Tag Request(std::shared_ptr<IRequest> p)
{
unsigned int num = m_requests.size();
for (unsigned int ui=0; ui<num; ++ui)
{
if ( m_requests.at(ui) == nullptr )
{
m_requests.at(ui) = p;
return static_cast<Tag>(ui);
}
}
m_requests.push_back(p);
return static_cast<Tag>(num);
}
//--------------------------------------------------------------------------------------//
void CMarketDataProvider::Subscribe(RequestVector& request)
{
HRESULT hr = S_OK;
try
{
IBatchPriceProviderPtr spBatchPriceProvider = GetBatchPriceProvider();
if (static_cast<bool>(spBatchPriceProvider))
{
CComRecPtr<QuoteUpdateParams, &LIBID_PRICEPROVIDERSLib> RequestInfo;
RequestInfo.Init();
long outSize = static_cast<long>(request.size());
SAFEARRAYBOUND sab = { outSize, 0 };
LPSAFEARRAY psa = ::SafeArrayCreateEx( VT_RECORD, 1, &sab, (PVOID) RequestInfo.GetRecordInfo() );
if(psa)
{
QuoteUpdateParams* pvOutData = NULL;
if(SUCCEEDED(hr = ::SafeArrayAccessData(psa, (void**)&pvOutData)))
{
memset(pvOutData, 0, outSize * sizeof(QuoteUpdateParams));
int j = 0;
for (RequestVector::iterator it = request.begin(); it != request.end(); ++it)
{
(*it).CopyTo(pvOutData[j]);
j++;
}
::SafeArrayUnaccessData(psa);
}
}
_com_util::CheckError(spBatchPriceProvider->raw_SubscribeMultipleQuotes(&psa));
::SafeArrayDestroy(psa);
m_bInSubscribeMode = true;
}
}
catch (_com_error& err)
{
TRACE_COM_ERROR(err);
}
catch (...)
{
TRACE_UNKNOWN_ERROR();
};
return;
};
