private void L1OnSystemMsg(IQMessageArgs args)
{
var systemMessage = args.Message;
switch (systemMessage)
{
case L1SystemMsg.SERVER_CONNECTED:
ChangeConnectionStatus(ConnectionStatus.Connected);
break;
case L1SystemMsg.SERVER_DISCONNECTED:
ChangeConnectionStatus(ConnectionStatus.Disconnected);
break;
case L1SystemMsg.SYMBOL_LIMIT_REACHED:
OnMessageReceived(new ErrorMessage {
Message = systemMessage
});
break;
default:
if (systemMessage.StartsWith(L1SystemMsg.CURRENT_UPDATE_FIELDNAMES))
{
fieldIndex.UpdateFromL1SystemMsg(args);
ChangeConnectionStatus(ConnectionStatus.Connected);
}
break;
}
}
private void L1OnErrorMsg(IQMessageArgs args)
{
OnMessageReceived(new ErrorMessage {
Message = args.Message
});
ChangeConnectionStatus(ConnectionStatus.Disconnected);
}
private void HistoryOnHistoryMsg(IQMessageArgs args)
{
HistoryRequest request;
using (historyRequestsLock.Lock())
{
if (!historyRequests.TryGetValue(args.RequestId, out request))
{
return;
}
}
HistoryMsg mgs;
HistoryMsg.Parse(args, request.Span, out mgs);
request.AddPoint(new HistoryDataPoint(
mgs.Time,
mgs.High,
mgs.Low,
mgs.Open,
mgs.Close,
mgs.Volume,
mgs.OpenInterest));
}
private void L1OnFundamentalMsg(IQMessageArgs args)
{
L1FundamentalMsg msg;
L1FundamentalMsg.Parse(args, out msg);
InstrumentSubscription subscription;
using (instrumentSubscriptionsLock.Lock())
{
if (!instrumentSubscriptionsByCode.TryGetValue(msg.Symbol, out subscription))
{
return;
}
}
switch (subscription.SecurityType)
{
case SecurityType.FUTURE:
case SecurityType.FOPTION:
break;
default:
subscription.InstrumentParams.PriceStepValue = subscription.InstrumentParams.PriceStep;
break;
}
var shouldTransmit = subscription.Update(ref msg);
if (shouldTransmit)
{
OnMessageReceived(subscription.InstrumentParams);
}
}
private void L1OnSubscriptionErrorMsg(IQMessageArgs args)
{
// args.RequestId
/*
* TODO
* InstrumentSubscription subscription;
* using (instrumentSubscriptionsLock.Lock())
* {
* if(!instrumentSubscriptionsByCode.TryGetValue(args.Message, out subscription))
* {
* return;
* }
*
* if (instrumentSubscriptionsByCode.TryGetValue(args.RequestId, out subscription))
* {
* instrumentSubscriptionsByCode.Remove(subscription.Code);
* instrumentSubscriptionsByInstrument.Remove(instrument);
* }
* }
*
* subscription.TrySetResult(
* new SubscriptionResult(subscription.Instrument, false, string.Format("Can't subscribe \"{0}\"", args.Message))
* );*/
}
private bool SymbolLookupOnResultMsg(IQMessageArgs args)
{
SymbolLookupRequest operation;
using (symbolLookupRequestsLock.Lock())
{
if (!symbolLookupRequests.TryGetValue(args.RequestId, out operation))
{
return(false);
}
}
bool isCompleted;
operation.Handle(args, out isCompleted);
if (isCompleted)
{
using (symbolLookupRequestsLock.Lock())
{
symbolLookupRequests.Remove(args.RequestId);
}
}
return(true);
}
protected static void RaiseEvent(ProcessMessageDelegate handler, IQMessageArgs args)
{
if (handler != null)
{
handler(args);
}
}
private void LookupOnSecurityTypeMsg(IQMessageArgs args)
{
var isCompleted = securityTypeIndex.UpdateFromSecurityTypeMsg(args);
if (isCompleted)
{
securityTypeIndexCompleted.TrySetResult(true);
}
}
private void LookupOnErrorMsg(IQMessageArgs args)
{
if (SubscriptionTestOnErrorMsg(args))
{
return;
}
if (SymbolLookupOnErrorMsg(args))
{
return;
}
Logger.Trace().PrintFormat("Message LOOKUP.{0} wasn't handled. request_id={1}", args.Message, args.RequestId);
}
private void HistoryOnHistoryEndMsg(IQMessageArgs args)
{
HistoryRequest request;
using (historyRequestsLock.Lock())
{
if (!historyRequests.TryGetValue(args.RequestId, out request))
{
return;
}
historyRequests.Remove(args.RequestId);
}
request.Complete();
}
private bool SymbolLookupOnErrorMsg(IQMessageArgs args)
{
SymbolLookupRequest operation;
using (symbolLookupRequestsLock.Lock())
{
if (!symbolLookupRequests.TryGetValue(args.RequestId, out operation))
{
return(false);
}
symbolLookupRequests.Remove(args.RequestId);
}
operation.Fail(args);
return(true);
}
private bool SubscriptionTestOnErrorMsg(IQMessageArgs args)
{
SubscriptionTest operation;
using (subscriptionTestsLock.Lock())
{
if (!subscriptionTests.TryGetValue(args.RequestId, out operation))
{
return(false);
}
subscriptionTests.Remove(args.RequestId);
}
operation.Message = args.Message;
operation.TrySetResult(false);
Logger.Warn().PrintFormat("Unable to find {0} {1} due to error {2}", operation.Type, operation.Code, args.Message);
return(true);
}
private bool SubscriptionTestOnResultMsg(IQMessageArgs args)
{
SubscriptionTest operation;
using (subscriptionTestsLock.Lock())
{
if (!subscriptionTests.TryGetValue(args.RequestId, out operation))
{
return(false);
}
subscriptionTests.Remove(args.RequestId);
}
var passed = args.Message.Split(',')[0] == operation.Code;
operation.Message = args.Message;
operation.TrySetResult(passed);
Logger.Debug().PrintFormat("{0} {1} is found ({2})", operation.Type, operation.Code, args.Message);
return(true);
}
public void Handle(IQMessageArgs args, out bool isCompleted)
{
var parts = args.Message.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length < 2)
{
TrySetResult(codes.ToArray());
isCompleted = true;
return;
}
codes.Add(parts[0]);
isCompleted = false;
if (maxResults != null && codes.Count >= maxResults.Value)
{
// Если установлен лимит на число результатов, то прерываемся преждевременно
// Все последующие сообщения будут проигнорированы.
// Увы, мощный API не позволяет задать макс. число результатов в запросе.
TrySetResult(codes.ToArray());
isCompleted = true;
}
}
private void L1OnUpdateMsg(IQMessageArgs args)
{
if (!L1UpdateMsg.TryParse(args, fieldIndex, out var msg))
{
return;
}
InstrumentSubscription subscription;
using (instrumentSubscriptionsLock.Lock())
{
if (!instrumentSubscriptionsByCode.TryGetValue(msg.Symbol, out subscription))
{
return;
}
}
var shouldTransmit = subscription.Update(ref msg);
if (shouldTransmit)
{
OnMessageReceived(subscription.InstrumentParams);
}
}
private void HistoryOnErrorMsg(IQMessageArgs args)
{
HistoryRequest request;
using (historyRequestsLock.Lock())
{
if (!historyRequests.TryGetValue(args.RequestId, out request))
{
return;
}
historyRequests.Remove(args.RequestId);
}
var message = args.Message.Trim(',', '\r', '\n');
if (message == "!NO_DATA!")
{
request.NoData();
}
else
{
request.Fail(message);
}
}
public void Fail(IQMessageArgs args)
{
TrySetCanceled();
}
protected void RaiseError(IQMessageArgs args)
{
RaiseEvent(OnErrorMsg, args);
}
