void IMessageProcessor.Clear(ClearMessageQueueMessage message)
{
if (message == null)
{
throw new ArgumentNullException("message");
}
DefaultProcessor.Clear(message);
}
void IMessageProcessor.Clear(ClearMessageQueueMessage message)
{
_messageProcessor.Clear(message);
}
/// <summary>
/// Метод обработки исходящих сообщений для <see cref="OutMessageProcessor"/>.
/// </summary>
/// <param name="message">Сообщение.</param>
/// <param name="adapter">Адаптер.</param>
protected virtual void OnOutMessageProcessor(Message message, IMessageAdapter adapter)
{
if (this != adapter)
{
return;
}
switch (message.Type)
{
case MessageTypes.ClearMessageQueue:
OutMessageProcessor.Clear((ClearMessageQueueMessage)message);
return;
case MessageTypes.Security:
{
NewOutMessage.SafeInvoke(message);
if (!SessionHolder.CreateAssociatedSecurity)
{
break;
}
var clone = (SecurityMessage)message.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
break;
}
case MessageTypes.Level1Change:
{
NewOutMessage.SafeInvoke(message);
var l1Msg = (Level1ChangeMessage)message;
if (l1Msg.SecurityId.IsDefault())
{
break;
}
if (SessionHolder.CreateAssociatedSecurity)
{
// обновление BestXXX для ALL из конкретных тикеров
var clone = (Level1ChangeMessage)l1Msg.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
}
if (SessionHolder.CreateDepthFromLevel1)
{
// генерация стакана из Level1
var builder = _level1DepthBuilders.SafeAdd(l1Msg.SecurityId, c => new Level1DepthBuilder(c));
if (builder.Process(l1Msg))
{
var quoteMsg = builder.QuoteChange;
NewOutMessage.SafeInvoke(quoteMsg);
CreateAssociatedSecurityQuotes(quoteMsg);
}
}
break;
}
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)message;
NewOutMessage.SafeInvoke(quoteMsg);
if (SessionHolder.CreateDepthFromLevel1)
{
_level1DepthBuilders.SafeAdd(quoteMsg.SecurityId, c => new Level1DepthBuilder(c)).HasDepth = true;
}
CreateAssociatedSecurityQuotes(quoteMsg);
break;
}
case MessageTypes.Execution:
{
NewOutMessage.SafeInvoke(message);
if (!SessionHolder.CreateAssociatedSecurity)
{
break;
}
var execMsg = (ExecutionMessage)message;
if (execMsg.SecurityId.IsDefault())
{
break;
}
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Tick:
case ExecutionTypes.OrderLog:
{
var clone = (ExecutionMessage)message.Clone();
clone.SecurityId = CloneSecurityId(clone.SecurityId);
NewOutMessage.SafeInvoke(clone);
break;
}
}
break;
}
default:
NewOutMessage.SafeInvoke(message);
break;
}
}