/// <summary>
/// Add inner market data storage.
/// </summary>
/// <param name="storage"></param>
public void AddStorage(IMarketDataStorage storage)
{
if (storage == null)
{
throw new ArgumentNullException(nameof(storage));
}
_isChanged = true;
_actions.Add(Tuple.Create(storage, true));
_syncRoot.PulseSignal();
}
public void Pulse()
{
_syncRoot.PulseSignal();
}
private void OnLoad()
{
try
{
var messageTypes = new[] { MessageTypes.Time, ExtendedMessageTypes.Clearing };
var token = _cancellationToken.Token;
while (!token.IsCancellationRequested)
{
_syncRoot.WaitSignal();
_messageQueue.Clear();
_isInitialized = true;
_isChanged = false;
_moveNextSyncRoot.PulseSignal();
foreach (var action in _actions.CopyAndClear())
{
if (action.Item2)
{
_basketStorage.InnerStorages.Add(action.Item1);
}
else
{
_basketStorage.InnerStorages.Remove(action.Item1);
}
}
var boards = Boards.ToArray();
var loadDate = _currentTime != DateTimeOffset.MinValue ? _currentTime : StartDate;
while (loadDate.Date <= StopDate.Date && !_isChanged && !token.IsCancellationRequested)
{
if (boards.Length == 0 || boards.Any(b => b.IsTradeDate(loadDate, true)))
{
this.AddInfoLog("Loading {0}", loadDate.Date);
using (var enumerator = _basketStorage.Load(loadDate.UtcDateTime.Date))
{
// storage for the specified date contains only time messages and clearing events
var noData = !enumerator.DataTypes.Except(messageTypes).Any();
if (noData)
{
EnqueueMessages(loadDate, token, GetSimpleTimeLine(loadDate).GetEnumerator());
}
else
{
EnqueueMessages(loadDate, token, enumerator);
}
}
}
loadDate = loadDate.Date.AddDays(1).ApplyTimeZone(loadDate.Offset);
}
if (!_isChanged)
{
EnqueueMessage(new LastMessage {
LocalTime = StopDate
});
}
_isInitialized = false;
}
}
catch (Exception ex)
{
EnqueueMessage(ex.ToErrorMessage());
EnqueueMessage(new LastMessage {
IsError = true
});
}
}
