public InputTranParser(LuaFixTransactionMessageAdapter transAdapter, FixMessageAdapter messAdapter, List<Security> securities)
{
_transAdapter = transAdapter;
_messAdapter = messAdapter;
_securities = securities;
_watcher = new FileSystemWatcher(_tranFilePath, "*.tri");
_tranKeys = new List<TransactionKey>
{
new TransIdKey(),
new AccountKey(),
new ClientCodeKey(),
new ClassCodeKey(),
new SecCodeKey(),
new ActionKey(),
new OperationKey(),
new PriceKey(),
new StopPriceKey(),
new QuantityKey(),
new TypeKey(),
new OrderKeyKey(),
new OriginalTransIdKey(),
new CommentKey()
};
}
public InputTranParser(LuaFixTransactionMessageAdapter transAdapter, FixMessageAdapter messAdapter, List <Security> securities)
{
_transAdapter = transAdapter;
_messAdapter = messAdapter;
_securities = securities;
_watcher = new FileSystemWatcher(_tranFilePath, "*.tri");
_tranKeys = new List <TransactionKey>
{
new TransIdKey(),
new AccountKey(),
new ClientCodeKey(),
new ClassCodeKey(),
new SecCodeKey(),
new ActionKey(),
new OperationKey(),
new PriceKey(),
new StopPriceKey(),
new QuantityKey(),
new TypeKey(),
new OrderKeyKey(),
new OriginalTransIdKey(),
new CommentKey()
};
}
public MainWindow()
{
InitializeComponent();
ConnectCommand = new DelegateCommand(OnConnect, CanOnConnect);
UnloadingCommand = new DelegateCommand(Unloading, CanUnloading);
DeleteSubscriptionCommand = new DelegateCommand(DeleteSubscription, CanDeleteSubscription);
ParsingCommand = new DelegateCommand(Parsing, CanParsing);
_securities = new List<Security>();
_transAdapter = new LuaFixTransactionMessageAdapter(new MillisecondIncrementalIdGenerator())
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
};
_messAdapter = new LuaFixMarketDataMessageAdapter(new MillisecondIncrementalIdGenerator())
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
};
_messAdapter.AddSupportedMessage(MessageTypes.Connect);
((IMessageAdapter)_messAdapter).NewOutMessage += OnNewOutMessage;
}
public MainWindow()
{
InitializeComponent();
ConnectCommand = new DelegateCommand(OnConnect, CanOnConnect);
UnloadingCommand = new DelegateCommand(Unloading, CanUnloading);
DeleteSubscriptionCommand = new DelegateCommand(DeleteSubscription, CanDeleteSubscription);
ParsingCommand = new DelegateCommand(Parsing, CanParsing);
_securities = new List <Security>();
_transAdapter = new LuaFixTransactionMessageAdapter(new MillisecondIncrementalIdGenerator())
{
Login = "******",
Password = "******".To <SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
};
_messAdapter = new LuaFixMarketDataMessageAdapter(new MillisecondIncrementalIdGenerator())
{
Login = "******",
Password = "******".To <SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
};
_messAdapter.AddSupportedMessage(MessageTypes.Connect);
((IMessageAdapter)_messAdapter).NewOutMessage += OnNewOutMessage;
}
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());
// добавляем подключения к SmartCOM и Quik
var quikTs = new LuaFixTransactionMessageAdapter(Connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
TimeZone = TimeHelper.Moscow
};
var quikMd = new FixMessageAdapter(Connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
TimeZone = TimeHelper.Moscow
};
quikMd.RemoveTransactionalSupport();
Connector.Adapter.InnerAdapters[quikMd] = 1;
Connector.Adapter.InnerAdapters[quikTs] = 1;
var smartCom = new SmartComMessageAdapter(Connector.TransactionIdGenerator)
{
Login = SmartLogin.Text,
Password = SmartPassword.Password.To <SecureString>(),
Address = SmartAddress.SelectedAddress,
};
Connector.Adapter.InnerAdapters[smartCom] = 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.Error += 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();
}
}
private void QuikConnectionMouseDoubleClick(object sender, RoutedEventArgs e)
{
if (_connector == null)
{
_connector = new Connector();
if (QuikCheckBox.IsChecked == true)
{
var quikTs = new LuaFixTransactionMessageAdapter(_connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = "localhost:5001".To <EndPoint>(),
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset
};
var quikMd = new FixMessageAdapter(_connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = "localhost:5001".To <EndPoint>(),
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset
};
_connector.Adapter.InnerAdapters[quikMd.ToChannel(_connector, "Quik MD")] = 1;
_connector.Adapter.InnerAdapters[quikTs.ToChannel(_connector, "Quik TS")] = 1;
}
if (SmartComCheckBox.IsChecked == true)
{
var smartCom = new SmartComMessageAdapter(_connector.TransactionIdGenerator)
{
Login = Login.Text,
Password = Password.Password.To <SecureString>(),
Address = Address.SelectedAddress,
};
_connector.Adapter.InnerAdapters[smartCom.ToChannel(_connector, "SmartCOM")] = 0;
}
if (PlazaCheckBox.IsChecked == true)
{
var pool = new PlazaConnectionPool();
_connector.Adapter.InnerAdapters[new PlazaTransactionMessageAdapter(_connector.TransactionIdGenerator, pool)
{
ConnectionPoolSettings =
{
IsCGate = true,
}
}.ToChannel(_connector, "Plaza TS")] = 0;
_connector.Adapter.InnerAdapters[new PlazaStreamMessageAdapter(_connector.TransactionIdGenerator, pool)
{
ConnectionPoolSettings =
{
IsCGate = true,
}
}.ToChannel(_connector, "Plaza MD")] = 0;
}
if (_connector.Adapter.InnerAdapters.Count == 0)
{
MessageBox.Show(this, LocalizedStrings.Str2971);
return;
}
_securityProvider = new FilterableSecurityProvider(_connector);
_connector.ConnectionError += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959));
_connector.Connect();
}
else
{
Disconnect();
}
}
