/// <summary>
        ///
        /// </summary>
        public static DataSubscriptionInfo Combine(DataSubscriptionInfo info, bool subscribeCombine, DataSubscriptionInfo otherInfo)
        {
            if (subscribeCombine)
            {// Combination mode.
                info._tickSubscription  = info._tickSubscription || otherInfo._tickSubscription;
                info._quoteSubscription = info._quoteSubscription || otherInfo._quoteSubscription;
                info._dataBarSubscriptions.AddRange(otherInfo._dataBarSubscriptions);
            }
            else
            {// Substraction mode.
                info._tickSubscription  = info._tickSubscription && info._tickSubscription == false;
                info._quoteSubscription = info._quoteSubscription && info._quoteSubscription == false;
                info._dataBarSubscriptions.RemoveRange(otherInfo._dataBarSubscriptions);
            }

            return(info);
        }
 public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
 {
 }
 public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo subscription)
 {
     return _sourceDataDelivery.SubscribeToData(session, subscribe, subscription);
 }
        /// <summary>
        /// 
        /// </summary>
        public static DataSubscriptionInfo Combine(DataSubscriptionInfo info, bool subscribeCombine, DataSubscriptionInfo otherInfo)
        {
            if (subscribeCombine)
            {// Combination mode.
                info._tickSubscription = info._tickSubscription || otherInfo._tickSubscription;
                info._quoteSubscription = info._quoteSubscription || otherInfo._quoteSubscription;
                info._dataBarSubscriptions.AddRange(otherInfo._dataBarSubscriptions);
            }
            else
            {// Substraction mode.
                info._tickSubscription = info._tickSubscription && info._tickSubscription == false;
                info._quoteSubscription = info._quoteSubscription && info._quoteSubscription == false;
                info._dataBarSubscriptions.RemoveRange(otherInfo._dataBarSubscriptions);
            }

            return info;
        }
 /// <summary>
 /// 
 /// </summary>
 public DataSubscriptionRequestMessage(DataSessionInfo sessionInfo, bool subscribe, DataSubscriptionInfo? info)
     : base(sessionInfo)
 {
     _information = info;
     _subscribe = subscribe;
 }
        /// <summary>
        /// 
        /// </summary>
        public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
        {
            SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");

            DataSourceStub dataSourceStub = DataSourceStub;
            if (dataSourceStub == null)
            {
                return;
            }

            CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
            if (combined == null)
            {
                SystemMonitor.OperationError("Update on not existing session.");
                return;
            }

            MBTradingConnectionManager manager = _manager;
            if (manager == null)
            {
                return;
            }

            DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
            if (combinedInfo.QuoteSubscription)
            {
                if (manager.Adapter != null)
                {
                    manager.Quotes.SubscribeSymbolSession(session.Symbol,
                        Commission.GenerateSymbolCommission(manager.Adapter, session.Symbol));
                }
                else
                {
                    SystemMonitor.OperationError("Failed to perform data subscription update, since manager adapter not assigned.");
                }

                GeneralHelper.FireAndForget(delegate()
                {// Run an async update of quotes.
                    string market;
                    Quote? quote = _manager.Quotes.GetSingleSymbolQuote(session.Symbol.Name, TimeSpan.FromSeconds(10), out market);
                    if (quote.HasValue)
                    {
                        DataSourceStub.UpdateQuote(session, quote, null);
                    }
                });
            }
            else
            {
                manager.Quotes.UnSubscribeSymbolSession(session.Symbol.Name);
            }
        }
        public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo info)
        {
            if (OperationalState != OperationalStateEnum.Operational)
            {
                return false;
            }

            DataSubscriptionRequestMessage request = new DataSubscriptionRequestMessage(session, subscribe, info);
            DataSessionResponceMessage responce = SendAndReceiveResponding<DataSessionResponceMessage>(SourceTransportInfo, request);

            return responce != null && responce.OperationResult;
        }
        /// <summary>
        /// 
        /// </summary>
        public void HandleRequest(TransportInfo transportInfo, bool subscribe, DataSubscriptionInfo? info)
        {
            if (transportInfo.OriginalSenderId.HasValue == false)
            {
                SystemMonitor.Error("Original sender not available in transport info.");
                return;
            }

            lock (this)
            {
                if (info.HasValue == false)
                {
                    _subscriptions.Remove(transportInfo.OriginalSenderId.Value);
                }
                else
                {
                    if (_subscriptions.ContainsKey(transportInfo.OriginalSenderId.Value))
                    {
                        _subscriptions[transportInfo.OriginalSenderId.Value] = new KeyValuePair<TransportInfo,DataSubscriptionInfo>(transportInfo,
                            DataSubscriptionInfo.Combine(_subscriptions[transportInfo.OriginalSenderId.Value].Value, subscribe, info.Value));
                    }
                    else
                    {
                        _subscriptions[transportInfo.OriginalSenderId.Value] = new KeyValuePair<TransportInfo, DataSubscriptionInfo>(transportInfo, info.Value);
                    }
                }
            }
        }
예제 #9
0
        /// <summary>
        /// 
        /// </summary>
        public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo? info)
        {
            SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");

            DataSourceStub dataSourceStub = _dataSourceStub;
            if (dataSourceStub == null)
            {
                return;
            }

            CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
            if (combined == null)
            {
                SystemMonitor.OperationError("Update on not existing session.");
                return;
            }

            DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
            if (combinedInfo.QuoteSubscription)
            {
                if (!_subscribedSymbols.ContainsKey(session.Symbol.Name))
                {
                    _subscribedSymbols.Add(session.Symbol.Name, session.Symbol);
                }
            }
            else
            {
                if (_subscribedSymbols.ContainsKey(session.Symbol.Name))
                {
                    _subscribedSymbols.Remove(session.Symbol.Name);
                }
            }
        }
 /// <summary>
 /// 
 /// </summary>
 public bool SubscribeToData(DataSessionInfo session, bool subscribe, DataSubscriptionInfo subscription)
 {
     return true;
 }