public bool ModifyBroker(int provider, bool warn)
{
if (!feedready)
{
return(false);
}
TLClient tl = getsearchclient();
if ((provider < 0) || (provider > ProvidersAvailable.Length))
{
return(false);
}
Providers p = ProvidersAvailable[provider];
bool ok = hasminexec(tl, provider);
if (!ok)
{
System.Windows.Forms.MessageBox.Show(p.ToString() + " does not support execution.");
return(false);
}
this.v(tl.Name + " " + provider + " " + tl.BrokerName + (ok ? " has feed support." : " no feed support."));
_broker = p;
tl.Disconnect();
Reset();
return(true);
}
public void Disconnect()
{
v("disconnecting from all providers.");
if (quote != null)
{
try
{
quote.Disconnect();
}
catch (TLServerNotFound) { }
}
if (execute != null)
{
try
{
execute.Disconnect();
}
catch (TLServerNotFound) { }
}
for (int i = 0; i < _pcon.Count; i++)
{
if (_pcon[i] != null)
{
try
{
_pcon[i].Disconnect();
}
catch (TLServerNotFound) { }
}
}
}
//[TestFixtureTearDown]
public void Stop()
{
// stop client
if (client != null)
{
client.Disconnect();
}
client = null;
// stop server
if (con != null)
{
con.Stop();
}
con = null;
g.d("iqfeed teardown");
}
static bool hasminquote(TLClient tl, int provider)
{
try
{
bool v = (tl.ProviderSelected == provider) || tl.Mode(provider, false);
bool test = true;
int count = 0;
while ((tl.BrokerName != Providers.Unknown) && (tl.BrokerName != Providers.Error) &&
(tl.RequestFeatureList.Count == 0) && (count++ < MAXFEATUREWAIT))
{
Thread.Sleep(10);
}
test &= tl.RequestFeatureList.Contains(MessageTypes.TICKNOTIFY);
tl.Disconnect();
return(test && v);
}
catch { return(false); }
}
public void Disconnect()
{
v("disconnecting from all providers.");
if (quote != null)
{
quote.Disconnect();
}
if (execute != null)
{
execute.Disconnect();
}
for (int i = 0; i < _pcon.Count; i++)
{
if (_pcon[i] != null)
{
_pcon[i].Disconnect();
}
}
}
static bool hasminquote(TLClient tl, int provider)
{
try
{
bool v = (tl.ProviderSelected == provider) || tl.Mode(provider, false);
bool test = true;
int count = 0;
while ((tl.BrokerName != Providers.Unknown) && (tl.BrokerName != Providers.Error)
&& (tl.RequestFeatureList.Count == 0) && (count++ < MAXFEATUREWAIT))
Thread.Sleep(10);
test &= tl.RequestFeatureList.Contains(MessageTypes.TICKNOTIFY);
tl.Disconnect();
return test && v;
}
catch { return false; }
}
/// <summary>
/// reset brokerfeed, look for any new servers and attempt to connect to current preferred providers
/// </summary>
public void Reset()
{
feedready = false;
if (IPUtil.hasValidAddress(_servers))
{
debug("At least one valid IpAddress found, attempting IP transport.");
}
else
{
debug("No ip addresses specified, attempting Windows IPC.");
}
TLClient tl = getsearchclient();
_pavail = tl.ProvidersAvailable;
if (_pavail.Length == 0)
{
debug("No providers were found. Ensure connectors are running.");
}
bool setquote = false;
bool setexec = false;
// see if we can get preferred providers
int xi = getproviderindex(_broker);
int qi = getproviderindex(_feed);
_isprefq = (qi != -1) && hasminquote(tl, qi);
_isprefx = (xi != -1) && hasminexec(tl, xi);
if (!isPreferredFeed)
{
debug("preferred data not available: " + _feed);
}
if (!isPreferredBroker)
{
debug("preferred execute not available: " + _broker);
}
// search for features
for (int i = 0; i < ProvidersAvailable.Length; i++)
{
if ((qi != -1) && (xi != -1))
{
break;
}
// switch to provider
if ((qi == -1) && hasminquote(tl, i))
{
qi = i;
}
if ((xi == -1) && hasminexec(tl, i))
{
xi = i;
}
}
// see if we're allowed to fallback
// not allowed
if (RequirePreferred)
{
setquote = isPreferredFeed;
setexec = isPreferredBroker;
}
else // ok to fallback,but where
{
setquote = (qi != -1);
setexec = (xi != -1);
}
// map handlers
if (setquote)
{
quote = getrealclient(qi, PROGRAM + "quote");
quote.gotFeatures += new MessageTypesMsgDelegate(quote_gotFeatures);
debug("DataFeed: " + quote.BrokerName + " " + quote.ServerVersion);
_feed = quote.BrokerName;
// clear any leftover subscriptions
quote.Unsubscribe();
if (isThreadSafe)
{
quote.gotTick += new TickDelegate(quote_gotTick);
quote.gotUnknownMessage += new MessageDelegate(quote_gotUnknownMessage);
}
else
{
quote.gotTick += new TickDelegate(quote_gotTick2);
quote.gotUnknownMessage += new MessageDelegate(quote_gotUnknownMessage2);
}
quote.gotImbalance += new ImbalanceDelegate(quote_gotImbalance);
}
if (setexec)
{
execute = getrealclient(xi, PROGRAM + "exec");
_broker = execute.BrokerName;
execute.gotFeatures += new MessageTypesMsgDelegate(execute_gotFeatures);
if (isThreadSafe)
{
execute.gotAccounts += new DebugDelegate(execute_gotAccounts);
execute.gotFill += new FillDelegate(execute_gotFill);
execute.gotOrder += new OrderDelegate(execute_gotOrder);
execute.gotOrderCancel += new LongDelegate(execute_gotOrderCancel);
execute.gotPosition += new PositionDelegate(execute_gotPosition);
execute.gotUnknownMessage += new MessageDelegate(execute_gotUnknownMessage);
}
else
{
execute.gotAccounts += new DebugDelegate(execute_gotAccounts2);
execute.gotFill += new FillDelegate(execute_gotFill2);
execute.gotOrder += new OrderDelegate(execute_gotOrder2);
execute.gotOrderCancel += new LongDelegate(execute_gotOrderCancel2);
execute.gotPosition += new PositionDelegate(execute_gotPosition2);
execute.gotUnknownMessage += new MessageDelegate(execute_gotUnknownMessage2);
}
debug("Executions: " + execute.BrokerName + " " + execute.ServerVersion);
if (RequestAccountsOnStartup)
{
RequestAccounts();
}
}
feedready = true;
// connect to the rest
for (int i = 0; i < ProvidersAvailable.Length; i++)
{
// skip existing connections
if (i == xi)
{
_pcon.Add(execute);
continue;
}
if ((xi != qi) && (i == qi))
{
_pcon.Add(quote);
continue;
}
// add new connections
TLClient newcon = getrealclient(i, PROGRAM);
newcon.gotFeatures += new MessageTypesMsgDelegate(newcon_gotFeatures);
newcon.gotUnknownMessage += new MessageDelegate(newcon_gotUnknownMessage);
_pcon.Add(newcon);
}
tl.Disconnect();
tl = null;
}
