/// <summary>
///
/// </summary>
/// <param name="period"></param>
/// <returns></returns>
public bool ObtainDataBarProvider(TimeSpan period)
{
lock (this)
{
RuntimeDataSessionInformation sessionInfo = _dataDelivery.GetSymbolRuntimeSessionInformation(SessionInfo.Symbol);
if (sessionInfo == null)
{
SystemMonitor.OperationError("Failed to retrieve runtime session information for symbol [" + SessionInfo.Symbol.Name + "].");
return(false);
}
if (false == sessionInfo.AvailableDataBarPeriods.Contains(period))
{
SystemMonitor.OperationError("Period not available for data bar provider creation.");
return(false);
}
}
IDataBarHistoryProvider provider;
lock (this)
{
if (_dataBarProviders.ContainsKey(period))
{
SystemMonitor.OperationError("Period data bar already created.");
return(false);
}
provider = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId,
_sessionInfo.Symbol, period);
_dataBarProviders.Add(period, provider);
}
if (_dataBarProvider == null)
{
SetCurrentDataBarProvider(period);
}
if (DataBarProviderCreatedEvent != null)
{
DataBarProviderCreatedEvent(this, provider);
}
return(true);
}
/// <summary>
///
/// </summary>
bool GetProviders(Symbol symbol, out IQuoteProvider quotes, out IDataBarHistoryProvider bars)
{
quotes = _manager.ObtainQuoteProvider(_dataDelivery.SourceId, symbol);
RuntimeDataSessionInformation sessionInformation = _dataDelivery.GetSymbolRuntimeSessionInformation(symbol);
if (sessionInformation.AvailableDataBarPeriods == null || sessionInformation.AvailableDataBarPeriods.Count == 0)
{
quotes = null;
bars = null;
SystemMonitor.OperationError("Can not close order since no suitable data provider sessions found.");
return(false);
}
bars = _manager.ObtainDataBarHistoryProvider(_dataDelivery.SourceId, symbol, sessionInformation.AvailableDataBarPeriods[0]);
if (quotes == null || quotes.Ask.HasValue == false || bars == null)
{
return(false);
}
return(true);
}
