/// <summary>
/// Подписаться на исторические данные
/// </summary>
/// <param name="consumer">
/// Потребитель исторических данных
/// </param>
/// <param name="instrument">
/// Инструмент
/// </param>
/// <param name="begin">
/// Начало диапазона
/// </param>
/// <param name="span">
/// Интервал свечей для исторических данных
/// </param>
/// <returns>
/// Подписка на исторические данные
/// </returns>
/// <remarks>
/// Провайдер вправе переопределить параметры исторических графиков - диапазон, интервал,
/// если он не в состоянии предоставить запрошенные данные.
/// </remarks>
public async Task <IHistoryDataSubscription> SubscribeToHistoryDataAsync(
IHistoryDataConsumer consumer,
Instrument instrument,
DateTime begin,
HistoryProviderSpan span)
{
var symbol = await adapter.ResolveSymbolAsync(instrument);
if (symbol == null)
{
consumer.Error($"Unable to resolve symbol for {instrument}");
return(new NullHistoryDataSubscription());
}
QLAdapter.Log.Debug().Print($"Candles subscription: {symbol}, span {span}, from {begin}");
var subscriptionMessage = new QLHistoryDataSubscription(symbol, begin, span);
var subscription =
new HistoryDataSubscription(subscriptionMessage.id, instrument, begin, span, adapter, consumer);
using (requestsLock.Lock())
{
subscriptions[subscription.Id] = subscription;
}
adapter.SendMessage(subscriptionMessage);
return(subscription);
}
private void AdapterOnMessageReceived(object sender, QLMessageEventArgs e)
{
switch (e.Message.message_type)
{
case QLMessageType.CandlesResponse:
var response = (QLHistoryDataResponse)e.Message;
QLAdapter.Log.Debug().Print($"CandlesResponse received, contains {response.candles?.Count} candles", LogFields.RequestId(response.id));
HistoryDataRequest request;
using (requestsLock.Lock())
{
if (!requests.TryGetValue(response.id, out request))
{
return;
}
}
request.ProcessResponse(response);
using (requestsLock.Lock())
{
requests.Remove(response.id);
}
break;
case QLMessageType.CandlesUpdate:
var update = (QLHistoryDataUpdate)e.Message;
QLAdapter.Log.Trace().Print($"CandlesUpdate received: {update.candles}");
HistoryDataSubscription subscription = null;
using (requestsLock.Lock())
{
if (!subscriptions.TryGetValue(update.id, out subscription))
{
return;
}
}
subscription.ProcessUpdate(update);
break;
}
}
