public void DataProviderLiveBarUnsubscribeRequestTestCase_MultipleRequest()
{
_messageProcessor.OnLogonMessageRecieved(new Login()
{
MarketDataProvider = Constants.MarketDataProvider.Blackwood
}, "AppID");
BarDataRequest barDataRequest = new BarDataRequest()
{
Security = new Security()
{
Symbol = "IBM"
},
Id = "123456",
MarketDataProvider = Constants.MarketDataProvider.Blackwood,
BarFormat = Constants.BarFormat.TIME,
BarLength = 2,
PipSize = 1.2M,
BarPriceType = Constants.BarPriceType.ASK
};
_messageProcessor.OnLiveBarSubscribeRequest(barDataRequest, "1");
_messageProcessor.OnLiveBarSubscribeRequest(barDataRequest, "2");
Assert.AreEqual(1, _messageProcessor.ProvidersLoginRequestMap[Constants.MarketDataProvider.Blackwood].Count, "Number of Login Requests recieved");
Assert.AreEqual(1, _messageProcessor.ProvidersMap.Count, "Number of data provider instances loaded");
Assert.AreEqual(1, _messageProcessor.LiveBarRequestsMap.Count, "Number of data providers with Live data request");
Assert.AreEqual(1, _messageProcessor.SubscriptionMap.Count, "Number of data providers with subscriptions");
Assert.AreEqual(1, _messageProcessor.SubscriptionMap[Constants.MarketDataProvider.Blackwood].Count, "Number of subscriptions for current provider");
Dictionary <Security, List <string> > subscrition = _messageProcessor.SubscriptionMap[Constants.MarketDataProvider.Blackwood];
Assert.AreEqual(1, (subscrition[new Security()
{
Symbol = "IBM"
}]).Count, "Number of subscriptions for current Security");
_messageProcessor.OnLiveBarUnsubscribeRequest(barDataRequest, "1");
Assert.AreEqual(1, _messageProcessor.SubscriptionMap.Count, "Number of data providers with subscriptions");
}
/// <summary>
/// Addes New bar Request to List
/// </summary>
/// <param name="barDataRequest"></param>
public void NewBarRequestArrived(BarDataRequest barDataRequest)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Added Bar Request Message " + barDataRequest, _oType.FullName, "NewBarRequestArrived");
}
// Check to make sure that an Bar Request with the same id dont exist
if (!BarDataRequests.Any(x => x.Id == barDataRequest.Id))
{
BarDataRequests.Add(barDataRequest);
}
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "NewBarRequestArrived");
}
}
/// <summary>
/// Subscribe to New Symbol for bar data
/// </summary>
/// <param name="barDataRequest"></param>
public void SubscribeSymbol(BarDataRequest barDataRequest)
{
if (_classLogger.IsInfoEnabled)
{
_classLogger.Info("New subscription request recieved Request for " + barDataRequest, _type.FullName, "SubscribeSymbol");
}
// Add new symbol to the Bar list
if (!BarSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
BarSubscriptionList.Add(barDataRequest.Security.Symbol);
}
// Fetch data if its not already fetched for ticks
if (!TickSubscriptionList.Contains(barDataRequest.Security.Symbol))
{
FetchData(barDataRequest);
}
}
/// <summary>
/// Send Live Bar subscribe request to the Market Data Provider
/// </summary>
public void SubscribeBars(BarDataRequest barDataRequest)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending incoming live bar subscription request to Bar Factory", _type.FullName,
"SubscribeBars");
}
string key = barDataRequest.Security.Symbol + barDataRequest.BarFormat + barDataRequest.BarPriceType +
barDataRequest.BarLength.ToString(CultureInfo.InvariantCulture);
List <string> reqIds;
if (_barRequestIdsMap.TryGetValue(key, out reqIds))
{
// Update ReqIDs List
reqIds.Add(barDataRequest.Id);
// Update Bar ReqIDs Map
_barRequestIdsMap[key] = reqIds;
}
else
{
// Initialize
reqIds = new List <string>();
// Update ReqIDs List
reqIds.Add(barDataRequest.Id);
// Update Bar ReqIDs Map
_barRequestIdsMap[key] = reqIds;
// Subscribe Bar Factory to obtain Live Bars
_barFactory.Subscribe(barDataRequest, key, OnLiveBarArrived);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "SubscribeBars");
}
}
