Version

Core/Collections/ObservableGroupCollection.cs

@@ -0,0 +1,58 @@
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+
+namespace Terminal.Core.Collections
+{
+  public interface IGroup
+  {
+    /// <summary>
+    /// Group index
+    /// </summary>
+    /// <returns></returns>
+    long GetIndex();
+
+    /// <summary>
+    /// Grouping implementation
+    /// </summary>
+    /// <param name="previous"></param>
+    /// <returns></returns>
+    IGroup Update(IGroup previous);
+  }
+
+  public class ObservableGroupCollection<T> : ObservableCollection<T> where T : IGroup
+  {
+    /// <summary>
+    /// Groups
+    /// </summary>
+    protected virtual IDictionary<long, int> Groups { get; set; }
+
+    /// <summary>
+    /// Constructor
+    /// </summary>
+    public ObservableGroupCollection()
+    {
+      Groups = new Dictionary<long, int>();
+    }
+
+    /// <summary>
+    /// Grouping implementation
+    /// </summary>
+    /// <param name="item"></param>
+    /// <param name="span"></param>
+    public virtual void Add(IGroup item, TimeSpan? span)
+    {
+      var index = item.GetIndex();
+
+      if (Groups.TryGetValue(index, out var position))
+      {
+        this[position] = (T)item.Update(this[position]);
+        return;
+      }
+
+      Groups[index] = Count;
+
+      Add((T)item.Update(null));
+    }
+  }
+}

Core/Domains/Instrument.cs

@@ -49,12 +49,12 @@ public interface IInstrument
     /// <summary>
     /// List of all ticks from the server
     /// </summary>
-    ObservableTimeCollection<PointModel> Points { get; set; }
+    ObservableGroupCollection<PointModel> Points { get; set; }
 
     /// <summary>
     /// List of all ticks from the server aggregated into bars
     /// </summary>
-    ObservableTimeCollection<PointModel> PointGroups { get; set; }
+    ObservableGroupCollection<PointModel> PointGroups { get; set; }
   }
 
   public class Instrument : IInstrument
@@ -102,12 +102,12 @@ public class Instrument : IInstrument
     /// <summary>
     /// List of all ticks from the server
     /// </summary>
-    public virtual ObservableTimeCollection<PointModel> Points { get; set; }
+    public virtual ObservableGroupCollection<PointModel> Points { get; set; }
 
     /// <summary>
     /// List of all ticks from the server aggregated into bars
     /// </summary>
-    public virtual ObservableTimeCollection<PointModel> PointGroups { get; set; }
+    public virtual ObservableGroupCollection<PointModel> PointGroups { get; set; }
 
     /// <summary>
     /// Constructor

Core/Models/Points/PointModel.cs

@@ -1,10 +1,12 @@
 using System;
 using System.Collections.Generic;
+using Terminal.Core.Collections;
 using Terminal.Core.Domains;
+using Terminal.Core.Extensions;
 
 namespace Terminal.Core.Models
 {
-    public class PointModel : ICloneable
+    public class PointModel : ICloneable, IGroup
   {
     /// <summary>
     /// Bid
@@ -77,5 +79,39 @@ public virtual object Clone()
 
       return clone;
     }
+
+    /// <summary>
+    /// Grouping index
+    /// </summary>
+    /// <returns></returns>
+    public virtual long GetIndex() => Time.Value.Ticks;
+
+    /// <summary>
+    /// Grouping implementation
+    /// </summary>
+    /// <param name="previous"></param>
+    /// <returns></returns>
+    public virtual IGroup Update(IGroup previous)
+    {
+      if (previous is not null)
+      {
+        var o = previous as PointModel;
+        var price = (Last ?? Bid ?? Ask ?? o.Last ?? o.Bid ?? o.Ask).Value;
+
+        Ask ??= o.Ask ?? price;
+        Bid ??= o.Bid ?? price;
+        AskSize += o.AskSize ?? 0.0;
+        BidSize += o.BidSize ?? 0.0;
+        Bar ??= new BarModel();
+        Bar.Close = Last = price;
+        Bar.Open = o.Bar?.Open ?? Bar.Open ?? price;
+        Bar.Low = Math.Min(Bar.Low ?? price, o.Bar?.Low ?? price);
+        Bar.High = Math.Max(Bar.High ?? price, o.Bar?.High ?? price);
+        TimeFrame ??= o.TimeFrame;
+        Time = Time.Round(TimeFrame) ?? o.Time;
+      }
+
+      return this;
+    }
   }
 }

Core/Services/NotificationService.cs

@@ -0,0 +1,9 @@
+using System;
+
+namespace Terminal.Core.Services
+{
+  public class NotificationService
+  {
+    public virtual Action<string> OnMessage { get; set; }
+  }
+}

Gateways/Alpaca/Libs/Adapter.cs

@@ -223,13 +223,16 @@ public async Task GetAccountData()
       var positions = await SendData<JsonPosition[]>("/v2/positions");
       var orders = await SendData<JsonOrder[]>("/v2/orders");
 
-      Account.Balance = account.Data.Equity;
-      Account.Descriptor = account.Data.AccountNumber;
-      Account.ActiveOrders = orders.Data.Select(GetInternalOrder).ToDictionary(o => o.Transaction.Id, o => o);
-      Account.ActivePositions = positions.Data.Select(GetInternalPosition).ToDictionary(o => o.Order.Transaction.Id, o => o);
+      if (account.Data is not null)
+      {
+        Account.Balance = account.Data.Equity;
+        Account.Descriptor = account.Data.AccountNumber;
+        Account.ActiveOrders = orders.Data.Select(GetInternalOrder).ToDictionary(o => o.Transaction.Id, o => o);
+        Account.ActivePositions = positions.Data.Select(GetInternalPosition).ToDictionary(o => o.Order.Transaction.Id, o => o);
 
-      Account.ActiveOrders.ForEach(async o => await Subscribe(o.Value.Transaction.Instrument.Name));
-      Account.ActivePositions.ForEach(async o => await Subscribe(o.Value.Order.Transaction.Instrument.Name));
+        Account.ActiveOrders.ForEach(async o => await Subscribe(o.Value.Transaction.Instrument.Name));
+        Account.ActivePositions.ForEach(async o => await Subscribe(o.Value.Order.Transaction.Instrument.Name));
+      }
     }
 
     /// <summary>

Gateways/Simulation/Libs/Adapter.cs

@@ -104,7 +104,7 @@ public override async Task<IList<ErrorModel>> Subscribe(string name)
           point.TimeFrame = instrument.TimeFrame;
 
           instrument.Points.Add(point);
-          instrument.PointGroups.Add(point, instrument.TimeFrame, true);
+          instrument.PointGroups.Add(point, instrument.TimeFrame);
         }
 
         interval.Enabled = true;

Gateways/Simulation/Tests/SendPendingOrder.cs

@@ -44,7 +44,7 @@ public void CreatePendingOrder(
           Instrument = new Instrument()
           {
             Name = "X",
-            Points = new ObservableTimeCollection<PointModel>
+            Points = new ObservableGroupCollection<PointModel>
             {
               new() { Bid = price, Ask = price }
             }