internal void DropHistoryDataSubscription(uint requestId)
{
var message = new TimeBarRequest
{
request_id = requestId,
request_type = (uint)TimeBarRequest.RequestType.DROP,
time_bar_parameters = new TimeBarParameters {
}
};
adapter.SendMessage(message);
}
public HistoryDataRequest(
CQGCInstrumentHistoryProvider provider,
IHistoryDataConsumer consumer,
Instrument instrument,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
TimeBarRequest message)
{
this.provider = provider;
this.consumer = consumer;
data = new HistoryData(instrument, begin, end, span);
this.message = message;
}
/// <summary>
/// Отправить сообщение в сокет
/// </summary>
public void SendMessage(TimeBarRequest msg) => SendMessageImpl(new ClientMsg {
time_bar_request = { msg }
});
private async Task <TimeBarRequest> PrepareTimeBarRequestAsync(
Instrument instrument,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
TimeBarRequest.RequestType type)
{
var contractId = await instrumentResolver.GetContractIdAsync(instrument);
if (contractId == uint.MaxValue)
{
return(await Task.FromResult <TimeBarRequest>(null));
}
TimeBarParameters.BarUnit barUnit;
uint unitsNumber = 0;
switch (span)
{
case HistoryProviderSpan.Minute:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 1;
break;
case HistoryProviderSpan.Minute5:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 5;
break;
case HistoryProviderSpan.Minute10:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 10;
break;
case HistoryProviderSpan.Minute15:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 15;
break;
case HistoryProviderSpan.Minute30:
barUnit = TimeBarParameters.BarUnit.MIN;
unitsNumber = 30;
break;
case HistoryProviderSpan.Hour:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 1;
break;
case HistoryProviderSpan.Hour4:
barUnit = TimeBarParameters.BarUnit.HOUR;
unitsNumber = 4;
break;
case HistoryProviderSpan.Day:
// Для DAY units_number не заполняется
barUnit = TimeBarParameters.BarUnit.DAY;
break;
case HistoryProviderSpan.Week:
// Для WEEK units_number не заполняется
barUnit = TimeBarParameters.BarUnit.WEEK;
break;
case HistoryProviderSpan.Month:
// Для MONTH units_number не заполняется
barUnit = TimeBarParameters.BarUnit.MONTH;
break;
default:
throw new ArgumentOutOfRangeException(nameof(span), span, $"Invalid time span - {span}");
}
var message = new TimeBarRequest
{
request_id = adapter.GetNextRequestId(),
request_type = (uint)type,
time_bar_parameters = new TimeBarParameters
{
contract_id = contractId,
bar_unit = (uint)barUnit,
units_number = unitsNumber,
from_utc_time = adapter.ResolveDateTime(begin),
to_utc_time = adapter.ResolveDateTime(end)
}
};
return(message);
}
