/// <summary>
/// Обработчик события получения списка счетов
/// </summary>
private void AccountResolved(AdapterEventArgs <AccountsReport> args)
{
args.MarkHandled();
// Инициализируем счета
if (args.Message.brokerage != null)
{
using (accountsLock.WriteLock())
{
foreach (
var account in
from brokerage in args.Message.brokerage
from ss in brokerage.sales_series
from account in ss.account
select account)
{
Logger.Debug().PrintFormat("Account resolved: {0};{1};{2}", account.brokerage_account_id, account.account_id, account.name);
AddAccount(account.name);
accountCodesById[account.account_id] = account.name;
accountIdsByCode[account.name] = account.account_id;
}
}
OnMessageReceived(
new InitResponseMessage
{
OrderRouters = new Dictionary <string, string[]>
{
{ ServiceCode, AvailableAccounts.ToArray() }
}
});
}
// Подписываемся на счета
var subscription = new TradeSubscription
{
publication_type = (uint)TradeSubscription.PublicationType.ALL_AUTHORIZED,
subscription_scope =
{
(uint)TradeSubscription.SubscriptionScope.ORDERS,
(uint)TradeSubscription.SubscriptionScope.POSITIONS,
(uint)TradeSubscription.SubscriptionScope.COLLATERAL
},
subscribe = true,
id = adapter.GetNextRequestId()
};
adapter.SendMessage(subscription);
}
/// <summary>
/// Получить исторические данные
/// </summary>
/// <param name="consumer">
/// Потребитель исторических данных
/// </param>
/// <param name="instrument">
/// Инструмент
/// </param>
/// <param name="begin">
/// Начало диапазона
/// </param>
/// <param name="end">
/// Конец диапазона
/// </param>
/// <param name="span">
/// Интервал свечей для исторических данных
/// </param>
/// <param name="cancellationToken">
/// Токен отмены
/// </param>
/// <returns>
/// Исторические данные
/// </returns>
/// <remarks>
/// Провайдер вправе переопределить параметры исторических графиков - диапазон, интервал,
/// если он не в состоянии предоставить запрошенные данные.
/// </remarks>
/// <exception cref="NoHistoryDataException">
/// Бросается, если исторические данные за указанный период недоступны
/// </exception>
public async Task GetHistoryDataAsync(
IHistoryDataConsumer consumer,
Instrument instrument,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
CancellationToken cancellationToken = new CancellationToken())
{
var message =
await PrepareTimeBarRequestAsync(instrument, begin, end, span, TimeBarRequest.RequestType.GET);
if (message == null)
{
throw new ArgumentException($"Unable to resolve instrument {instrument}");
}
var request = new HistoryDataRequest(this, consumer, instrument, begin, end, span, message);
using (requestsLock.Lock())
{
requests[message.request_id] = request;
}
CQGCAdapter.Log.Debug().Print(
"Requesting history data block",
LogFields.RequestId(message.request_id),
LogFields.ContractId(message.time_bar_parameters.contract_id));
adapter.SendMessage(message);
// Поддержка отмены запроса
cancellationToken.RegisterSafe(() => request.TrySetCanceled());
var data = await request.Task;
consumer.Update(data, HistoryDataUpdateType.Batch);
}
private void SendBatchRequest()
{
List <InformationRequest> requests;
using (requestBatchLock.Lock())
{
if (requestBatch.Count == 0)
{
return;
}
requests = requestBatch.ToList();
requestBatch.Clear();
}
adapter.SendMessage(requests);
}
private void SendBatchRequest()
{
List <MarketDataSubscription> requests;
using (requestBatchLock.Lock())
{
if (requestBatch.Count == 0)
{
return;
}
requests = requestBatch.ToList();
requestBatch.Clear();
}
adapter.SendMessage(requests);
}
