bool Construct()
{
if (_manager != null)
{
return(false);
}
StatusSynchronizationEnabled = true;
lock (this)
{
_manager = new MBTradingConnectionManager(this);
if (_manager.Quotes != null)
{
_manager.Quotes.QuoteUpdateEvent += new MBTradingQuote.QuoteUpdateDelegate(Quotes_QuoteUpdateEvent);
}
_dataSourceStub.Initialize(this);
_orderExecutionStub.Initialize(_manager.Orders);
foreach (string symbol in EquitiesSymbols)
{
_dataSourceStub.AddSuggestedSymbol(new Symbol(string.Empty, symbol));
}
foreach (string symbol in ForexSymbols)
{
_dataSourceStub.AddSuggestedSymbol(new Symbol("FX", symbol));
}
}
return(true);
}
protected void DisposeManager()
{
if (_manager != null)
{
_manager.Dispose();
_manager = null;
}
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = DataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
MBTradingConnectionManager manager = _manager;
if (manager == null)
{
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (manager.Adapter != null)
{
manager.Quotes.SubscribeSymbolSession(session.Symbol,
Commission.GenerateSymbolCommission(manager.Adapter, session.Symbol));
}
else
{
SystemMonitor.OperationError("Failed to perform data subscription update, since manager adapter not assigned.");
}
GeneralHelper.FireAndForget(delegate()
{// Run an async update of quotes.
string market;
Quote?quote = _manager.Quotes.GetSingleSymbolQuote(session.Symbol.Name, TimeSpan.FromSeconds(10), out market);
if (quote.HasValue)
{
DataSourceStub.UpdateQuote(session, quote, null);
}
});
}
else
{
manager.Quotes.UnSubscribeSymbolSession(session.Symbol.Name);
}
}
/// <summary>
///
/// </summary>
internal bool Initialize(MBTradingConnectionManager manager, MbtQuotes quotesClient)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
_manager = manager;
if (_quotesClient != null)
{
return(false);
}
_quotesClient = quotesClient;
return(true);
}
/// <summary>
///
/// </summary>
public void UnInitialize()
{
try
{
if (_orderClient != null)
{
// An exception is generated here, upon trying to unsubscribe these events, so we shall leave them be.
// the wrapper class around the actual COM does something and releases too early ??
// ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_orderClient.OnAccountLoaded -= new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate -= new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed -= new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded -= new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit -= new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge -= new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded -= new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute -= new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced -= new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
_orderClient = null;
}
if (_timer != null)
{
_timer.Dispose();
_timer = null;
}
if (_commManager != null)
{
_commManager.OnAlertAdded -= new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_commManager = null;
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
finally
{
_orderClient = null;
_timer = null;
_commManager = null;
_manager = null;
_adapter = null;
}
}
public Quote?GetQuoteUpdate(DataSessionInfo session)
{
MBTradingConnectionManager manager = _manager;
if (manager != null)
{
MBTradingQuote.SessionQuoteInformation info = manager.Quotes.GetSymbolSessionInformation(session.Symbol.Name);
if (info != null)
{
return(info.Quote);
}
}
return(null);
}
/// <summary>
///
/// </summary>
public Symbol?EstablishSymbolUsage(Symbol inputSymbol, TimeSpan timeOut)
{
MBTradingConnectionManager manager = _manager;
if (manager == null || manager.Quotes == null)
{
return(null);
}
// Filter the baseCurrency trough its name and what symbols we know of.
Symbol?knownSymbol = _dataSourceStub.MapSymbolToRunningSession(inputSymbol.Name);
if (knownSymbol.HasValue == false)
{
if (_dataSourceStub.IsSuggestedSymbol(inputSymbol) &&
string.IsNullOrEmpty(inputSymbol.Group) == false)
{
knownSymbol = inputSymbol;
}
else
{// Upper case input baseCurrency.
inputSymbol = new Symbol(inputSymbol.Group, inputSymbol.Name.ToUpper());
string symbolMarket;
if (manager.Quotes.GetSingleSymbolQuote(inputSymbol.Name, timeOut, out symbolMarket).HasValue)
{// BaseCurrency found and established from broker.
knownSymbol = new Symbol(symbolMarket, inputSymbol.Name);
}
else
{
SystemMonitor.OperationError("Failed to map symbol with this name.");
return(null);
}
}
}
lock (this)
{
if (_usedSymbols.ContainsKey(knownSymbol.Value.Name) == false)
{
_usedSymbols.Add(knownSymbol.Value.Name, knownSymbol.Value);
}
}
return(knownSymbol);
}
/// <summary>
///
/// </summary>
public bool Initialize(MBTradingAdapter adapter, MBTradingConnectionManager manager, MbtComMgr communicationManager)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = manager;
try
{
_adapter = adapter;
_commManager = communicationManager;
_orderClient = _commManager.OrderClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
// *** ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_commManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_manager = manager;
_orderClient.SilentMode = true;
_timer = new Timer(TimerUpdate, null, 10000, 1000);
_orderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
return(false);
}
return(true);
}
void ConvertQuoteRecord(ref Quote quote, Commission?commission, QUOTERECORD pRec)
{
quote.Ask = (0 == pRec.dAsk) ? (decimal?)null : (decimal)pRec.dAsk;
quote.Bid = (0 == pRec.dBid) ? (decimal?)null : (decimal)pRec.dBid;
MBTradingConnectionManager manager = _manager;
if (commission.HasValue && (manager != null && manager.Adapter != null && manager.Adapter.ApplyQuoteCommission))
{
commission.Value.ApplyCommissions(manager.Adapter, ref quote);
}
quote.High = (0 == pRec.dHigh) ? (decimal?)null : (decimal)pRec.dHigh;
quote.Low = (0 == pRec.dLow) ? (decimal?)null : (decimal)pRec.dLow;
quote.Open = (decimal)pRec.dOpen;
quote.Volume = pRec.lVolume;
quote.Time = pRec.UTCDateTime;
}
protected override bool OnStart(out string operationResultMessage)
{
bool constructResult = Construct();
// MBTrading API is COM, and often fails to release itself, so make sure we shall not hang.
SeppukuWatchdog.Activate();
MBTradingConnectionManager manager = _manager;
if (manager == null)
{
operationResultMessage = "Manager not created.";
return(false);
}
base.StatusSynchronizationSource = manager;
lock (this)
{
if (manager.OperationalState != OperationalStateEnum.Initialized &&
manager.OperationalState != OperationalStateEnum.Constructed)
{
operationResultMessage = "The MBTrading Adapter can only be started once each application session. Restart the Open Forex Platform to start it again.";
return(false);
}
ChangeOperationalState(OperationalStateEnum.Initializing);
}
if (manager.Login(Username, Password) == false)
{
operationResultMessage = "Failed to log in to MBT.";
SystemMonitor.OperationError(operationResultMessage);
return(false);
}
else
{
operationResultMessage = string.Empty;
StartSources();
return(true);
}
}
public DataHistoryUpdate GetDataHistoryUpdate(DataSessionInfo session, DataHistoryRequest request)
{
MBTradingConnectionManager manager = _manager;
if (manager != null)
{
DataHistoryOperation operation = new DataHistoryOperation(session.Symbol.Name, request);
if (manager.History.Place(operation) == false)
{
SystemMonitor.OperationError("Failed to place data history operation.");
return(null);
}
if (operation.CompletionEvent.WaitOne(TimeSpan.FromSeconds(120)) == false)
{
SystemMonitor.OperationError("Data history operation timed out.");
return(null);
}
return(operation.Responce);
}
return(null);
}
/// <summary>
///
/// </summary>
public void UnInitialize()
{
try
{
if (_orderClient != null)
{
// An exception is generated here, upon trying to unsubscribe these events, so we shall leave them be.
// the wrapper class around the actual COM does something and releases too early ??
// ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_orderClient.OnAccountLoaded -= new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate -= new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed -= new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded -= new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit -= new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge -= new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded -= new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute -= new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced -= new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
_orderClient = null;
}
if (_timer != null)
{
_timer.Dispose();
_timer = null;
}
if (_commManager != null)
{
_commManager.OnAlertAdded -= new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_commManager = null;
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
finally
{
_orderClient = null;
_timer = null;
_commManager = null;
_manager = null;
_adapter = null;
}
}
/// <summary>
///
/// </summary>
public bool Initialize(MBTradingAdapter adapter, MBTradingConnectionManager manager, MbtComMgr communicationManager)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = manager;
try
{
_adapter = adapter;
_commManager = communicationManager;
_orderClient = _commManager.OrderClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
// *** ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_commManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_manager = manager;
_orderClient.SilentMode = true;
_timer = new Timer(TimerUpdate, null, 10000, 1000);
_orderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
return false;
}
return true;
}
bool Construct()
{
if (_manager != null)
{
return false;
}
StatusSynchronizationEnabled = true;
lock (this)
{
_manager = new MBTradingConnectionManager(this);
if (_manager.Quotes != null)
{
_manager.Quotes.QuoteUpdateEvent += new MBTradingQuote.QuoteUpdateDelegate(Quotes_QuoteUpdateEvent);
}
DataSourceStub.Initialize(this);
OrderExecutionStub.Initialize(_manager.Orders);
foreach (string symbol in EquitiesSymbols)
{
DataSourceStub.AddSuggestedSymbol(new Symbol(string.Empty, symbol));
}
foreach (string symbol in ForexSymbols)
{
DataSourceStub.AddSuggestedSymbol(new Symbol("FX", symbol));
}
}
return true;
}
protected void DisposeManager()
{
if (_manager != null)
{
_manager.Dispose();
_manager = null;
}
}
/// <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());
}
}
}
}
/// <summary>
///
/// </summary>
internal bool Initialize(MBTradingConnectionManager manager, MbtQuotes quotesClient)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
_manager = manager;
if (_quotesClient != null)
{
return false;
}
_quotesClient = quotesClient;
return true;
}
