public Dictionary <string, List <BarScaleInterval> > SymbolsScaleIntervalsBarConsumerRegistered(IStreamingConsumer consumer)
{
Dictionary <string, List <BarScaleInterval> > ret = null;
foreach (string symbol in this.DistributionChannels.Keys)
{
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> consumersByScaleInterval = DistributionChannels[symbol];
foreach (BarScaleInterval scaleInterval in consumersByScaleInterval.Keys)
{
SymbolScaleDistributionChannel consumers = consumersByScaleInterval[scaleInterval];
if (consumers.ConsumersBarContains(consumer))
{
if (ret == null)
{
ret = new Dictionary <string, List <BarScaleInterval> >();
}
if (ret.ContainsKey(symbol) == false)
{
ret.Add(symbol, new List <BarScaleInterval>());
}
ret[symbol].Add(scaleInterval);
}
}
}
return(ret);
}
public void ConsumerQuoteRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false)
{
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> newScaleChannels = new Dictionary <BarScaleInterval, SymbolScaleDistributionChannel>();
newScaleChannels.Add(scaleInterval, newChannel);
this.DistributionChannels.Add(symbol, newScaleChannels);
if (this.StreamingProvider.UpstreamIsSubscribed(symbol) == false)
{
this.StreamingProvider.UpstreamSubscribe(symbol);
}
return;
}
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false)
{
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
channels.Add(scaleInterval, newChannel);
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false)
{
channel.ConsumersQuoteAdd(consumer);
return;
}
Assembler.PopupException("QuoteConsumer [" + consumer + "] already registered for [" + channel + "]; returning");
}
}
public void ConsumerQuoteRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer) {
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false) {
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> newScaleChannels = new Dictionary<BarScaleInterval, SymbolScaleDistributionChannel>();
newScaleChannels.Add(scaleInterval, newChannel);
this.DistributionChannels.Add(symbol, newScaleChannels);
if (this.StreamingProvider.UpstreamIsSubscribed(symbol) == false) {
this.StreamingProvider.UpstreamSubscribe(symbol);
}
return;
}
Dictionary<BarScaleInterval, SymbolScaleDistributionChannel> channels = this.DistributionChannels[symbol];
if (channels.ContainsKey(scaleInterval) == false) {
SymbolScaleDistributionChannel newChannel = new SymbolScaleDistributionChannel(symbol, scaleInterval);
newChannel.ConsumersQuoteAdd(consumer);
channels.Add(scaleInterval, newChannel);
return;
}
SymbolScaleDistributionChannel channel = channels[scaleInterval];
if (channel.ConsumersQuoteContains(consumer) == false) {
channel.ConsumersQuoteAdd(consumer);
return;
}
Assembler.PopupException("QuoteConsumer [" + consumer + "] already registered for [" + channel + "]; returning");
}
}
// overridable proxy methods routed by default to DataDistributor
public virtual void ConsumerBarRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer, Bar PartialBarInsteadOfEmpty)
{
this.ConsumerBarRegister(symbol, scaleInterval, consumer);
SymbolScaleDistributionChannel channel = this.DataDistributor.GetDistributionChannelFor(symbol, scaleInterval);
channel.StreamingBarFactoryUnattached.InitWithStreamingBarInsteadOfEmpty(PartialBarInsteadOfEmpty);
}
public void ConsumerBarUnRegister(string symbol, BarScaleInterval scaleInterval, IStreamingConsumer consumer)
{
if (consumer is StaticProvider)
{
int a = 1;
}
lock (lockConsumersBySymbol) {
if (this.DistributionChannels.ContainsKey(symbol) == false)
{
Assembler.PopupException("Can't unregister BarConsumer [" + consumer + "]: symbol[" + symbol + "] is not registered for any consumers; returning");
return;
}
Dictionary <BarScaleInterval, SymbolScaleDistributionChannel> distributorsByScaleInterval = this.DistributionChannels[symbol];
if (distributorsByScaleInterval.ContainsKey(scaleInterval) == false)
{
string symbolDistributorsAsString = "";
foreach (SymbolScaleDistributionChannel d in distributorsByScaleInterval.Values)
{
symbolDistributorsAsString += d + ",";
}
symbolDistributorsAsString.TrimEnd(',');
Assembler.PopupException("Can't unregister BarConsumer [" + consumer + "]: scaleInterval[" + scaleInterval + "] not found among distributors [" + symbolDistributorsAsString + "]; returning");
return;
}
SymbolScaleDistributionChannel distributor = distributorsByScaleInterval[scaleInterval];
if (distributor.ConsumersBarContains(consumer) == false)
{
Assembler.PopupException("Can't unregister BarConsumer [" + consumer + "]: consumer not found in [" + distributor.ConsumersBarAsString + "]; returning");
return;
}
distributor.ConsumersBarRemove(consumer);
if (distributor.ConsumersBarCount == 0 && distributor.ConsumersQuoteCount == 0)
{
//Assembler.PopupException("BarConsumer [" + consumer + "] was the last one using [" + symbol + "][" + scaleInterval + "]; removing QuoteBarDistributor[" + distributor + "]");
distributorsByScaleInterval.Remove(scaleInterval);
if (distributorsByScaleInterval.Count == 0)
{
//Assembler.PopupException("BarConsumer [" + scaleInterval + "] was the last one listening for [" + symbol + "]");
//Assembler.PopupException("...removing[" + symbol + "] from this.DistributionChannels[" + this.DistributionChannels + "]");
this.DistributionChannels.Remove(symbol);
//Assembler.PopupException("...UpstreamUnSubscribing [" + symbol + "]");
this.StreamingProvider.UpstreamUnSubscribe(symbol);
}
}
}
}
public void InitializeStreamingOHLCVfromStreamingProvider(Bars chartBars)
{
SymbolScaleDistributionChannel distributionChannel = this.DataDistributor
.GetDistributionChannelFor(chartBars.Symbol, chartBars.ScaleInterval);
Bar streamingBar = distributionChannel.StreamingBarFactoryUnattached.StreamingBarUnattached;
if (streamingBar == null)
{
string msg = "STREAMING_NEVER_STARTED BarFactory.StreamingBar=null for distributionChannel[" + distributionChannel + "]";
Assembler.PopupException(msg);
throw new Exception(msg);
}
if (streamingBar.DateTimeOpen == DateTime.MinValue)
{
string msg = "STREAMING_NEVER_STARTED streamingBar.DateTimeOpen=MinValue [" + streamingBar
+ "] for distributionChannel[" + distributionChannel + "]";
Assembler.PopupException(msg);
throw new Exception(msg);
}
if (streamingBar.DateTimeOpen != chartBars.BarStaticLast.DateTimeNextBarOpenUnconditional)
{
if (streamingBar.DateTimeOpen == chartBars.BarStaticLast.DateTimeOpen)
{
string msg = "STREAMINGBAR_OVERWROTE_LASTBAR streamingBar.DateTimeOpen[" + streamingBar.DateTimeOpen
+ "] == this.LastStaticBar.DateTimeOpen[" + chartBars.BarStaticLast.DateTimeOpen + "] " + chartBars;
//log.Error(msg);
}
else
{
string msg = "STREAMINGBAR_OUTDATED streamingBar.DateTimeOpen[" + streamingBar.DateTimeOpen
+ "] != chartBars.LastStaticBar.DateTimeNextBarOpenUnconditional["
+ chartBars.BarStaticLast.DateTimeNextBarOpenUnconditional + "] " + chartBars;
//log.Error(msg);
}
}
chartBars.OverrideStreamingDOHLCVwith(streamingBar);
Assembler.PopupException("StreamingOHLCV Overwritten: Bars.StreamingBar[" + chartBars.BarStreamingCloneReadonly + "] taken from streamingBar[" + streamingBar + "]");
}
