void ReadSnapshot(string requestId, O2GResponse response)
{
TransportHistoryRequest request = null;
mHistoryRequests.TryGetValue(requestId, out request);
if (request != null)
{
O2GResponseReaderFactory factory = mSession.getResponseReaderFactory();
if (factory != null)
{
O2GMarketDataSnapshotResponseReader reader = factory.createMarketDataSnapshotReader(response);
ITransportHistoryReader consumer = request.Reader;
for (int i = 0; i < reader.Count; i++)
{
//mTimeConverter.convert(reader.getDate(i), O2GTimeConverterTimeZone.UTC, mTimezone)
DateTime dt = reader.getDate(i);
consumer.onHistoryRow(requestId, dt,
reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i),
reader.getAskOpen(i), reader.getAskHigh(i), reader.getAskLow(i), reader.getAskClose(i),
reader.getVolume(i), i);
}
//mTimeConverter.convert(reader.getLastBarTime(), O2GTimeConverterTimeZone.UTC, mTimezone)
DateTime dt1 = reader.getLastBarTime();
consumer.setLastBar(dt1, reader.getLastBarVolume());
mHistoryRequests.Remove(requestId);
}
}
}
/// <summary>
/// Sends a request for the history
/// </summary>
public string RequestHistory(TransportHistoryRequest request)
{
O2GRequestFactory factory = mSession.getRequestFactory();
O2GTimeframeCollection timeframes = factory.Timeframes;
O2GTimeframe timeframe = timeframes[request.Timeframe];
int count = request.Count > 300 ? 300 : request.Count;
O2GRequest rq = factory.createMarketDataSnapshotRequestInstrument(request.Instrument, timeframe, count);
if (request.From != factory.ZERODATE || request.To != factory.ZERODATE)
{
DateTime from, to;
from = request.From;
to = request.To;
/*
* if (request.From != factory.ZERODATE)
* from = mTimeConverter.convert(request.From, O2GTimeConverterTimeZone.EST, O2GTimeConverterTimeZone.UTC);
* else
* from = factory.ZERODATE;
*
* if (request.To != factory.ZERODATE)
* to = mTimeConverter.convert(request.To, O2GTimeConverterTimeZone.EST, O2GTimeConverterTimeZone.UTC);
* else
* to = factory.ZERODATE;
*/
factory.fillMarketDataSnapshotRequestTime(rq, from, to, false);
}
mHistoryRequests[rq.RequestID] = request;
mSession.sendRequest(rq);
return(rq.RequestID);
}
void IO2GResponseListener.onRequestFailed(string requestId, string error)
{
TransportHistoryRequest request = null;
mHistoryRequests.TryGetValue(requestId, out request);
if (request != null)
{
request.Reader.onHistoryFailed(requestId, error);
}
}
internal CandleManagerHistory(TransportHistoryRequest request, bool subscribe, TimeFrameCalculator calculator, int precision)
{
mPrecision = precision;
mTimeframe = Timeframe.Parse(request.Timeframe);
mHistory = new CandleHistory(request.Instrument, mTimeframe, calculator, mPrecision);
if (subscribe)
{
mTicks = new LinkedList <Tick>();
}
mWaitForData = true;
mSubscribe = subscribe;
mFailed = false;
mCount = request.Count;
mLastMinute = DateTime.MinValue;
}
private CandleHistory GetHistory(string instrument, string timeframe, DateTime from, DateTime to, int count, bool subscribe)
{
lock (mMutex)
{
if (mTransport.IsReady())
{
TransportHistoryRequest rq = new TransportHistoryRequest(instrument, timeframe, from, to, count);
CandleManagerHistory hist;
string key = rq.ID;
if (!mHistories.TryGetValue(key, out hist))
{
hist = new CandleManagerHistory(rq, subscribe, mCalculator, mTransport.GetInstrumentPrecision(instrument));
mHistories.Add(key, hist);
}
rq.Reader = hist;
mTransport.RequestHistory(rq);
return(hist.History);
}
else
{
throw new InvalidOperationException("Transport is not in the proper state");
}
}
}