public AlfaWrapper(AlfaDirectMessageAdapter adapter)
{
if (adapter == null)
throw new ArgumentNullException(nameof(adapter));
_adapter = adapter;
_sysCulture = ThreadingHelper.GetSystemCulture();
_adapter.AddInfoLog(LocalizedStrings.Str2270Params, _sysCulture);
_ad = new AlfaDirectClass();
_ad.OnConnectionChanged += OnConnectionChanged;
_ad.OnTableChanged += OnTableChanged;
_ad.OrderConfirmed += OrderConfirmed;
_tableSecurities = new AlfaTable(_ad, _adapter, AlfaTable.TableName.papers, "paper_no, p_code, ansi_name, place_code, at_code, lot_size, i_last_update, expired, mat_date, price_step, base_paper_no, go_buy, go_sell, price_step_cost, curr_code, strike");
_tableDepth = new AlfaTable(_ad, _adapter, AlfaTable.TableName.queue, "paper_no, sell_qty, price, buy_qty");
_tableLevel1 = new AlfaTable(_ad, _adapter, AlfaTable.TableName.fin_info, "paper_no, status, go_buy, go_sell, open_pos_qty, open_price, close_price, sell, sell_qty, buy, buy_qty, min_deal, max_deal, lot_size, volatility, theor_price, last_price, last_qty, last_update_date, last_update_time, price_step, buy_sqty, sell_sqty, buy_count, sell_count", "trading_status");
_tableTrades = new AlfaTable(_ad, _adapter, AlfaTable.TableName.all_trades, "paper_no, trd_no, qty, price, ts_time, b_s", "b_s_num");
_tableOrders = new AlfaTable(_ad, _adapter, AlfaTable.TableName.orders, "ord_no, acc_code, paper_no, status, b_s, price, qty, rest, ts_time, comments, place_code, stop_price, avg_trd_price, blank, updt_grow_price, updt_down_price, updt_new_price, trailing_level, trailing_slippage", "order_status, b_s_str");
_tablePositions = new AlfaTable(_ad, _adapter, AlfaTable.TableName.balance, "acc_code, p_code, place_code, paper_no, income_rest, real_rest, forword_rest, pl, profit_vol, income_vol, real_vol, open_vol, var_margin, balance_price");
_tableMyTrades = new AlfaTable(_ad, _adapter, AlfaTable.TableName.trades, "trd_no, ord_no, treaty, paper_no, price, qty, b_s, ts_time", "b_s_str");
_tableNews = new AlfaTable(_ad, _adapter, AlfaTable.TableName.news, "new_no, provider, db_data, subject, body");
_tableAccounts = new AlfaTable(_ad, _adapter, AlfaTable.TableName.accounts, "treaty");
_connState = IsConnected ? ConnectionStates.Connected : ConnectionStates.Disconnected;
_adapter.AddInfoLog("AlfaDirect {0}", _ad.Version.ToString());
}
public AlfaWrapper(AlfaDirectMessageAdapter adapter)
{
if (adapter == null)
{
throw new ArgumentNullException("adapter");
}
_adapter = adapter;
_sysCulture = ThreadingHelper.GetSystemCulture();
_adapter.AddInfoLog(LocalizedStrings.Str2270Params, _sysCulture);
_ad = new AlfaDirectClass();
_ad.OnConnectionChanged += OnConnectionChanged;
_ad.OnTableChanged += OnTableChanged;
_ad.OrderConfirmed += OrderConfirmed;
_tableSecurities = new AlfaTable(_ad, _adapter, AlfaTable.TableName.papers, "paper_no, p_code, ansi_name, place_code, at_code, lot_size, i_last_update, expired, mat_date, price_step, base_paper_no, go_buy, go_sell, price_step_cost, curr_code, strike");
_tableDepth = new AlfaTable(_ad, _adapter, AlfaTable.TableName.queue, "paper_no, sell_qty, price, buy_qty");
_tableLevel1 = new AlfaTable(_ad, _adapter, AlfaTable.TableName.fin_info, "paper_no, status, go_buy, go_sell, open_pos_qty, open_price, close_price, sell, sell_qty, buy, buy_qty, min_deal, max_deal, lot_size, volatility, theor_price, last_price, last_qty, last_update_date, last_update_time, price_step, buy_sqty, sell_sqty, buy_count, sell_count", "trading_status");
_tableTrades = new AlfaTable(_ad, _adapter, AlfaTable.TableName.all_trades, "paper_no, trd_no, qty, price, ts_time, b_s", "b_s_num");
_tableOrders = new AlfaTable(_ad, _adapter, AlfaTable.TableName.orders, "ord_no, acc_code, paper_no, status, b_s, price, qty, rest, ts_time, comments, place_code, stop_price, avg_trd_price, blank, updt_grow_price, updt_down_price, updt_new_price, trailing_level, trailing_slippage", "order_status, b_s_str");
_tablePositions = new AlfaTable(_ad, _adapter, AlfaTable.TableName.balance, "acc_code, p_code, place_code, paper_no, income_rest, real_rest, forword_rest, pl, profit_vol, income_vol, real_vol, open_vol, var_margin, balance_price");
_tableMyTrades = new AlfaTable(_ad, _adapter, AlfaTable.TableName.trades, "trd_no, ord_no, treaty, paper_no, price, qty, b_s, ts_time", "b_s_str");
_tableNews = new AlfaTable(_ad, _adapter, AlfaTable.TableName.news, "new_no, provider, db_data, subject, body");
_tableAccounts = new AlfaTable(_ad, _adapter, AlfaTable.TableName.accounts, "treaty");
_connState = IsConnected ? ConnectionStates.Connected : ConnectionStates.Disconnected;
_adapter.AddInfoLog("AlfaDirect {0}", _ad.Version.ToString());
}
public TerminalConnector(string account, string placeCode, string pCode)
{
this.account = account;
this.placeCode = placeCode;
this.pCode = pCode;
alfaDirect = new AlfaDirectClass();
}
public AlfaTable(AlfaDirectClass ad, ILogReceiver logReceiver, TableName name, string fields, string uniqueNames = null)
{
_ad = ad;
_logReceiver = logReceiver;
Name = name.ToString();
Fields = new FieldList(this, logReceiver, fields, uniqueNames);
_strFields = Fields.Names.Join(",");
_supportInFilter = name != TableName.queue;
_supportUpdates = name != TableName.queue && name != TableName.balance;
_globalFilter =
name == TableName.all_trades ? "AT" :
name == TableName.fin_info ? "FI" :
name == TableName.queue ? "Q" :
null;
_filtered = _globalFilter != null;
if (_filtered)
{
FilterPapers = new HashSet <int>();
}
}
