private Security GetSecurity(AlorTable table, object[] values, AlorColumn codeColumn, AlorColumn boardColumn)
{
if (table == null)
{
throw new ArgumentNullException(nameof(table));
}
if (values == null)
{
throw new ArgumentNullException(nameof(values));
}
if (codeColumn == null)
{
throw new ArgumentNullException(nameof(codeColumn));
}
if (boardColumn == null)
{
throw new ArgumentNullException(nameof(boardColumn));
}
var secCode = table.GetValue <string>(values, codeColumn);
var secBoard = ExchangeBoard.GetBoard(table.GetValue <string>(values, boardColumn));
var id = SecurityIdGenerator.GenerateId(secCode, secBoard);
return(GetSecurity(id, name =>
{
var security = EntityFactory.CreateSecurity(name);
security.Board = secBoard;
security.Code = secCode;
return security;
}, security => false));
}
private static void CloseTable(AlorTable table)
{
if (table == null)
{
throw new ArgumentNullException("table");
}
if (table.MetaTable != null && table.MetaTable.ID != 0)
{
table.MetaTable.Close(table.MetaTable.ID);
}
}
private void OpenTable(AlorTable table, Action<int, object[]> handler, bool openTable = true)
{
if (table == null)
throw new ArgumentNullException("table");
var slotTables = (ISlotTables)_slot.tables;
if (slotTables == null)
throw new ArgumentException(LocalizedStrings.Str3701);
for (var i = 1; i < (slotTables.Count + 1); i++)
{
var metaTable = (SlotTable)slotTables.Item[i];
if (table.Name == metaTable.Name)
{
table.MetaTable = metaTable;
break;
}
}
var meta = table.MetaTable;
if (meta == null)
throw new ArgumentException(LocalizedStrings.Str3702Params.Put(table.Name));
if (openTable && handler == null)
throw new ArgumentNullException("handler");
Action<int, int, object> safeHandler = (openIdLocal, rowIdLocal, fieldsLocal) => Async(() =>
{
//RaiseNewDataExported();
//ProcessEvents(() => handler(openIdLocal, (object[])fieldsLocal));
});
table.Columns = ManagerColumns.GetColumnsBy(table.Type).ToList();
if (openTable)
{
meta.AddRow += (openId, rowId, fields) => safeHandler(openId, rowId, fields);
meta.UpdateRow += (openId, rowId, fields) => safeHandler(openId, rowId, fields);
//meta.Error += (openId, errorCode, errorDescription) => RaiseProcessDataError(new AlorException(errorDescription, (SFE)errorCode));
meta.Open(_slot.ID, meta.Name);
if (meta.ID == 0)
throw new ArgumentException(LocalizedStrings.Str3703Params.Put(table.Name), "table");
}
else
{
meta.AddRow += OnQuote;
meta.UpdateRow += OnQuote;
}
}
/// <summary>
/// Создать подключение.
/// </summary>
/// <param name="slotId">Номер слота.</param>
/// <param name="address">Адрес сервера.</param>
/// <param name="login">Логин.</param>
/// <param name="password">Пароль.</param>
public AlorTrader(int slotId, string address, string login, string password)
{
if (address == null)
{
throw new ArgumentNullException("address");
}
if (login.IsEmpty())
{
throw new ArgumentNullException("login");
}
if (password.IsEmpty())
{
throw new ArgumentNullException("password");
}
Address = address;
Login = login;
_password = password.To <SecureString>();
_slot = new Slot();
_slot.Open(slotId);
_slot.Connected += SlotConnected;
_slot.Disconnected += SlotDisconnected;
_slot.Error += SlotError;
SecuritiesTable = new AlorTable(AlorTableTypes.Security, "SECURITIES", RaiseProcessDataError);
TradesTable = new AlorTable(AlorTableTypes.Trade, "ALL_TRADES", RaiseProcessDataError);
OrdersTable = new AlorTable(AlorTableTypes.Order, "ORDERS", RaiseProcessDataError);
StopOrdersTable = new AlorTable(AlorTableTypes.StopOrder, "STOPORDERS", RaiseProcessDataError);
MyTradesTable = new AlorTable(AlorTableTypes.MyTrade, "TRADES", RaiseProcessDataError);
QuotesTable = new Dictionary <int, AlorTable>();
PortfoliosTable = new AlorTable(AlorTableTypes.Portfolio, "TRDACC", RaiseProcessDataError);
HoldingTable = new AlorTable(AlorTableTypes.Position, "HOLDING", RaiseProcessDataError);
MoneyPositionTable = new AlorTable(AlorTableTypes.Money, "POSITIONS", RaiseProcessDataError);
TimeTable = new AlorTable(AlorTableTypes.Time, "TESYSTIME", RaiseProcessDataError);
AlorManagerColumns.InitMetadata();
ManagerColumns = new AlorManagerColumns();
Synchronized();
_slot.Synchronized += SlotSynchronized;
}
/// <summary>
/// Начать получать котировки (стакан) по инструменту.
/// Значение котировок можно получить через метод <see cref="IConnector.GetMarketDepth"/>.
/// </summary>
/// <param name="security">Инструмент, по которому необходимо начать получать котировки.</param>
protected override bool OnRegisterMarketDepth(Security security)
{
var quotesTable = new AlorTable(AlorTableTypes.Quote, "ORDERBOOK", RaiseProcessDataError);
OpenTable(quotesTable, null, false);
_orderBooks.SyncDo(d =>
{
if (!d.ContainsValue(security))
{
var id = quotesTable.MetaTable.OpenOrderbook(_slot.ID, security.Board.Code, security.Code);
if (id < 1)
{
throw new InvalidOperationException(LocalizedStrings.Str3709Params.Put(security.Id));
}
QuotesTable[id] = quotesTable;
d.Add(id, security);
}
});
return(true);
}
private static void CloseTable(AlorTable table)
{
if (table == null)
throw new ArgumentNullException("table");
if (table.MetaTable != null && table.MetaTable.ID != 0)
table.MetaTable.Close(table.MetaTable.ID);
}
private Security GetSecurity(AlorTable table, object[] values, AlorColumn codeColumn, AlorColumn boardColumn)
{
if (table == null)
throw new ArgumentNullException("table");
if (values == null)
throw new ArgumentNullException("values");
if (codeColumn == null)
throw new ArgumentNullException("codeColumn");
if (boardColumn == null)
throw new ArgumentNullException("boardColumn");
var secCode = table.GetValue<string>(values, codeColumn);
var secBoard = ExchangeBoard.GetBoard(table.GetValue<string>(values, boardColumn));
var id = SecurityIdGenerator.GenerateId(secCode, secBoard);
return null;
//return GetSecurity(id, name =>
//{
// var security = EntityFactory.CreateSecurity(name);
// security.Board = secBoard;
// security.Code = secCode;
// return security;
//}, security => false);
}
/// <summary>
/// Создать подключение.
/// </summary>
/// <param name="slotId">Номер слота.</param>
/// <param name="address">Адрес сервера.</param>
/// <param name="login">Логин.</param>
/// <param name="password">Пароль.</param>
public AlorTrader(int slotId, string address, string login, string password)
{
if (address == null)
throw new ArgumentNullException("address");
if (login.IsEmpty())
throw new ArgumentNullException("login");
if (password.IsEmpty())
throw new ArgumentNullException("password");
Address = address;
Login = login;
_password = password.To<SecureString>();
_slot = new Slot();
_slot.Open(slotId);
_slot.Connected += SlotConnected;
_slot.Disconnected += SlotDisconnected;
_slot.Error += SlotError;
SecuritiesTable = new AlorTable(AlorTableTypes.Security, "SECURITIES", RaiseProcessDataError);
TradesTable = new AlorTable(AlorTableTypes.Trade, "ALL_TRADES", RaiseProcessDataError);
OrdersTable = new AlorTable(AlorTableTypes.Order, "ORDERS", RaiseProcessDataError);
StopOrdersTable = new AlorTable(AlorTableTypes.StopOrder, "STOPORDERS", RaiseProcessDataError);
MyTradesTable = new AlorTable(AlorTableTypes.MyTrade, "TRADES", RaiseProcessDataError);
QuotesTable = new Dictionary<int, AlorTable>();
PortfoliosTable = new AlorTable(AlorTableTypes.Portfolio, "TRDACC", RaiseProcessDataError);
HoldingTable = new AlorTable(AlorTableTypes.Position, "HOLDING", RaiseProcessDataError);
MoneyPositionTable = new AlorTable(AlorTableTypes.Money, "POSITIONS", RaiseProcessDataError);
TimeTable = new AlorTable(AlorTableTypes.Time, "TESYSTIME", RaiseProcessDataError);
AlorManagerColumns.InitMetadata();
ManagerColumns = new AlorManagerColumns();
Synchronized();
_slot.Synchronized += SlotSynchronized;
}
/// <summary>
/// Начать получать котировки (стакан) по инструменту.
/// Значение котировок можно получить через метод <see cref="IConnector.GetMarketDepth"/>.
/// </summary>
/// <param name="security">Инструмент, по которому необходимо начать получать котировки.</param>
protected override bool OnRegisterMarketDepth(Security security)
{
var quotesTable = new AlorTable(AlorTableTypes.Quote, "ORDERBOOK", RaiseProcessDataError);
OpenTable(quotesTable, null, false);
_orderBooks.SyncDo(d =>
{
if (!d.ContainsValue(security))
{
var id = quotesTable.MetaTable.OpenOrderbook(_slot.ID, security.Board.Code, security.Code);
if (id < 1)
throw new InvalidOperationException(LocalizedStrings.Str3709Params.Put(security.Id));
QuotesTable[id] = quotesTable;
d.Add(id, security);
}
});
return true;
}
private void OpenTable(AlorTable table, Action <int, object[]> handler, bool openTable = true)
{
if (table == null)
{
throw new ArgumentNullException(nameof(table));
}
var slotTables = (ISlotTables)_slot.tables;
if (slotTables == null)
{
throw new ArgumentException(LocalizedStrings.Str3701);
}
for (var i = 1; i < (slotTables.Count + 1); i++)
{
var metaTable = (SlotTable)slotTables.Item[i];
if (table.Name == metaTable.Name)
{
table.MetaTable = metaTable;
break;
}
}
var meta = table.MetaTable;
if (meta == null)
{
throw new ArgumentException(LocalizedStrings.Str3702Params.Put(table.Name));
}
if (openTable && handler == null)
{
throw new ArgumentNullException(nameof(handler));
}
Action <int, int, object> safeHandler = (openIdLocal, rowIdLocal, fieldsLocal) => Async(() =>
{
RaiseNewDataExported();
ProcessEvents(() => handler(openIdLocal, (object[])fieldsLocal));
});
table.Columns = ManagerColumns.GetColumnsBy(table.Type).ToList();
if (openTable)
{
meta.AddRow += (openId, rowId, fields) => safeHandler(openId, rowId, fields);
meta.UpdateRow += (openId, rowId, fields) => safeHandler(openId, rowId, fields);
meta.Error += (openId, errorCode, errorDescription) => RaiseProcessDataError(new AlorException(errorDescription, (SFE)errorCode));
meta.Open(_slot.ID, meta.Name);
if (meta.ID == 0)
{
throw new ArgumentException(LocalizedStrings.Str3703Params.Put(table.Name), nameof(table));
}
}
else
{
meta.AddRow += OnQuote;
meta.UpdateRow += OnQuote;
}
}
/// <summary>
/// добавляет все возможные столбцы по таблице
/// </summary>
/// <param name="table"></param>
public void AddAllBy(AlorTable table)
{
AllAlorColumn.Where(column => column.TableType == table.Type).ForEach(Add);
}
/// <summary>
/// Удаляет все возможное столбцы по таблице
/// </summary>
/// <param name="table"></param>
public void RemoveAllBy(AlorTable table)
{
AllAlorColumn.Where(column => column.TableType == table.Type).ForEach(Remove);
}
