private void CashOrderHandler_OnOrderUpdated(Teb.FIX.Model.Order order)
{
try
{
if (order.ServerStatus != ContentServerStatus.Waiting)
{
const int orderFee = 0;
QuantConnect.Orders.Order quantOrder = convertHelper.ConvertToOrder(order);
OrderStatus status = convertHelper.ConvertToStatus(order);
var orderEvent = new OrderEvent(quantOrder, Algorithm.UtcTime, orderFee)
{
Status = status
};
OnOrderEvent(orderEvent);
}
_tradeDbHelper.UpdateOrder(order);
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), String.Format("DbID:{0} TEBID:{1} emir veritabanında güncellenirken hata oluştu", order == null ? "-1" : order.DbID.ToString(),
order == null ? "-1" : order.TEBID), ex);
Error(tex);
}
}
private void SetSecurities()
{
try
{
DbQueryManager dbManager = new DbQueryManager(connString);
IDataReader queryResult = dbManager.ToExecuteReader("sel_SecurityStream", true, new Dictionary <string, object>()
{
{ "Kriter", 1 }
});
while (queryResult.Read())
{
SecurityBuilder secBuilder = new SecurityBuilder();
Security sec = secBuilder.Build(queryResult);
dataProvider.SecurityValues.AddOrUpdate(sec.OrgSecurity, sec, (k, v) => { return(sec); });
}
queryResult.Close();
queryResult.Dispose();
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Veritabanından semboller getirilirken hata oluştu", ex);
ProcessException(tex);
}
}
private void TryParse021(string dataFeedMsg)//Haber icerigi
{
try
{
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
News news = new News();
news.NewsId = svalues[0];
news.ContentLength = svalues[1];
int len = svalues.Length;
for (int i = 2; i < len; i++)
{
news.Content += svalues[i];
}
news.UpdateTime = DateTime.Now;
news.Source = "021";
news.StreamMessage = dataFeedMsg;
HandleNewsChanged(new NewsEventArgs(news, dataFeedMsg));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks haber bilgisi mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
private void Stop()
{
try
{
dataProvider.Stop();
//Broadcaster.Stop();
if (WaitForDBDequeuWhenClosing == false)
{
DbQNews.Stop();
DbQNews.Dispose();
if (DbLogQueueCollection != null)
{
foreach (var item in DbLogQueueCollection.Values)
{
item.Stop();
item.Dispose();
}
}
}
StopLogger();
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Kapanırken hata oluştu", ex);
ProcessException(tex);
}
}
private void OrderHandler_OnMessageIncoming(Teb.FIX.Model.Order order, string fixMessage)
{
try
{
if (order.SecurityType == CashDefinition.SECURITY_CASH || order.SecurityType == FutureDefinition.SECURITY_FUTURE || order.SecurityType == FutureDefinition.SECURITY_OPTION)
{
//if (Setting.DistributeFixMessages)
//{
// FixMessage fm = new FixMessage()
// {
// Account = order.Account,
// Message = fixMessage,
// SecurityType = order.SecurityType,
// DbID = order.DbID.ToString(),
// TEBID = order.TEBID
// };
// TradeDistrubuter.FixMsgDistQueue.Enqueue(new FixMessageQueueItem() { Message = fm });
//}
}
else
{
//Log(String.Format("{0} mesajının SecurityType = {1} değeri geçerli değildir", fixMessage, order.SecurityType));
}
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), String.Format("{0} mesajı alıcılara gönderilirken hata oluştu", fixMessage), ex);
Error(tex);
}
}
private void LogQueue_OnDequeue(object arg1, QueueEventArgs <string> arg2)
{
try
{
QuantConnect.Logging.Log.Debug(arg2.Entry);
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Log kuyruğunda log yazılırken hata oluştu", ex);
QuantConnect.Logging.Log.Error(tex.ToString());
}
}
public void StopLogger()
{
try
{
LogQueue.Stop();
LogQueue.Dispose();
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Logger kapatılırken hata oluştu", ex);
QuantConnect.Logging.Log.Error(tex.ToString());
}
}
public void StartLogger(string fileName)
{
try
{
LogQueue = new StringQueue();
LogQueue.OnException += LogQueue_OnException;
LogQueue.OnDequeue += LogQueue_OnDequeue;
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Logger açılırken hata oluştu", ex);
QuantConnect.Logging.Log.Error(tex.ToString());
}
}
private void TryParse002(string dataFeedMsg)
{
try
{
string source = dataFeedMsg.Substring(0, 3);
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
if (svalues.Length != 3)
{
HandleLog("Wrong 002 Message : " + dataFeedMsg);
return;
}
string id = svalues[0];
string origSymbol = svalues[1];
Security sec;
if (!SecurityValues.TryGetValue(origSymbol, out sec))
{
sec = new Security();
sec.OrgSecurity = origSymbol;
}
sec.Source = source;
sec.Id = id;
sec.OrgSecurity = origSymbol;
sec.IsDeleted = true;
sec.LastUpdate = DateTime.Now;
SecurityValues.AddOrUpdate(origSymbol, sec, (k, v) =>
{
v.IsDeleted = true;
return(v);
});
HandleSecurityChanged(new SecurityEventArgs(sec, dataFeedMsg));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks symbol delete mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
public void OnSocketMessage(SocketBase socket, Int32 numBytes)
{
try
{
String strMessage = ASCIIEncoding.UTF8.GetString(socket.RawBuffer, 0, numBytes);
StreamMessageQueue.Enqueue(strMessage);
socket.RawBuffer = null;
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matriks socketinden veri gelirken hata oluştu", ex);
HandleException(tex);
}
}
private void TryParse022(string dataFeedMsg)//Haber silme
{
try
{
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
//News news = new News();
//news.IsDeleted=true;
//HandleNewsChanged(new NewsArgsEventArgs(news));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks haber bilgisi mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
private void ProcessSocketMessage(string recievedMessage)
{
try
{
string totalMessage = MissingMessage + recievedMessage;
int l = totalMessage.Length;
int ind = totalMessage.LastIndexOf(Environment.NewLine);
if (ind != -1)
{
int lastInd = (ind + ENV_NEWLINE_LENGTH);
if (l > lastInd)
{
MissingMessage = totalMessage.Substring(lastInd, totalMessage.Length - lastInd);
totalMessage = totalMessage.Remove(lastInd, totalMessage.Length - lastInd);
}
else
{
MissingMessage = string.Empty;
}
// string[] asdasdas= recievedMessage.Split(new[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries);
// int aasdas=recievedMessage.IndexOf(Environment.NewLine);
string[] lines = totalMessage.Split(new[] { Environment.NewLine }, StringSplitOptions.RemoveEmptyEntries);
for (int i = 0; i < lines.Length; i++)
{
string tmpLine = lines[i].Replace("\n", "");
CrackParser(tmpLine);
}
}
else
{
MissingMessage = totalMessage;
}
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matriks socket verisi işlenirken hata oluştu", ex);
HandleException(tex);
}
}
private void quoteQueue_OnException(object arg1, QueueEventArgs <string> arg2)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "QuoteQueue_OnException hatası oluştu", arg2.Exception);
HandleException(tex);
}
private void TryParse001(string dataFeedMsg)
{
try
{
string source = dataFeedMsg.Substring(0, 3);
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
if (svalues.Length != 12)
{
HandleLog("Wrong 001 Message : " + dataFeedMsg);
return;
}
string origSymbol = svalues[1];
if (string.IsNullOrEmpty(origSymbol))
{
HandleLog("Missing 001 Symbol Field 001 Message : " + dataFeedMsg);
return;
}
int symbolCount = origSymbol.Length;
if (symbolCount < 3)
{
HandleLog("Wrong 001 Symbol Count " + symbolCount + " 001 Message : " + dataFeedMsg);
return;
}
string id = svalues[0];
string description = svalues[2];
string exchangeID = svalues[3];
string marketCode = svalues[4];
string depth = svalues[5];
string sectorID = svalues[6];
string decimalPlace = svalues[7];
string endexes = svalues[8];
string symbol = svalues[9];
string sfx = svalues[10];
Security sec;
if (!SecurityValues.TryGetValue(origSymbol, out sec))
{
sec = new Security();
sec.OrgSecurity = origSymbol;
}
sec.Source = source;
sec.LastUpdate = DateTime.Now;
sec.Id = id;
sec.OrgSecurity = origSymbol;
sec.Description = description;
sec.ExchangeID = exchangeID;
SetSecuritySembol(sec, symbol, sfx);
Exchange exch;
if (ExchangeDefinitions.TryGetValue(exchangeID, out exch))
{
sec.ExchangeDescription = exch.Description;
}
sec.MarketCode = marketCode;
string mrktDef;
if (MarketDefinitions.TryGetValue(marketCode, out mrktDef))
{
sec.MarketDescription = mrktDef;
}
sec.Depth = short.Parse(depth);
sec.SectorID = sectorID;
sec.DecimalPlace = short.Parse(decimalPlace);
sec.Endexes = endexes;
char[] eList = endexes.ToCharArray();
if (eList[0] == '0')
{
sec.IsBist30 = false;
}
else
{
sec.IsBist30 = true;
}
if (eList[1] == '0')
{
sec.IsBist50 = false;
}
else
{
sec.IsBist50 = true;
}
if (eList[2] == '0')
{
sec.IsBist100 = false;
}
else
{
sec.IsBist100 = true;
}
sec.LastUpdate = DateTime.Now;
SecurityValues.AddOrUpdate(origSymbol, sec, (k, v) =>
{
sec.IsDeleted = v.IsDeleted;
return(sec);
});
HandleSecurityChanged(new SecurityEventArgs(sec, dataFeedMsg));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks symbol create mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
private void TryParse012(string dataFeedMsg)
{
try
{
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
if (svalues.Length != 4)
{
HandleLog("Wrong 012 Message : " + dataFeedMsg);
return;
}
string date = svalues[0];
if (date.StartsWith(DateTime.Now.Year.ToString()) == false)
{
HandleLog("Wrong 012 Message : " + dataFeedMsg);
return;
}
string time = svalues[1];
string seanceInfoCode = svalues[2]; /* 0 : IMKB hisse senetleri piyasası seansı kapalı.
* 1 : IMKB hisse senetleri piyasası seansı açık.
* 2 : Tatil (IMKB hisse senetleri piyasasında işlem yapılmıyor
*/
string seansInfo = "";
switch (seanceInfoCode)
{
case "0":
seansInfo = "IMKB hisse senetleri piyasası seansı kapalı";
break;
case "1":
seansInfo = "IMKB hisse senetleri piyasası seansı açık";
break;
case "2":
seansInfo = "Tatil (IMKB hisse senetleri piyasasında işlem yapılmıyor";
break;
default:
HandleLog("Unkownn SeanceInfo Field 012 : " + dataFeedMsg);
return;
}
SeanceInfo = seansInfo;
BistTime bistTime = new BistTime();
bistTime.Date = date;
bistTime.Time = time;
bistTime.SeanceInfoCode = seanceInfoCode;
bistTime.SeanceInfo = seansInfo;
HandleBistTimeChanged(new BistTimeEventArgs(bistTime));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks seans zaman bilgisi mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
private void TryParse020(string dataFeedMsg)//Haber basligi
{
try
{
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
int len = svalues.Length;
if (len < 8)
{
HandleLog("Wrong 020 Message : " + dataFeedMsg);
return;
}
else if (len == 8 || (len == 9 && svalues[8] == ""))
{
News news = new News();
news.NewsId = svalues[0];
news.DateTime = svalues[1];
news.Header = svalues[2];
news.ContentLength = svalues[3];
int cl;
if (int.TryParse(svalues[3], out cl) == false)
{
}
news.Agent = svalues[4];
news.Category = svalues[5];
news.RelatedStockCount = svalues[6];
news.RelatedStocks = svalues[7];
news.UpdateTime = DateTime.Now;
news.Source = "020";
news.StreamMessage = dataFeedMsg;
HandleNewsChanged(new NewsEventArgs(news, dataFeedMsg));
}
else
{
News news = new News();
news.NewsId = svalues[0];
news.DateTime = svalues[1];
news.Header = svalues[2];
news.ContentLength = svalues[3];
news.Agent = svalues[4];
news.Category = svalues[5];
news.RelatedStockCount = svalues[6];
for (int i = 7; i < len; i++)
{
if (string.IsNullOrEmpty(svalues[i]) == false)
{
news.RelatedStocks += svalues[i] + ",";
}
}
if (news.RelatedStocks.Length > 1)
{
news.RelatedStocks = news.RelatedStocks.Remove(news.RelatedStocks.Length - 1, 1);
}
news.UpdateTime = DateTime.Now;
news.Source = "020";
news.StreamMessage = dataFeedMsg;
HandleNewsChanged(new NewsEventArgs(news, dataFeedMsg));
}
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks haber bilgisi mesajı işlenirken hatası oluştu", ex);
HandleException(tex);
}
}
private void DbNewsQueue_OnException(object arg1, QueueEventArgs <NewsDbLog> arg2)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "DbNewsQueue_OnException hatası oluştu", arg2.Exception);
ProcessException(tex);
}
private void TryParse060(string dataFeedMsg)//Genel veri update paketi
{
try
{
string source = dataFeedMsg.Substring(0, 3);
string tmp1 = dataFeedMsg.Substring(3, 1);
int tmpInt1;
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
List <string> vals = new List <string>(notSymbolData.Split(MATRIKS_SEPERATOR));
string origSymbol = vals[0];
vals.RemoveAt(0);
if (int.TryParse(tmp1, out tmpInt1))
{
HandleLog("Wrong 060 Message : " + dataFeedMsg);
return;
}
if (string.IsNullOrEmpty(origSymbol))
{
HandleLog("Missing Symbol Field 060 Message : " + dataFeedMsg);
return;
}
Security sec;
if (!SecurityValues.TryGetValue(origSymbol, out sec))//if (sec == null)
{
sec = new Security();
sec.OrgSecurity = origSymbol;
}
SetSecuritySembol(sec, null, null);
sec.LastUpdate = DateTime.Now;
sec.Source = source;
for (int i = 0; i < vals.Count; i++)
{
if (i % 2 == 0)
{
string key = vals[i];
if (!string.IsNullOrEmpty(key))
{
string val = vals[i + 1];
SecurityPropertySetter.Set(sec, new KeyValuePair <string, string>(key, val));
sec.Dictionary.AddOrUpdate(key, val, (k, v) => { return(val); });
}
}
}
SecurityValues.AddOrUpdate(origSymbol, sec, (k, v) => { return(sec); });
HandleSecurityChanged(new SecurityEventArgs(sec, dataFeedMsg));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks sembol verisi işlenirken hata oluştu", ex);
HandleException(tex);
}
}
private void TryParse064(string dataFeedMsg)//Derinlik kademesi update
{
try
{
string source = dataFeedMsg.Substring(0, 3);
string tmp1 = dataFeedMsg.Substring(3, 1);
int tmpInt1;
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
string origSymbol = svalues[0];
int l = svalues.Length;
if (l != 9 || (l != 9 && int.TryParse(tmp1, out tmpInt1)))
{
HandleLog("Wrong 064 Message : " + dataFeedMsg);
return;
}
if (string.IsNullOrEmpty(origSymbol))
{
HandleLog("Missing Symbol Field 064 Message : " + dataFeedMsg);
return;
}
string tmpSide = svalues[1];
string tmpRow = svalues[2];
string tmpPrice = svalues[3];
string tmpLots = svalues[4];
string tmporders = svalues[5];
string time = svalues[6];
string tmpDepth = svalues[7];
decimal price;
int lots;
int orders;
int side;
int depth;
int row;
if (int.TryParse(tmpRow, out row) == false)
{
HandleLog("Missing RowIndex Field 064 Message : " + dataFeedMsg);
return;
}
int listIndex = row - 1;
decimal.TryParse(tmpPrice, out price);
int.TryParse(tmpLots, out lots);
int.TryParse(tmporders, out orders);
int.TryParse(tmpSide, out side);//0=> Buy 1=> Sell
int.TryParse(tmpDepth, out depth);
Quote q = null;
SecurityDepth secDepth = null;
// DispatchService.BeginInvoke(new Action(() =>
//{
QuoteValues.AddOrUpdate(origSymbol, (q = new Quote()
{
Name = origSymbol, DepthCollection = GetQouteCollection(origSymbol, depth)
}), (k, v) =>
{
q = v;
return(q);
});
//}));
// DispatchService.BeginInvoke(new Action(() =>
// {
q.DepthCollection.AddOrUpdate(listIndex, (secDepth = new SecurityDepth()
{
Name = origSymbol
}), (k, v) =>
{
secDepth = v;
return(secDepth);
});
//}));
secDepth.RowIndex = listIndex;
secDepth.Source = source;
MaxTimeStamp = DateTime.Now;
q.LastUpdateTime = MaxTimeStamp;
secDepth.LastUpdateTime = MaxTimeStamp;
secDepth.LastStreamTime = time;
if (side == 0)
{
secDepth.BuyPrice = price;
secDepth.BuyLots = lots;
secDepth.BuyOrders = orders;
}
else
{
secDepth.SellPrice = price;
secDepth.SellLots = lots;
secDepth.SellOrders = orders;
}
HandleSecurityDepthChanged(new SecurityDepthEventArgs(secDepth));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks sembol derinlik verisi işlenirken hata oluştu", ex);
HandleException(tex);
}
}
//private void DbLogQueue_OnBulkException(object arg1, QueueEventArgs<IEnumerable<DbLog>> arg2)
//{
// TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "DbLogQueue_OnBulkDequeue hatası oluştu", arg2.Exception);
// HandleException(tex);
//}
#endregion
public override void Start()
{
try
{
ParserUnkownQueue = new ParserQueue();
ParserUnkownQueue.OnDequeue += ParserUnkownQueue_OnDequeue;
ParserUnkownQueue.OnException += ParserUnkownQueue_OnException;
Parser001Queue = new ParserQueue();
Parser001Queue.OnDequeue += Parser001Queue_OnDequeue;
Parser001Queue.OnException += Parser001Queue_OnException;
Parser002Queue = new ParserQueue();
Parser002Queue.OnDequeue += Parser002Queue_OnDequeue;
Parser002Queue.OnException += Parser002Queue_OnException;
Parser012Queue = new ParserQueue();
Parser012Queue.OnDequeue += Parser012Queue_OnDequeue;
Parser012Queue.OnException += Parser012Queue_OnException;
Parser020Queue = new ParserQueue();
Parser020Queue.OnDequeue += Parser020Queue_OnDequeue;
Parser020Queue.OnException += Parser020Queue_OnException;
Parser060Queue = new ParserQueue();
Parser060Queue.OnDequeue += Parser060Queue_OnDequeue;
Parser060Queue.OnException += Parser060Queue_OnException;
Parser064Queue = new ParserQueue();
Parser064Queue.OnDequeue += Parser064Queue_OnDequeue;
Parser064Queue.OnException += Parser064Queue_OnException;
StreamMessageQueue = new StreamMessageQueue();
StreamMessageQueue.OnDequeue += quoteQueue_OnDequeue;
StreamMessageQueue.OnException += quoteQueue_OnException;
//SetSecurities();
Listener = new MatriksListener(matriksIP, matriksPort);
Listener.StartMatriksPriceSocket(OnSocketMessage);
//Broadcaster = new DataBroadcaster(NotIPAdress, NotPort);
//Broadcaster.OnLog += NotSocketServer_OnLog;
//Broadcaster.OnException += NotSocketServer_OnException;
//Broadcaster.Start();
StartEnabled = false;
StopEnabled = true;
WatchEnabled = true;
MissingMessage = string.Empty;
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Açılırken hata oluştu", ex);
HandleException(tex);
}
}
private void ParserUnkownQueue_OnException(object arg1, QueueEventArgs <ParserArg> arg2)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "ParserUnkownQueue_OnException hatası oluştu", arg2.Exception);
HandleException(tex);
}
