public IEnumerable <Subscription> GetSubscriptions(ISubscriptionIdMessage message)
{
var time = message is IServerTimeMessage timeMsg ? timeMsg.ServerTime : (DateTimeOffset?)null;
var processed = new HashSet <SubscriptionInfo>();
foreach (var id in message.GetSubscriptionIds())
{
var info = TryGetSubscription(id, false, false, time);
if (info == null)
{
continue;
}
if (!processed.Add(info))
{
continue;
}
if (info.Parent == null)
{
yield return(info.Subscription);
}
else
{
if (!processed.Add(info.Parent))
{
continue;
}
yield return(info.Parent.Subscription);
}
}
}
public IEnumerable <Subscription> ProcessLookupResponse <T>(ISubscriptionIdMessage message, T[] items)
{
var subscriptions = new List <Subscription>();
foreach (var id in message.GetSubscriptionIds())
{
var info = TryGetInfo(id, true, false, null, true);
if (info == null || info.HasResult)
{
continue;
}
if (info.LookupItems == null)
{
_connector.AddWarningLog(LocalizedStrings.Str2142Params, info.Subscription.SubscriptionMessage);
continue;
}
info.LookupItems.AddRange(items.Cast <object>());
subscriptions.Add(info.Subscription);
}
return(subscriptions);
}
private void TrySendToEmulator(ISubscriptionIdMessage message)
{
foreach (var id in message.GetSubscriptionIds())
{
if (_subscriptionIds.Contains(id))
{
SendToEmulator((Message)message);
break;
}
}
}
public IEnumerable <Subscription> GetSubscriptions(ISubscriptionIdMessage message)
{
var time = message is IServerTimeMessage timeMsg ? timeMsg.ServerTime : (DateTimeOffset?)null;
foreach (var id in message.GetSubscriptionIds())
{
var subscription = TryGetSubscription(id, true, false, time);
if (subscription != null)
{
yield return(subscription);
}
}
}
private bool CanStore(ISubscriptionIdMessage message)
{
if (!Enabled)
{
return(false);
}
if (!FilterSubscription)
{
return(true);
}
return(message.GetSubscriptionIds().Any(_subscriptionsById.Contains));
}
private void ApplySubscriptionIds(ISubscriptionIdMessage message, ChildSubscription child)
{
var ids = message.GetSubscriptionIds();
var initialId = child.Parent.Origin.TransactionId;
var newIds = child.Subscribers.CachedKeys.Concat(child.Parent.Alls.CachedKeys);
if (ids.Length == 1 && ids[0] == initialId)
{
message.SetSubscriptionIds(newIds);
}
else
{
message.SetSubscriptionIds(ids.Where(id => id != initialId).Concat(newIds).ToArray());
}
}
private bool RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt)
{
var anyOnline = false;
foreach (var subscription in _subscriptionManager.GetSubscriptions(message))
{
if (!anyOnline && subscription.State == SubscriptionStates.Online)
{
anyOnline = true;
}
evt?.Invoke(subscription, entity);
}
return(anyOnline);
}
private void RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt)
{
if (evt == null)
{
return;
}
foreach (var id in message.GetSubscriptionIds())
{
if (!_subscriptions.TryGetValue(id, out var subscription))
{
continue;
}
evt(subscription, entity);
}
}
private void RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt)
{
if (evt == null)
{
return;
}
foreach (var id in message.GetSubscriptionIds())
{
var subscription = TryGetSubscription(id);
if (subscription != null)
{
evt(subscription, entity);
}
}
}
private void ApplyTransactionalSubscriptionIds <TMessage>(ISubscriptionIdMessage message, Dictionary <long, SubscriptionInfo <TMessage> > lookupSubscribers)
where TMessage : Message, ISubscriptionIdMessage
{
lock (_sync)
{
if (message.OriginalTransactionId > 0 && lookupSubscribers.ContainsKey(message.OriginalTransactionId))
{
message.SubscriptionId = message.OriginalTransactionId;
}
if (_pfLookupSubscribers.Count == 0)
{
return;
}
message.SubscriptionIds = lookupSubscribers.First().Value.Subscribers.Cache;
}
}
private void RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt)
{
if (evt == null)
{
return;
}
var time = message is IServerTimeMessage timeMsg ? timeMsg.ServerTime : (DateTimeOffset?)null;
foreach (var id in message.GetSubscriptionIds())
{
var subscription = _subscriptionManager.TryGetSubscription(id, false, time);
if (subscription != null)
{
evt(subscription, entity);
}
}
}
public void ProcessLookupResponse(ISubscriptionIdMessage message, object item)
{
foreach (var id in message.GetSubscriptionIds())
{
var info = TryGetInfo(id, false);
if (info == null)
{
continue;
}
if (info.Lookup == null)
{
_connector.AddWarningLog(LocalizedStrings.Str2142Params, info.Subscription.SubscriptionMessage);
continue;
}
info.Lookup.Items.Add(item);
}
}
public void ProcessLookupResponse <T>(ISubscriptionIdMessage message, T[] items)
{
foreach (var id in message.GetSubscriptionIds())
{
var info = TryGetInfo(id, false);
if (info == null || info.HasResult)
{
continue;
}
if (info.LookupItems == null)
{
_connector.AddWarningLog(LocalizedStrings.Str2142Params, info.Subscription.SubscriptionMessage);
continue;
}
info.LookupItems.AddRange(items.Cast <object>());
}
}
private void ApplySubscriptionIds(ISubscriptionIdMessage subscrMsg, ParentSubscription parent, long[] newIds)
{
var ids = subscrMsg.GetSubscriptionIds();
var initialId = parent.Origin.TransactionId;
newIds = newIds.Concat(parent.Alls.CachedKeys);
if (subscrMsg is ISecurityIdMessage secIdMsg && parent.NonAlls.TryGetValue(secIdMsg.SecurityId, out var set))
{
newIds = newIds.Concat(set.Cache);
}
if (ids.Length == 1 && ids[0] == initialId)
{
subscrMsg.SetSubscriptionIds(newIds);
}
else
{
subscrMsg.SetSubscriptionIds(ids.Where(id => id != initialId).Concat(newIds).ToArray());
}
}
private bool?RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt)
{
return(RaiseReceived(entity, message, evt, out _));
}
private void ApplySubscriptionIds(ISubscriptionIdMessage subscrMsg, ChildSubscription child)
{
ApplySubscriptionIds(subscrMsg, child.Parent, child.Subscribers.CachedKeys);
}
public IEnumerable <Subscription> ProcessLookupResponse <T>(ISubscriptionIdMessage message, T item)
{
return(ProcessLookupResponse(message, new[] { item }));
}
public void ProcessLookupResponse <T>(ISubscriptionIdMessage message, T item)
{
ProcessLookupResponse(message, new[] { item });
}
private bool?RaiseReceived <TEntity>(TEntity entity, ISubscriptionIdMessage message, Action <Subscription, TEntity> evt, out bool?anyCanOnline)
{
return(RaiseReceived(entity, _subscriptionManager.GetSubscriptions(message), evt, out anyCanOnline));
}
private void ApplySubscriptionIds(ISubscriptionIdMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
long originTransId;
switch (message)
{
case CandleMessage candleMsg:
originTransId = candleMsg.OriginalTransactionId;
break;
case ExecutionMessage execMsg:
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Tick:
case ExecutionTypes.OrderLog:
originTransId = execMsg.OriginalTransactionId;
break;
default:
ApplyTransactionalSubscriptionIds(execMsg, _orderStatusSubscribers);
return;
}
break;
case NewsMessage newsMsg:
originTransId = newsMsg.OriginalTransactionId;
break;
case BoardMessage boardStateMsg:
originTransId = boardStateMsg.OriginalTransactionId;
break;
case BoardStateMessage boardStateMsg:
originTransId = boardStateMsg.OriginalTransactionId;
break;
case PortfolioMessage _:
case BasePositionChangeMessage _:
ApplyTransactionalSubscriptionIds(message, _pfLookupSubscribers);
return;
default:
throw new ArgumentOutOfRangeException(nameof(message), message.ToString());
}
lock (_sync)
{
if (!_mdSubscribersById.TryGetValue(originTransId, out var info))
{
return;
}
//if (info.Message.TransactionId == originTransId && info.Subscribers.Count > 1)
message.SubscriptionIds = info.Subscribers.Cache;
}
}