private bool ProcessOutMarketDataMessage(MarketDataMessage message)
{
var secIdKey = IsSupportSubscriptionBySecurity ? message.SecurityId : default(SecurityId);
lock (_sync)
{
switch (message.DataType)
{
case MarketDataTypes.News:
{
var key = message.NewsId ?? string.Empty;
return(ProcessSubscriptionResult(_newsSubscribers, key, message));
}
case MarketDataTypes.CandleTimeFrame:
case MarketDataTypes.CandleRange:
case MarketDataTypes.CandlePnF:
case MarketDataTypes.CandleRenko:
case MarketDataTypes.CandleTick:
case MarketDataTypes.CandleVolume:
{
var key = Tuple.Create(message.DataType, secIdKey, message.Arg);
return(ProcessSubscriptionResult(_candleSubscribers, key, message));
}
default:
{
var key = message.CreateKey(secIdKey);
return(ProcessSubscriptionResult(_subscribers, key, message));
}
}
}
}
private void ProcessSubscriptionAction(IEnumerator <IMessageAdapter> enumerator, MarketDataMessage message, long originalTransactionId)
{
if (enumerator.MoveNext())
{
enumerator.Current.SendInMessage(message);
}
else
{
_subscriptionQueue.RemoveByValue(enumerator);
var key = _subscriptionKeys.TryGetValue(message.OriginalTransactionId);
if (key == null)
{
key = message.CreateKey();
}
else
{
_subscriptionKeys.Remove(originalTransactionId);
}
_subscriptionStates.Remove(key);
RaiseMarketDataMessage(null, originalTransactionId, new ArgumentException(LocalizedStrings.Str629Params.Put(key.Item1 + " " + key.Item2), nameof(message)), true);
}
}
private void ProcessInMarketDataMessage(MarketDataMessage message)
{
var sendIn = false;
MarketDataMessage sendOutMsg = null;
SubscriptionInfo info;
lock (_sync)
{
info = message.DataType == MarketDataTypes.News
? ProcessSubscription(_newsSubscribers, message.NewsId ?? string.Empty, message, ref sendIn, ref sendOutMsg)
: ProcessSubscription(_subscribers, message.CreateKey(GetSecurityId(message)), message, ref sendIn, ref sendOutMsg);
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = info.Message.TransactionId;
}
base.SendInMessage(message);
}
if (sendOutMsg != null)
{
RaiseNewOutMessage(sendOutMsg);
}
}
private void ProcessInMarketDataMessage(MarketDataMessage message)
{
var sendIn = false;
MarketDataMessage sendOutMsg = null;
SubscriptionInfo info;
var secIdKey = IsSupportSubscriptionBySecurity ? message.SecurityId : default(SecurityId);
lock (_sync)
{
var isSubscribe = message.IsSubscribe;
switch (message.DataType)
{
case MarketDataTypes.News:
{
var key = message.NewsId ?? string.Empty;
info = ProcessSubscription(_newsSubscribers, key, message, isSubscribe, ref sendIn, ref sendOutMsg);
break;
}
case MarketDataTypes.CandleTimeFrame:
case MarketDataTypes.CandleRange:
case MarketDataTypes.CandlePnF:
case MarketDataTypes.CandleRenko:
case MarketDataTypes.CandleTick:
case MarketDataTypes.CandleVolume:
{
var key = Tuple.Create(message.DataType, secIdKey, message.Arg);
info = ProcessSubscription(_candleSubscribers, key, message, isSubscribe, ref sendIn, ref sendOutMsg);
break;
}
default:
{
var key = message.CreateKey(secIdKey);
info = ProcessSubscription(_subscribers, key, message, isSubscribe, ref sendIn, ref sendOutMsg);
break;
}
}
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = info.Message.TransactionId;
}
base.SendInMessage(message);
}
if (sendOutMsg != null)
{
RaiseNewOutMessage(sendOutMsg);
}
}
private void ProcessInMarketDataMessage(MarketDataMessage message)
{
if (_passThroughtIds.Contains(message.TransactionId))
{
base.SendInMessage(message);
return;
}
var sendIn = false;
var isOnlyHistory = false;
MarketDataMessage sendOutMsg = null;
SubscriptionInfo <MarketDataMessage> info;
lock (_sync)
{
info = message.DataType == MarketDataTypes.News
? ProcessSubscription(_newsSubscribers, message.NewsId ?? string.Empty, message, ref sendIn, ref isOnlyHistory, ref sendOutMsg)
: ProcessSubscription(_subscribers, message.CreateKey(GetSecurityId(message)), message, ref sendIn, ref isOnlyHistory, ref sendOutMsg);
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = info.Message.TransactionId;
}
else
{
message.IsHistory = isOnlyHistory;
if (isOnlyHistory)
{
_onlyHistorySubscriptions.Add(message.TransactionId);
}
}
base.SendInMessage(message);
}
if (sendOutMsg != null)
{
RaiseNewOutMessage(sendOutMsg);
}
}
private void ProcessInMarketDataMessage(MarketDataMessage message)
{
MarketDataMessage CreateSendOut(bool isSubscribe, long transId)
{
return(new MarketDataMessage
{
//DataType = message.DataType,
IsSubscribe = isSubscribe,
//SecurityId = message.SecurityId,
//Arg = message.Arg,
OriginalTransactionId = transId,
});
}
MarketDataMessage CreateNonExist(long transId)
{
if (!NonExistSubscriptionAsError)
{
this.AddInfoLog(LocalizedStrings.SubscriptionNonExist);
}
return(new MarketDataMessage
{
OriginalTransactionId = transId,
Error = NonExistSubscriptionAsError ? new InvalidOperationException(LocalizedStrings.SubscriptionNonExist) : null,
});
}
if (message.DataType.IsSecurityRequired())
{
ProcessInSubscriptionMessage(message, message.CreateKey(GetSecurityId(message.SecurityId)), _mdSubscribers, _mdSubscribersById, CreateSendOut, CreateNonExist);
}
else
{
ProcessInSubscriptionMessage(message, GetNewsBoardKey(message), _newsBoardSubscribers, _mdSubscribersById, CreateSendOut, CreateNonExist);
}
}
private void ProcessMarketDataMessage(IMessageAdapter adapter, MarketDataMessage message)
{
var key = _subscriptionKeys.TryGetValue(message.OriginalTransactionId) ?? message.CreateKey();
var enumerator = _subscriptionQueue.TryGetValue(key);
var state = _subscriptionStates.TryGetValue2(key);
var error = message.Error;
var isOk = !message.IsNotSupported && error == null;
var isSubscribe = message.IsSubscribe;
switch (state)
{
case SubscriptionStates.Subscribed:
break;
case SubscriptionStates.Subscribing:
isSubscribe = true;
if (isOk)
{
SetSubscribed(adapter, key);
}
else if (error != null)
{
_subscriptions.Remove(key);
_subscriptionStates.Remove(key);
}
break;
//case SubscriptionStates.Unsubscribing:
// isSubscribe = false;
// _subscriptions.Remove(key);
// _subscriptionStates.Remove(key);
// break;
case null:
if (isOk)
{
if (message.IsSubscribe)
{
SetSubscribed(adapter, key);
break;
}
}
_subscriptions.Remove(key);
_subscriptionStates.Remove(key);
break;
default:
throw new ArgumentOutOfRangeException();
}
if (message.IsNotSupported)
{
if (enumerator != null)
{
ProcessSubscriptionAction(enumerator, message, message.OriginalTransactionId);
}
else
{
if (error == null)
{
error = new InvalidOperationException(LocalizedStrings.Str633Params.Put(message.SecurityId, message.DataType));
}
}
}
_subscriptionQueue.Remove(key);
_subscriptionKeys.Remove(message.OriginalTransactionId);
RaiseMarketDataMessage(adapter, message.OriginalTransactionId, error, isSubscribe);
}
private void ProcessInMarketDataMessage(MarketDataMessage message)
{
var sendIn = false;
MarketDataMessage sendOutMsg = null;
RefPair <MarketDataMessage, int> pair;
var secIdKey = InnerAdapter.IsSupportSubscriptionBySecurity ? message.SecurityId : default(SecurityId);
lock (_sync)
{
var isSubscribe = message.IsSubscribe;
switch (message.DataType)
{
case MarketDataTypes.News:
{
var subscriber = message.NewsId ?? string.Empty;
pair = _newsSubscribers.TryGetValue(subscriber) ?? RefTuple.Create((MarketDataMessage)message.Clone(), 0);
var subscribersCount = pair.Second;
if (isSubscribe)
{
subscribersCount++;
sendIn = subscribersCount == 1;
}
else
{
if (subscribersCount > 0)
{
subscribersCount--;
sendIn = subscribersCount == 0;
}
else
{
sendOutMsg = NonExist(message);
}
}
if (sendOutMsg == null)
{
if (!sendIn)
{
sendOutMsg = new MarketDataMessage
{
DataType = message.DataType,
IsSubscribe = isSubscribe,
OriginalTransactionId = message.TransactionId,
};
}
if (subscribersCount > 0)
{
pair.Second = subscribersCount;
_newsSubscribers[subscriber] = pair;
}
else
{
_newsSubscribers.Remove(subscriber);
}
}
break;
}
case MarketDataTypes.CandleTimeFrame:
case MarketDataTypes.CandleRange:
case MarketDataTypes.CandlePnF:
case MarketDataTypes.CandleRenko:
case MarketDataTypes.CandleTick:
case MarketDataTypes.CandleVolume:
{
var key = Tuple.Create(message.DataType, secIdKey, message.Arg);
pair = _candleSubscribers.TryGetValue(key) ?? RefTuple.Create((MarketDataMessage)message.Clone(), 0);
var subscribersCount = pair.Second;
if (isSubscribe)
{
subscribersCount++;
sendIn = subscribersCount == 1;
}
else
{
if (subscribersCount > 0)
{
subscribersCount--;
sendIn = subscribersCount == 0;
}
else
{
sendOutMsg = NonExist(message);
}
}
if (sendOutMsg == null)
{
if (!sendIn)
{
sendOutMsg = new MarketDataMessage
{
DataType = message.DataType,
IsSubscribe = isSubscribe,
SecurityId = message.SecurityId,
Arg = message.Arg,
OriginalTransactionId = message.TransactionId,
};
}
if (subscribersCount > 0)
{
pair.Second = subscribersCount;
_candleSubscribers[key] = pair;
}
else
{
_candleSubscribers.Remove(key);
}
}
break;
}
default:
{
var key = message.CreateKey(secIdKey);
pair = _subscribers.TryGetValue(key) ?? RefTuple.Create((MarketDataMessage)message.Clone(), 0);
var subscribersCount = pair.Second;
if (isSubscribe)
{
subscribersCount++;
sendIn = subscribersCount == 1;
}
else
{
if (subscribersCount > 0)
{
subscribersCount--;
sendIn = subscribersCount == 0;
}
else
{
sendOutMsg = NonExist(message);
}
}
if (sendOutMsg == null)
{
if (!sendIn)
{
sendOutMsg = new MarketDataMessage
{
DataType = message.DataType,
IsSubscribe = isSubscribe,
SecurityId = message.SecurityId,
OriginalTransactionId = message.TransactionId,
};
}
if (subscribersCount > 0)
{
pair.Second = subscribersCount;
_subscribers[key] = pair;
}
else
{
_subscribers.Remove(key);
}
}
break;
}
}
}
if (sendIn)
{
if (!message.IsSubscribe && message.OriginalTransactionId == 0)
{
message.OriginalTransactionId = pair.First.TransactionId;
}
base.SendInMessage(message);
}
if (sendOutMsg != null)
{
RaiseNewOutMessage(sendOutMsg);
}
}
