public bool Initialize(MbtHistMgr historyClient)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
_historyClient = historyClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
_historyClient.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(_historyClient_OnDataEvent);
_historyClient.OnError += new _IMbtHistEvents_OnErrorEventHandler(_historyClient_OnError);
return(true);
}
public void Dispose()
{
if (_historyClient != null)
{
_historyClient.OnDataEvent -= new _IMbtHistEvents_OnDataEventEventHandler(_historyClient_OnDataEvent);
_historyClient.OnError -= new _IMbtHistEvents_OnErrorEventHandler(_historyClient_OnError);
_historyClient = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator = null;
}
}
public bool Initialize(MbtHistMgr historyClient)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
_historyClient = historyClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
_historyClient.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(_historyClient_OnDataEvent);
_historyClient.OnError += new _IMbtHistEvents_OnErrorEventHandler(_historyClient_OnError);
return true;
}
public void Dispose()
{
if (_historyClient != null)
{
_historyClient.OnDataEvent -= new _IMbtHistEvents_OnDataEventEventHandler(_historyClient_OnDataEvent);
_historyClient.OnError -= new _IMbtHistEvents_OnErrorEventHandler(_historyClient_OnError);
_historyClient = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator = null;
}
}
public bool StartOperation(OperationInformation operationInformation)
{
DataHistoryOperation operation = (DataHistoryOperation)operationInformation;
bool result = true;
_messageLoopOperator.Invoke(delegate()
{// Placing the request on the stolen main application thread, since we need the requestMessage pump for this to work properly.
MbtHistMgr historyClient = _historyClient;
if (historyClient == null)
{
result = false;
return;
}
if (operation.Request.IsMinuteBased == false && operation.Request.IsDayBased == false)
{
result = false;
return;
}
int?time = GetConvertedTime(operation);
if (operation.Request.IsDayBased)
{
MbtHistDayBar histBar;
histBar = historyClient.CreateHistDayBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
else if (operation.Request.IsMinuteBased)
{
MbtHistMinBar histBar = historyClient.CreateHistMinBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
});
return(result);
}
public ServerMB(TLServer tls)
{
v("VerboseDebugging: " + VerboseDebugging);
tl = tls;
m_ComMgr = null;
try
{
m_ComMgr = new MbtComMgr(); //pmh - Preferred. Was MbtComMgrClass(). Either should work.
}
catch (Exception ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
debug("m_ComMgr = new MbtComMgr() failed: " + ex.Message + ex.StackTrace); //pmh
return;
}
// m_ComMgr.SilentMode = true; //pmh - 9/18/12 - display login dialog if blank UID/Pwd (this allows me/pmh to connect to special servers for advanced testing)
m_ComMgr.EnableSplash(false);
m_OrderClient = m_ComMgr.OrderClient;
m_OrderClient.SilentMode = true;
/* //pmh - OnDemandMode has been deprecated
if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
{
m_OrderClient.OnDemandMode = false;
v("order client on demand mode disabled as previous tradelink was running.");
}
*/
m_Quotes = m_ComMgr.Quotes;
m_OpenOrders = m_OrderClient.OpenOrders;
m_HistMgr = m_ComMgr.HistMgr;
// tradelink bindings
tl.newProviderName = Providers.MBTrading;
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newPosList += new PositionAccountArrayDelegate(tl_newPosList);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
//pmh - 8/29/12 - reordered alphabetically and added almost all remaining events
// MB Trading MbtComMgr bindings
m_ComMgr.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(m_ComMgr_OnAlertAdded); //pmh
m_ComMgr.OnAlertsRefresh += new IMbtComMgrEvents_OnAlertsRefreshEventHandler(m_ComMgr_OnAlertsRefresh); //pmh
m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown); //pmh
m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
/*
* pmh - add later if desired
*
m_ComMgr.OnMATAccountPercentSet += new IMbtComMgrEvents_OnMATAccountPercentSetEventHandler(m_ComMgr_OnMATAccountPercentSet); //pmh
m_ComMgr.OnMATGroupAccountAdded += new IMbtComMgrEvents_OnMATGroupAccountAddedEventHandler(m_ComMgr_OnMATGroupAccountAdded); //pmh
m_ComMgr.OnMATGroupAccountRemoved += new IMbtComMgrEvents_OnMATGroupAccountRemovedEventHandler(m_ComMgr_OnMATGroupAccountRemoved); //pmh
m_ComMgr.OnMATGroupsGroupAdded += new IMbtComMgrEvents_OnMATGroupsGroupAddedEventHandler(m_ComMgr_OnMATGroupsGroupAdded); //pmh
m_ComMgr.OnMATGroupsGroupRemoved += new IMbtComMgrEvents_OnMATGroupsGroupRemovedEventHandler(m_ComMgr_OnMATGroupsGroupRemoved); //pmh
m_ComMgr.OnMATGroupsGroupRenamed += new IMbtComMgrEvents_OnMATGroupsGroupRenamedEventHandler(m_ComMgr_OnMATGroupsGroupRenamed); //pmh
*/
// MB Trading MbtOrderClient bindings
m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
m_OrderClient.OnAccountUnavailable += new _IMbtOrderClientEvents_OnAccountUnavailableEventHandler(m_OrderClient_OnAccountUnavailable); //pmh
m_OrderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(m_OrderClient_OnAcknowledge); //pmh
m_OrderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(m_OrderClient_OnBalanceUpdate); //pmh
m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
//pmh - 9/21/12 - See note on DefaultAccount at end of document!
//m_OrderClient.OnDefaultAccountChanged += new _IMbtOrderClientEvents_OnDefaultAccountChangedEventHandler(m_OrderClient_OnDefaultAccountChanged); //pmh
m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(m_OrderClient_OnExecute); //pmh
m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
m_OrderClient.OnPositionStrategyGroupAdded += new _IMbtOrderClientEvents_OnPositionStrategyGroupAddedEventHandler(m_OrderClient_OnPositionStrategyGroupAdded); //pmh
m_OrderClient.OnPositionStrategyGroupRemoved += new _IMbtOrderClientEvents_OnPositionStrategyGroupRemovedEventHandler(m_OrderClient_OnPositionStrategyGroupRemoved); //pmh
m_OrderClient.OnPositionStrategyGroupUpdated += new _IMbtOrderClientEvents_OnPositionStrategyGroupUpdatedEventHandler(m_OrderClient_OnPositionStrategyGroupUpdated); //pmh
m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler(m_OrderClient_OnRemove); //pmh
m_OrderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(m_OrderClient_OnReplacePlaced); //pmh
m_OrderClient.OnReplaceRejected += new _IMbtOrderClientEvents_OnReplaceRejectedEventHandler(m_OrderClient_OnReplaceRejected); //pmh
m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);
// MB Trading MbtQuote bindings
m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);
// MB Trading MbtHist bindings
m_HistMgr.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_HistMgr_OnDataEvent);
m_HistMgr.OnError += new _IMbtHistEvents_OnErrorEventHandler(m_HistMgr_OnError);
//disable old ticks
//DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
DisableOldTicks = true;
debug("TL binding and MBT Desktop event mapping complete.");
}
public void Stop()
{
v("stopping ServerMB connector.");
pt = null;
m_HistMgr = null;
m_OpenOrders = null;
m_Quotes.UnadviseAll(this); //pmh - 9/18/12 - MUST NOT FORGET THIS!
m_Quotes.Disconnect();
m_OrderClient.Disconnect();
m_Quotes = null;
m_OrderClient = null;
m_HistMgr = null;
}
public ServerMB(TLServer tls)
{
tl = tls;
m_ComMgr = null;
try
{
m_ComMgr = new MbtComMgrClass();
}
catch (Exception ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
debug("An error occured: " + ex.Message + ex.StackTrace);
return;
}
m_ComMgr.SilentMode = true;
m_ComMgr.EnableSplash(false);
m_OrderClient = m_ComMgr.OrderClient;
m_OrderClient.SilentMode = true;
if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
{
m_OrderClient.OnDemandMode = false;
v("order client on demand mode disabled as previous tradelink was running.");
}
m_Quotes = m_ComMgr.Quotes;
m_Orders = m_OrderClient.OpenOrders;
m_Hist = m_ComMgr.HistMgr;
// tradelink bindings
tl.newProviderName = Providers.MBTrading;
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newPosList += new PositionArrayDelegate(tl_newPosList);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
// mb bindings
m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);
m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown);
m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);
m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
//m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler( m_OrderClient_OnExecute );
m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
//m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler( m_OrderClient_OnRemove );
m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
m_Hist.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_Hist_OnDataEvent);
//disable old ticks
//DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
DisableOldTicks = true;
debug("all binding configured successfully.");
}