private async void button1_Click(object sender, EventArgs e)
{
// TestAccountEncryptionDecryption();
// TestCalcLimit();
TradingEnvironment.Initialize();
try
{
var sinaQuote = await SinaStockQuoteInterface.GetQuote("000001");
ShowQuote(sinaQuote);
string[] sinaCodes = new string[]
{
"000001",
"000002",
"000003",
"000004"
};
var sinaQuotes = await SinaStockQuoteInterface.GetQuote(sinaCodes);
ShowQuote(sinaQuotes);
using (var client = new StockTrading.Utility.TradingClient())
{
string error;
int logonFailureCount = 0;
while (logonFailureCount < 5)
{
if (!client.LogOn("wt5.foundersc.com", 7708, "6.19", 1, "13003470", 9, "13003470", "789012", string.Empty, out error))
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("Log on failed: {0}", error));
logonFailureCount++;
}
else
{
break;
}
}
if (!client.IsLoggedOn())
{
return;
}
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("Logged on, client id = {0}", client.ClientId));
TabulateData result;
client.QueryData(DataCategory.Capital, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.OrderSubmittedToday, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.OrderSucceededToday, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.Stock, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.ShareholderRegistryCode, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.CancellableOrder, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.FinancingBalance, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.MarginBalance, out result, out error);
WriteOutput(result, error);
client.QueryData(DataCategory.MarginableSecurity, out result, out error);
WriteOutput(result, error);
textBox1.AppendText("\n");
textBox1.AppendText(">>>>>>> test array api");
TabulateData[] results;
string[] errors;
DataCategory[] categories = new DataCategory[]
{
DataCategory.Capital,
DataCategory.OrderSubmittedToday,
DataCategory.OrderSucceededToday,
DataCategory.Stock,
DataCategory.ShareholderRegistryCode,
DataCategory.CancellableOrder,
};
bool[] succeeds = client.QueryData(categories, out results, out errors);
for (int i = 0; i < categories.Length; ++i)
{
WriteOutput(results[i], errors[i]);
}
string[] codes = new string[] { "000001", "000004", "601398" };
for (int k = 0; k < 5; k++)
{
succeeds = client.GetQuote(codes, out results, out errors);
if (k == 0)
{
WriteOutput(results[0], errors[0]);
}
for (int i = 0; i < codes.Length; ++i)
{
if (succeeds[i])
{
ShowQuote(results[i], DateTime.Now);
}
else
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("error: {0}", errors[i]));
}
}
Thread.Sleep(3000);
//DateTime now = DateTime.Now;
//if (now.TimeOfDay > new TimeSpan(9, 25, 1))
//{
// break;
//}
}
bool succeeded;
//DateTime time;
//for (; ; )
//{
// textBox1.AppendText("Please input code.");
// string line = Console.ReadLine();
// time = DateTime.Now;
// string code = line.Trim();
// if (code == "exit")
// {
// break;
// }
// if (client.GetQuote(code, out result, out error))
// {
// ShowQuote(result, time);
// }
// else
// {
// textBox1.AppendText("error: {0}", error);
// }
//}
//string icbcCode = "601398";
//time = DateTime.Now;
//if (!client.GetQuote(icbcCode, out result, out error))
//{
// textBox1.AppendText("error: {0}", error);
//}
//ShowQuote(result, time);
//var quotes = FiveLevelQuote.ExtractFrom(result, time);
//if (quotes.Count() == 0)
//{
// textBox1.AppendText("unable to get quote for {0}", icbcCode);
//}
//else
//{
// var quote = quotes.First();
// float yesterdayClosePrice = quote.YesterdayClosePrice;
// float downLimit = PriceHelper.CalcDownLimit(yesterdayClosePrice);
// textBox1.AppendText("try to send order to buy 601398 at price {0:0.000}", downLimit);
// bool succeeded = client.SendOrder(OrderCategory.Buy, OrderPriceType.LimitPrice, icbcCode, downLimit, 100, out result, out error);
// WriteOutput(result, error);
// if (succeeded)
// {
// var sendOrderResults = SendOrderResult.ExtractFrom(result);
// if (sendOrderResults.Count() == 0)
// {
// textBox1.AppendText("Failed to get result for SendOrder()");
// }
// else
// {
// var sendOrderResult = sendOrderResults.First();
// Thread.Sleep(5000);
// textBox1.AppendText("try to cancel order {0}", sendOrderResult.OrderNo);
// succeeded = client.CancelOrder(Exchange.GetTradeableExchangeForSecurity(icbcCode), sendOrderResult.OrderNo, out result, out error);
// WriteOutput(result, error);
// }
// }
//}
succeeded = client.QueryData(DataCategory.OrderSubmittedToday, out result, out error);
if (succeeded)
{
var orders = QueryGeneralOrderResult.ExtractFrom(result);
foreach (var order in orders)
{
textBox1.AppendText("\n");
textBox1.AppendText(
string.Format(
"{0} {1} {2} {3} {4:0.000} {5} {6} {7}",
order.OrderNo,
order.SubmissionTime,
order.BuySellFlag,
order.StatusString,
order.SubmissionPrice,
order.SubmissionVolume,
order.SubmissionType,
order.PricingType));
}
}
WriteOutput(result, error);
}
}
catch (Exception ex)
{
textBox1.AppendText("\n");
textBox1.AppendText(string.Format("{0}", ex));
}
finally
{
TradingEnvironment.UnInitialize();
}
}
private void GetQuote(object state)
{
if (!Monitor.TryEnter(_publisherLockObj))
{
// ignore this refresh because previous refreshing is still on going.
return;
}
if (_isStopped)
{
return;
}
if (_client == null || !_client.IsLoggedOn())
{
return;
}
try
{
// get a duplicate quote list to avoid lock quote list too long
List <string> codes = null;
lock (_codeListLockObj)
{
if (_codeList.Count == 0)
{
return;
}
codes = new List <string>(_codeList);
}
System.Diagnostics.Debug.Assert(codes.Count > 0);
List <string[]> subsets = new List <string[]>();
for (int index = 0; index < codes.Count; index += MaxBatchSize)
{
int count = Math.Min(codes.Count - index, MaxBatchSize);
if (count == 0)
{
break;
}
var subset = codes.GetRange(index, count).ToArray();
subsets.Add(subset);
}
Parallel.ForEach(
subsets,
async subset =>
{
List <SinaStockQuote> sinaQuotes = await SinaStockQuoteInterface.GetQuote(subset);
string[] errors;
FiveLevelQuote[] quotes = _client.GetQuote(subset, out errors);
if (quotes.Length != sinaQuotes.Count)
{
throw new InvalidOperationException("The count of sina quote does not match tdx quote");
}
for (int i = 0; i < quotes.Length; ++i)
{
if (quotes[i] != null)
{
quotes[i].DealAmount = sinaQuotes[i].DealAmount;
quotes[i].DealVolumeInHand = sinaQuotes[i].DealVolumeInHand;
}
}
PublishQuotes(quotes, errors);
});
}
catch (Exception ex)
{
ILog logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);
if (logger != null)
{
logger.ErrorFormat("Exception in getting quote: {0}", ex);
}
}
finally
{
Monitor.Exit(_publisherLockObj);
}
}