private void SendInHistorySourceMessage(Security security, MarketDataTypes dataType, object arg, Func <DateTimeOffset, IEnumerable <Message> > getMessages)
{
var isSubscribe = getMessages != null;
if (isSubscribe)
{
if (_historySourceSubscriptions.ChangeSubscribers(Tuple.Create(security.ToSecurityId(), dataType, arg), true) != 1)
{
return;
}
}
else
{
if (_historySourceSubscriptions.ChangeSubscribers(Tuple.Create(security.ToSecurityId(), dataType, arg), false) != 0)
{
return;
}
}
SendInMessage(new HistorySourceMessage
{
IsSubscribe = isSubscribe,
SecurityId = security.ToSecurityId(),
DataType = dataType,
Arg = arg,
GetMessages = getMessages
});
}
/// <summary>
/// Подписаться на получение рыночных данных по инструменту.
/// </summary>
/// <param name="security">Инструмент, по которому необходимо начать получать новую информацию.</param>
/// <param name="type">Тип рыночных данных.</param>
public override void SubscribeMarketData(Security security, MarketDataTypes type)
{
var tf = MarketEmulator.Settings.UseCandlesTimeFrame;
if (tf != null)
{
var securityId = GetSecurityId(security);
var key = Tuple.Create(securityId, tf.Value);
if (_subscribedCandles.ChangeSubscribers(key, 1) != 1)
{
return;
}
MarketDataAdapter.SendInMessage(new MarketDataMessage
{
//SecurityId = securityId,
DataType = MarketDataTypes.CandleTimeFrame,
Arg = tf.Value,
IsSubscribe = true,
}.FillSecurityInfo(this, security));
}
else
{
base.SubscribeMarketData(security, type);
}
}
void IExternalCandleSource.SubscribeCandles(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
var securityId = GetSecurityId(series.Security);
var dataType = series.CandleType.ToCandleMessageType().ToCandleMarketDataType();
if (_subscribedCandles.ChangeSubscribers(Tuple.Create(securityId, dataType, series.Arg), 1) != 1)
{
return;
}
MarketDataAdapter.SendInMessage(new MarketDataMessage
{
//SecurityId = securityId,
DataType = dataType,
Arg = series.Arg,
IsSubscribe = true,
}.FillSecurityInfo(this, series.Security));
_series.Add(series.Security, series);
}
private static bool TryUnSubscribe <T>(CachedSynchronizedDictionary <T, int> subscribers, T subscriber)
{
return(subscribers.ChangeSubscribers(subscriber, -1) == 0);
}