private void ProcessBuilders(ExecutionMessage execMsg)
{
if (execMsg.IsSystem == false)
{
return;
}
foreach (var subscriptionId in execMsg.GetSubscriptionIds())
{
if (!_subscriptionIds.TryGetValue(subscriptionId, out var tuple))
{
// can be non OL->MB subscription
//this.AddDebugLog("OL processing {0}/{1} not found.", execMsg.SecurityId, subscriptionId);
continue;
}
if (tuple.First)
{
var sync = tuple.Third;
IOrderLogMarketDepthBuilder builder = tuple.Second;
try
{
QuoteChangeMessage depth;
lock (sync)
depth = builder.Update(execMsg)?.TypedClone();
this.AddDebugLog("OL->MD processing {0}={1}.", execMsg.SecurityId, depth != null);
if (depth != null)
{
depth.SetSubscriptionIds(subscriptionId: subscriptionId);
base.OnInnerAdapterNewOutMessage(depth);
}
}
catch (Exception ex)
{
// если ОЛ поврежден, то не нарушаем весь цикл обработки сообщения
// а только выводим сообщение в лог
base.OnInnerAdapterNewOutMessage(ex.ToErrorMessage());
}
}
else
{
this.AddDebugLog("OL->TICK processing {0}.", execMsg.SecurityId);
base.OnInnerAdapterNewOutMessage(execMsg.ToTick());
}
}
}
private Message ProcessBuilders(ExecutionMessage execMsg)
{
List <long> nonBuilderIds = null;
foreach (var subscriptionId in execMsg.GetSubscriptionIds())
{
if (!_subscriptionIds.TryGetValue(subscriptionId, out var info))
{
if (nonBuilderIds == null)
{
nonBuilderIds = new List <long>();
}
nonBuilderIds.Add(subscriptionId);
// can be non OL->MB subscription
//this.AddDebugLog("OL processing {0}/{1} not found.", execMsg.SecurityId, subscriptionId);
continue;
}
if (!info.IsTicks)
{
try
{
QuoteChangeMessage depth;
lock (info.Lock)
{
depth = info.Builder.Update(execMsg);
if (info.State != SubscriptionStates.Online)
{
depth = null;
}
else
{
depth = depth?.TypedClone();
}
}
this.AddDebugLog("OL->MD processing {0}={1}.", execMsg.SecurityId, depth != null);
if (depth != null)
{
depth.SetSubscriptionIds(subscriptionId: subscriptionId);
base.OnInnerAdapterNewOutMessage(depth);
}
}
catch (Exception ex)
{
// если ОЛ поврежден, то не нарушаем весь цикл обработки сообщения
// а только выводим сообщение в лог
base.OnInnerAdapterNewOutMessage(ex.ToErrorMessage());
}
}
else
{
this.AddDebugLog("OL->TICK processing {0}.", execMsg.SecurityId);
base.OnInnerAdapterNewOutMessage(execMsg.ToTick());
}
}
if (nonBuilderIds is null)
{
return(null);
}
execMsg.SetSubscriptionIds(nonBuilderIds.ToArray());
return(execMsg);
}