/// <summary>
/// Configure connection using <see cref="ConnectorWindow"/>.
/// </summary>
/// <param name="adapter">The connection.</param>
/// <param name="owner">UI thread owner.</param>
/// <param name="autoConnect">Auto connect.</param>
/// <returns><see langword="true"/> if the specified connection was configured, otherwise, <see langword="false"/>.</returns>
public static bool Configure(this BasketMessageAdapter adapter, Window owner, ref bool autoConnect)
{
if (adapter == null)
{
throw new ArgumentNullException(nameof(adapter));
}
if (owner == null)
{
throw new ArgumentNullException(nameof(owner));
}
var wnd = new ConnectorWindow();
foreach (var a in Adapters)
{
AddConnectorInfo(wnd, a);
}
wnd.Adapter = (BasketMessageAdapter)adapter.Clone();
wnd.AutoConnect = autoConnect;
if (!wnd.ShowModal(owner))
{
return(false);
}
adapter.Load(wnd.Adapter.Save());
autoConnect = wnd.AutoConnect;
return(true);
}
/// <summary>
/// Configure connection using <see cref="ConnectorWindow"/>.
/// </summary>
/// <param name="adapter">The connection.</param>
/// <param name="owner">UI thread owner.</param>
/// <returns><see langword="true"/> if the specified connection was configured, otherwise, <see langword="false"/>.</returns>
public static bool Configure(this BasketMessageAdapter adapter, Window owner)
{
var autoConnect = false;
SettingsStorage settings = null;
return(adapter.Configure(owner, ref autoConnect, ref settings));
}
/// <summary>
/// Configure connection using <see cref="ConnectorWindow"/>.
/// </summary>
/// <param name="adapter">The connection.</param>
/// <param name="owner">UI thread owner.</param>
/// <param name="autoConnect">Auto connect.</param>
/// <returns><see langword="true"/> if the specified connection was configured, otherwise, <see langword="false"/>.</returns>
public static bool Configure(this BasketMessageAdapter adapter, Window owner, ref bool autoConnect)
{
if (adapter == null)
{
throw new ArgumentNullException(nameof(adapter));
}
if (owner == null)
{
throw new ArgumentNullException(nameof(owner));
}
var wnd = new ConnectorWindow();
wnd.ConnectorsInfo.AddRange(_customConnections);
AddConnectorInfo <AlfaDirectMessageAdapter>(wnd);
AddConnectorInfo <BarChartMessageAdapter>(wnd);
AddConnectorInfo <BitStampMessageAdapter>(wnd);
AddConnectorInfo <BlackwoodMessageAdapter>(wnd);
AddConnectorInfo <BtceMessageAdapter>(wnd);
AddConnectorInfo <CqgComMessageAdapter>(wnd);
AddConnectorInfo <CqgContinuumMessageAdapter>(wnd);
AddConnectorInfo <ETradeMessageAdapter>(wnd);
AddConnectorInfo <FixMessageAdapter>(wnd);
AddConnectorInfo <InteractiveBrokersMessageAdapter>(wnd);
AddConnectorInfo <IQFeedMarketDataMessageAdapter>(wnd);
AddConnectorInfo <ItchMessageAdapter>(wnd);
AddConnectorInfo <LmaxMessageAdapter>(wnd);
AddConnectorInfo <MicexMessageAdapter>(wnd);
AddConnectorInfo <OandaMessageAdapter>(wnd);
AddConnectorInfo <OpenECryMessageAdapter>(wnd);
AddConnectorInfo <PlazaMessageAdapter>(wnd);
AddConnectorInfo <LuaFixTransactionMessageAdapter>(wnd);
AddConnectorInfo <LuaFixMarketDataMessageAdapter>(wnd);
AddConnectorInfo <QuikTrans2QuikAdapter>(wnd);
AddConnectorInfo <QuikDdeAdapter>(wnd);
AddConnectorInfo <RithmicMessageAdapter>(wnd);
AddConnectorInfo <RssMarketDataMessageAdapter>(wnd);
AddConnectorInfo <SmartComMessageAdapter>(wnd);
AddConnectorInfo <SterlingMessageAdapter>(wnd);
AddConnectorInfo <TransaqMessageAdapter>(wnd);
AddConnectorInfo <TwimeMessageAdapter>(wnd);
AddConnectorInfo <SpbExMessageAdapter>(wnd);
wnd.Adapter = (BasketMessageAdapter)adapter.Clone();
wnd.AutoConnect = autoConnect;
if (!wnd.ShowModal(owner))
{
return(false);
}
adapter.Load(wnd.Adapter.Save());
autoConnect = wnd.AutoConnect;
return(true);
}
/// <summary>
/// Configure connection using <see cref="ConnectorWindow"/>.
/// </summary>
/// <param name="adapter">The connection.</param>
/// <param name="owner">UI thread owner.</param>
/// <param name="autoConnect">Auto connect.</param>
/// <returns><see langword="true"/> if the specified connection was configured, otherwise, <see langword="false"/>.</returns>
public static bool Configure(this BasketMessageAdapter adapter, Window owner, ref bool autoConnect)
{
if (adapter == null)
{
throw new ArgumentNullException(nameof(adapter));
}
if (owner == null)
{
throw new ArgumentNullException(nameof(owner));
}
var wnd = new ConnectorWindow();
wnd.ConnectorsInfo.AddRange(_customConnections);
AddConnectorInfo(wnd, typeof(AlfaDirectMessageAdapter));
AddConnectorInfo(wnd, typeof(BarChartMessageAdapter));
AddConnectorInfo(wnd, typeof(BitStampMessageAdapter));
AddConnectorInfo(wnd, typeof(BlackwoodMessageAdapter));
AddConnectorInfo(wnd, typeof(BtceMessageAdapter));
AddConnectorInfo(wnd, typeof(CQGMessageAdapter));
AddConnectorInfo(wnd, typeof(ETradeMessageAdapter));
AddConnectorInfo(wnd, typeof(FixMessageAdapter));
AddConnectorInfo(wnd, typeof(InteractiveBrokersMessageAdapter));
AddConnectorInfo(wnd, typeof(IQFeedMarketDataMessageAdapter));
AddConnectorInfo(wnd, typeof(ItchMessageAdapter));
AddConnectorInfo(wnd, typeof(LmaxMessageAdapter));
AddConnectorInfo(wnd, typeof(MicexMessageAdapter));
AddConnectorInfo(wnd, typeof(OandaMessageAdapter));
AddConnectorInfo(wnd, typeof(OpenECryMessageAdapter));
AddConnectorInfo(wnd, typeof(PlazaMessageAdapter));
AddConnectorInfo(wnd, typeof(LuaFixTransactionMessageAdapter));
AddConnectorInfo(wnd, typeof(LuaFixMarketDataMessageAdapter));
AddConnectorInfo(wnd, typeof(QuikTrans2QuikAdapter));
AddConnectorInfo(wnd, typeof(QuikDdeAdapter));
AddConnectorInfo(wnd, typeof(RithmicMessageAdapter));
AddConnectorInfo(wnd, typeof(RssMarketDataMessageAdapter));
AddConnectorInfo(wnd, typeof(SmartComMessageAdapter));
AddConnectorInfo(wnd, typeof(SterlingMessageAdapter));
AddConnectorInfo(wnd, typeof(TransaqMessageAdapter));
AddConnectorInfo(wnd, typeof(TwimeMessageAdapter));
wnd.Adapter = (BasketMessageAdapter)adapter.Clone();
wnd.AutoConnect = autoConnect;
if (!wnd.ShowModal(owner))
{
return(false);
}
adapter.Load(wnd.Adapter.Save());
autoConnect = wnd.AutoConnect;
return(true);
}
public StrategyConnector()
{
EntityFactory = _entityFactory = new StrategyEntityFactory();
SessionHolder = BasketSessionHolder = new BasketSessionHolder(TransactionIdGenerator);
TransactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, BasketSessionHolder);
MarketDataAdapter = new BasketMessageAdapter(MessageAdapterTypes.MarketData, BasketSessionHolder);
ApplyMessageProcessor(MessageDirections.In, true, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
}
public StudioConnector()
{
EntityFactory = new StudioEntityFactory(this);
SessionHolder = _sessionHolder = new BasketSessionHolder(TransactionIdGenerator);
MarketDataAdapter = _marketDataAdapter = new StudioMarketDataAdapter(_sessionHolder);
TransactionAdapter = _transactionAdapter = new BasketMessageAdapter(MessageAdapterTypes.Transaction, _sessionHolder);
ApplyMessageProcessor(MessageDirections.In, true, false);
ApplyMessageProcessor(MessageDirections.In, false, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
_transactionAdapter.NewOutMessage += TransactionAdapterNewOutMessage;
CreateEmulationSessionHolder();
var cmdSvc = ConfigManager.GetService <IStudioCommandService>();
cmdSvc.Register <LookupSecuritiesCommand>(this, false, cmd => LookupSecurities(cmd.Criteria));
cmdSvc.Register <RequestTradesCommand>(this, false, cmd => new NewTradesCommand(Trades).Process(this));
//cmdSvc.Register<RequestPortfoliosCommand>(this, cmd => Portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this)));
cmdSvc.Register <RequestPositionsCommand>(this, false, cmd => Positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this)));
cmdSvc.Register <RequestMarketDataCommand>(this, false, cmd => AddExport(cmd.Security, cmd.Type));
cmdSvc.Register <RefuseMarketDataCommand>(this, false, cmd => RemoveExport(cmd.Security, cmd.Type));
//NewPortfolios += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, true).Process(this));
PortfoliosChanged += portfolios => portfolios.ForEach(pf => new PortfolioCommand(pf, false).Process(this));
NewPositions += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, true).Process(this));
PositionsChanged += positions => positions.ForEach(pos => new PositionCommand(CurrentTime, pos, false).Process(this));
NewTrades += trades => new NewTradesCommand(trades).Process(this);
NewNews += news => new NewNewsCommand(news).Process(this);
LookupSecuritiesResult += securities => new LookupSecuritiesResultCommand(securities).Process(this);
//LookupPortfoliosResult += portfolios => new LookupPortfoliosResultCommand(portfolios).Process(this);
UpdateSecurityLastQuotes = false;
UpdateSecurityByLevel1 = false;
}
/// <summary>
/// Configure connection using <see cref="ConnectorWindow"/>.
/// </summary>
/// <param name="adapter">The connection.</param>
/// <param name="owner">UI thread owner.</param>
/// <returns><see langword="true"/> if the specified connection was configured, otherwise, <see langword="false"/>.</returns>
public static bool Configure(this BasketMessageAdapter adapter, Window owner)
{
var autoConnect = false;
return(adapter.Configure(owner, ref autoConnect));
}
static void Main(string[] args)
{
_logManager = new LogManager();
_logManager.Listeners.Add(new FileLogListener("log.log")
{
LogDirectory = "Logs"
});
BasketMessageAdapter realAdapter = new BasketMessageAdapter(new MillisecondIncrementalIdGenerator());
// Можно использовать два варианта создания коннектора
// 1 вариант. Из файла настроек connection.xml. Чтобы создать файл настроек запустите пример
// SampleRealTimeEmulation из поставочного комплекта s# и создайте соединение для коннектора
// Quik. Обратите внимание, что нужно добавлять только MarketDataAdapter, т.к. в нашем случае
// используется специальный эмуляционный TransactionAdapter, который создает сам RealTimeEmulationTrader.
// 2 вариант. Самостоятельно создаем адаптер
// В этом примере показаны два варианта.
if (File.Exists(_settingsFile))
{
// Создаем адаптер из файла настроек
realAdapter.Load(new XmlSerializer <SettingsStorage>().Deserialize(_settingsFile));
realAdapter.InnerAdapters.ForEach(a => a.RemoveTransactionalSupport());
}
else
{
// Создаем адаптер "вручную
realAdapter.AssociatedBoardCode = "ALL";
realAdapter.LogLevel = LogLevels.Inherit;
realAdapter.InnerAdapters.Add(new LuaFixMarketDataMessageAdapter(realAdapter.TransactionIdGenerator)
{
Dialect = StockSharp.Fix.FixDialects.Default,
SenderCompId = "quik",
TargetCompId = "StockSharpMD",
Login = "******",
Password = "******".To <SecureString>(),
Address = "localhost:5001".To <EndPoint>(),
RequestAllPortfolios = false,
RequestAllSecurities = true,
IsResetCounter = true,
ReadTimeout = TimeSpan.Zero,
WriteTimeout = TimeSpan.Zero,
HeartbeatInterval = TimeSpan.Zero,
SupportedMessages = new MessageTypes[] { MessageTypes.MarketData, MessageTypes.SecurityLookup, MessageTypes.ChangePassword },
AssociatedBoardCode = "ALL",
LogLevel = LogLevels.Inherit
});
}
// Добавляем адаптер к коннектору
_connector = new RealTimeEmulationTrader <IMessageAdapter>(realAdapter);
_connector.EmulationAdapter.Emulator.Settings.TimeZone = TimeHelper.Est;
_connector.EmulationAdapter.Emulator.Settings.ConvertTime = true;
_logManager.Sources.Add(_connector);
_logManager.Sources.Add(_connector);
_handler = new AutoResetEvent(false);
bool isHandlerSet = false;
var _sendCancelOrders = new List <Order>();
_connector.Connected += () =>
{
Console.WriteLine("Соединение установлено!");
};
_connector.Disconnected += () =>
{
Console.WriteLine("Соединение разорвано!");
Console.WriteLine("Для выхода нажмите Q и Enter.");
};
_connector.NewPortfolios += portfolios =>
{
portfolios.ForEach(portfolio =>
{
Console.WriteLine("Получен портфель: {0}", portfolio.Name);
_connector.RegisterPortfolio(portfolio);
_portfolio = portfolio;
});
};
_connector.NewSecurities += securities =>
{
securities.ForEach(s =>
{
if (s.Id == _securityId)
{
_security = s;
_connector.RegisterSecurity(s);
_handler.Set();
}
});
};
_connector.ValuesChanged += (security, values, stime, ltime) =>
{
//TODO
};
_connector.PortfoliosChanged += portfolios =>
{
Debug.WriteLine("Изменение состояния портфелей.");
var sb = new StringBuilder();
portfolios.ForEach(p =>
{
sb.AppendFormat("Name: {0}{1}", p.Name, Environment.NewLine);
sb.AppendFormat("AveragePrice: {0}{1}", p.AveragePrice, Environment.NewLine);
sb.AppendFormat("BeginValue: {0}{1}", p.BeginValue, Environment.NewLine);
sb.AppendFormat("BlockedValue: {0}{1}", p.BlockedValue, Environment.NewLine);
sb.AppendFormat("Board: {0}{1}", p.Board, Environment.NewLine);
sb.AppendFormat("Commission: {0}{1}", p.Commission, Environment.NewLine);
sb.AppendFormat("CurrentPrice: {0}{1}", p.CurrentPrice, Environment.NewLine);
sb.AppendFormat("CurrentValue: {0}{1}", p.CurrentValue, Environment.NewLine);
sb.AppendFormat("Leverage: {0}{1}", p.Leverage, Environment.NewLine);
sb.AppendFormat("RealizedPnL: {0}{1}", p.RealizedPnL, Environment.NewLine);
sb.AppendFormat("UnrealizedPnL: {0}{1}", p.UnrealizedPnL, Environment.NewLine);
sb.AppendFormat("VariationMargin: {0}{1}", p.VariationMargin, Environment.NewLine);
Debug.WriteLine(sb.ToString());
sb.Clear();
});
};
_connector.NewPositions += positions =>
{
Debug.WriteLine("Новые позиции.");
PrintPositions(positions);
};
_connector.PositionsChanged += positions =>
{
Debug.WriteLine("Изменение позиций.");
PrintPositions(positions);
};
_connector.NewOrders += orders =>
{
orders.ForEach(o => Debug.WriteLine(string.Format("NewOrders. {0}", o)));
};
_connector.OrdersChanged += orders =>
{
orders.ForEach(o =>
{
Debug.WriteLine(string.Format("OrdersChanged. {0}. IsMatched: {1}, IsCanceled : {2}", o, o.IsMatched().ToString(), o.IsCanceled().ToString()));
});
};
_connector.OrdersRegisterFailed += fails =>
{
fails.ForEach(f => Debug.WriteLine(string.Format("OrdersRegisterFailed. {0}", f.Error.Message)));
};
_connector.OrdersCancelFailed += fails =>
{
fails.ForEach(f => Debug.WriteLine(string.Format("OrdersCancelFailed. {0}", f.Error.Message)));
};
_connector.NewMyTrades += trades =>
{
trades.ForEach(t => Debug.WriteLine(string.Format("NewMyTrades. {0}", t.ToString())));
};
_connector.Connect();
_handler.WaitOne();
Console.WriteLine("Инструмент и портфель получены");
var order = new Order()
{
Security = _security,
Portfolio = _portfolio,
Type = OrderTypes.Market,
Direction = Sides.Buy,
Volume = 1
};
_connector.RegisterOrder(order);
Console.WriteLine("ПОСЛАНА ЗАЯВКА");
Console.Read();
_connector.Disconnect();
// Ждет, пока последовательно не будут нажаты клаваши Q и Enter,
// после чего программа завершит работу
while (Console.ReadLine().ToUpper() != "Q")
{
;
}
}
