void manager_QuoteUpdatedEvent(FXCMConnectionManager manager, string symbolName, DataTick dataTick)
{
Symbol symbol = new Symbol(Symbol.SymbolGroup.Forex, symbolName);
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
RuntimeDataSessionInformation sessionInformation = dataSourceStub.GetSymbolSessionInformation(symbol);
if (sessionInformation == null)
{
return;
}
CombinedDataSubscriptionInformation info = dataSourceStub.GetUnsafeSessionSubscriptions(sessionInformation.Info);
if (info != null && info.GetCombinedDataSubscription().QuoteSubscription)
{
dataSourceStub.UpdateQuote(sessionInformation.Info, new Quote(dataTick.Ask, dataTick.Bid, null, dataTick.DateTime), null);
foreach (TimeSpan supportedPeriod in DefaultAvailablePeriods)
{
dataSourceStub.UpdateDataHistory(sessionInformation.Info, new DataHistoryUpdate(supportedPeriod, new DataTick[] { dataTick }));
}
}
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = DataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
MBTradingConnectionManager manager = _manager;
if (manager == null)
{
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (manager.Adapter != null)
{
manager.Quotes.SubscribeSymbolSession(session.Symbol,
Commission.GenerateSymbolCommission(manager.Adapter, session.Symbol));
}
else
{
SystemMonitor.OperationError("Failed to perform data subscription update, since manager adapter not assigned.");
}
GeneralHelper.FireAndForget(delegate()
{// Run an async update of quotes.
string market;
Quote?quote = _manager.Quotes.GetSingleSymbolQuote(session.Symbol.Name, TimeSpan.FromSeconds(10), out market);
if (quote.HasValue)
{
DataSourceStub.UpdateQuote(session, quote, null);
}
});
}
else
{
manager.Quotes.UnSubscribeSymbolSession(session.Symbol.Name);
}
}
void PostQuoteUpdate(string forexPair, DataTick dataTick)
{
RuntimeDataSessionInformation sessionInformation = _dataSourceStub.GetSymbolSessionInformation(new Symbol("Forex", forexPair));
if (sessionInformation != null &&
_subscribedSymbols.ContainsKey(forexPair))
{
CombinedDataSubscriptionInformation info = _dataSourceStub.GetUnsafeSessionSubscriptions(sessionInformation.Info);
if (info != null && info.GetCombinedDataSubscription().QuoteSubscription)
{
_dataSourceStub.UpdateQuote(sessionInformation.Info, new Quote(dataTick.Ask, dataTick.Bid, null, dataTick.DateTime), null);
foreach (TimeSpan supportedPeriod in DefaultAvailablePeriods)
{
_dataSourceStub.UpdateDataHistory(sessionInformation.Info, new DataHistoryUpdate(supportedPeriod, new DataTick[] { dataTick }));
}
}
}
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (!_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Add(session.Symbol.Name, session.Symbol);
}
}
else
{
if (_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Remove(session.Symbol.Name);
}
}
}
