public StrategyConnector()
{
EntityFactory = _entityFactory = new StrategyEntityFactory();
SessionHolder = BasketSessionHolder = new BasketSessionHolder(TransactionIdGenerator);
TransactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, BasketSessionHolder);
MarketDataAdapter = new BasketMessageAdapter(MessageAdapterTypes.MarketData, BasketSessionHolder);
ApplyMessageProcessor(MessageDirections.In, true, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
}
public StudioConnector()
{
EntityFactory = new StudioEntityFactory(this);
SessionHolder = _sessionHolder = new BasketSessionHolder(TransactionIdGenerator);
MarketDataAdapter = _marketDataAdapter = new StudioMarketDataAdapter(_sessionHolder);
TransactionAdapter = _transactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, _sessionHolder);
ApplyMessageProcessor(MessageDirections.In, true, false);
ApplyMessageProcessor(MessageDirections.In, false, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
_transactionAdapter.NewOutMessage += TransactionAdapterNewOutMessage;
CreateEmulationSessionHolder();
var cmdSvc = ConfigManager.GetService <IStudioCommandService>();
cmdSvc.Register <LookupSecuritiesCommand>(this, false, cmd => LookupSecurities(cmd.Criteria));
cmdSvc.Register <RequestTradesCommand>(this, false, cmd => new NewTradesCommand(Trades).Process(this));
//cmdSvc.Register<RequestPortfoliosCommand>(this, cmd => Portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this)));
cmdSvc.Register <RequestPositionsCommand>(this, false, cmd => Positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this)));
cmdSvc.Register <RequestMarketDataCommand>(this, false, cmd => AddExport(cmd.Security, cmd.Type));
cmdSvc.Register <RefuseMarketDataCommand>(this, false, cmd => RemoveExport(cmd.Security, cmd.Type));
//NewPortfolios += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this));
PortfoliosChanged += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, false).Process(this));
NewPositions += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this));
PositionsChanged += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, false).Process(this));
NewTrades += trades => new NewTradesCommand(trades).Process(this);
NewNews += news => new NewNewsCommand(news).Process(this);
LookupSecuritiesResult += securities => new LookupSecuritiesResultCommand(securities).Process(this);
//LookupPortfoliosResult += portfolios => new LookupPortfoliosResultCommand(portfolios).Process(this);
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
}
private void QuikConnectionMouseDoubleClick(object sender, RoutedEventArgs e)
{
if (_connector == null)
{
_connector = new Connector();
_connector.Connected += _connector.StartExport;
var session = new BasketSessionHolder(_connector.TransactionIdGenerator);
_connector.MarketDataAdapter = new BasketMessageAdapter(MessageAdapterTypes.MarketData, session);
_connector.TransactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, session);
_connector.ApplyMessageProcessor(MessageDirections.In, true, false);
_connector.ApplyMessageProcessor(MessageDirections.In, false, true);
_connector.ApplyMessageProcessor(MessageDirections.Out, true, true);
if (QuikCheckBox.IsChecked == true)
{
session.InnerSessions.Add(new QuikSessionHolder(_connector.TransactionIdGenerator)
{
IsTransactionEnabled = true,
IsMarketDataEnabled = true,
}, 1);
}
if (SmartComCheckBox.IsChecked == true)
{
session.InnerSessions.Add(new SmartComSessionHolder(_connector.TransactionIdGenerator)
{
Login = Login.Text,
Password = Password.Password.To <SecureString>(),
Address = Address.SelectedAddress,
IsTransactionEnabled = true,
IsMarketDataEnabled = true,
}, 0);
}
if (PlazaCheckBox.IsChecked == true)
{
session.InnerSessions.Add(new PlazaSessionHolder(_connector.TransactionIdGenerator)
{
IsCGate = true,
IsTransactionEnabled = true,
IsMarketDataEnabled = true,
}, 0);
}
if (session.InnerSessions.Count == 0)
{
MessageBox.Show(LocalizedStrings.Str2971);
return;
}
_securityProvider = new FilterableSecurityProvider(_connector);
_connector.ConnectionError += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959));
_connector.Connect();
}
else
{
Disconnect();
}
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (!_isConnected)
{
if (Connector == null)
{
var isDde = IsDde.IsChecked == true;
if (SmartLogin.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2965);
return;
}
if (SmartPassword.Password.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2966);
return;
}
if (isDde && QuikPath.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2967);
return;
}
// создаем агрегирующее подключение (+ сразу инициализируем настройки переподключения)
Connector = InitReconnectionSettings(new Connector());
var session = new BasketSessionHolder(Connector.TransactionIdGenerator);
Connector.MarketDataAdapter = new BasketMessageAdapter(MessageAdapterTypes.MarketData, session);
Connector.TransactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, session);
Connector.ApplyMessageProcessor(MessageDirections.In, true, false);
Connector.ApplyMessageProcessor(MessageDirections.In, false, true);
Connector.ApplyMessageProcessor(MessageDirections.Out, true, true);
// добавляем подключения к SmartCOM и Quik
session.InnerSessions.Add(new QuikSessionHolder(Connector.TransactionIdGenerator)
{
IsDde = isDde,
Path = QuikPath.Text,
IsTransactionEnabled = true,
IsMarketDataEnabled = true,
}, 1);
//session.InnerSessions.Add(new PlazaSessionHolder(Connector.TransactionIdGenerator)
//{
// IsCGate = true,
// IsTransactionEnabled = true,
// IsMarketDataEnabled = true,
//}, 0);
session.InnerSessions.Add(new SmartComSessionHolder(Connector.TransactionIdGenerator)
{
Login = SmartLogin.Text,
Password = SmartPassword.Password.To <SecureString>(),
Address = SmartAddress.SelectedAddress,
IsTransactionEnabled = true,
IsMarketDataEnabled = true,
}, 0);
// очищаем из текстового поля в целях безопасности
//SmartPassword.Clear();
var logManager = new LogManager();
logManager.Listeners.Add(new FileLogListener("sample.log"));
logManager.Sources.Add(Connector);
// подписываемся на событие успешного соединения
Connector.Connected += () =>
{
// возводим флаг, что соединение установлено
_isConnected = true;
// разблокируем кнопку Экспорт
this.GuiAsync(() => ChangeConnectStatus(true));
};
// подписываемся на событие разрыва соединения
Connector.ConnectionError += error => this.GuiAsync(() =>
{
// заблокируем кнопку Экспорт (так как соединение было потеряно)
ChangeConnectStatus(false);
MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});
// подписываемся на ошибку обработки данных (транзакций и маркет)
Connector.ProcessDataError += error =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
// подписываемся на ошибку подписки маркет-данных
Connector.MarketDataSubscriptionFailed += (security, type, error) =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(type, security)));
Connector.NewSecurities += securities => _securitiesWindow.SecurityPicker.Securities.AddRange(securities);
Connector.NewOrders += orders => _ordersWindow.OrderGrid.Orders.AddRange(orders);
// подписываемся на событие о неудачной регистрации заявок
Connector.OrdersRegisterFailed += OrdersFailed;
// подписываемся на событие о неудачном снятии заявок
Connector.OrdersCancelFailed += OrdersFailed;
// подписываемся на событие о неудачной регистрации стоп-заявок
Connector.StopOrdersRegisterFailed += OrdersFailed;
// подписываемся на событие о неудачном снятии стоп-заявок
Connector.StopOrdersCancelFailed += OrdersFailed;
// устанавливаем поставщик маркет-данных
_securitiesWindow.SecurityPicker.MarketDataProvider = Connector;
ShowSecurities.IsEnabled = ShowOrders.IsEnabled = true;
}
Connector.Connect();
}
else
{
Connector.Disconnect();
}
}
public BasketEmulationAdapter(BasketSessionHolder sessionHolder, EmulationSettings settings)
: base(MessageAdapterTypes.Transaction, sessionHolder)
{
_settings = settings;
}
public StudioMarketDataAdapter(BasketSessionHolder sessionHolder)
: base(MessageAdapterTypes.MarketData, sessionHolder)
{
}