private void ProcessIQFeedMessage(IQFeedWrapper feed, Message message)
{
switch (message.Type)
{
case ExtendedMessageTypes.System:
{
var systemMsg = (IQFeedSystemMessage)message;
switch (systemMsg.Value)
{
case "SERVER DISCONNECTED":
case "SERVER RECONNECT FAILED":
SendOutMessage(systemMsg);
break;
default:
{
if (feed == _lookupFeed)
{
_currSystemType = ExtendedMessageTypes.ListedMarket;
_lookupFeed.RequestListedMarkets();
}
break;
}
}
break;
}
case ExtendedMessageTypes.HistoryExtraDayCandle:
// расширенное сообщение лучше передавать внешнему коду, чтобы ему хоть как-то получить информацию
//case ExtendedMessageTypes.Data:
break;
case ExtendedMessageTypes.ListedMarket:
{
var lmMsg = (IQFeedListedMarketMessage)message;
_markets[lmMsg.Id] = lmMsg.Code;
break;
}
case ExtendedMessageTypes.SecurityType:
{
var stMsg = (IQFeedSecurityTypeMessage)message;
try
{
var secType = stMsg.Code.ToSecurityType();
if (secType == null)
{
this.AddWarningLog(LocalizedStrings.Str2140Params.Put(stMsg.Code));
}
_securityTypes[stMsg.Id] = secType;
}
catch (Exception ex)
{
this.AddErrorLog(ex);
}
break;
}
case ExtendedMessageTypes.End:
{
var type = feed == _lookupFeed ? _currSystemType : null;
var requestId = 0L;
if (_currSystemType == null)
{
requestId = message.GetRequestId();
type = _requestsType.TryGetValue2(requestId);
if (type == null)
{
return;
}
_requestsType.Remove(requestId);
_secIds.Remove(requestId);
if (type == MessageTypes.CandleTimeFrame ||
type == MessageTypes.CandleVolume ||
type == MessageTypes.CandleTick ||
type == ExtendedMessageTypes.HistoryExtraDayCandle)
{
_candleParsers.Remove(requestId);
}
}
switch (type)
{
case MessageTypes.Security:
{
var result = _lookupResult.TryGetValue(requestId);
if (result == null)
{
return;
}
_lookupResult.Remove(requestId);
SendOutMessage(new SecurityLookupResultMessage {
OriginalTransactionId = requestId
});
break;
}
case ExtendedMessageTypes.ListedMarket:
{
_currSystemType = ExtendedMessageTypes.SecurityType;
_lookupFeed.RequestSecurityTypes();
break;
}
case ExtendedMessageTypes.SecurityType:
{
_currSystemType = null;
SendOutMessage(new ConnectMessage());
break;
}
// для сделок и свечек отправляем фиктивный объект,
// чтобы сообщить, что получение исторических данных завершено
case MessageTypes.Execution:
{
SendOutMessage(new Level1ChangeMessage
{
ExtensionInfo = new Dictionary <object, object>
{
{ "IsFinished", true },
}
}.InitRequestId(requestId));
break;
}
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
case ExtendedMessageTypes.HistoryExtraDayCandle:
{
SendOutMessage(new TimeFrameCandleMessage
{
IsFinished = true,
OriginalTransactionId = requestId,
});
break;
}
}
break;
}
//case MessageTypes.Security:
//{
// var secMsg = (SecurityMessage)message;
// var exchangeRoot = message.GetValue<string>("ExchangeRoot");
// switch (secMsg.SecurityType)
// {
// case SecurityTypes.Future:
// secMsg.ExpiryDate = message.GetValue<DateTime>("ExpiryDate");
// secMsg.UnderlyingSecurityCode = exchangeRoot;
// break;
// case SecurityTypes.Option:
// secMsg.ExpiryDate = message.GetValue<DateTime>("ExpiryDate");
// secMsg.UnderlyingSecurityCode = exchangeRoot;
// secMsg.Strike = message.GetValue<decimal>("Strike");
// break;
// }
// SendOutMessage(secMsg);
// break;
//}
default:
SendOutMessage(message);
break;
}
}
