protected override object ConnectData(Topic topic, IList <string> topicInfo, ref bool newValues)
{
Log("ConnectData: TopicId - {0}, topicInfo: {1}", GetTopicId(topic), string.Join(", ", topicInfo));
Logger.Debug(">>>>> ConnectData called.");
_topics.Add((RealStockTopic)topic);
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
protected override object ConnectData(Topic topic, IList <string> topicInfo, ref bool newValues)
{
TestArrayTopic testArrayTopic = (TestArrayTopic)topic;
_topics.Add(testArrayTopic);
Debug.Print("ConnectData - Prefix {0}", testArrayTopic.Prefix);
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
protected override object ConnectData(Topic topic, System.Collections.Generic.IList <string> topicInfo, ref bool newValues)
{
lock (m_TopicMap) {
string stopic = topicInfo[0];
int topicId = GetTopicId(topic);
Logr.Log(String.Format("~A ConnectData: {0} - {1}", topicId, stopic));
m_Subscriptions.Add(topic, stopic);
m_TopicMap.Add(stopic, topic);
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
}
public object?GetData(string viewServer, string view, string fields, string?where = default, string?orderBy = default, string?groupBy = default, int?limit = default, int?offset = default)
{
if (this._userManager.User == null)
{
return("Error: Not logged in.");
}
string location = DataFunctions.GetLocation();
SelectRequest request = new SelectRequest
{
QueryId = location,
Parameters = new SelectRequestParameters
{
View = view,
Fields = fields,
Where = where,
OrderBy = orderBy,
GroupBy = groupBy,
Limit = limit,
Offset = offset
}
};
string requestKey = JsonSerializer.Serialize(request, this._serializerOptions).GetHashCode().ToString();
this._objectCache.Insert(requestKey, request);
object result = XlCall.RTD(nameof(ViewServerRtdServer), null, viewServer, requestKey);
if (result == null)
{
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
if (result is string dataKey)
{
DataContainer?dataContainer = (DataContainer?)this._objectCache.Extract(dataKey);
if (dataContainer == null || !(dataContainer.Data is IReadOnlyList <object> list) || list.Count == 0)
{
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
string[] columns = fields.Split(',');
object[,] output = new object[list.Count, columns.Length];
for (int row = 0; row < list.Count; row++)
{
IReadOnlyDictionary <string, object?> item = (IReadOnlyDictionary <string, object?>)list[row];
for (int column = 0; column < columns.Length; column++)
{
output[row, column] = item.TryGetValue(columns[column], out object?value) && value != null
? value
: ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNull);
}
}
return(output);
}
return(result);
}
// Understanding newValues
// -----------------------
// As input: If Excel has a cached value to display, newValues passed in will be false.
// On return: if newValues is now false, Excel will use cached value if it has one, (else #N/A if passed in as true)
// if newValues is now true, Excel will use the value returned by ConnectData.
object IRtdServer.ConnectData(int topicId, ref Array strings, ref bool newValues)
{
try
{
// Check for an active topic with the same topicId
// - this is unexpected, but is reported as a bug in an earlier Excel version.
// (Thanks ngm)
// (Does not address the Excel 2010 bug documented here:
// http://social.msdn.microsoft.com/Forums/en-US/exceldev/thread/ba06ac78-7b64-449b-bce4-9a03ac91f0eb/
// fixed by hotfix: http://support.microsoft.com/kb/2405840 and SP1. This problem is fixed by the ExcelRtd2010BugHelper. )
if (_activeTopics.ContainsKey(topicId))
{
using (XlCall.Suspend())
{
((IRtdServer)this).DisconnectData(topicId);
}
}
List <string> topicInfo = new List <string>(strings.Length);
for (int i = 0; i < strings.Length; i++)
{
topicInfo.Add((string)strings.GetValue(i));
}
Topic topic;
using (XlCall.Suspend())
{
// We create the topic, but what if its value is set here...?
topic = CreateTopic(topicId, topicInfo);
}
if (topic == null)
{
Logger.RtdServer.Error("Error in RTD server {0} CreateTopic returned null.", GetType().Name);
// Not sure what to return here for error. We try the COM error version of #VALUE !?
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue));
}
_activeTopics[topicId] = topic;
using (XlCall.Suspend())
{
return(ConnectData(topic, topicInfo, ref newValues));
}
}
catch (Exception e)
{
Logger.RtdServer.Error("Error in RTD server {0} ConnectData: {1}", GetType().Name, e.ToString());
// Not sure what to return here for error. We try the COM error version of #VALUE !?
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue));
}
}
public ViewServerTopic(ViewServerRtdServer server, int topicId, string viewServer, Request request)
: base(server, topicId, ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA))
{
this._connection = Container.Instance.Resolve <ViewServerConnection>();
this._objectCache = Container.Instance.Resolve <IObjectCache>();
this._viewServer = viewServer;
switch ((this._request = request).Command)
{
case Command.Select:
this._connection.DataResponseReceived += this.Connection_DataResponseReceived;
break;
case Command.Metadata:
this._connection.MetadataResponseReceived += this.Connection_MetadataResponseReceived;
break;
}
}
protected override object ConnectData(Topic topic, IList <string> topicInfo, ref bool newValues)
{
// Retrieve and store the GUID from the topic's first info string - used to hook up to the Async state
Guid id = new Guid(topicInfo[0]);
_topicGuids[topic] = id;
// Create a new ExcelRtdObserver, for the Topic, which will listen to the Observable
// (Internally also set initial value - #N/A for now)
ExcelRtdObserver rtdObserver = new ExcelRtdObserver(topic);
// ... and subscribe it
AsyncObservableImpl.ConnectObserver(id, rtdObserver);
// Return something: #N/A for now. Not currently used.
// TODO: Allow customize?
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA));
}
object FixValue(object value)
{
if (value is ExcelError)
{
value = ExcelErrorUtil.ToComError((ExcelError)value);
}
// Long strings will cause the topic update to fail horribly.
// See: http://social.msdn.microsoft.com/Forums/nl-BE/exceldev/thread/436f1aa4-c950-4486-ba58-22a6a12fbf19
// We truncate long strings.
string valueString = value as string;
if (valueString != null && valueString.Length > 255)
{
value = valueString.Substring(0, 255);
}
// CONSIDER: Check valid data types
return(value);
}
// Forwarded from XlCall
// Loads the RTD server with temporary ProgId.
// CAUTION: Might fail when called from array formula (the first call in every array-group fails).
// When it fails, the xlfRtd call returns xlReturnUncalced.
// In that case, this function returns null, and does not keep a reference to the created server object.
// The next call should then succeed (though a new server object will be created).
public static bool TryRTD(out object result, string progId, string server, params string[] topics)
{
Debug.Print("### RtdRegistration.RTD " + progId);
// Check if this is any of our business.
Type rtdServerType;
if (!string.IsNullOrEmpty(server) || !registeredRtdServerTypes.TryGetValue(progId, out rtdServerType))
{
// Just pass on to Excel.
return(TryCallRTD(out result, progId, null, topics));
}
// TODO: Check that ExcelRtdServer with stable ProgId case also works right here -
// might need to add to loadedRtdServers somehow
// Check if already loaded.
string loadedProgId;
if (loadedRtdServers.TryGetValue(progId, out loadedProgId))
{
if (ExcelRtd2010BugHelper.ExcelVersionHasRtdBug && rtdServerType.IsSubclassOf(typeof(ExcelRtdServer)))
{
ExcelRtd2010BugHelper.RecordRtdCall(progId, topics);
}
// Call Excel using the synthetic RtdSrv_xxx (or actual from attribute) ProgId
return(TryCallRTD(out result, loadedProgId, null, topics));
}
// Not loaded already - need to get the Rtd server loaded
// TODO: Need to reconsider registration here.....
// Sometimes need stable ProgIds.
object rtdServer;
if (ExcelRtd2010BugHelper.ExcelVersionHasRtdBug && rtdServerType.IsSubclassOf(typeof(ExcelRtdServer)))
{
Debug.Print("### Creating Wrapper " + progId);
rtdServer = new ExcelRtd2010BugHelper(progId, rtdServerType);
}
else
{
using (XlCall.Suspend())
{
rtdServer = Activator.CreateInstance(rtdServerType);
}
ExcelRtdServer excelRtdServer = rtdServer as ExcelRtdServer;
if (excelRtdServer != null)
{
// Set ProgId so that it can be 'unregistered' (removed from loadedRtdServers) when the RTD server terminates.
excelRtdServer.RegisteredProgId = progId;
}
else
{
// Make a wrapper if we are not an ExcelRtdServer
// (ExcelRtdServer implements exception-handling and XLCall supension itself)
rtdServer = new RtdServerWrapper(rtdServer, progId);
}
}
// We pick a new Guid as ClassId for this add-in...
CLSID clsId = Guid.NewGuid();
// ... (bad idea - this will cause Excel to try to load this RTD server while it is not registered.)
// Guid typeGuid = GuidUtilit.CreateGuid(..., DnaLibrary.XllPath + ":" + rtdServerType.FullName);
// or something based on ExcelDnaUtil.XllGuid
// string progIdRegistered = "RtdSrv_" + typeGuid.ToString("N");
// by making a fresh progId, we are sure Excel will try to load when we are ready.
// Change from RtdSrv.xxx to RtdSrv_xxx to avoid McAfee bug that blocks registry writes with a "." anywhere
string progIdRegistered = "RtdSrv_" + clsId.ToString("N");
Debug.Print("RTD - Using ProgId: {0} for type: {1}", progIdRegistered, rtdServerType.FullName);
try
{
using (new SingletonClassFactoryRegistration(rtdServer, clsId))
using (new ProgIdRegistration(progIdRegistered, clsId))
using (new ClsIdRegistration(clsId, progIdRegistered))
{
Debug.Print("### About to call TryCallRTD " + progId);
if (TryCallRTD(out result, progIdRegistered, null, topics))
{
// Mark as loaded - ServerTerminate in the wrapper will remove.
loadedRtdServers[progId] = progIdRegistered;
Debug.Print("### Added to loadedRtdServers " + progId);
return(true);
}
return(false);
}
}
catch (UnauthorizedAccessException secex)
{
Logger.RtdServer.Error("The RTD server of type {0} required by add-in {1} could not be registered.\r\nThis may be due to restricted permissions on the user's HKCU\\Software\\Classes key.\r\nError message: {2}", rtdServerType.FullName, DnaLibrary.CurrentLibrary.Name, secex.Message);
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue);
// Return true to have the #VALUE stick, just as it was before the array-call refactoring
return(true);
}
catch (Exception ex)
{
Logger.RtdServer.Error("The RTD server of type {0} required by add-in {1} could not be registered.\r\nThis is an unexpected error.\r\nError message: {2}", rtdServerType.FullName, DnaLibrary.CurrentLibrary.Name, ex.Message);
Debug.Print("RtdRegistration.RTD exception: " + ex.ToString());
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue);
// Return true to have the #VALUE stick, just as it was before the array-call refactoring
return(true);
}
}
protected internal Topic(ExcelRtdServer server, int topicId)
{
_server = server;
_topicId = topicId;
_value = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA);
}
// Understanding newValues
// -----------------------
// As input: If Excel has a cached value to display, newValues passed in will be false.
// On return: if newValues is now false, Excel will use cached value if it has one, (else #N/A if passed in as true)
// if newValues is now true, Excel will use the value returned by ConnectData.
object IRtdServer.ConnectData(int topicId, ref Array strings, ref bool newValues)
{
try
{
// Check for an active topic with the same topicId
// - this is unexpected, but is reported as a bug in an earlier Excel version.
// (Thanks ngm)
// (Does not address the Excel 2010 bug documented here:
// http://social.msdn.microsoft.com/Forums/en-US/exceldev/thread/ba06ac78-7b64-449b-bce4-9a03ac91f0eb/
// fixed by hotfix: http://support.microsoft.com/kb/2405840 and SP1. This problem is fixed by the ExcelRtd2010BugHelper. )
if (_activeTopics.ContainsKey(topicId))
{
using (XlCall.Suspend())
{
((IRtdServer)this).DisconnectData(topicId);
}
}
List <string> topicInfo = new List <string>(strings.Length);
for (int i = 0; i < strings.Length; i++)
{
topicInfo.Add((string)strings.GetValue(i));
}
Topic topic;
using (XlCall.Suspend())
{
// We create the topic, but what if its value is set here...?
topic = CreateTopic(topicId, topicInfo);
}
if (topic == null)
{
Logger.RtdServer.Error("Error in RTD server {0} CreateTopic returned null.", GetType().Name);
// Not sure what to return here for error. We try the COM error version of #VALUE !?
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue));
}
// NOTE: 2016-11-04
// Before v 0.34 the topic was added to _activeTopics before ConnectData was called
// The effect of moving it after (hence that topic is not in _activeTopics during the ConnectData call)
// is that a call to UpdateValue during the the ConnectData call will no longer cause an Update call to Excel
// (since SetDirty is ignored for topics not in _activeTopics)
object value;
using (XlCall.Suspend())
{
value = ConnectData(topic, topicInfo, ref newValues);
}
_activeTopics[topicId] = topic;
// Now we need to ensure that the topic value does indeed agree with the returned value
// Otherwise we are left with an inconsistent state for future updates.
// If there's a difference, we do force the update.
if (!object.Equals(value, topic.Value))
{
// 2020-03-03 v1.1
// Changing from topic.UpdateNotify, which no longer (in recent Excel) seems to work on its own.
// NOTE: In the unusual case that the FixValue inside Topic makes value == topic.Value, we won't get an update here
// E.g. for long strings that are truncated
//
topic.UpdateValue(value);
}
return(value);
}
catch (Exception e)
{
Logger.RtdServer.Error("Error in RTD server {0} ConnectData: {1}", GetType().Name, e.ToString());
// Not sure what to return here for error. We try the COM error version of #VALUE !?
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue));
}
}
//New RTD subscription callback
protected override object ConnectData(Topic topic, IList <string> topicInfo, ref bool newValues)
{
object result;
int topicId = GetTopicId(topic);
Logging.Log("ConnectData: {0} - {{{1}}}", topicId, string.Join(", ", topicInfo));
//parse and validate request
//---
//count and default parameters
if (topicInfo.Count < 2)
{
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA)); //need at least a product and a datapoint
}
else if (topicInfo.Count == 2)
{
topicInfo.Add("0"); //default to top level of book
}
//parse parameters
string product = topicInfo[0];
DataPoint dataPoint;
bool dataPointOk = Enum.TryParse <DataPoint>(topicInfo[1], out dataPoint);
int level;
bool levelOk = Int32.TryParse(topicInfo[2], out level);
//return error if parameters are invalid
if (!dataPointOk || !levelOk)
{
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA)); //incorrect level or datapoint request
}
if (level > 9 || level < 0)
{
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA)); //level out of range
}
//store subscription request
//---
//if product has not yet been subscribed, create subscription container
if (!_topics.ContainsKey(product))
{
_topics[product] = new TopicCollection();
}
//store subscription request
_topics[product].TopicItems[Tuple.Create(dataPoint, level)] = topic;
if (_topicDetails.ContainsKey(topicId))
{
Logging.Log("ERROR: duplicate topicId: {0} {1}", topicId, _topicDetails[topicId]);
}
_topicDetails.Add(topicId, new TopicSubscriptionDetails(product, dataPoint, level));
//return data
//--
if (dataPoint == DataPoint.Last)
{
if (!_cache.Instruments.ContainsKey(product))
{
//may be empty when sheet is first loaded
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorGettingData); //return "pending data" to Excel
}
else
{
//get data from cache
BitMexInstrument inst = _cache.Instruments[product];
switch (dataPoint)
{
case DataPoint.Last:
result = inst.lastPrice;
break;
default:
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA);
break;
}
}
}
else //bid/ask etc
{
if (!_cache.MarketData.ContainsKey(product))
{
//if product is not yet in cache, request snapshot
//this can happen if a product doesnt update very frequently
_api.GetSnapshot(product);
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorGettingData); //return "pending data" to Excel
}
else
{
//get data from cache
MarketDataSnapshot snap = _cache.MarketData[product];
switch (dataPoint)
{
case DataPoint.Bid:
result = snap.BidDepth[level].Price;
break;
case DataPoint.BidVol:
result = snap.BidDepth[level].Qty;
break;
case DataPoint.Ask:
result = snap.AskDepth[level].Price;
break;
case DataPoint.AskVol:
result = snap.AskDepth[level].Qty;
break;
default:
result = ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA);
break;
}
}
}
return(result);
}
// Forwarded from XlCall
// Loads the RTD server with temporary ProgId.
public static object RTD(string progId, string server, params string[] topics)
{
// Check if this is any of our business.
if (!string.IsNullOrEmpty(server) || !registeredRtdServerTypes.ContainsKey(progId))
{
// Just pass on to Excel.
return(CallRTD(progId, null, topics));
}
// Check if already loaded.
if (loadedRtdServers.ContainsKey(progId))
{
// Call Excel using the synthetic RtdSrv.xxx (or actual from attribute) ProgId
return(CallRTD(loadedRtdServers[progId], null, topics));
}
// Not loaded already - need to get the Rtd server loaded
// TODO: Need to reconsider registration here.....
// Sometimes need stable ProgIds.
Type rtdServerType = registeredRtdServerTypes[progId];
object rtdServer = Activator.CreateInstance(rtdServerType);
ExcelRtdServer excelRtdServer = rtdServer as ExcelRtdServer;
if (excelRtdServer != null)
{
// Set ProgId so that it can be 'unregistered' (removed from loadedRtdServers) when the RTD sever terminates.
excelRtdServer.RegisteredProgId = progId;
}
else
{
// Make a wrapper if we are not an ExcelRtdServer
// (ExcelRtdServer implements exception-handling and XLCall supension itself)
rtdServer = new RtdServerWrapper(rtdServer, progId);
}
// We pick a new Guid as ClassId for this add-in...
CLSID clsId = Guid.NewGuid();
// ... (bad idea - this will cause Excel to try to load this RTD server while it is not registered.)
// Guid typeGuid = GuidUtilit.CreateGuid(..., DnaLibrary.XllPath + ":" + rtdServerType.FullName);
// string progIdRegistered = "RtdSrv." + typeGuid.ToString("N");
// by making a fresh progId, we are sure Excel will try to load when we are ready.
string progIdRegistered = "RtdSrv." + clsId.ToString("N");
Debug.Print("RTD - Using ProgId: {0} for type: {1}", progIdRegistered, rtdServerType.FullName);
try
{
using (new SingletonClassFactoryRegistration(rtdServer, clsId))
using (new ProgIdRegistration(progIdRegistered, clsId))
using (new ClsIdRegistration(clsId, progIdRegistered))
{
object result;
if (TryCallRTD(out result, progIdRegistered, null, topics))
{
// Mark as loaded - ServerTerminate in the wrapper will remove.
// TODO: Consider multithread race condition...
loadedRtdServers[progId] = progIdRegistered;
}
return(result);
}
}
catch (UnauthorizedAccessException secex)
{
Logging.LogDisplay.WriteLine("The RTD server of type {0} required by add-in {1} could not be registered.\r\nThis may be due to restricted permissions on the user's HKCU\\Software\\Classes key.\r\nError message: {2}", rtdServerType.FullName, DnaLibrary.CurrentLibrary.Name, secex.Message);
return(ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue));
}
}
object?IDataFunctions.GetLastPrice(string?symbol)
{
return(string.IsNullOrEmpty(symbol)
? ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue)
: this.GetData("marketdata", "marketdataWindow", "last", $"symbol='{symbol}'"));
}
public override object ToComError(ExcelError excelError)
{
return(ExcelErrorUtil.ToComError(excelError));
}
