void manager_QuoteUpdatedEvent(FXCMConnectionManager manager, string symbolName, DataTick dataTick)
{
Symbol symbol = new Symbol(Symbol.SymbolGroup.Forex, symbolName);
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
RuntimeDataSessionInformation sessionInformation = dataSourceStub.GetSymbolSessionInformation(symbol);
if (sessionInformation == null)
{
return;
}
CombinedDataSubscriptionInformation info = dataSourceStub.GetUnsafeSessionSubscriptions(sessionInformation.Info);
if (info != null && info.GetCombinedDataSubscription().QuoteSubscription)
{
dataSourceStub.UpdateQuote(sessionInformation.Info, new Quote(dataTick.Ask, dataTick.Bid, null, dataTick.DateTime), null);
foreach (TimeSpan supportedPeriod in DefaultAvailablePeriods)
{
dataSourceStub.UpdateDataHistory(sessionInformation.Info, new DataHistoryUpdate(supportedPeriod, new DataTick[] { dataTick }));
}
}
}
void Quotes_QuoteUpdateEvent(MBTradingQuote keeper, MBTradingQuote.SessionQuoteInformation information)
{
RuntimeDataSessionInformation session = DataSourceStub.GetSymbolSessionInformation(information.Symbol);
if (session != null)
{
DataSourceStub.UpdateQuote(session.Info, information.Quote, null);
}
else
{
SystemMonitor.OperationWarning("Symbol session not found, quote missed.");
}
}
/// <summary>
///
/// </summary>
public RuntimeDataSessionInformation GetSymbolSessionRuntimeInformation(Symbol inputSymbol)
{
RuntimeDataSessionInformation information = _dataSourceStub.GetSymbolSessionInformation(inputSymbol);
FXCMConnectionManager manager = Manager;
if (information == null && manager != null)
{
return(new RuntimeDataSessionInformation(new DataSessionInfo(Guid.NewGuid(), inputSymbol.Name,
inputSymbol, 1000, (int)manager.GetInstrumentData(inputSymbol.Name, "Digits")), DefaultAvailablePeriods));
}
else
{
return(information);
}
}
