public void TestIndex()
{
var dictionary = new SynchronizedDictionary<string, string>();
dictionary["1"] = "1";
Assert.AreEqual(dictionary["1"],"1");
Assert.AreEqual(dictionary["2"], null);
string val1;
dictionary.TryGetValue("3", out val1);
Assert.AreEqual(val1,null);
dictionary.TryGetValue("1", out val1);
Assert.AreEqual(val1, "1");
}
internal void ProcessResponse(BaseResponse response)
{
var handler = _handlerBunch.TryGetValue(response.GetType());
//if (handler.IsNull())
// throw new ArgumentException("Ответ '{0}' не содержит обработчика.".Put(t.Name));
if (handler != null)
{
handler(response);
}
}
/// <summary>
/// Check message on alert conditions.
/// </summary>
/// <param name="message">Message.</param>
public void Process(Message message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var schema = _schemas.TryGetValue(message.GetType());
var type = schema?.AlertType;
if (type == null)
{
return;
}
var canAlert = schema.Rules.All(rule =>
{
var value = rule.Property.GetValue(message, null);
switch (rule.Operator)
{
case ComparisonOperator.Equal:
return(rule.Value.Equals(value));
case ComparisonOperator.NotEqual:
return(!rule.Value.Equals(value));
case ComparisonOperator.Greater:
return(OperatorRegistry.GetOperator(rule.Property.PropertyType).Compare(rule.Value, value) == 1);
case ComparisonOperator.GreaterOrEqual:
return(OperatorRegistry.GetOperator(rule.Property.PropertyType).Compare(rule.Value, value) >= 0);
case ComparisonOperator.Less:
return(OperatorRegistry.GetOperator(rule.Property.PropertyType).Compare(rule.Value, value) == -1);
case ComparisonOperator.LessOrEqual:
return(OperatorRegistry.GetOperator(rule.Property.PropertyType).Compare(rule.Value, value) <= 0);
case ComparisonOperator.Any:
return(true);
default:
throw new ArgumentOutOfRangeException();
}
});
if (canAlert)
{
PushAlert((AlertTypes)type, schema.Caption, schema.Message, message.LocalTime);
}
}
private void OnConnectorMarketDataSubscriptionSucceeded(Security security, MarketDataTypes type)
{
var types = _unsubscribeActions.TryGetValue(security);
if (types == null)
{
return;
}
if (!types.Remove(type))
{
return;
}
var subscribers = GetSubscribers(type);
if (TryUnSubscribe(subscribers, security))
{
SendUnSubscribeMessage(security, type);
}
}
private void TraderOnNewTrades(IEnumerable <Trade> trades)
{
foreach (var group in trades.GroupBy(t => t.Security))
{
var wnd = _tradesWindows.TryGetValue(group.Key);
if (wnd != null)
{
wnd.TradeGrid.Trades.AddRange(group);
}
}
}
public void TryInvokeMouse(MarketDepthColumns column, MouseAction action, ModifierKeys modifierKey)
{
var value = _mouseActions.TryGetValue(Tuple.Create(action, modifierKey));
if (value != null)
{
value.Process(column, _parent.SelectedQuote);
}
//if (value != null && _parent.SelectedQuote != null && _parent.SelectedQuote.Price != 0)
// new MarketDepthMouseActionCommand(action, modifierKey, column, _parent.SelectedQuote).Process(_parent);
}
private void TraderOnMarketDepthsChanged(IEnumerable <MarketDepth> depths)
{
foreach (var depth in depths)
{
var wnd = _quotesWindows.TryGetValue(depth.Security);
if (wnd != null)
{
wnd.DepthCtrl.UpdatingDepth = depth;
}
}
}
Task <string> IOneOffKeyPairGrain.Decrypt(string name, string cipherText, bool fOAEP)
{
string result = null;
if (_cache.TryGetValue(name, out CachedObject <KeyPair> cachedObject))
{
result = RSACryptoTextProvider.Decrypt(cachedObject.Value.PrivateKey, cipherText, fOAEP);
_cache.Remove(name);
}
return(Task.FromResult(result));
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)message;
var info = _filteredMarketDepths.TryGetValue(quoteMsg.SecurityId);
if (info != null)
{
var filteredQuoteMsg = info.Process(quoteMsg);
base.OnInnerAdapterNewOutMessage(filteredQuoteMsg);
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
if (execMsg.ExecutionType != ExecutionTypes.Transaction)
{
break;
}
if (execMsg.OrderState == OrderStates.Active || execMsg.OrderState == OrderStates.Done)
{
var info = _filteredMarketDepths.TryGetValue(execMsg.SecurityId);
info?.Process(execMsg);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
private void TraderOnNewMessage(Message msg, MessageDirections dir)
{
if (dir == MessageDirections.Out && msg.Type == MessageTypes.Level1Change)
{
var level1Msg = (Level1ChangeMessage)msg;
var wnd = _level1Windows.TryGetValue(level1Msg.SecurityId.SecurityCode);
if (wnd != null)
{
wnd.Level1Grid.Messages.Add(level1Msg);
}
}
}
public static byte[] file_GetCache(string fileKey, string filePath)
{
byte[] v = new byte[] { };
if (_dbFileCache.TryGetValue(filePath, out v) == false)
{
if (File.Exists(filePath))
{
v = File.ReadAllBytes(filePath);
_dbFileCache.Add(fileKey, v);
}
}
return(v);
}
private void ProcessBuilders(ExecutionMessage execMsg)
{
if (execMsg.IsSystem == false)
{
return;
}
foreach (var subscriptionId in execMsg.GetSubscriptionIds())
{
if (!_subscriptionIds.TryGetValue(subscriptionId, out var tuple))
{
// can be non OL->MB subscription
//this.AddDebugLog("OL processing {0}/{1} not found.", execMsg.SecurityId, subscriptionId);
continue;
}
if (tuple.First)
{
var sync = tuple.Third;
IOrderLogMarketDepthBuilder builder = tuple.Second;
try
{
QuoteChangeMessage depth;
lock (sync)
depth = builder.Update(execMsg)?.TypedClone();
this.AddDebugLog("OL->MD processing {0}={1}.", execMsg.SecurityId, depth != null);
if (depth != null)
{
depth.SetSubscriptionIds(subscriptionId: subscriptionId);
base.OnInnerAdapterNewOutMessage(depth);
}
}
catch (Exception ex)
{
// если ОЛ поврежден, то не нарушаем весь цикл обработки сообщения
// а только выводим сообщение в лог
base.OnInnerAdapterNewOutMessage(ex.ToErrorMessage());
}
}
else
{
this.AddDebugLog("OL->TICK processing {0}.", execMsg.SecurityId);
base.OnInnerAdapterNewOutMessage(execMsg.ToTick());
}
}
}
public static TValue FindOrCreate <TKey, TValue>(this SynchronizedDictionary <TKey, TValue> items, TKey key, Func <TValue> factory)
{
TValue value = default(TValue);
using (items.Lock.CreateWriterScope())
{
if (!items.TryGetValue(key, out value))
{
items.Add(key, value = factory());
}
return(value);
}
}
public MainWindow()
{
InitializeComponent();
LayoutManager = new LayoutManager(this, ProgrammaticDockSite)
{
LayoutFile = Path.Combine(_settingsFolder, "layout.xml")
};
ConnectCommand = new DelegateCommand(Connect, CanConnect);
SettingsCommand = new DelegateCommand(Settings, CanSettings);
Directory.CreateDirectory(_settingsFolder);
var storageRegistry = new StorageRegistry {
DefaultDrive = new LocalMarketDataDrive(_settingsFolder)
};
Connector = new Connector();
var storageAdapter = new StorageMessageAdapter(Connector.Adapter, new EntityRegistry(), storageRegistry);
ConfigManager.RegisterService <ISecurityProvider>(new FilterableSecurityProvider(storageRegistry.GetSecurityStorage()));
ConfigManager.RegisterService <IConnector>(Connector);
ConfigManager.RegisterService <IMarketDataProvider>(Connector);
_connectionFile = Path.Combine(_settingsFolder, "connection.xml");
if (File.Exists(_connectionFile))
{
Connector.Adapter.Load(new XmlSerializer <SettingsStorage>().Deserialize(_connectionFile));
}
_secView = new SecuritiesView(this)
{
SecurityGrid = { MarketDataProvider = Connector }
};
Connector.MarketDepthsChanged += depths =>
{
foreach (var depth in depths)
{
var ctrl = Depths.TryGetValue(depth.Security);
if (ctrl != null)
{
ctrl.UpdateDepth(depth);
}
}
};
}
private void UnSubscribeStrategyEvents(Strategy strategy)
{
_logManager.Sources.Remove(strategy);
var strategyEvent = _events.TryGetValue(strategy);
if (strategyEvent == null)
{
return;
}
strategyEvent.Dispose();
_events.Remove(strategy);
}
private void DepthClick(object sender, RoutedEventArgs e)
{
foreach (var security in SecurityPicker.SelectedSecurities)
{
var wnd = _quotesWindows.TryGetValue(security);
if (wnd == null)
{
// create order book window
wnd = new QuotesWindow
{
Title = security.Id + " " + LocalizedStrings.MarketDepth
};
_quotesWindows.Add(security, wnd);
// subscribe on order book flow
Trader.RegisterMarketDepth(security);
wnd.Show();
wnd.DepthCtrl.UpdateDepth(Trader.GetMarketDepth(security));
}
else
{
Trader.UnRegisterMarketDepth(security);
_quotesWindows.Remove(security);
wnd.Close();
}
if (!_mdInitialized)
{
Trader.MarketDepthChanged += TraderOnMarketDepthChanged;
_mdInitialized = true;
}
}
}
private void OnConnectorNewMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message;
var info = _seriesInfos.TryGetValue(candleMsg.OriginalTransactionId);
if (info != null)
{
ProcessCandle(info, candleMsg);
}
break;
}
case MessageTypes.MarketDataFinished:
{
var msg = (MarketDataFinishedMessage)message;
var info = _seriesInfos.TryGetValue(msg.OriginalTransactionId);
if (info == null)
{
break;
}
Stopped?.Invoke(info.Series);
break;
}
}
}
public override void Process(CmdTrigger <RealmServerCmdArgs> trigger)
{
Dictionary <DynamicObject, GameObject> highlighters;
var exists = Highlighters.TryGetValue(trigger.Args.Character, out highlighters);
var create = trigger.Text.NextBool() || (!trigger.Text.HasNext && !exists);
if (!create)
{
if (exists)
{
foreach (var dynObj in highlighters.Keys)
{
dynObj.Delete();
}
highlighters.Clear();
Highlighters.Remove(trigger.Args.Character);
}
trigger.Reply("GO Highlighters OFF");
}
else
{
if (!exists)
{
Highlighters.Add(trigger.Args.Character, highlighters = new Dictionary <DynamicObject, GameObject>());
}
else
{
foreach (var dynObj in highlighters.Keys)
{
dynObj.Delete();
}
highlighters.Clear();
}
var caster = trigger.Args.Character;
var gos = caster.GetObjectsInRadius(50f, ObjectTypes.GameObject, false, 0);
foreach (GameObject go in gos)
{
var map = go.Map;
var pos = go.Position;
pos.Z += 7 * go.ScaleX; // make it appear above the object
var dO = new DynamicObject(caster, SpellId.ABOUTTOSPAWN, 5, map, pos);
highlighters.Add(dO, go);
}
trigger.Reply("Highlighting {0} GameObjects", highlighters.Count);
}
}
private void ProcessCandle(CandleMessage message)
{
var info = _infos.TryGetValue(message.OriginalTransactionId);
if (info == null)
{
return;
}
if (info.SecurityId == default)
{
info.SecurityId = message.SecurityId;
}
else
{
message.SecurityId = info.SecurityId;
}
if (info.Arg == null)
{
info.Arg = message.Arg;
}
else
{
message.Arg = info.Arg;
}
TryUpdateValue(message, info, c => c.OpenPrice, (c, v) => c.OpenPrice = v);
TryUpdateValue(message, info, c => c.HighPrice, (c, v) => c.HighPrice = v);
TryUpdateValue(message, info, c => c.LowPrice, (c, v) => c.LowPrice = v);
TryUpdateValue(message, info, c => c.ClosePrice, (c, v) => c.ClosePrice = v);
TryUpdateValue(message, info, c => c.TotalPrice, (c, v) => c.TotalPrice = v);
TryUpdateValue(message, info, c => c.OpenTime, (c, v) => c.OpenTime = v);
TryUpdateValue(message, info, c => c.HighTime, (c, v) => c.HighTime = v);
TryUpdateValue(message, info, c => c.LowTime, (c, v) => c.LowTime = v);
TryUpdateValue(message, info, c => c.CloseTime, (c, v) => c.CloseTime = v);
TryUpdateValue(message, info, c => c.OpenVolume, (c, v) => c.OpenVolume = v);
TryUpdateValue(message, info, c => c.HighVolume, (c, v) => c.HighVolume = v);
TryUpdateValue(message, info, c => c.LowVolume, (c, v) => c.LowVolume = v);
TryUpdateValue(message, info, c => c.CloseVolume, (c, v) => c.CloseVolume = v);
TryUpdateValue(message, info, c => c.RelativeVolume, (c, v) => c.RelativeVolume = v);
TryUpdateValue(message, info, c => c.TotalVolume, (c, v) => c.TotalVolume = v);
TryUpdateValue(message, info, c => c.UpTicks, (c, v) => c.UpTicks = v);
TryUpdateValue(message, info, c => c.DownTicks, (c, v) => c.DownTicks = v);
TryUpdateValue(message, info, c => c.TotalTicks, (c, v) => c.TotalTicks = v);
}
/// <summary>
/// 检索从业务对象
/// </summary>
public TDetail[] FindDetail <TDetail>()
where TDetail : BusinessBase <TDetail>
{
if (_details.TryGetValue(typeof(TDetail), out List <IBusiness> detail))
{
List <TDetail> result = new List <TDetail>(detail.Count);
foreach (IBusiness item in detail)
{
result.Add((TDetail)item);
}
return(result.ToArray());
}
return(null);
}
IEnumerable <Security> ISecurityProvider.Lookup(Security criteria)
{
var finamId = criteria.ExtensionInfo == null
? null
: (long?)criteria.ExtensionInfo.TryGetValue(FinamHistorySource.SecurityIdField);
if (finamId == null)
{
return(_entityRegistry.Securities.Lookup(criteria));
}
var security = _cacheByFinamId.TryGetValue(finamId.Value);
return(security == null?Enumerable.Empty <Security>() : new[] { security });
}
private void TraderOnNewMessage(Message msg)
{
if (msg.Type != MessageTypes.Level1Change)
{
return;
}
var level1Msg = (Level1ChangeMessage)msg;
var wnd = _level1Windows.TryGetValue(level1Msg.SecurityId.SecurityCode);
if (wnd != null)
{
wnd.Level1Grid.Messages.Add(level1Msg);
}
}
public static bool check_SessionID_Login_OK(decimal sessionid)
{
long idt = 0;
if (dicSessionID_Login_OK.TryGetValue(sessionid, out idt))
{
var d1 = DateTime.ParseExact(idt.ToString(), "yyMMddHHmm00", CultureInfo.InvariantCulture);
int mi = (int)(DateTime.Now - d1).TotalMinutes;
if (mi < 60)
{
return(true);
}
}
return(false);
}
IEnumerable <Security> ISecurityProvider.Lookup(Security criteria)
{
var nativeId = criteria.ExtensionInfo == null
? default(TNativeId)
: CreateNativeId(criteria);
if (nativeId.IsDefault())
{
return(_entityRegistry.Securities.Lookup(criteria));
}
var security = _cacheByNativeId.TryGetValue(nativeId);
return(security == null?Enumerable.Empty <Security>() : new[] { security });
}
IEnumerable <Security> ISecurityProvider.Lookup(Security criteria)
{
var quandlId = criteria.ExtensionInfo == null
? null
: Tuple.Create((string)criteria.ExtensionInfo.TryGetValue(QuandlHistorySource.SourceCodeField), (string)criteria.ExtensionInfo.TryGetValue(QuandlHistorySource.SecurityCodeField));
if (quandlId == null || quandlId.Item1 == null)
{
return(_entityRegistry.Securities.Lookup(criteria));
}
var security = _cacheByQuandlId.TryGetValue(quandlId);
return(security == null?Enumerable.Empty <Security>() : new[] { security });
}
IEnumerable <Security> ISecurityProvider.Lookup(Security criteria)
{
var mfdId = criteria.ExtensionInfo == null
? null
: (string)criteria.ExtensionInfo.TryGetValue(MfdHistorySource.SecurityIdField);
if (mfdId == null)
{
return(_entityRegistry.Securities.Lookup(criteria));
}
var security = _cacheByMfdId.TryGetValue(mfdId);
return(security == null?Enumerable.Empty <Security>() : new[] { security });
}
/// <summary>
/// To stop data receiving starting through <see cref="Start"/>.
/// </summary>
/// <param name="series">Candles series.</param>
public override void Stop(CandleSeries series)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
var registeredSeries = _registeredSeries.TryGetValue(series.Security);
if (registeredSeries == null)
{
return;
}
registeredSeries.Remove(series);
if (registeredSeries.Count == 0)
{
UnRegisterSecurity(series.Security);
_registeredSeries.Remove(series.Security);
}
RaiseStopped(series);
}
public override void Process(CmdTrigger <RealmServerCmdArgs> trigger)
{
Dictionary <DynamicObject, GameObject> dictionary;
bool flag = Highlighters.TryGetValue(trigger.Args.Character, out dictionary);
if (!trigger.Text.NextBool() && (trigger.Text.HasNext || flag))
{
if (flag)
{
foreach (WorldObject key in dictionary.Keys)
{
key.Delete();
}
dictionary.Clear();
Highlighters.Remove(trigger.Args.Character);
}
trigger.Reply("GO Highlighters OFF");
}
else
{
if (!flag)
{
Highlighters.Add(trigger.Args.Character,
dictionary = new Dictionary <DynamicObject, GameObject>());
}
else
{
foreach (WorldObject key in dictionary.Keys)
{
key.Delete();
}
dictionary.Clear();
}
Character character = trigger.Args.Character;
foreach (GameObject objectsInRadiu in character.GetObjectsInRadius(50f, ObjectTypes.GameObject, false, 0))
{
Map map = objectsInRadiu.Map;
Vector3 position = objectsInRadiu.Position;
position.Z += 7f * objectsInRadiu.ScaleX;
DynamicObject key = new DynamicObject(character, SpellId.ABOUTTOSPAWN, 5f, map, position);
dictionary.Add(key, objectsInRadiu);
}
trigger.Reply("Highlighting {0} GameObjects", (object)dictionary.Count);
}
}
void ICandleSource <Candle> .Stop(CandleSeries series)
{
lock (_info.SyncRoot)
{
var basketInfo = _info.TryGetValue(series);
if (basketInfo == null)
{
return;
}
basketInfo.Dispose();
_info.Remove(series);
}
}
/// <summary>
/// To stop data receiving starting through <see cref="Start"/>.
/// </summary>
/// <param name="series">Candles series.</param>
public virtual void Stop(CandleSeries series)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
var enumerator = _series.TryGetValue(series);
if (enumerator == null)
{
return;
}
enumerator.Stop();
}
private SeriesInfo GetInfo(CandleSeries series)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
var info = _info.TryGetValue(series);
if (info == null)
{
throw new InvalidOperationException(LocalizedStrings.Str648Params.Put(series));
}
return(info);
}