/// <summary>
/// Constructor.
/// </summary>
public MBTradingConnectionManager(MBTradingAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_quotes = new MBTradingQuote(_messageLoopOperator);
_history = new MBTradingHistory(_messageLoopOperator);
_orders = new MBTradingOrders(_messageLoopOperator);
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingConnectionManager(MBTradingAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_quotes = new MBTradingQuote(_messageLoopOperator);
_history = new MBTradingHistory(_messageLoopOperator);
_orders = new MBTradingOrders(_messageLoopOperator);
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
lock (this)
{
if (_quotes != null)
{
_quotes.Dispose();
_quotes = null;
}
if (_history != null)
{
_history.Dispose();
_history = null;
}
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_communicationManager != null)
{
_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
//GC.Collect();
}
void Quotes_QuoteUpdateEvent(MBTradingQuote keeper, MBTradingQuote.SessionQuoteInformation information)
{
RuntimeDataSessionInformation session = _dataSourceStub.GetSymbolSessionInformation(information.Symbol);
if (session != null)
{
_dataSourceStub.UpdateQuote(session.Info, information.Quote, null);
}
else
{
SystemMonitor.OperationWarning("Symbol session not found, quote missed.");
}
}
/// <summary>
/// Make sure to call on Invoke'd thread.
/// </summary>
/// <param name="account"></param>
void PerformUpdate(MbtAccount account, bool updateAccount, bool updateOrders, bool updatePositions)
{
//SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Invoke must not be required in baseMethod call.");
MbtOrderClient orderClient = _orderClient;
MBTradingConnectionManager manager = _manager;
MBTradingQuote quotes = null;
if (orderClient == null || manager == null)
{
return;
}
quotes = manager.Quotes;
if (quotes == null)
{
return;
}
AccountInfo info;
Dictionary <string, OrderInfo> pendingOrderInfos = new Dictionary <string, OrderInfo>();
List <PositionInfo> positionsInfos = new List <PositionInfo>();
lock (this)
{
if (updateOrders)
{
// We need to send up only the latest of each orders histories, since prev ones are for previous states.
foreach (MbtOrderHistory history in _orderClient.OrderHistories)
{
Order.UpdateTypeEnum updateType;
OrderInfo? orderInfo = ConvertToOrderInfo(history, out updateType);
if (orderInfo.HasValue)
{
pendingOrderInfos[orderInfo.Value.Id] = orderInfo.Value;
}
}
// Make sure open orders orderInfo is always on top.
foreach (MbtOpenOrder pOrd in _orderClient.OpenOrders)
{
OrderInfo?orderInfo = ConvertToOrderInfo(pOrd);
if (orderInfo.HasValue)
{
pendingOrderInfos[orderInfo.Value.Id] = orderInfo.Value;
}
}
}
if (updatePositions)
{
foreach (MbtPosition position in _orderClient.Positions)
{
PositionInfo?positionInfo = ConvertToPositionInfo(position);
if (positionInfo.HasValue)
{
positionsInfos.Add(positionInfo.Value);
}
}
}
if (_accountInfo.HasValue)
{
info = _accountInfo.Value;
}
else
{
info = new AccountInfo();
info.Guid = Guid.NewGuid();
}
ConvertAccount(account, ref info);
_accountInfo = info;
}
MBTradingAdapter adapter = _adapter;
if (adapter != null)
{
OrderExecutionSourceStub stub = adapter.OrderExecutionSourceStub;
if (stub != null)
{
if (updateAccount)
{
stub.UpdateAccountInfo(_accountInfo.Value);
}
if (updateOrders)
{
stub.UpdateOrdersInfo(_accountInfo.Value,
GeneralHelper.GenerateSingleValueArray <Order.UpdateTypeEnum>(pendingOrderInfos.Count, Order.UpdateTypeEnum.Update),
GeneralHelper.EnumerableToArray <OrderInfo>(pendingOrderInfos.Values));
}
if (updatePositions)
{
stub.UpdatePositionsInfo(_accountInfo.Value, positionsInfos.ToArray());
}
}
}
}
/// <summary>
/// Helper, converts from MBT to OFxP object.
/// </summary>
PositionInfo? ConvertToPositionInfo(MbtPosition position, MBTradingQuote quotes)
{
PositionInfo result = new PositionInfo();
Symbol? symbol = _adapter.GetSymbolByName(position.Symbol, true);
if (symbol.HasValue == false)
{
return null;
}
result.Symbol = symbol.Value;
result.Volume = position.AggregatePosition;/*position.CloseableShares;*/
result.Commission = (decimal)Math.Round(position.Commission, IntegrationAdapter.AdvisedAccountDecimalsPrecision);
result.PendingBuyVolume = position.PendingBuyShares;
result.PendingSellVolume = position.PendingSellShares;
result.MarketValue = 0;
result.ClosedResult = (decimal)Math.Round(position.RealizedPNL, 4);
if (quotes.SessionsQuotes.ContainsKey(symbol.Value.Name))
{
double openPnL, basis;
if (CalculatePositionOpenPnLAndBasis(position, quotes.SessionsQuotes[symbol.Value.Name].Quote, out openPnL, out basis))
{
result.Result = (decimal)Math.Round(openPnL, IntegrationAdapter.AdvisedAccountDecimalsPrecision);
result.Basis = (decimal)basis;
}
}
return result;
}
void Quotes_QuoteUpdateEvent(MBTradingQuote keeper, MBTradingQuote.SessionQuoteInformation information)
{
RuntimeDataSessionInformation session = DataSourceStub.GetSymbolSessionInformation(information.Symbol);
if (session != null)
{
DataSourceStub.UpdateQuote(session.Info, information.Quote, null);
}
else
{
SystemMonitor.OperationWarning("Symbol session not found, quote missed.");
}
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
lock (this)
{
if (_quotes != null)
{
_quotes.Dispose();
_quotes = null;
}
if (_history != null)
{
_history.Dispose();
_history = null;
}
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_communicationManager != null)
{
_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
//GC.Collect();
}
