//private static Timer _timer2 =
// new Timer(CheckSubs, null, 1000, 1000);
//private static void CheckSubs(object state)
//{
// var brokenSubs = Level2List.Where(x => x.Level2Data.Count == 0).ToList();
// foreach (var sub in brokenSubs)
// {
// TXmlConnector.ConnectorSendCommand(
// ConnectorCommands.SubUnsubCommand("subscribe", "quotes", sub.Board, sub.Seccode));
// }
//}
private static void ClearSubs(object state)
{
var windows = _dispatcher.Invoke(() => Application.Current.Windows);
List <IAnchor> list = new List <IAnchor>();
foreach (Window window in windows)
{
var context = _dispatcher.Invoke(() => window.DataContext);
if (context is IAnchor)
{
list.Add((IAnchor)context);
}
}
Level2Subscription[] arr = new Level2Subscription[Level2List.Count];
Level2List.CopyTo(arr, 0);
foreach (var level2Subscription in arr)
{
var sub = list.Count(c => c.Board == level2Subscription.Board &&
c.Seccode == level2Subscription.Seccode);
if (sub == 0)
{
TXmlConnector.ConnectorSendCommand(
ConnectorCommands.SubUnsubCommand("unsubscribe", "quotes", level2Subscription.Board, level2Subscription.Seccode));
var subscription = level2Subscription;
Level2List.TryTake(out subscription);
}
}
}
private void ChartWindow_OnClosing(object sender, CancelEventArgs e)
{
var cmd = ConnectorCommands.SubUnbubTics("unsubscribe_ticks", _board, _seccode, "1", "true");
TXmlConnector.ConnectorSendCommand(cmd);
TXmlConnector.SendNewTicks -= TicksToCandles;
}
public void GetInfo()
{
string cmd;
if (!MainWindowViewModel.IsConnected || CurrentClient == null)
{
return;
}
//if mct - request mct portfolio
if (ShowPortfolioMCT)
{
cmd = $"<command id=\"get_portfolio_mct\" client=\"{CurrentClient.Id}\" />";
TXmlConnector.ConnectorSendCommand(cmd);
}
else
{
cmd = $"<command id=\"get_united_portfolio\" client=\"{CurrentClient.Id}\" />";
var res = TXmlConnector.ConnectorSendCommand(cmd);
var orderResult = (OrderResult) new XmlSerializer(typeof(OrderResult)).Deserialize(new StringReader(res));
//check if getting united portfolio is possible
if (orderResult.Success == "false")
{
//if impossible - get mct portfolio for this session
ShowPortfolioMCT = true;
cmd = $"<command id=\"get_portfolio_mct\" client=\"{CurrentClient.Id}\" />";
TXmlConnector.ConnectorSendCommand(cmd);
}
}
}
//History request
private void GetHistory()
{
UpdateWindowArgs(new ChartArgs(SelectedTimeframe, DaysBack, ToggleTrendlines));
int count = 0;
//Max candles per day for each period
switch (_periodId)
{
case 1:
count = 600;
break;
case 2:
count = 120;
break;
case 3:
count = 40;
break;
case 4:
count = 10;
break;
case 5:
count = 1;
break;
}
TXmlConnector.ConnectorSendCommand(
$"<command id=\"gethistorydata\"><security><board>{Board}</board><seccode>{Seccode}</seccode></security><period>{_periodId}</period><count>{count + _daysBack * count}</count><reset>true</reset></command>");
TXmlConnector.SendNewCandles += ProcessCandles;
}
//private static Timer _timer2 = new Timer(CheckSubs, null, 1000, 1000);
//private static void CheckSubs(object state)
//{
// var brokenSubs = TickList.Where(x => x.Ticks.Count == 0).ToList();
// foreach (var sub in brokenSubs)
// {
// sub.Tradeno = 1;
// }
// TXmlConnector.ConnectorSendCommand(ReturnTickSubsXml());
// foreach (var sub in brokenSubs)
// {
// sub.Tradeno = 0;
// }
//}
private static void ClearSubs(object state)
{
var windows = _dispatcher.Invoke(() => Application.Current.Windows);
List <IAnchor> list = new List <IAnchor>();
foreach (Window window in windows)
{
var context = _dispatcher.Invoke(() => window.DataContext);
if (context is IAnchor)
{
list.Add((IAnchor)context);
}
}
TickSubscription[] arr = new TickSubscription[TickList.Count];
TickList.CopyTo(arr, 0);
foreach (var tickSubscription in arr)
{
var sub = list.Count(c => c.Board == tickSubscription.Board &&
c.Seccode == tickSubscription.Seccode);
if (sub == 0)
{
var subscription = tickSubscription;
TickList.TryTake(out subscription);
TXmlConnector.ConnectorSendCommand(ReturnTickSubsXml());
}
}
}
private void CancelOrderAction()
{
var cmd =
$"<command id=\"cancelorder\"><transactionid>{SelectedOrder.Transactionid}</transactionid></command>";
TXmlConnector.ConnectorSendCommand($"<command id=\"cancelorder\"><transactionid>{SelectedOrder.Transactionid}</transactionid></command>");
}
//Closing event. Uninitialize dll, disconnect, close all windows.
public void OnWindowClosing(object sender, CancelEventArgs e)
{
//if (Status == "Status: Disconnected")
//{
//
// return;
//}
//e.Cancel = true;if (_isConnected)
IsShuttingDown = true;
Connection.Stop(new TimeSpan(0, 0, 0, 100));
SecVm = null;
foreach (Window window in Application.Current.Windows)
{
if (window.GetType() != typeof(MainWindow) && window.GetType().Namespace.Split('.')[0] != "Microsoft")
{
//var context = window.DataContext as IWindow;
//if (context != null)
// context.IsManuallyClosed = false
if (window is IRememberPlacement)
{
((IRememberPlacement)window).IsManuallyClosed = false;
}
window.Close();
}
}
TXmlConnector.ConnectorSendCommand("<command id=\"disconnect\"/>");
Application.Current.Shutdown();
//TXmlConnector.ConnectorUnInitialize();
}
private void SendOrders()
{
Task.Run(() =>
{
var result = string.Empty;
foreach (var order in Orders)
{
if (!order.Mkt)
{
result = TXmlConnector.ConnectorSendCommand(
$"<command id=\"neworder\"><security><board>{order.Board}</board><seccode>{order.Seccode}</seccode></security><client>{order.Client}</client><union>{order.Union}</union><price>{order.Price}</price><quantity>{order.Size}</quantity><buysell>{order.BuySell}</buysell></command>");
}
else
{
result = TXmlConnector.ConnectorSendCommand("<command id=\"neworder\"><security><board>" + order.Board +
"</board><seccode>" + order.Seccode +
"</seccode></security><client>" + order.Client +
"</client><union>" + order.Union + "</union><quantity>" +
order.Size + "</quantity><buysell>" + order.BuySell +
"</buysell><bymarket/>" + "</command>");
}
}
});
SaveToFile();
}
private void GetHistory()
{
int count = 0;
switch (_periodId)
{
case 1:
count = 600;
break;
case 2:
count = 120;
break;
case 3:
count = 40;
break;
case 4:
count = 10;
break;
}
TXmlConnector.ConnectorSendCommand(
$"<command id=\"gethistorydata\"><security><board>{_board}</board><seccode>{_seccode}</seccode></security><period>{_periodId}</period><count>{count + _daysBack * count}</count><reset>true</reset></command>");
TXmlConnector.SendNewCandles += ProcessCandles;
}
public AllTradesCandlestickViewModel(string board, string seccode, List <DataForCandlestick> data)
{
Closing = new Command(arg => WindowClosing());
Title = $"Size selector {seccode}: {string.Join(", ", data.Select(item => item.Quantity))}";
Seccode = seccode;
TXmlConnector.ConnectorSendCommand(
$"<command id=\"gethistorydata\"><security><board>{board}</board><seccode>{seccode}</seccode></security><period>2</period><count>120</count><reset>true</reset></command>");
TXmlConnector.SendNewCandles += ProcessCandles;
foreach (var dataForCandlestick in data)
{
foreach (var tradeItem in dataForCandlestick.Data)
{
if (tradeItem.Buysell == "B")
{
BuySeries.Append(DateTime.Parse(tradeItem.Time), tradeItem.Price);
}
else
{
SellSeries.Append(DateTime.Parse(tradeItem.Time), tradeItem.Price);
}
}
}
}
public UnitedPortfolioViewModel()
{
ConfirmCommand = new Command(arg => Refresh());
var cmd = $"<command id=\"get_united_portfolio\" client=\"{ClientInfo.Id}\" />";
TXmlConnector.SendNewUnitedPortfolio += XmlConnector_OnSendUnitesPortfolio;
TXmlConnector.ConnectorSendCommand(cmd);
}
private void DetailsEvent(object sender, DataGridRowDetailsEventArgs e)
{
var news = (Inside_MMA.Models.News)e.Row.Item;
//if (news.NewsBody == null)
TXmlConnector.ConnectorSendCommand(
$"<command id=\"get_news_body\" news_id=\"{news.Id}\"/>");
}
public void OnWindowClosing(object sender, CancelEventArgs e)
{
var vm = ((VisiFireChart)sender).DataContext as VisiFireChartViewModel;
_subscriptions.RemoveAll(item => item.Board == vm._board && item.Seccode == vm._seccode);
TXmlConnector.ConnectorSendCommand(ConnectorCommands.SubscribeTicks(SecurityForTicks.ReturnSecuritiesXml(_subscriptions)));
TXmlConnector.SendNewTicks -= vm.TicksToCandles;
}
public static void UnsubAll()
{
foreach (var subscription in Level2List)
{
TXmlConnector.ConnectorSendCommand(
ConnectorCommands.SubUnsubCommand("unsubscribe", "quotes", subscription.Board, subscription.Seccode));
var level2Subscription = subscription;
Level2List.TryTake(out level2Subscription);
}
}
public static void RefreshSub(string board, string seccode)
{
Task.Run(() => {
var sub = TickList.FirstOrDefault(x => x.Board == board && x.Seccode == seccode);
_dispatcher.Invoke(() => sub.TradeItems.Clear());
sub.Sorted = false;
sub.Tradeno = 1;
TXmlConnector.ConnectorSendCommand(ReturnTickSubsXml());
sub.Tradeno = 0;
});
}
// отключение коннектора от сервера Транзак
public static void Transaq_Disconnect()
{
DisconnectingReflect();
string cmd = "<command id=\"disconnect\"/>";
log.WriteLog("SendCommand: " + cmd);
TXmlConnector.statusDisconnected.Reset();
string res = TXmlConnector.ConnectorSendCommand(cmd);
log.WriteLog("ServerReply: " + res);
}
private async void PlaceOrder(object param)
{
var client = ClientSelector.GetClient(Board);
var usecredit = UseCredit ? "<usecredit/>" : "";
var res1 = TXmlConnector.ConnectorSendCommand("<command id=\"neworder\"><security><board>" + Board +
"</board><seccode>" + Seccode +
"</seccode></security><client>" + client[0] + "</client>" +
"<union>" + client[1] + "</union>" +
"<quantity>" + Size + "</quantity>" +
"<buysell>" + param + "</buysell>" +
"<bymarket/>" + usecredit + "</command>");
OpenTradingWindows();
var res2 = string.Empty;
var orderResult1 = (OrderResult)_serializer.Deserialize(new StringReader(res1));
if (StopType == "Stop spread")
{
var direction = param.ToString() == "B" ? "S" : "B";
var activationPrice = direction == "B" ? _bestBuy + StoporderSpread : _bestSell - StoporderSpread;
res2 = TXmlConnector.ConnectorSendCommand(
$"<command id=\"newstoporder\"><security><board>{Board}</board><seccode>{Seccode}</seccode></security><client>{client[0]}</client><union>{client[1]}</union><buysell>{direction}</buysell><stoploss><activationprice>{activationPrice}</activationprice><bymarket/><quantity>{Size}</quantity>{usecredit}</stoploss></command>");
}
if (StopType == "Manual stop")
{
var direction = param.ToString() == "B" ? "S" : "B";
var activationPrice = direction == "B" ? BuyPrice : SellPrice;
res2 = TXmlConnector.ConnectorSendCommand(
$"<command id=\"newstoporder\"><security><board>{Board}</board><seccode>{Seccode}</seccode></security><client>{client[0]}</client><union>{client[1]}</union><buysell>{direction}</buysell><stoploss><activationprice>{activationPrice}</activationprice><bymarket/><quantity>{Size}</quantity>{usecredit}</stoploss></command>");
}
if (orderResult1.Success == "true")
{
await Dialog.ShowMessageAsync(this, "Message", $"Success. Transaction ID - {orderResult1.TransactionId}");
}
else
{
await Dialog.ShowMessageAsync(this, "Warning", orderResult1.Message);
}
if (res2.IsNullOrEmpty())
{
return;
}
var orderResult2 = (OrderResult)_serializer.Deserialize(new StringReader(res2));
if (orderResult2.Success == "true")
{
await Dialog.ShowMessageAsync(this, "Message", $"Success. Transaction ID - {orderResult2.TransactionId}");
}
else
{
await Dialog.ShowMessageAsync(this, "Warning", orderResult2.Message);
}
}
public static void EditStoporder(string id, double price)
{
var editedStoporder = _stoporders.First(s => s.Transactionid == id);
TXmlConnector.ConnectorSendCommand(
$"<command id=\"cancelstoporder\"><transactionid>{editedStoporder.Transactionid}</transactionid></command>");
var res = TXmlConnector.ConnectorSendCommand(ConnectorCommands.NewStopLoss(editedStoporder.Board,
editedStoporder.Seccode, editedStoporder.Client,
ClientSelector.GetClient(editedStoporder.Board)[1], editedStoporder.Buysell,
price.ToString(), editedStoporder.Stoploss[0].Orderprice ?? "",
editedStoporder.Stoploss[0].Quantity, editedStoporder.Stoploss[0].IsByMarket,
editedStoporder.Stoploss[0].Usecredit != "no"));
}
private Candle[] _candleArray; // это массив свечек
public ChartWindow(string board, string seccode, int timeframe) //окно загружается.
{
_board = board;
_seccode = seccode;
_timeframe = timeframe;
TXmlConnector.SendNewTicks += TicksToCandles;
var cmd = ConnectorCommands.SubUnbubTics("subscribe_ticks", board, seccode, "1", "true");
TXmlConnector.ConnectorSendCommand(cmd);
InitializeComponent();
// вызываем метод для создания чарта
CreateChart();
}
public static void EditOrder(string id, double price)
{
var editedOrder = _orders.First(o => o.Transactionid == id);
var useCredit = editedOrder.Board != "FUT" ? "<usecredit/>" : "";
TXmlConnector.ConnectorSendCommand(
$"<command id=\"cancelorder\"><transactionid>{id}</transactionid></command>");
var res = TXmlConnector.ConnectorSendCommand("<command id=\"neworder\"><security><board>" + editedOrder.Board +
"</board><seccode>" + editedOrder.Seccode +
"</seccode></security><client>" + editedOrder.Client + "</client><union>" + editedOrder.Union + "</union><price>" + price + "</price><quantity>" +
editedOrder.Quantity + "</quantity><buysell>" + editedOrder.Buysell +
"</buysell>" + useCredit + "</command>");
}
private void Refresh()
{
//var cmd = IsClientChecked
// ? $"<command id=\"get_united_portfolio\" client=\"{UnionOrClient}\" />"
// : $"<command id=\"get_united_portfolio\" union=\"{UnionOrClient}\" />";
UnitedPortfolioDataGridRows.Clear();
UnitedPortfolioSecurityDataGridRowses.Clear();
AssetDataGridRowses.Clear();
MoneyDataGridRowses.Clear();
ValuePartDataGridRowses.Clear();
TXmlConnector.SendNewUnitedPortfolio += XmlConnector_OnSendUnitesPortfolio;
TXmlConnector.ConnectorSendCommand($"<command id=\"get_united_portfolio\" client=\"{ClientInfo.Id}\" />");
}
public void CancelAllStopordersMethod()
{
Task.Run(() => {
var orders = ClientStoporders.ToArray();
foreach (var order in orders)
{
if (order.Status != "matched")
{
TXmlConnector.ConnectorSendCommand(
$"<command id=\"cancelstoporder\"><transactionid>{order.Transactionid}</transactionid></command>");
}
Thread.Sleep(250);
}
});
}
private static void AddTick(string board, string seccode)
{
var sub = TickList.FirstOrDefault(x => x.Board == board && x.Seccode == seccode);
if (sub == null)
{
sub = new TickSubscription
{
Board = board,
Seccode = seccode,
Tradeno = 1
};
TickList.Add(sub);
TXmlConnector.ConnectorSendCommand(ReturnTickSubsXml());
sub.Tradeno = 0;
}
}
public static void WatchlistSub(List <Security> list)
{
foreach (var sec in list)
{
if (!TickList.Select(t => t.Seccode).Contains(sec.Seccode))
{
TickList.Add(new TickSubscription {
Board = sec.Board, Seccode = sec.Seccode, Tradeno = 1
});
}
}
TXmlConnector.ConnectorSendCommand(ReturnTickSubsXml());
foreach (var subscription in TickList)
{
subscription.Tradeno = 0;
}
}
public static ObservableCollection <Level2Item> AddLevel2Subscribtion(string board, string seccode)
{
var subscription = Level2List.FirstOrDefault(x => x.Board == board && x.Seccode == seccode);
if (subscription == null)
{
subscription = new Level2Subscription
{
Board = board,
Seccode = seccode
};
Level2List.Add(subscription);
TXmlConnector.ConnectorSendCommand(
ConnectorCommands.SubUnsubCommand("subscribe", "quotes", subscription.Board, subscription.Seccode));
}
return(subscription.Level2Data);
}
public VisiFireChartViewModel(string board, string seccode)
{
_board = board;
_seccode = seccode;
TXmlConnector.SendNewTicks += TicksToCandles;
var sub = new SecurityForTicks {
Board = board, Seccode = seccode, Tradeno = "1"
};
_subscriptions.Add(new SecurityForTicks {
Board = board, Seccode = seccode, Tradeno = "1"
});
var cmd = ConnectorCommands.SubscribeTicks(SecurityForTicks.ReturnSecuritiesXml(_subscriptions));
TXmlConnector.ConnectorSendCommand(cmd);
_subscriptions.Last().Tradeno = "0";
}
private async void Confirm_OnClick(object sender, RoutedEventArgs e)
{
var result = TXmlConnector.ConnectorSendCommand(
$"<command id=\"change_pass\" oldpass=\"{OldPass.Password}\" newpass=\"{NewPass.Password}\"/>");
if (result == "<result success=\"true\"/>")
{
await this.ShowMessageAsync("Result", "Password successfully changed");
Close();
}
else
{
await this.ShowMessageAsync("Result", result);
}
}
public async void ShiftLeftClickStopOrder()
{
if (SelectedData == null)
{
return;
}
var price = SelectedData.Price;
var buysell = SelectedData.BuySell == "buy" ? "S" : "B";
var clientInfo = ClientSelector.GetClient(Board);
var clientId = clientInfo == null ? "-" : clientInfo[0];
var size = Level2Settings.Default.Size;
var res = await Dialog.ShowMessageAsync(this, "Stoporder", $"{Board} {Seccode}\r\nActivation price: {price}\r\nSize: {size}\r\nType: {buysell}\r\nClient: {clientId}",
MessageDialogStyle.AffirmativeAndNegative);
if (res == MessageDialogResult.Negative)
{
return;
}
var str = TXmlConnector.ConnectorSendCommand($"<command id=\"newstoporder\"><security><board>{Board}</board><seccode>{Seccode}</seccode></security><client>{clientInfo[0]}</client><union>{clientInfo[1]}</union><buysell>{buysell}</buysell><stoploss><activationprice>{price}</activationprice><bymarket/><quantity>{size}</quantity>{UseCreditString}</stoploss></command>");
}
///////////////////////////////////////////////////////////////////////
/// TRANSAQ METHODS
///////////////////////////////////////////////////////////////////////
public static void Transaq_Connect()
{
ConnectingReflect();
// формирование текста команды
string cmd = "<command id=\"connect\">";
cmd = cmd + "<login>" + sLogin + "</login>";
cmd = cmd + "<password>" + sPassword + "</password>";
cmd = cmd + "<host>" + sTransaqServerIP + "</host>";
cmd = cmd + "<port>" + sTransaqServerPort + "</port>";
cmd = cmd + "<rqdelay>100</rqdelay>";
cmd = cmd + "<session_timeout>" + session_timeout.ToString() + "</session_timeout> ";
cmd = cmd + "<request_timeout>" + request_timeout.ToString() + "</request_timeout>";
cmd = cmd + "</command>";
// отправка команды
log.WriteLog("Transaq_Connect:::ServerRequest " + cmd);
TXmlConnector.statusDisconnected.Reset();
string res = TXmlConnector.ConnectorSendCommand(cmd);
log.WriteLog("Transaq_Connect:::ServerReply " + res);
}
private async void Confirm()
{
var client = ClientSelector.GetClient(Board);
if (IsSmartStoporder && !CheckStoplossPrice())
{
return;
}
string stoploss = $"<stoploss>{StopLossActivationPriceString}{StopLossOrderPrice}{_stopLossByMarketString}{StopLossQuantity}{_stopLossUseCreditString}{StopLossGuardTime}</stoploss>";
string takeprofit = $"<takeprofit>{TakeProfitActivationPrice}{TakeProfitQuantity}{_takeProfitUseCreditString}{TakeProfitGuardTime}{TakeProfitCorrection}{TakeProfitSpread}<bymarket/></takeprofit>";
if (stoploss == "<stoploss></stoploss>")
{
stoploss = string.Empty;
}
if (takeprofit == "<takeprofit><bymarket/></takeprofit>")
{
takeprofit = string.Empty;
}
var cmd =
$"<command id=\"newstoporder\"><security>{BoardString}{SeccodeString}</security><client>{client[0]}</client><union>{client[1]}</union>{BuySell}{stoploss}{takeprofit}</command>";
var orderResult = (OrderResult)_serializer.Deserialize(new StringReader(TXmlConnector.ConnectorSendCommand(cmd)));
if (orderResult.Success == "true")
{
await Dialog.ShowMessageAsync(this, "Message", $"Success. Transaction ID - {orderResult.TransactionId}");
OpenTradingWindows();
if (!KeepOpen)
{
Close();
}
}
else
{
await Dialog.ShowMessageAsync(this, "Warning", orderResult.Message);
}
}