/// <summary>
/// Create time event subscription.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="eventType">Type of event to create.</param>
/// <param name="time">Unix time stamp (the number of milliseconds from 1.1.1970)</param>
/// <param name="eventSubscriptionFlags">event subscription flags</param>
/// <param name="listener">Event listener.</param>
/// <exception cref="ArgumentException">One of passed parameters is not valid.</exception>
/// <exception cref="DxException"></exception>
public NativeSubscription(NativeConnection connection, EventType eventType, long time, EventSubscriptionFlag eventSubscriptionFlags, IDxEventListener listener)
{
if (listener == null)
{
throw new ArgumentNullException(nameof(listener));
}
connectionPtr = connection.Handler;
this.eventType = eventType;
eventListener = listener;
if (eventSubscriptionFlags == EventSubscriptionFlag.Default)
{
C.CheckOk(C.Instance.dxf_create_subscription_timed(connectionPtr, eventType, time,
out subscriptionPtr));
}
else
{
C.CheckOk(C.Instance.dxf_create_subscription_timed_with_flags(connectionPtr, eventType, time,
eventSubscriptionFlags,
out subscriptionPtr));
}
try
{
C.CheckOk(C.Instance.dxf_attach_event_listener_v2(subscriptionPtr, callback = OnEvent, IntPtr.Zero));
}
catch (DxException)
{
C.Instance.dxf_close_subscription(subscriptionPtr);
throw;
}
}
/// <summary>
/// Create Candle event subscription.
/// For rest events use another constructor.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="time">Date time in the past.</param>
/// <param name="eventSubscriptionFlags">event subscription flags</param>
/// <param name="listener">Candle event listener.</param>
/// <exception cref="ArgumentException">One of passed parameters is not valid.</exception>
/// <exception cref="DxException"></exception>
public NativeSubscription(NativeConnection connection, DateTime?time, EventSubscriptionFlag eventSubscriptionFlags, IDxCandleListener listener)
{
if (listener == null)
{
throw new ArgumentNullException(nameof(listener));
}
connectionPtr = connection.Handler;
eventType = EventType.Candle;
eventListener = listener;
var unixTimestamp = time == null ? 0 : Tools.DateToUnixTime((DateTime)time);
C.CheckOk(eventSubscriptionFlags == EventSubscriptionFlag.Default
? C.Instance.dxf_create_subscription_timed(connectionPtr, eventType, unixTimestamp, out subscriptionPtr)
: C.Instance.dxf_create_subscription_timed_with_flags(connectionPtr, eventType, unixTimestamp,
eventSubscriptionFlags, out subscriptionPtr));
try
{
C.CheckOk(C.Instance.dxf_attach_event_listener_v2(subscriptionPtr, callback = OnEvent, IntPtr.Zero));
}
catch (DxException)
{
C.Instance.dxf_close_subscription(subscriptionPtr);
throw;
}
}
/// <summary>
/// Creates the new regional book instance
/// </summary>
/// <remarks>
/// Don't call this constructor inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="connection">The current connection</param>
/// <param name="symbol">The book symbol</param>
/// <param name="bookListener">The book listener implementation</param>
/// <param name="quoteListener">The quote listener implementation</param>
/// <exception cref="ArgumentException"></exception>
public NativeRegionalBook(NativeConnection connection, string symbol, IDxRegionalBookListener bookListener,
IDxQuoteListener quoteListener)
{
if (string.IsNullOrWhiteSpace(symbol))
{
throw new ArgumentException("Invalid symbol parameter.");
}
this.bookListener = bookListener;
this.quoteListener = quoteListener;
if (bookListener == null && quoteListener == null)
{
return;
}
C.CheckOk(C.Instance.dxf_create_regional_book(connection.Handle, symbol, out bookHandle));
try
{
if (this.bookListener != null)
{
C.CheckOk(C.Instance.dxf_attach_regional_book_listener(bookHandle, nativeBookListener = OnBook, IntPtr.Zero));
}
if (this.quoteListener != null)
{
C.CheckOk(C.Instance.dxf_attach_regional_book_listener_v2(bookHandle, nativeQuoteListener = OnQuote, IntPtr.Zero));
}
}
catch (DxException)
{
C.Instance.dxf_close_regional_book(bookHandle);
throw;
}
}
/// <summary>
/// Creates the new native order subscription on snapshot with incremental updates.
/// </summary>
/// <remarks>
/// Don't call this constructor inside any listeners and callbacks of NativeSubscription, NativeConnection,
/// NativeRegionalBook, NativeSnapshotSubscription classes
/// </remarks>
/// <param name="connection">Native connection pointer.</param>
/// <param name="listener">Snapshot or update events listener.</param>
/// <exception cref="ArgumentNullException">Listener is invalid.</exception>
public NativeSnapshotSubscription(NativeConnection connection, IDxIncOrderSnapshotListener listener)
{
if (listener == null)
{
throw new ArgumentNullException(nameof(listener));
}
connectionPtr = connection.Handle;
this.listener = listener;
this.time = 0;
this.connection = connection;
}
/// <summary>
/// Creates new native order or candle subscription on snapshot.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="time">Milliseconds time in the past.</param>
/// <param name="listener">Snapshot events listener.</param>
/// <exception cref="ArgumentNullException">Listener is invalid.</exception>
public NativeSnapshotSubscription(NativeConnection connection, long time,
IDxSnapshotListener listener)
{
if (listener == null)
{
throw new ArgumentNullException("listener");
}
connectionPtr = connection.Handler;
this.listener = listener;
this.time = time;
this.connection = connection;
}
public void Dispose()
{
if (connection != null)
{
connection.RemoveSubscription(this);
connection = null;
}
if (subscriptionPtr == IntPtr.Zero)
{
return;
}
C.CheckOk(C.Instance.dxf_close_subscription(subscriptionPtr));
subscriptionPtr = IntPtr.Zero;
}
/// <summary>
/// Creates new native snapshot subscription with specified event type.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="eventType">Single event type.</param>
/// <param name="time">Milliseconds time in the past.</param>
/// <param name="listener">Snapshot events listener.</param>
/// <exception cref="ArgumentNullException">Listener is invalid.</exception>
public NativeSnapshotSubscription(NativeConnection connection, EventType eventType,
long time, IDxSnapshotListener listener)
{
if (listener == null)
{
throw new ArgumentNullException("listener");
}
if ((eventType & (eventType - 1)) > 0)
{
throw new ArgumentException("Only one event type is allowed for snapshot.");
}
connectionPtr = connection.Handler;
this.eventType = eventType;
this.listener = listener;
this.time = time;
}
/// <summary>
/// Dispose native snapshot subscription
/// </summary>
/// <exception cref="NativeDxSubscription"></exception>
public void Dispose()
{
if (connection != null)
{
connection.RemoveSubscription(this);
connection = null;
}
if (snapshotPtr == InvalidSnapshot)
{
return;
}
C.CheckOk(C.Instance.dxf_close_snapshot(snapshotPtr));
snapshotPtr = InvalidSnapshot;
eventType = EventType.None;
}
private bool disposedValue = false; // To detect redundant calls
/// <summary>
/// This code added to correctly implement the disposable pattern.
/// </summary>
protected virtual void Dispose(bool disposing)
{
if (connection != null)
{
connection.RemoveSubscription(this);
connection = null;
}
if (disposedValue)
{
return;
}
if (disposing)
{
if (subscription != null)
{
subscription.Dispose();
subscription = null;
}
}
disposedValue = true;
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="connection">IDxConnection connection</param>
/// <param name="listener">OrderView listener</param>
public OrderViewSubscription(NativeConnection connection, IDxOrderViewListener listener)
{
this.connection = connection;
this.listener = listener;
}
/// <summary>
/// Create event subscription.
/// </summary>
/// <param name="connection">native connection pointer</param>
/// <param name="eventType">type of event to create</param>
/// <param name="listener">event listener</param>
/// <exception cref="ArgumentException">One of passed parameters is not valid.</exception>
/// <exception cref="DxException"></exception>
public NativeSubscription(NativeConnection connection, EventType eventType, IDxEventListener listener) :
this(connection, eventType, EventSubscriptionFlag.Default, listener)
{
}
/// <summary>
/// Create Candle event subscription.
/// For rest events use another constructor.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="time">Date time in the past.</param>
/// <param name="listener">Candle event listener.</param>
/// <exception cref="ArgumentException">One of passed parameters is not valid.</exception>
/// <exception cref="DxException"></exception>
public NativeSubscription(NativeConnection connection, DateTime?time, IDxCandleListener listener) :
this(connection, time, EventSubscriptionFlag.Default, listener)
{
}
/// <summary>
/// Create time event subscription.
/// </summary>
/// <param name="connection">Native connection pointer.</param>
/// <param name="eventType">Type of event to create.</param>
/// <param name="time">Time to getting events from.</param>
/// <param name="listener">Event listener.</param>
/// <exception cref="ArgumentException">One of passed parameters is not valid.</exception>
/// <exception cref="DxException"></exception>
public NativeSubscription(NativeConnection connection, EventType eventType, DateTime time, IDxEventListener listener) :
this(connection, eventType, Tools.DateToUnixTime(time), listener)
{
}