/// <summary>
/// Обработать сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
protected override void OnProcessMessage(Message message)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message);
return;
}
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
NewCandles.SafeInvoke(series, new[] { candle });
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnProcessMessage(Message message)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message);
return;
}
var series = _series.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
// тиковый ТФ
if (candleMsg.TotalVolume == 0)
{
candle.TotalVolume = (candle.OpenVolume + candle.CloseVolume) ?? 0;
candle.HighPrice = candle.OpenPrice.Max(candle.ClosePrice);
candle.LowPrice = candle.OpenPrice.Min(candle.ClosePrice);
}
NewCandles.SafeInvoke(series, new[] { candle });
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnProcessMessage(Message message)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message);
return;
}
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
// сообщение с IsFinished = true не содержит данные по свече,
// только флаг, что получение исторических данных завершено
if (!candleMsg.IsFinished)
{
NewCandles.SafeInvoke(series, new[] { candle });
}
else
{
_candleSeries.Remove(candleMsg.OriginalTransactionId);
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
}
}
/// <summary>
/// Обработать сообщение, содержащее рыночные данные.
/// </summary>
/// <param name="message">Сообщение, содержащее рыночные данные.</param>
/// <param name="adapterType">Тип адаптера, от которого пришло сообщение.</param>
/// <param name="direction">Направление сообщения.</param>
protected override void OnProcessMessage(Message message, MessageAdapterTypes adapterType, MessageDirections direction)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message, adapterType, direction);
return;
}
var series = _series.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
// тиковый ТФ
if (candleMsg.TotalVolume == 0)
{
candle.TotalVolume = candle.OpenVolume + candle.CloseVolume;
candle.HighPrice = candle.OpenPrice.Max(candle.ClosePrice);
candle.LowPrice = candle.OpenPrice.Min(candle.ClosePrice);
}
NewCandles.SafeInvoke(series, new[] { candle });
}
/// <summary>
/// Обработать сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
protected override void OnProcessMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
if (((ConnectMessage)message).Error == null)
{
_candlesTimer = this.StartRealTime(_realTimeSeries, RealTimeCandleOffset,
(series, range) => RequestCandles(series.Security, (TimeSpan)series.Arg, range.Min, range.Max, _series.TryGetKey(series)), TimeSpan.FromSeconds(3));
}
break;
case MessageTypes.Disconnect:
if (((DisconnectMessage)message).Error == null && _candlesTimer != null)
{
_candlesTimer.Dispose();
_candlesTimer = null;
}
break;
default:
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
break;
}
var series = _series.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
NewCandles.SafeInvoke(series, new[] { candle });
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
return; // base class throws exception
}
}
base.OnProcessMessage(message);
}
/// <summary>
/// Обработать сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
protected override void OnProcessMessage(Message message)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message);
return;
}
var series = _series[candleMsg.OriginalTransactionId];
NewCandles.SafeInvoke(series, new[] { candleMsg.ToCandle(series) });
}
/// <summary>
/// Обработать сообщение, содержащее рыночные данные.
/// </summary>
/// <param name="message">Сообщение, содержащее рыночные данные.</param>
/// <param name="adapterType">Тип адаптера, от которого пришло сообщение.</param>
/// <param name="direction">Направление сообщения.</param>
protected override void OnProcessMessage(Message message, MessageAdapterTypes adapterType, MessageDirections direction)
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
base.OnProcessMessage(message, adapterType, direction);
return;
}
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
NewCandles.SafeInvoke(series, new[] { candle });
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnProcessMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
{
PulseWaiting();
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.Error != null)
{
var candleInfo = _candleInfo.TryGetValue(mdMsg.OriginalTransactionId);
if (candleInfo != null)
{
lock (candleInfo.Second)
{
candleInfo.Third = true;
candleInfo.Second.Pulse();
}
_candleInfo.Remove(mdMsg.OriginalTransactionId);
}
var l1Info = _ticksInfo.TryGetValue(mdMsg.OriginalTransactionId);
if (l1Info != null)
{
lock (l1Info.Second)
{
l1Info.Third = true;
l1Info.Second.Pulse();
}
_ticksInfo.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
case MessageTypes.CandleTimeFrame:
{
var candleMsg = (CandleMessage)message;
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
NewCandles.SafeInvoke(series, new[] { candle });
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
var info = _candleInfo.TryGetValue(candleMsg.OriginalTransactionId);
if (info != null)
{
if (candleMsg.IsFinished)
{
lock (info.Second)
{
info.Third = true;
info.Fifth = true;
info.Second.Pulse();
}
_candleInfo.Remove(candleMsg.OriginalTransactionId);
}
else
{
info.First.Add(candleMsg);
}
}
// DO NOT send historical data to Connector
return;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType == ExecutionTypes.Tick)
{
var info = _ticksInfo.TryGetValue(execMsg.OriginalTransactionId);
// IsFinished = true message do not contains any data,
// just mark historical data gathering as finished
if (execMsg.GetValue <bool>("IsFinished"))
{
if (info == null)
{
this.AddWarningLog(LocalizedStrings.Str2149Params.Put(execMsg.OriginalTransactionId));
return;
}
lock (info.Second)
{
info.Third = true;
info.Fifth = true;
info.Second.Pulse();
}
_ticksInfo.Remove(execMsg.OriginalTransactionId);
}
else
{
// streaming l1 message (non historical)
if (info == null)
{
break;
}
info.First.Add(execMsg);
}
// DO NOT send historical data to Connector
return;
}
break;
}
}
base.OnProcessMessage(message);
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnProcessMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Connect:
case MessageTypes.Disconnect:
{
PulseWaiting();
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.Error != null)
{
var candleInfo = _candleInfo.TryGetValue(mdMsg.OriginalTransactionId);
if (candleInfo != null)
{
lock (candleInfo.Second)
{
candleInfo.Third = true;
candleInfo.Second.Pulse();
}
_candleInfo.Remove(mdMsg.OriginalTransactionId);
}
var l1Info = _level1Info.TryGetValue(mdMsg.OriginalTransactionId);
if (l1Info != null)
{
lock (l1Info.Second)
{
l1Info.Third = true;
l1Info.Second.Pulse();
}
_level1Info.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
case MessageTypes.CandleRange:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message;
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series == null)
{
return;
}
var candle = candleMsg.ToCandle(series);
// сообщение с IsFinished = true не содержит данные по свече,
// только флаг, что получение исторических данных завершено
if (!candleMsg.IsFinished)
{
NewCandles.SafeInvoke(series, new[] { candle });
}
else
{
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
}
var info = _candleInfo.TryGetValue(candleMsg.OriginalTransactionId);
if (info != null)
{
if (candleMsg.IsFinished)
{
lock (info.Second)
{
info.Third = true;
info.Fifth = true;
info.Second.Pulse();
}
_candleInfo.Remove(candleMsg.OriginalTransactionId);
}
else
{
info.First.Add(candle);
}
}
// DO NOT send historical data to Connector
return;
}
case MessageTypes.Level1Change:
{
var l1Msg = (Level1ChangeMessage)message;
var transactionId = l1Msg.GetRequestId();
var info = _level1Info.TryGetValue(transactionId);
// IsFinished = true message do not contains any data,
// just mark historical data gathering as finished
if (l1Msg.GetValue <bool>("IsFinished"))
{
if (info == null)
{
this.AddWarningLog(LocalizedStrings.Str2149Params.Put(transactionId));
return;
}
lock (info.Second)
{
info.Third = true;
info.Fifth = true;
info.Second.Pulse();
}
_level1Info.Remove(transactionId);
}
else
{
// streaming l1 message (non historical)
if (info == null)
{
break;
}
info.First.Add((Level1ChangeMessage)l1Msg.Clone());
}
// DO NOT send historical data to Connector
return;
}
case ExtendedMessageTypes.System:
{
var msg = (IQFeedSystemMessage)message;
if (msg.Feed.Address == NativeAdapter.LookupAddress)
{
PulseWaiting();
}
return;
}
}
base.OnProcessMessage(message);
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnProcessMessage(Message message)
{
switch (message.Type)
{
case ExtendedMessageTypes.Scanner:
{
var scannerMsg = (ScannerResultMessage)message;
var state = (ScannerFilter)_states[scannerMsg.OriginalTransactionId];
NewScannerResults.SafeInvoke(state, scannerMsg.Results);
break;
}
case ExtendedMessageTypes.ScannerParameters:
{
var scannerMsg = (ScannerParametersMessage)message;
NewScannerParameters.SafeInvoke(scannerMsg.Parameters);
break;
}
case ExtendedMessageTypes.FinancialAdvise:
{
var adviseMsg = (FinancialAdviseMessage)message;
NewFinancialAdvise.SafeInvoke(adviseMsg.AdviseType, adviseMsg.Data);
break;
}
case ExtendedMessageTypes.FundamentalReport:
{
var reportMsg = (FundamentalReportMessage)message;
var state = (Tuple <Security, FundamentalReports>)_states[reportMsg.OriginalTransactionId];
NewFundamentalReport.SafeInvoke(state.Item1, state.Item2, reportMsg.Data);
break;
}
default:
{
var candleMsg = message as CandleMessage;
if (candleMsg == null)
{
break;
}
var series = _candleSeries.TryGetValue(candleMsg.OriginalTransactionId);
if (series != null)
{
var candle = candleMsg.ToCandle(series);
NewCandles.SafeInvoke(series, new[] { candle });
if (candleMsg.IsFinished)
{
Stopped.SafeInvoke(series);
}
}
return;
}
}
base.OnProcessMessage(message);
}
/// <summary>
/// Вызвать событие <see cref="NewCandles"/>
/// </summary>
/// <param name="candleSeries">Серия свечек.</param>
/// <param name="candles">Свечи.</param>
protected virtual void RaiseNewCandles(CandleSeries candleSeries, IEnumerable <TimeFrameCandle> candles)
{
NewCandles.SafeInvoke(candleSeries, candles);
}