protected override void ApplySettings(HydraTaskSettings settings)
{
_settings = new PlazaSettings(settings);
if (!settings.IsDefault)
{
return;
}
using (var connector = new PlazaTrader())
{
_settings.AppName = "HYD";
_settings.Address = connector.Address;
_settings.Login = string.Empty;
_settings.Password = new SecureString();
_settings.CGateKey = new SecureString();
_settings.IsCGate = false;
_settings.OnlySystemTrades = true;
_settings.IsFastRepl = false;
_settings.OverrideDll = true;
var registry = connector.TableRegistry;
_settings.Tables = new[]
{
registry.CommonFuture,
registry.CommonOption,
registry.SessionContentsFuture,
registry.SessionContentsOption,
registry.TradeFuture,
registry.TradeOption,
registry.Session,
registry.Index,
registry.Volatility,
registry.Aggregation5Future,
registry.Aggregation5Option,
registry.AnonymousDeal
}.Select(t => t.Id);
}
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (_connector == null)
{
if (IsQuik.IsChecked == true)
{
var isDde = IsDde.IsChecked == true;
if (isDde && Path.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2969);
return;
}
// создаем подключение
var trader = new QuikTrader(Path.Text)
{
IsDde = isDde
};
if (isDde)
{
// изменяем метаданные так, чтобы начали обрабатывать дополнительные колонки опционов
var columns = trader.SecuritiesTable.Columns;
columns.Add(DdeSecurityColumns.Strike);
columns.Add(DdeSecurityColumns.ImpliedVolatility);
columns.Add(DdeSecurityColumns.UnderlyingSecurity);
columns.Add(DdeSecurityColumns.TheorPrice);
columns.Add(DdeSecurityColumns.OptionType);
columns.Add(DdeSecurityColumns.ExpiryDate);
trader.DdeTables = new[] { trader.SecuritiesTable, trader.TradesTable };
}
_connector = trader;
}
else
{
var trader = new PlazaTrader
{
Address = Address.Text.To<EndPoint>(),
IsCGate = IsCGate.IsChecked == true
};
trader.Tables.Add(trader.TableRegistry.Volatility);
if (IsAutorization.IsChecked == true)
{
trader.Login = Login.Text;
trader.Password = Password.Password;
}
_connector = trader;
}
Desk.MarketDataProvider = _connector;
Desk.SecurityProvider = _connector;
Desk.CurrentTime = null;
// добавляем в выпадающий список только фьючерсы
_connector.NewSecurities += securities =>
this.GuiAsync(() =>
{
_assets.AddRange(securities.Where(s => s.Type == SecurityTypes.Future));
if (SelectedAsset == null && _assets.Count > 0)
SelectedAsset = _assets.First();
if (SelectedAsset != null)
{
var newStrikes = securities
.Where(s => s.Type == SecurityTypes.Option && s.UnderlyingSecurityId.CompareIgnoreCase(SelectedAsset.Id))
.ToArray();
if (newStrikes.Length > 0)
{
_options.AddRange(newStrikes);
Desk.Options = _options;
Desk.RefreshOptions();
}
}
});
_connector.SecuritiesChanged += securities =>
{
this.GuiAsync(() =>
{
if (SelectedAsset == null)
return;
var newStrikes = securities
.Where(s => s.Type == SecurityTypes.Option && s.UnderlyingSecurityId.CompareIgnoreCase(SelectedAsset.Id))
.Where(s => !_options.Contains(s))
.ToArray();
if (newStrikes.Length > 0)
{
_options.AddRange(newStrikes);
Desk.Options = _options;
Desk.RefreshOptions();
}
if (Desk.Options.Intersect(securities).Any())
Desk.RefreshOptions();
});
};
// подписываемся на событие новых сделок чтобы обновить текущую цену фьючерса
_connector.NewTrades += trades => this.GuiAsync(() =>
{
var asset = SelectedAsset;
if (asset == null)
return;
if (asset.LastTrade != null)
LastPrice.Text = asset.LastTrade.Price.To<string>();
});
}
if (_connector.ConnectionState == ConnectionStates.Connected)
_connector.Disconnect();
else
_connector.Connect();
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (_connector == null)
{
if (IsQuik.IsChecked == true)
{
var isDde = IsDde.IsChecked == true;
if (isDde && Path.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2969);
return;
}
// создаем подключение
var trader = new QuikTrader(Path.Text)
{
IsDde = isDde
};
if (isDde)
{
// изменяем метаданные так, чтобы начали обрабатывать дополнительные колонки опционов
var columns = trader.SecuritiesTable.Columns;
columns.Add(DdeSecurityColumns.Strike);
columns.Add(DdeSecurityColumns.ImpliedVolatility);
columns.Add(DdeSecurityColumns.UnderlyingSecurity);
columns.Add(DdeSecurityColumns.TheorPrice);
columns.Add(DdeSecurityColumns.OptionType);
columns.Add(DdeSecurityColumns.ExpiryDate);
}
_connector = trader;
}
else
{
var trader = new PlazaTrader
{
Address = Address.Text.To <EndPoint>(),
IsCGate = IsCGate.IsChecked == true
};
trader.Tables.Add(trader.TableRegistry.Volatility);
if (IsAutorization.IsChecked == true)
{
trader.Login = Login.Text;
trader.Password = Password.Password;
}
_connector = trader;
}
Desk.MarketDataProvider = _connector;
Desk.SecurityProvider = _connector;
Desk.CurrentTime = null;
// добавляем в выпадающий список только фьючерсы
_connector.NewSecurities += securities =>
this.GuiAsync(() =>
{
_assets.AddRange(securities.Where(s => s.Type == SecurityTypes.Future));
if (SelectedAsset == null && _assets.Count > 0)
{
SelectedAsset = _assets.First();
}
if (SelectedAsset != null)
{
var newStrikes = securities
.Where(s => s.Type == SecurityTypes.Option && s.UnderlyingSecurityId.CompareIgnoreCase(SelectedAsset.Id))
.ToArray();
if (newStrikes.Length > 0)
{
_options.AddRange(newStrikes);
Desk.Options = _options;
Desk.RefreshOptions();
}
}
});
_connector.SecuritiesChanged += securities =>
{
this.GuiAsync(() =>
{
if (SelectedAsset == null)
{
return;
}
var newStrikes = securities
.Where(s => s.Type == SecurityTypes.Option && s.UnderlyingSecurityId.CompareIgnoreCase(SelectedAsset.Id))
.Where(s => !_options.Contains(s))
.ToArray();
if (newStrikes.Length > 0)
{
_options.AddRange(newStrikes);
Desk.Options = _options;
Desk.RefreshOptions();
}
if (Desk.Options.Intersect(securities).Any())
{
Desk.RefreshOptions();
}
});
};
// подписываемся на событие новых сделок чтобы обновить текущую цену фьючерса
_connector.NewTrades += trades => this.GuiAsync(() =>
{
var asset = SelectedAsset;
if (asset == null)
{
return;
}
if (asset.LastTrade != null)
{
LastPrice.Text = asset.LastTrade.Price.To <string>();
}
});
_connector.Connected += () =>
{
var trader = _connector as QuikTrader;
if (trader != null && trader.IsDde)
{
var quikTrader = trader;
quikTrader.StartExport(new[] { quikTrader.SecuritiesTable, quikTrader.TradesTable });
}
else
{
_connector.StartExport();
}
};
}
if (_connector.ConnectionState == ConnectionStates.Connected)
{
_connector.Disconnect();
}
else
{
_connector.Connect();
}
}
