//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
private void butStartStrategy_Click(object sender, RoutedEventArgs e)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{
if (threadStrategy == null)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //if (threadStrategy == null)
threadStrategy = new Thread
(
new ThreadStart
(() =>
{
try
{
while (true)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //бесконечный цикл обработки стратегии
if (analizationPool.Count != 0)
{
ProcessStrategy();
}
Thread.Sleep(processStrategyRate);
} //бесконечный цикл обработки стратегии
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
}
catch (Exception ex)
{
//SendMessage("ERROR", "Error on Thread startegy:>>" + ex.ToString());
}
finally
{
//status = StrategyStatus.Stopped;
}
}
)
);
threadStrategy.Name = "StrategyThread_" + DateTime.Now.Ticks.ToString();
threadStrategy.IsBackground = true;
threadStrategy.Priority = ThreadPriority.Normal;
} //if (threadStrategy == null)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
if (threadTrader == null)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //if (threadTrader == null)
threadTrader = new Thread
(
new ThreadStart
(() =>
{
try
{
while (true)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //бесконечный цикл обработки стратегии
if (ordersCancel.Count != 0)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //отмена ордеров
MyOrder myOrder;
while (ordersCancel.TryDequeue(out myOrder))
{
if (myOrder.ssOrder == null)
{
throw new Exception("Unexpected state of order");
continue;
}
//lock (order)
//{
//if (order.Status == Trade.Order.OrderStatus.Cancelling)
//{
myOrder.Status = MyOrderStatus.SentToCancel;
trader.CancelOrder(myOrder.ssOrder);
//}
//}
//Thread.Sleep(1000);
}
} //отмена ордеров
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
if (ordersSend.Count != 0)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
{ //отправка ордеров
MyOrder myOrder;
while (ordersSend.TryDequeue(out myOrder))
{
//_o.rwLock.EnterWriteLock();
MyOrder _order = myOrder;
StockSharp.BusinessEntities.Order ssOrd = new StockSharp.BusinessEntities.Order()
{
Trader = trader,
Portfolio = portfolio,
Security = security,
Comment = "GISMO",
Direction = StockSharp.BusinessEntities.OrderDirections.Buy, // : StockSharp.BusinessEntities.OrderDirections.Sell,
Price = (decimal)_order.price,
Type = StockSharp.BusinessEntities.OrderTypes.Limit,
Volume = _order.amount
};
_order.ssOrder = ssOrd;
//_order.rulerContainer = StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer;
var ruleRegFail = ssOrd.WhenRegisterFailed();
var ruleReg = ssOrd.WhenRegistered();
//_order.RegisterToken(ruleRegFail.Token);
//_order.RegisterToken(ruleReg.Token);
ruleReg.Do((StockSharp.BusinessEntities.Order _ssOrd) =>
{
try
{
//GISMO.Trade.Order __order = QTrader._orders[_ssOrd.TransactionId];
//__order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.AcceptedByServer;
_order.AddStage("WhenRegistered:OrderRegistered");
//__order.rwLock.ExitWriteLock();
_order.OnOrderRegistered();
}
catch (Exception ex)
{
int i = 0;
}
})
.Once()
.Apply(StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer)
.Exclusive(ruleRegFail);
ruleRegFail.Do((StockSharp.BusinessEntities.OrderFail f) =>
{
try
{
//GISMO.Trade.Order __order = QTrader._orders[f.Order.TransactionId];
//__order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.Failed;
_order.AddStage("WhenRegisteredFail:OrderRegisteredFail");
//__order.rwLock.ExitWriteLock();
_order.OnOrderRegisterFailed(new OrderFailEventArg()
{
order = _order,
fail = new OrderFail()
{
ssFail = f
}
});
}
catch (Exception ex)
{
int i = 0;
}
})
.Once()
.Apply(StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer)
.Exclusive(ruleReg);
var ruleCancelled = ssOrd.WhenCanceled();
var ruleCancelledFail = ssOrd.WhenCancelFailed();
//_order.RegisterToken(ruleCancelled.Token);
//_order.RegisterToken(ruleCancelledFail.Token);
ruleCancelled.Do((StockSharp.BusinessEntities.Order _ssOrd) =>
{
try
{
//GISMO.Trade.Order __order = QTrader._orders[_ssOrd.TransactionId];
//__order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.Cancelled;
//__order.rwLock.ExitWriteLock();
//StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer.Rules.RemoveRulesByToken(ruleCancelled.Token, ruleCancelled);
_order.OnOrderCancelled();
}
catch (Exception ex)
{
int i = 0;
}
})
.Once()
.Apply(StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer)
.Exclusive(ruleCancelledFail);
ruleCancelledFail.Do((StockSharp.BusinessEntities.OrderFail f) =>
{
try
{
//GISMO.Trade.Order __order = QTrader._orders[f.Order.TransactionId];
//__order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.Failed;
_order.AddStage("WhenCancelFail:OrderCancelFail");
//__order.rwLock.ExitWriteLock();
_order.OnOrderCancelFailed(new OrderFailEventArg()
{
order = _order,
fail = new OrderFail()
{
ssFail = f
}
});
}
catch (Exception ex)
{
int i = 0;
}
})
.Once()
.Apply(StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer)
.Exclusive(ruleCancelled);
var ruleMatched = _order.ssOrder.WhenMatched();
//_order.RegisterToken(ruleMatched.Token);
ruleMatched.Do(() =>
{
try
{
//_order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.Filled;
//_order.rwLock.ExitWriteLock();
StockSharp.Algo.MarketRuleHelper.DefaultRuleContainer.Rules.RemoveRulesByToken(ruleMatched.Token, ruleMatched);
_order.OnOrderMatched();
}
catch (Exception ex)
{
int i = 0;
}
})
.Once()
.Apply();
var rulePartMatched = _order.ssOrder.WhenPartiallyMatched();
//_order.RegisterToken(rulePartMatched.Token);
rulePartMatched.Do(() =>
{
try
{
//_order.rwLock.EnterWriteLock();
_order.Status = MyOrderStatus.PartlyFilled;
//_order.rwLock.ExitWriteLock();
_order.OnOrderPartlyMatched();
}
catch (Exception ex)
{
int i = 0;
}
}).Apply();
var ruleNewTrades = _order.ssOrder.WhenNewTrades();
//_order.RegisterToken(ruleNewTrades.Token);
ruleNewTrades.Do((IEnumerable <MyTrade> trades) =>
{
try
{
//List<OrderExecution> execs = new List<OrderExecution>();
//foreach (MyTrade mt in trades) execs.Add(new OrderExecution() { ssMyTrade = mt });
//_order.OnOrderTrades(new OrderExecutionEventArg()
//{
// order = _order,
// executions = execs
//});
}
catch (Exception ex)
{
int i = 0;
}
})
.Apply();
_order.Status = MyOrderStatus.SentToServer;
trader.RegisterOrder(ssOrd);
//Thread.Sleep(1000);
//QTrader._orders.Add(ssOrd.TransactionId, _order);
//_o.rwLock.ExitWriteLock();
//if (_order.Strategy != null) _order.Strategy.SendMessage("QSEND", "Order price " + _order.price.ToString() + " Sent (TransID = " + ssOrd.TransactionId + ")");
}
} //отправка ордеров
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Thread.Sleep(processStrategyRate);
} //бесконечный цикл обработки стратегии
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
}
catch (Exception ex)
{
//SendMessage("ERROR", "Error on Thread startegy:>>" + ex.ToString());
}
finally
{
//status = StrategyStatus.Stopped;
}
}
)
);
threadTrader.Name = "TraderThread_" + DateTime.Now.Ticks.ToString();
threadTrader.IsBackground = true;
threadTrader.Priority = ThreadPriority.Normal;
} //if (threadTrader == null)
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
try
{
//bool tRunning = threadStrategy...ThreadState.HasFlag(ThreadState.Running);
if (!threadStrategy.IsAlive)
{
threadStrategy.Start();
}
if (!threadTrader.IsAlive)
{
threadTrader.Start();
}
}
catch (Exception ex)
{
}
}
