private void RaiseMarketDataSubscriptionFinished(SubscriptionFinishedMessage message, Subscription subscription)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
var securityId = subscription.SecurityId;
this.AddDebugLog(LocalizedStrings.SubscriptionFinished, securityId, message);
MarketDataSubscriptionFinished?.Invoke(TryGetSecurity(securityId), message);
RaiseSubscriptionStopped(subscription, null);
if (subscription.CandleSeries != null)
{
RaiseCandleSeriesStopped(subscription.CandleSeries);
}
}
private void RaiseMarketDataUnexpectedCancelled(MarketDataMessage message, Exception error, Subscription subscription)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (error == null)
{
throw new ArgumentNullException(nameof(error));
}
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
var securityId = subscription.SecurityId;
this.AddErrorLog(LocalizedStrings.SubscriptionUnexpectedCancelled, securityId, message.DataType2, error.Message);
MarketDataUnexpectedCancelled?.Invoke(TryGetSecurity(securityId), message, error);
RaiseSubscriptionStopped(subscription, error);
if (subscription.CandleSeries != null)
{
RaiseCandleSeriesStopped(subscription.CandleSeries);
}
}
private void RaiseMarketDataUnSubscriptionFailed(MarketDataMessage origin, SubscriptionResponseMessage reply, Subscription subscription)
{
if (origin == null)
{
throw new ArgumentNullException(nameof(origin));
}
if (reply == null)
{
throw new ArgumentNullException(nameof(reply));
}
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
var securityId = subscription.SecurityId;
var error = reply.Error ?? new NotSupportedException();
this.AddErrorLog(LocalizedStrings.UnSubscribedError, securityId, origin.DataType2, error.Message);
var security = TryGetSecurity(securityId);
MarketDataUnSubscriptionFailed?.Invoke(security, origin, error);
MarketDataUnSubscriptionFailed2?.Invoke(security, origin, reply);
RaiseSubscriptionFailed(subscription, error, false);
}
private void RaiseMarketDataUnSubscriptionSucceeded(MarketDataMessage message, Subscription subscription)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
var securityId = subscription.SecurityId;
var msg = LocalizedStrings.UnSubscribedOk.Put(securityId, message.DataType2);
if (message.From != null && message.To != null)
{
msg += LocalizedStrings.Str691Params.Put(message.From.Value, message.To.Value);
}
this.AddDebugLog(msg + ".");
MarketDataUnSubscriptionSucceeded?.Invoke(TryGetSecurity(securityId), message);
RaiseSubscriptionStopped(subscription, null);
if (subscription.CandleSeries != null)
{
RaiseCandleSeriesStopped(subscription.CandleSeries);
}
}
private void RaiseMarketDataSubscriptionFailed(MarketDataMessage origin, SubscriptionResponseMessage reply, Subscription subscription)
{
if (origin == null)
{
throw new ArgumentNullException(nameof(origin));
}
if (reply == null)
{
throw new ArgumentNullException(nameof(reply));
}
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
var securityId = subscription.SecurityId;
var error = reply.Error ?? new NotSupportedException(LocalizedStrings.SubscriptionNotSupported.Put(origin));
if (reply.IsNotSupported())
{
this.AddWarningLog(LocalizedStrings.SubscriptionNotSupported, origin);
}
else
{
this.AddErrorLog(LocalizedStrings.SubscribedError, securityId, origin.DataType2, error.Message);
}
var security = TryGetSecurity(securityId);
MarketDataSubscriptionFailed?.Invoke(security, origin, error);
MarketDataSubscriptionFailed2?.Invoke(security, origin, reply);
RaiseSubscriptionFailed(subscription, error, true);
if (subscription.CandleSeries != null)
{
RaiseCandleSeriesError(subscription.CandleSeries, reply);
}
}
private void RaiseLevel1Received(Subscription subscription, Level1ChangeMessage message)
{
Level1Received?.Invoke(subscription, message);
RaiseSubscriptionReceived(subscription, message);
}
private void RaiseSubscriptionReceived(Subscription subscription, Message message)
{
SubscriptionReceived?.Invoke(subscription, message);
}
