public void SendMarketDataRequest(FIXMarketDataRequest request)
{
SubscriptionDataType subscriptionDataType = (SubscriptionDataType)0;
for (int i = 0; i < request.NoMDEntryTypes; i++)
{
FIXMDEntryTypesGroup mDEntryTypesGroup = request.GetMDEntryTypesGroup(i);
switch (mDEntryTypesGroup.MDEntryType)
{
case '0':
case '1':
if (request.MarketDepth == 1)
{
subscriptionDataType |= SubscriptionDataType.Quotes;
}
else
{
subscriptionDataType |= SubscriptionDataType.OrderBook;
}
break;
case '2':
subscriptionDataType |= SubscriptionDataType.Trades;
break;
}
}
for (int j = 0; j < request.NoRelatedSym; j++)
{
FIXRelatedSymGroup relatedSymGroup = request.GetRelatedSymGroup(j);
SmartQuant.Instruments.Instrument key = SmartQuant.Instruments.InstrumentManager.Instruments[relatedSymGroup.Symbol];
global::OpenQuant.API.Instrument instrument = Map.SQ_OQ_Instrument[key] as global::OpenQuant.API.Instrument;
switch (request.SubscriptionRequestType)
{
case '1':
this.provider.CallSubscribe(instrument, subscriptionDataType);
break;
case '2':
this.provider.CallUnsubscribe(instrument, subscriptionDataType);
break;
default:
throw new Exception("Unknown subscription request type " + request.SubscriptionRequestType);
}
}
}
public void SendMarketDataRequest(FIXMarketDataRequest request)
{
SubscriptionDataType subscriptionDataType = (SubscriptionDataType)0;
for (int i = 0; i < request.NoMDEntryTypes; ++i)
{
switch (request.GetMDEntryTypesGroup(i).MDEntryType)
{
case '0':
case '1':
if (request.MarketDepth == 1)
{
subscriptionDataType |= SubscriptionDataType.Quotes;
break;
}
else
{
subscriptionDataType |= SubscriptionDataType.OrderBook;
break;
}
case '2':
subscriptionDataType |= SubscriptionDataType.Trades;
break;
}
}
for (int i = 0; i < request.NoRelatedSym; ++i)
{
FreeQuant.Instruments.Instrument instrument1 = FreeQuant.Instruments.InstrumentManager.Instruments[request.GetRelatedSymGroup(i).Symbol];
Instrument instrument2 = Map.FQ_OQ_Instrument[(object)instrument1] as Instrument;
switch (request.SubscriptionRequestType)
{
case '1':
this.provider.CallSubscribe(instrument2, subscriptionDataType);
break;
case '2':
this.provider.CallUnsubscribe(instrument2, subscriptionDataType);
break;
default:
throw new Exception("Unknown subscription request type " + (object)request.SubscriptionRequestType);
}
}
}
public async void LoadSubscriptions()
{
//Get the service
var service = await YoutubeItemMethodsStatic.GetServiceAsync();
string nextPageToken;
//Get the subscriptions
var tempSubscriptions = GetSubscriptions(null, service);
if (tempSubscriptions == null)
{
Log.Error("Get Subscriptions returned a null object. The method \"LoadSubscriptions\" was cancelled");
return;
}
foreach (Subscription sub in tempSubscriptions.Items)
{
SubscriptionDataType subscription = new SubscriptionDataType();
try
{
subscription = new SubscriptionDataType
{
Id = sub.Snippet.ResourceId.ChannelId,
Thumbnail = new BitmapImage(new Uri(sub.Snippet.Thumbnails.Medium.Url)),
Title = sub.Snippet.Title,
NewVideosCount = Convert.ToString(sub.ContentDetails.NewItemCount),
SubscriptionID = sub.Id
};
subscriptionsList.Add(subscription);
}
catch (Exception ex)
{
Log.Error(string.Format("Subscription failed to load. Object:", JsonConvert.SerializeObject(subscription)));
Log.Error(ex.Message);
}
}
if (tempSubscriptions.NextPageToken != null)
{
nextPageToken = tempSubscriptions.NextPageToken;
while (nextPageToken != null)
{
var tempSubs = GetSubscriptions(nextPageToken, service);
foreach (Subscription sub in tempSubs.Items)
{
SubscriptionDataType subscription = new SubscriptionDataType();
try
{
subscription = new SubscriptionDataType
{
Id = sub.Snippet.ResourceId.ChannelId,
Thumbnail = new BitmapImage(new Uri(sub.Snippet.Thumbnails.Medium.Url)),
Title = sub.Snippet.Title,
NewVideosCount = Convert.ToString(sub.ContentDetails.NewItemCount),
SubscriptionID = sub.Id
};
subscriptionsList.Add(subscription);
}
catch (Exception ex)
{
Log.Error(string.Format("Subscription failed to load. Object:", JsonConvert.SerializeObject(subscription)));
Log.Error(ex.Message);
}
}
nextPageToken = tempSubs.NextPageToken;
}
}
}
protected virtual void Unsubscribe(Instrument instrument, SubscriptionDataType subscriptionDataType)
{
this.Unsubscribe(instrument);
}
internal void CallUnsubscribe(Instrument instrument, SubscriptionDataType subscriptionDataType)
{
this.Unsubscribe(instrument, subscriptionDataType);
}
protected virtual void Unsubscribe(Instrument instrument, SubscriptionDataType subscriptionDataType)
{
this.Unsubscribe(instrument);
}
internal void CallUnsubscribe(Instrument instrument, SubscriptionDataType subscriptionDataType)
{
this.Unsubscribe(instrument, subscriptionDataType);
}
protected override void Unsubscribe(Instrument instrument, SubscriptionDataType subscriptionDataType)
{
if (!this.isConnected)
return;
TransaqSecurity transaqSecurity1 = (TransaqSecurity) null;
string symbol = instrument.GetSymbol(this.name);
if (this.selectedSecurity == SecuritySelector.seccode)
{
foreach (int index in this.securityBySecId.Keys)
{
TransaqSecurity transaqSecurity2 = this.securityBySecId[index];
if (transaqSecurity2.SecCode == symbol)
{
transaqSecurity1 = transaqSecurity2;
break;
}
}
}
else if (this.selectedSecurity == SecuritySelector.seccode_board)
{
foreach (string index in this.securityBySCB.Keys)
{
TransaqSecurity transaqSecurity2 = this.securityBySCB[index];
if (transaqSecurity2.SecCodeBoard == symbol)
{
transaqSecurity1 = transaqSecurity2;
break;
}
}
}
if (transaqSecurity1 == null)
this.EmitError(string.Format("Unknown instrument {0} for unsubscribe {1}", (object) symbol, (object) subscriptionDataType));
else if (this.selectedSecurity == SecuritySelector.seccode)
{
string str = "<command id=\"unsubscribe\">";
if (subscriptionDataType == SubscriptionDataType.Trades)
str = string.Concat(new object[4]
{
(object) str,
(object) "<alltrades><secid>",
(object) transaqSecurity1.SecId,
(object) "</secid></alltrades>"
});
else if (subscriptionDataType == SubscriptionDataType.Quotes)
str = string.Concat(new object[4]
{
(object) string.Concat(new object[4]
{
(object) str,
(object) "<quotations><secid>",
(object) transaqSecurity1.SecId,
(object) "</secid></quotations>"
}),
(object) "<quotes><secid>",
(object) transaqSecurity1.SecId,
(object) "</secid></quotes>"
});
else if (subscriptionDataType == SubscriptionDataType.OrderBook)
return;
if (!this.SendCommandLine(str + "</command>").Success || !this.openBookBySecId.ContainsKey(transaqSecurity1.SecId))
return;
this.openBookBySecId.Remove(transaqSecurity1.SecId);
}
else
{
if (this.selectedSecurity != SecuritySelector.seccode_board)
return;
string str = "<command id=\"unsubscribe\">";
if (subscriptionDataType == SubscriptionDataType.Trades)
str = str + "<alltrades><security><board>" + transaqSecurity1.Board + "</board><seccode>" + transaqSecurity1.SecCode + "</seccode></security></alltrades>";
else if (subscriptionDataType == SubscriptionDataType.Quotes)
str = str + "<quotations><security><board>" + transaqSecurity1.Board + "</board><seccode>" + transaqSecurity1.SecCode + "</seccode></security></quotations>" + "<quotes><security><board>" + transaqSecurity1.Board + "</board><seccode>" + transaqSecurity1.SecCode + "</seccode></security></quotes>";
else if (subscriptionDataType == SubscriptionDataType.OrderBook)
return;
if (!this.SendCommandLine(str + "</command>").Success || !this.openBookBySCB.ContainsKey(transaqSecurity1.SecCodeBoard))
return;
this.openBookBySCB.Remove(transaqSecurity1.SecCodeBoard);
}
}
