public Subscription(string security, string fields, string options, CorrelationID correlationID)
{
if (security == null || security.Length <= 0 || security.IndexOf(TOPIC_OPTIONS_SEPARATOR) >= 0)
{
throw new ArgumentNullException("Invalid security: " + security);
}
if (options == null)
{
options = "";
}
if (fields == null)
{
fields = "";
}
if (fields.IndexOf(OPTIONS_SEPARATOR) >= 0)
{
throw new ArgumentException("Invalid fields: " + fields);
}
if (correlationID == null)
{
correlationID = new CorrelationID();
}
StringBuilder stringBuilder = new StringBuilder(security.Length + fields.Length + options.Length);
stringBuilder.Append(security);
bool flag = fields.Length > 0;
bool flag2 = options.Length > 0;
if (flag || flag2)
{
stringBuilder.Append(TOPIC_OPTIONS_SEPARATOR);
if (flag)
{
stringBuilder.Append(FIELDS_OPTION);
stringBuilder.Append(fields);
}
if (flag && flag2)
{
stringBuilder.Append(OPTIONS_SEPARATOR);
}
if (flag2)
{
stringBuilder.Append(options);
}
}
this.d_subscriptionString = stringBuilder.ToString();
this.d_correlationId = correlationID;
this._security = security;
this._fields = new List <string>(fields.Split(FIELDS_SEPARATOR).Select(s => Subscription.CheckField(s)));
this._conflationInterval = this.ReadConflationInterval(new List <string>(options.Split(FIELDS_SEPARATOR)));
}
public CorrelationID SendRequest(Request request, CorrelationID correlationId)
{
if (request is HistoricalDataRequest.HistoricRequest)
{
if (!((HistoricalDataRequest.HistoricRequest)request).DtStart.HasValue)
{
throw new ArgumentException("Historic requests must have start dates");
}
}
request.correlationId = correlationId;
this._sentRequests.Enqueue(request);
return(correlationId);
}
public Subscription(string subscriptionString, CorrelationID correlationID, bool isResolved)
{
if (subscriptionString == null || correlationID == null)
{
throw new ArgumentNullException();
}
if (!Subscription.isValidSubscriptionString(subscriptionString))
{
throw new ArgumentException("An empty subscription string");
}
this.d_subscriptionString = subscriptionString;
this.d_correlationId = correlationID;
this.d_isResolved = isResolved;
//set security and fields
}
/*****************************************************************************
* Function : GenerateToken
* Description : This function generate token using SessionOptions.AuthenticationOptions
* information. Returns false on failure.
* Arguments : reference token string
* Returns : bool
*****************************************************************************/
private bool GenerateToken(out string token)
{
bool isTokenSuccess = false;
bool isRunning = false;
token = string.Empty;
CorrelationID tokenReqId = new CorrelationID(99);
EventQueue tokenEventQueue = new EventQueue();
d_session.GenerateToken(tokenReqId, tokenEventQueue);
while (!isRunning)
{
Event eventObj = tokenEventQueue.NextEvent();
if (eventObj.Type == Event.EventType.TOKEN_STATUS)
{
System.Console.WriteLine("processTokenEvents");
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.ToString());
if (msg.MessageType == TOKEN_SUCCESS)
{
token = msg.GetElementAsString("token");
isTokenSuccess = true;
isRunning = true;
break;
}
else if (msg.MessageType == TOKEN_FAILURE)
{
System.Console.WriteLine("Received : " + TOKEN_FAILURE.ToString());
isRunning = true;
break;
}
else
{
System.Console.WriteLine("Error while Token Generation");
isRunning = true;
break;
}
}
}
}
return(isTokenSuccess);
}
public void Cancel(CorrelationID corr)
{
lock (this._syncroot) //protect _subscriptions
{
for (int i = this._subscriptions.Count - 1; i >= 0; i--)
{
if (this._subscriptions[i].CorrelationID.Value == corr.Value && this._subscriptions[i].CorrelationID.IsInternal == corr.IsInternal)
{
MarketDataRequest.MarketEvent evtSubCancel = new MarketDataRequest.MarketEvent(Event.EventType.SUBSCRIPTION_STATUS, this._subscriptions[i]);
if (this._asyncHandler != null)
{
this._asyncHandler(evtSubCancel, this);
}
this._subscriptions.RemoveAt(i);
}
}
}
}
public override bool Equals(object obj)
{
if (this == obj)
{
return(true);
}
if (!(obj is CorrelationID))
{
return(false);
}
CorrelationID correlationID = (CorrelationID)obj;
if (this._corrType != correlationID._corrType)
{
return(false);
}
if (this.IsValue)
{
return(this._corrType == correlationID._corrType);
}
return(this._object.Equals(correlationID._object));
}
public Subscription(string security, IList <string> fields, IList <string> options, CorrelationID correlationID)
{
if (security == null || security.Length <= 0 || security.IndexOf(TOPIC_OPTIONS_SEPARATOR) >= 0)
{
throw new ArgumentNullException("Invalid security: " + security);
}
if (correlationID == null)
{
throw new ArgumentException("Null argument");
}
StringBuilder stringBuilder = new StringBuilder(64);
stringBuilder.Append(security);
bool hasFields = fields != null && fields.Count != 0;
bool hasOptions = options != null && options.Count != 0;
bool separatorsAppended = false;
if (hasFields)
{
foreach (string current in fields)
{
if (current != null && current.Length > 0)
{
if (!separatorsAppended)
{
stringBuilder.Append(TOPIC_OPTIONS_SEPARATOR);
stringBuilder.Append(FIELDS_OPTION);
separatorsAppended = true;
}
else
{
stringBuilder.Append(FIELDS_SEPARATOR);
}
stringBuilder.Append(current);
}
}
}
if (hasOptions)
{
foreach (string current2 in options)
{
if (current2 != null && current2.Length > 0)
{
if (!separatorsAppended)
{
stringBuilder.Append(TOPIC_OPTIONS_SEPARATOR);
separatorsAppended = true;
}
else
{
stringBuilder.Append(OPTIONS_SEPARATOR);
}
stringBuilder.Append(current2);
}
}
}
this.d_subscriptionString = stringBuilder.ToString();
this.d_correlationId = correlationID;
this._security = Subscription.CheckSecurity(security);
if (fields != null)
{
this._fields = new List <string>(fields.Select(s => Subscription.CheckField(s)));
}
if (options != null)
{
this._conflationInterval = this.ReadConflationInterval(options);
}
}
public Subscription(string security, IList <string> fields, CorrelationID correlationID) : this(security, fields, null, correlationID)
{
}
public Subscription(string security, string fields, CorrelationID correlationId) : this(security, fields, "", correlationId)
{
}
public Subscription(string subscriptionString, CorrelationID correlationID) : this(subscriptionString, correlationID, false)
{
}
internal Subscription(string subscriptionString, CorrelationID correlationID, Session.SubscriptionStatus status)
{
this.d_subscriptionString = subscriptionString;
this.d_correlationId = correlationID;
this.d_subscriptionStatus = status;
}
public void Unsubscribe(CorrelationID correlationId)
{
this.Cancel(correlationId);
}
public void OpenServiceAsync(string uri, CorrelationID correlationId)
{
this._sessionUri = SessionUriType.mktData;
this._sessionState = SessionStateType.serviceOpened;
this._asyncOpenCorrelation = correlationId;
}
public CorrelationID SendRequest(Request request, EventQueue eventQueue, CorrelationID correlationId)
{
eventQueue.Session = this;
return(this.SendRequest(request, correlationId));
}
public CorrelationID(CorrelationID value)
{
this._corrType = value._corrType;
this._value = value._value;
this._object = value._object;
}
protected Message(Name messageType, CorrelationID corr, Service service)
{
this._correlationId = corr;
this._messageType = messageType;
this._service = service;
}