//
//
// *********************************************************
// **** ProcessProductsToRecord() ****
// *********************************************************
/// <summary>
/// Called by the hub thread to deal with requests for products to record. If more instruments are
/// requested at a later time this should handle it correctly, however this functionality is largely untested.
/// </summary>
/// <param name="requestArg"></param>
private void ProcessProductsToRecord(DataHubRequest requestArg)
{
foreach (object o in requestArg.Data)
{
ProductRequest prodRequest = (ProductRequest)o;
if (!m_ProductRequestList.Contains(prodRequest))
{ // we have never seen this exact request
if (!m_ProductsRequested.Contains(prodRequest.Product))
{ // we have also never requested this product!
m_ProductsRequested.Add(prodRequest.Product);
m_ProductRequestList.Add(prodRequest); // add it
m_Market.RequestProducts(prodRequest.Product); // request it
}
else
{ // we have request this product previously but may need to request more contracts now.
foreach (ProductRequest completedRequest in m_ProductRequestList)
{
if (completedRequest.Product == prodRequest.Product &&
prodRequest.nInstrumentsToRecord > completedRequest.nInstrumentsToRecord)
{// this is the same product and we want more contracts (if less we ignore it)
List <InstrumentName> instrumentsInProduct;
List <InstrumentDetails> instrumentDetailsList;
m_InstrumentsByProduct.TryGetValue(prodRequest.Product, out instrumentsInProduct); // find all the instruments
if (m_Market.TryGetInstrumentDetails(instrumentsInProduct, out instrumentDetailsList)) // get all the details
{ // we have instrument details to look at
instrumentDetailsList.Sort((x, y) => x.ExpirationDate.CompareTo(y.ExpirationDate)); // sort list by expirations
int noOfInstruments = Math.Min(prodRequest.nInstrumentsToRecord, instrumentDetailsList.Count); // if we are trying to subscribe to more contracts than exist!
for (int i = completedRequest.nInstrumentsToRecord - 1; i < noOfInstruments; i++)
{ // for every instrument past what we already have, subscribe
m_Market.RequestInstrumentPriceSubscription(instrumentDetailsList[i].InstrumentName); // subscribe to instrument
//m_Market.RequestInstrumentTimeAndSalesSubscription(instrumentDetailsList[i].InstrumentName);
m_InstrumentsRequested.Add(instrumentDetailsList[i].InstrumentName); // add it to our list of subscriptions.
} // end i
}
}
}
}
}
}
} // ProcessProductsToRecord
