/// <summary>
/// Indicates whether the current object is equal to another object of the same type.
/// </summary>
/// <returns>
/// true if the current object is equal to the <paramref name="other"/> parameter; otherwise, false.
/// </returns>
/// <param name="other">An object to compare with this object.</param>
public bool Equals(SubscriptionDataConfig other)
{
if (ReferenceEquals(null, other))
{
return(false);
}
if (ReferenceEquals(this, other))
{
return(true);
}
return(_sid.Equals(other._sid) && Type == other.Type &&
TickType == other.TickType &&
Resolution == other.Resolution &&
FillDataForward == other.FillDataForward &&
ExtendedMarketHours == other.ExtendedMarketHours &&
IsInternalFeed == other.IsInternalFeed &&
IsCustomData == other.IsCustomData &&
DataTimeZone.Equals(other.DataTimeZone) &&
DataMappingMode == other.DataMappingMode &&
ExchangeTimeZone.Equals(other.ExchangeTimeZone) &&
ContractDepthOffset == other.ContractDepthOffset &&
IsFilteredSubscription == other.IsFilteredSubscription);
}
/// <summary>
/// Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be
/// null following the event firing.
/// </summary>
/// <param name="workingBar">The bar we're building, null if the event was just fired and we're starting a new consolidated bar.</param>
/// <param name="data">The new data.</param>
protected override void AggregateBar(ref QuoteBar workingBar, QuoteBar data)
{
var bid = data.Bid;
var ask = data.Ask;
if (workingBar == null)
{
// Data is in exchange TZ, let's zone it
var zonedDataTimeDT = ExchangeTimeZone.AtLeniently(CreateLocalDateTime(data.Time));
workingBar = new QuoteBar
{
Symbol = data.Symbol,
Time = RoundDownToLastEmitTime(zonedDataTimeDT).WithZone(ExchangeTimeZone).ToDateTimeUnspecified(),
Bid = bid == null ? null : bid.Clone(),
Ask = ask == null ? null : ask.Clone(),
Period = TimeSpan.FromDays(1)
};
}
// Update the bid and ask
if (bid != null)
{
workingBar.LastBidSize = data.LastBidSize;
if (workingBar.Bid == null)
{
workingBar.Bid = new Bar(bid.Open, bid.High, bid.Low, bid.Close);
}
else
{
workingBar.Bid.Close = bid.Close;
if (workingBar.Bid.High < bid.High)
{
workingBar.Bid.High = bid.High;
}
if (workingBar.Bid.Low > bid.Low)
{
workingBar.Bid.Low = bid.Low;
}
}
}
if (ask != null)
{
workingBar.LastAskSize = data.LastAskSize;
if (workingBar.Ask == null)
{
workingBar.Ask = new Bar(ask.Open, ask.High, ask.Low, ask.Close);
}
else
{
workingBar.Ask.Close = ask.Close;
if (workingBar.Ask.High < ask.High)
{
workingBar.Ask.High = ask.High;
}
if (workingBar.Ask.Low > ask.Low)
{
workingBar.Ask.Low = ask.Low;
}
}
}
workingBar.Value = data.Value;
workingBar.Period += data.Period;
}
