void UpdateAccounts()
{
OrderExecutionSourceStub stub = _stub;
FXCMConnectionManager manager = Manager;
if (stub == null || manager == null)
{
return;
}
// The newly produced accounts have no Guids.
List <AccountInfo> accounts = manager.GetAvailableAccounts(IntegrationAdapter.AdvisedAccountDecimalsPrecision);
foreach (AccountInfo info in accounts)
{// Update / insert accounts.
AccountInfo actualInfo = info;
AccountInfo?existingInfo = stub.GetAccountInfo(info.Id);
if (existingInfo.HasValue == false)
{// New info, assign a Guid.
actualInfo.Guid = Guid.NewGuid();
}
else
{
actualInfo.Guid = existingInfo.Value.Guid;
}
stub.UpdateAccountInfo(actualInfo);
}
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMAdapter()
{
DataSourceStub dataSourceStub = new DataSourceStub("FXCM Adapter Data", true);
OrderExecutionSourceStub orderExecutionSourceStub = new OrderExecutionSourceStub("FXCM Adapter Execution", true);
base.SetInitialParameters(dataSourceStub, orderExecutionSourceStub);
Construct();
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMOrders(FXCMAdapter adapter, OrderExecutionSourceStub stub)
{
_adapter = adapter;
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = adapter;
_stub = stub;
_stub.Initialize(this);
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMAdapter()
{
_orderExecutionStub = new OrderExecutionSourceStub("FXCM Adapter Execution", false);
_dataSourceStub = new DataSourceStub("FXCM Adapter Data", true);
base.SetStub(_dataSourceStub);
base.SetStub(_orderExecutionStub);
Construct();
}
void UpdatePositions()
{
OrderExecutionSourceStub stub = _stub;
FXCMConnectionManager manager = Manager;
if (stub == null || manager == null)
{
return;
}
List <AccountInfo> accounts = stub.Accounts;
if (accounts.Count == 1)
{// Update all positions on the account.
// When a position is not returned, it means no position on that symbol.
List <PositionInfo> positionsInfosList = manager.GetPositions();
Dictionary <string, PositionInfo> inputPositionsInfos = new Dictionary <string, PositionInfo>();
lock (this)
{
foreach (PositionInfo info in positionsInfosList)
{
inputPositionsInfos.Add(info.Symbol.Name, info);
// Update history with latest input.
_positionsInfos[info.Symbol.Name] = info;
}
positionsInfosList.Clear();
// Check if any positions were not reported (meaning they have 0 value on them).
foreach (PositionInfo info in GeneralHelper.EnumerableToList <PositionInfo>(_positionsInfos.Values))
{
if (inputPositionsInfos.ContainsKey(info.Symbol.Name) == false &&
(info.Volume.HasValue == false || info.Volume != 0))
{// 0 position, update.
PositionInfo updatedInfo = info;
updatedInfo.Volume = 0;
_positionsInfos[updatedInfo.Symbol.Name] = updatedInfo;
positionsInfosList.Add(updatedInfo);
}
else
{
positionsInfosList.Add(info);
}
}
}
stub.UpdatePositionsInfo(accounts[0], positionsInfosList.ToArray());
}
else
{
SystemMonitor.OperationError("Failed to establish account for positions update.");
}
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingAdapter()
: base()
{
DataSourceStub dataSourceStub = new DataSourceStub("MBTrading Adapter Data", true);
OrderExecutionSourceStub orderExecutionSourceStub = new OrderExecutionSourceStub("MBTrading Adapter Execution", false);
base.SetStub(dataSourceStub);
base.SetStub(orderExecutionSourceStub);
Construct();
}
/// <summary>
/// Event executed on a new thread.
/// </summary>
void Manager_OrderUpdatedEvent(FXCMConnectionManager manager, string accountId, OrderInfo orderInfo)
{
OrderExecutionSourceStub stub = _stub;
if (stub == null)
{
SystemMonitor.OperationWarning(string.Format("Failed to update order information, since account [{0}] not found.", accountId));
return;
}
AccountInfo?accountInfo = stub.GetAccountInfo(accountId);
if (accountInfo.HasValue)
{
stub.UpdateOrderInfo(accountInfo.Value, Order.UpdateTypeEnum.Update, orderInfo);
}
else
{
SystemMonitor.OperationWarning(string.Format("Failed to find account [{0}] for order [{1}].", accountId, orderInfo.Id));
}
UpdatePositions();
}
/// <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());
}
}
}
}
public void Dispose()
{
_adapter = null;
_stub = null;
}