public async Task <bool> Request_all_symbols(FTClient client)
{
try
{
if (isRequestedSymbols)
{
return(true);
}
if (client == null)
{
return(false);
}
isRequestedSymbols = true;
foreach (var plate in plates)
{
List <Contract> contracts = await client.RequestSymbols(plate);
FillInSymbols(contracts);
}
return(true);
}
catch (Exception e)
{
return(false);
}
}
public async Task <bool> Request_all_symbols()
{
try
{
if (isRequestedSymbols)
{
return(true);
}
FTClient client = null;
foreach (var ctrl in Controllers)
{
if (ctrl.ConnectionStatus.IsQotConnected)
{
client = ((FTController)ctrl).Client;
}
}
if (client == null)
{
return(false);
}
foreach (var plate in plates)
{
List <Contract> contracts = await client.RequestSymbols(plate);
FillInSymbols(contracts);
}
isRequestedSymbols = true;
return(true);
}
catch (Exception e)
{
return(false);
}
}
private void Init()
{
Client = new FTClient(ConnParam.Host, ConnParam.Port);
Client.QotConnCallback.InitConnected += QotConnCallback_InitConnected;
Client.QotConnCallback.Disconnected += QotConnCallback_Disconnected;
Client.TrdConnCallback.InitConnected += TrdConnCallback_InitConnected;
Client.TrdConnCallback.Disconnected += TrdConnCallback_Disconnected;
Client.TrdCallback.UnlockTrade += TrdCallback_UnlockTrade;
}
public APIRestrictionParallel(FTClient client, Limitation lmt, Func <TRequest, Task <bool> > reqFunc, Func <Task <int> > getQuota = null)
{
this.client = client;
limitation = lmt;
GetQuota = getQuota;
ReqFunc = reqFunc;
reqQueue.CollectionChanged += ReqQueue_CollectionChanged;
Start();
}
public string GetDocument(string serverIP, string documentName)
{
// make sure we have valid parameters
// serverIP is the FT Server's IP address
// documentName is the name of a directory on the FT Server
// both should not be empty
if (String.IsNullOrWhiteSpace(serverIP) || String.IsNullOrWhiteSpace(documentName))
{
throw new Exception("Empty server IP or document Name!");
}
// contact the PRS and lookup port for "FT Server"
PRSClient prs = new PRSClient(prsIP, prsPort, "FT Server");
ushort ftPort = prs.LookupPort();
// connect to FT server by ipAddr and port
FTClient ft = new FTClient(serverIP, ftPort);
ft.Connect();
// get the files from the requested directory
FTClient.FileContent[] files = ft.GetDirectory(documentName);
// accumulate file contents in a result string
StringBuilder builder = new StringBuilder();
foreach (FTClient.FileContent file in files)
{
// name, content and empty line for each file
builder.AppendLine(file.Name);
builder.AppendLine(file.Content);
builder.AppendLine();
}
// disconnect from server
ft.Disconnect();
// return the content
return(builder.ToString());
}
private async Task <bool> Scan(Quote item)
{
try
{
if (item.LastDate < DateTime.Now.AddDays(-10) || item.IsDirty)
{
ObservableCollection <OHLCBar> bars = KLines[item.Security];
FTClient client = null;
// search in the quota
foreach (var quota in HistoryQuota)
{
var tmp = quota.Value.DetailItems.FirstOrDefault(x => x.Security == item.Security);
if (tmp != null)
{
client = ((FTController)quota.Key).Client;
break;
}
}
if (client == null)
{
foreach (var quota in HistoryQuota)
{
if (quota.Value.RemainQuota > 0)
{
client = ((FTController)quota.Key).Client;
}
}
}
if (client == null)
{
throw new OutOfQuotaException();
}
// request history data
client.RequestHistoryData(item.Security, DateTime.Now.AddDays(-5), DateTime.Now, QotCommon.KLType.KLType_Day);
// request latest KLines
List <QotCommon.KLine> kLines = await client.GetKL(item.Security, FTUtil.IntToKLType(Interval));
var quote = List.FirstOrDefault(x => item.Security == x.Security);
foreach (var line in kLines)
{
DateTime time = DateTime.ParseExact(line.Time, dtFormat, CultureInfo.InvariantCulture);
if (time > GetBarTime(DateTime.Now))
{
break;
}
if (time.Date == DateTime.Now.Date)
{
bars.Add(new OHLCBar
{
Security = item.Security,
Open = line.OpenPrice,
High = line.HighPrice,
Low = line.LowPrice,
Close = line.ClosePrice,
Volume = line.Volume,
Time = GetBarTime(time)
});
if (quote.DayHigh < line.HighPrice)
{
quote.DayHigh = line.HighPrice;
}
}
}
//client.RequestMarketData(item.Security, FTUtil.IntToSubType(Interval));
//client.RequestMarketData(item.Security, QotCommon.SubType.SubType_Ticker);
}
return(true);
}
catch (Exception e)
{
throw e;
}
}
public QotCallback(FTClient client)
{
ftClient = client;
}
public ConnCallback(FTClient client)
{
ftClient = client;
}
public CPlaceOrder(FTClient client, Limitation lmt, Func <QotRequestHistoryKL.Request, Task <bool> > reqFunc, Func <Task <int> > getQuota) :
base(client, lmt, reqFunc, getQuota)
{
}
