public static SubscriptionKey CreateKey(this MarketDataMessage message, SecurityId?securityId = null)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var isRealTime = message.To == null;
var range = isRealTime ? null : Tuple.Create(message.From, message.To, message.Count);
return(new SubscriptionKey(message.DataType, securityId ?? message.SecurityId, message.Arg, message.MaxDepth, range));
}
private void ProcessMessage <TMessage>(SecurityId securityId, TMessage message, Func <TMessage, TMessage, TMessage> processSuspend)
where TMessage : Message
{
var native = securityId.Native;
if (native != null)
{
SecurityId?fullSecurityId;
lock (_syncRoot)
fullSecurityId = _securityIds.TryGetValue2(native);
if (fullSecurityId == null)
{
lock (_syncRoot)
{
var tuple = _suspendedOutMessages.SafeAdd(securityId, key => RefTuple.Create((List <Message>)null, (Dictionary <MessageTypes, Message>)null));
var clone = message.Clone();
if (processSuspend == null)
{
if (tuple.First == null)
{
tuple.First = new List <Message>();
}
tuple.First.Add(clone);
}
else
{
if (tuple.Second == null)
{
tuple.Second = new Dictionary <MessageTypes, Message>();
}
var prev = tuple.Second.TryGetValue(clone.Type);
tuple.Second[clone.Type] = prev == null
? clone
: processSuspend((TMessage)prev, (TMessage)clone);
}
}
return;
}
message.ReplaceSecurityId(fullSecurityId.Value);
}
else
{
var securityCode = securityId.SecurityCode;
var boardCode = securityId.BoardCode;
var isSecCodeEmpty = securityCode.IsEmpty();
if (isSecCodeEmpty && message.Type != MessageTypes.Execution)
{
throw new InvalidOperationException();
}
if (!isSecCodeEmpty && boardCode.IsEmpty())
{
SecurityId?foundId = null;
lock (_syncRoot)
{
foreach (var id in _securityIds.Values)
{
if (!id.SecurityCode.CompareIgnoreCase(securityCode))
{
continue;
}
if (securityId.SecurityType != null && securityId.SecurityType != id.SecurityType)
{
continue;
}
foundId = id;
}
if (foundId == null)
{
var tuple = _suspendedOutMessages.SafeAdd(securityId, key => RefTuple.Create(new List <Message>(), (Dictionary <MessageTypes, Message>)null));
tuple.First.Add(message.Clone());
return;
}
}
message.ReplaceSecurityId(foundId.Value);
//// если указан код и тип инструмента, то пытаемся найти инструмент по ним
//if (securityId.SecurityType != null)
//{
//}
//else
// throw new ArgumentException(nameof(securityId), LocalizedStrings.Str682Params.Put(securityCode, securityId.SecurityType));
}
}
base.OnInnerAdapterNewOutMessage(message);
}
public static Tuple <MarketDataTypes, SecurityId, object, DateTimeOffset?, DateTimeOffset?, long?, int?> CreateKey(this MarketDataMessage message, SecurityId?securityId = null)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
return(Tuple.Create(message.DataType, securityId ?? message.SecurityId, message.Arg, message.From, message.To, message.Count, message.MaxDepth));
}