/// <summary>
/// Copy the message into the <paramref name="destination" />.
/// </summary>
/// <param name="destination">The object, to which copied information.</param>
/// <returns>The object, to which copied information.</returns>
private PartialDownloadMessage CopyTo(PartialDownloadMessage destination)
{
destination.OriginalTransactionId = OriginalTransactionId;
this.CopyExtensionInfo(destination);
return(destination);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message extra = null;
switch (message.Type)
{
case MessageTypes.PortfolioLookupResult:
case MessageTypes.OrderStatus:
{
var responseMsg = (IOriginalTransactionIdMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetValue(originId, out var isPartial))
{
_liveRequests.Remove(originId);
if (isPartial)
{
if (((IErrorMessage)responseMsg).Error == null)
{
// reply was sent prev for first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
}
break;
}
case MessageTypes.MarketData:
{
var responseMsg = (MarketDataMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetValue(originId, out var isPartial))
{
_liveRequests.Remove(originId);
if (responseMsg.IsOk())
{
if (isPartial)
{
// reply was sent prev for first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
break;
}
long requestId;
if (!_partialRequests.TryGetValue(originId, out var info))
{
if (!_unsubscribeRequests.TryGetValue(originId, out var tuple))
{
break;
}
requestId = tuple.Item1;
info = tuple.Item2;
_original.Remove(info.Origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
_unsubscribeRequests.Remove(originId);
}
else
{
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
}
}
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.MarketDataFinished:
{
var finishMsg = (MarketDataFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetValue(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
break;
}
_partialRequests.Remove(finishMsg.OriginalTransactionId);
message = new PartialDownloadMessage
{
Adapter = this,
IsBack = true,
OriginalTransactionId = origin.TransactionId,
};
}
}
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
TryUpdateSubscriptionResult((CandleMessage)message);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (!execMsg.IsMarketData())
{
break;
}
TryUpdateSubscriptionResult(execMsg);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
if (extra != null)
{
base.OnInnerAdapterNewOutMessage(extra);
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message extra = null;
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetAndRemove(originId, out var isPartial))
{
if (responseMsg.IsOk())
{
if (!this.IsOutMessageSupported(MessageTypes.SubscriptionOnline))
{
if (isPartial)
{
// reply was sent previously for the first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
}
break;
}
if (!_partialRequests.TryGetValue(originId, out var info))
{
break;
}
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
var requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
}
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.SubscriptionFinished:
{
var finishMsg = (SubscriptionFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetAndRemove(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
}
else
{
message = new PartialDownloadMessage {
OriginalTransactionId = origin.TransactionId
}.LoopBack(this);
}
}
}
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
TryUpdateSubscriptionResult((CandleMessage)message);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (!execMsg.IsMarketData())
{
break;
}
TryUpdateSubscriptionResult(execMsg);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
if (extra != null)
{
base.OnInnerAdapterNewOutMessage(extra);
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
Message extra = null;
switch (message.Type)
{
case MessageTypes.SubscriptionResponse:
{
var responseMsg = (SubscriptionResponseMessage)message;
var originId = responseMsg.OriginalTransactionId;
lock (_syncObject)
{
if (_liveRequests.TryGetAndRemove(originId, out var isPartial))
{
if (responseMsg.IsOk())
{
if (!this.IsOutMessageSupported(MessageTypes.SubscriptionOnline))
{
if (isPartial)
{
// reply was sent previously for the first partial request,
// now sending "online" message
message = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
else
{
extra = new SubscriptionOnlineMessage
{
OriginalTransactionId = originId
};
}
}
}
break;
}
if (!_partialRequests.TryGetValue(originId, out var info))
{
if (_finished.Contains(originId))
{
this.AddWarningLog("Subscription {0} already finished.", originId);
}
break;
}
var requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
if (info.ReplyReceived)
{
// unexpected subscription stop
message = responseMsg = responseMsg.TypedClone();
responseMsg.OriginalTransactionId = requestId;
break;
}
}
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
message = responseMsg = responseMsg.TypedClone();
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.SubscriptionFinished:
{
var finishMsg = (SubscriptionFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetAndRemove(finishMsg.OriginalTransactionId, out var info))
{
_finished.Add(finishMsg.OriginalTransactionId);
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
}
else
{
message = new PartialDownloadMessage {
OriginalTransactionId = origin.TransactionId
}.LoopBack(this);
}
}
else
{
if (_finished.Contains(finishMsg.OriginalTransactionId))
{
this.AddWarningLog("Subscription {0} already finished.", finishMsg.OriginalTransactionId);
}
break;
}
}
this.AddInfoLog("Partial {0} finished.", finishMsg.OriginalTransactionId);
break;
}
case MessageTypes.Execution:
{
TryUpdateSubscriptionResult((ExecutionMessage)message);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
case MessageTypes.PositionChange:
{
TryUpdateSubscriptionResult((PositionChangeMessage)message);
break;
}
default:
{
if (message is CandleMessage candleMsg)
{
TryUpdateSubscriptionResult(candleMsg);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
if (extra != null)
{
base.OnInnerAdapterNewOutMessage(extra);
}
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.MarketData:
{
var responseMsg = (MarketDataMessage)message;
lock (_syncObject)
{
long requestId;
if (!_partialRequests.TryGetValue(responseMsg.OriginalTransactionId, out var info))
{
if (!_unsubscribeRequests.TryGetValue(responseMsg.OriginalTransactionId, out var tuple))
{
break;
}
requestId = tuple.Item1;
info = tuple.Item2;
var originId = info.Origin.TransactionId;
_original.Remove(originId);
_partialRequests.RemoveWhere(p => p.Value == info);
_unsubscribeRequests.Remove(responseMsg.OriginalTransactionId);
}
else
{
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
}
}
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.MarketDataFinished:
{
var finishMsg = (MarketDataFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetValue(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
break;
}
_partialRequests.Remove(finishMsg.OriginalTransactionId);
message = new PartialDownloadMessage
{
Adapter = this,
IsBack = true,
OriginalTransactionId = origin.TransactionId,
};
}
}
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message;
lock (_syncObject)
{
if (!_partialRequests.TryGetValue(candleMsg.OriginalTransactionId, out var info))
{
break;
}
info.TryUpdateNextFrom(candleMsg.OpenTime);
candleMsg.OriginalTransactionId = info.Origin.TransactionId;
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
var execType = execMsg.ExecutionType;
if (execMsg.OriginalTransactionId == 0 || (execType != ExecutionTypes.OrderLog && execType != ExecutionTypes.Tick))
{
break;
}
lock (_syncObject)
{
if (!_partialRequests.TryGetValue(execMsg.OriginalTransactionId, out var info))
{
break;
}
info.TryUpdateNextFrom(execMsg.ServerTime);
execMsg.OriginalTransactionId = info.Origin.TransactionId;
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.MarketData:
{
var responseMsg = (MarketDataMessage)message;
lock (_syncObject)
{
if (_liveRequests.Contains(responseMsg.OriginalTransactionId))
{
_liveRequests.Remove(responseMsg.OriginalTransactionId);
responseMsg.IsOnline = true;
break;
}
long requestId;
if (!_partialRequests.TryGetValue(responseMsg.OriginalTransactionId, out var info))
{
if (!_unsubscribeRequests.TryGetValue(responseMsg.OriginalTransactionId, out var tuple))
{
break;
}
requestId = tuple.Item1;
info = tuple.Item2;
var originId = info.Origin.TransactionId;
_original.Remove(originId);
_partialRequests.RemoveWhere(p => p.Value == info);
_unsubscribeRequests.Remove(responseMsg.OriginalTransactionId);
}
else
{
if (info.ReplyReceived)
{
return;
}
info.ReplyReceived = true;
requestId = info.Origin.TransactionId;
if (!responseMsg.IsOk())
{
_original.Remove(requestId);
_partialRequests.RemoveWhere(p => p.Value == info);
}
}
responseMsg.OriginalTransactionId = requestId;
}
break;
}
case MessageTypes.MarketDataFinished:
{
var finishMsg = (MarketDataFinishedMessage)message;
lock (_syncObject)
{
if (_partialRequests.TryGetValue(finishMsg.OriginalTransactionId, out var info))
{
var origin = info.Origin;
if (info.LastIteration)
{
_original.Remove(origin.TransactionId);
_partialRequests.RemoveWhere(p => p.Value == info);
finishMsg.OriginalTransactionId = origin.TransactionId;
break;
}
_partialRequests.Remove(finishMsg.OriginalTransactionId);
message = new PartialDownloadMessage
{
Adapter = this,
IsBack = true,
OriginalTransactionId = origin.TransactionId,
};
}
}
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
TryUpdateSubscriptionResult((CandleMessage)message);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (!execMsg.IsMarketData())
{
break;
}
TryUpdateSubscriptionResult(execMsg);
break;
}
case MessageTypes.Level1Change:
{
TryUpdateSubscriptionResult((Level1ChangeMessage)message);
break;
}
case MessageTypes.QuoteChange:
{
TryUpdateSubscriptionResult((QuoteChangeMessage)message);
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
