} //ProcessHubRequestInstruments()
//
//
//
// *************************************************************************
// **** Process Hub Request Instruments() ****
// *************************************************************************
private void ProcessHubRequestInstrumentPrice(Misty.Lib.MarketHubs.MarketHubRequest request)
{
if (request.Data == null || request.Data.Count < 1)
{
return;
}
foreach (object dataObj in request.Data)
{
Type dataType = dataObj.GetType();
if (dataType == typeof(InstrumentName))
{
InstrumentName instr = (InstrumentName)dataObj;
InstrumentDetails details;
lock (m_InstrumentLock)
{
if (m_InstrumentDetails.TryGetValue(instr, out details))
{ // found desired instrument.
if (m_InstrumentMarkets.ContainsKey(instr))
{ // We have already subscribed to this instrument.
Log.NewEntry(LogLevel.Minor, "ProcessHubRequestInstrumentPrice: We already have a subscription to {0}. Ignore request {1}.", instr.SeriesName, request.ToString());
}
else
{ // We do not have a subscription to this instrument.
TryCreateNewBook(instr); // m_InstrumentDetails[instr].Key.MarketKey.Name);
m_PriceListener.SubscribeTo(details.Key, new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket));
}
}
else
{ // The user has not previously request info about this Product family.
//Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Failed to locate TT version of {0} for request {1}.", instr.SeriesName, request.ToString());
}
}
}
else if (dataType == typeof(InstrumentKey))
{
InstrumentKey instrKey = (InstrumentKey)dataObj;
lock (m_InstrumentLock)
{
bool isFoundInstrument = false;
InstrumentName instrName = new MistyProds.InstrumentName();
foreach (InstrumentName i in m_InstrumentDetails.Keys)
{
if (m_InstrumentDetails[i].Key.Equals(instrKey))
{
instrName = i;
isFoundInstrument = true;
break;
}
}
if (!isFoundInstrument)
{ // Unknown instrument.
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Price subscription request with unknown instrKey = {0}", instrKey.ToString());
}
else
{ // We actually know this instrument.
if (!m_InstrumentMarkets.ContainsKey(instrName))
{
TryCreateNewBook(instrName); //, m_InstrumentDetails[instrName].Key.MarketKey.Name);
m_PriceListener.SubscribeTo(instrKey, new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket));
}
}
}
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Failed to recognize data object {0} for request {1}.", dataType.Name, request.ToString());
}
} //next data
} // ProcessHubRequestInstrumentPrice()
}// ProcessHubRequestProducts().
//
//
// *************************************************************************
// **** Process Hub Request Instruments() ****
// *************************************************************************
/// <summary>
/// Process users request for a list of Misty Instruments associated with a collection
/// of user-provided Misty Products.
/// </summary>
private void ProcessHubRequestInstruments(Misty.Lib.MarketHubs.MarketHubRequest request)
{
if (request.Data == null || request.Data.Count < 1)
{
return;
}
foreach (object o in request.Data)
{
Type dataType = o.GetType();
if (dataType == typeof(Misty.Lib.Products.Product))
{ // User has provided a Product object.
Misty.Lib.Products.Product mistyProduct = (Misty.Lib.Products.Product)o;
Product ttProduct = null;
lock (m_ProductMapLock)
{
ProductKey productKey;
if (m_ProductMap.TryGetValue(mistyProduct, out productKey))
{
ttProduct = m_Products[productKey];
}
}
if (ttProduct != null)
{
m_PriceListener.SubscribeTo(ttProduct); // we have this product in our lists.
}
else
{ // User has given us a one-off specific product.
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstruments: Failed to find Product {0}.", mistyProduct.ToString());
}
}
else if (dataType == typeof(InstrumentName))
{
InstrumentName instrumentName = (InstrumentName)o;
InstrumentDetails details;
lock (m_InstrumentLock)
{
if (!m_InstrumentDetails.TryGetValue(instrumentName, out details))
{ // Could not find desired instrument in our list of details. Try to request it.
}
}
}
else if (dataType == typeof(InstrumentKey))
{
InstrumentKey instrKey = (InstrumentKey)o;
lock (m_InstrumentLock)
{
bool isFound = false;
foreach (InstrumentDetails detail in m_InstrumentDetails.Values)
{
if (detail.Key == instrKey)
{
isFound = true;
break;
}
}
if (!isFound)
{
m_PriceListener.SubscribeTo(instrKey);
}
}
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstruments: Failed to recognize type of Data {0} in {1}.", dataType.Name, request.ToString());
}
} //next data
} //ProcessHubRequestInstruments()