private void ProcessSecurityMarketData(Security security, MarketDataTypes dataType, Security subscriber)
{
var message = new MarketDataMessage
{
DataType = dataType,
IsSubscribe = true,
//SecurityId = _connector.GetSecurityId(subscriber),
TransactionId = _connector.TransactionIdGenerator.GetNextId()
};
switch (dataType)
{
case MarketDataTypes.Trades:
message.Arg = ExecutionTypes.Tick;
break;
case MarketDataTypes.OrderLog:
message.Arg = ExecutionTypes.OrderLog;
break;
}
message.FillSecurityInfo(_connector, subscriber);
if (security == null)
{
message.Error = new ArgumentException(LocalizedStrings.Str692Params.Put(message.SecurityId, _connector.Name));
_connector.SendOutMessage(message);
}
else
{
_connector.SendInMessage(message);
}
}
private void ProcessSecurityMarketData(Security security, MarketDataMessage message /*, Security subscriber*/)
{
//var message = new MarketDataMessage
//{
// DataType = dataType,
// IsSubscribe = true,
// //SecurityId = _connector.GetSecurityId(subscriber),
// TransactionId = _connector.TransactionIdGenerator.GetNextId()
//};
//switch (dataType)
//{
// case MarketDataTypes.Trades:
// message.Arg = ExecutionTypes.Tick;
// break;
// case MarketDataTypes.OrderLog:
// message.Arg = ExecutionTypes.OrderLog;
// break;
//}
//message.FillSecurityInfo(_connector, subscriber);
if (security == null)
{
var reply = new MarketDataMessage
{
OriginalTransactionId = message.TransactionId,
Error = new ArgumentException(LocalizedStrings.Str692Params.Put(message.SecurityId, _connector.Name))
};
_connector.SendOutMessage(reply);
}
else
{
_connector.SendInMessage(message);
}
}