private void ConnectorOnHistoricalData(object sender, EventArgs <HistoryDataResponse> args)
{
HistoryRequest request;
lock (_historicalDataRequests)
{
if (!_historicalDataRequests.TryGetValue(args.Value.ID, out request))
{
return;
}
}
request.Bars.AddRange(args.Value.Bars.Select(DataConverter.ToClientBar));
if (!args.Value.Tail)
{
return;
}
lock (_historicalDataRequests)
_historicalDataRequests.Remove(args.Value.ID);
OnHistoricalData?.Invoke(this, new EventArgs <string, List <Bar> >(args.Value.ID,
request.Bars.OrderBy(bar => bar.Timestamp).ToList()));
}
private void ConnectorOnError(object sender, EventArgs <string> args)
{
string requestId;
lock (_historicalDataRequests)
{
requestId = _historicalDataRequests.Keys.FirstOrDefault(k => args.Value.Contains(k));
if (requestId != null)
{
_historicalDataRequests.Remove(requestId);
}
}
if (string.IsNullOrEmpty(requestId))
{
return;
}
OnHistoricalData?.Invoke(this, new EventArgs <string, List <Bar> >(requestId, new List <Bar>()));
}