private static Task LoadOrderTrade(XProvider provider, CancellationTokenSource cts)
{
return new Task(state => {
var ct = ((CancellationTokenSource)state).Token;
var spi = new XSpi();
{
var client = provider.CreateTrader(spi);
var complete = new AutoResetEvent(false);
var orders = new List<OrderField>();
var trades = new List<TradeField>();
spi.ErrorHappened += (s, error) => {
Console.WriteLine(error.Text);
complete.Set();
};
spi.StatusChanged += (s, status, field) => {
Console.WriteLine(status);
if (field != null && status == ConnectionStatus.Logined) {
Console.WriteLine(field.RawErrorID != 0 ? field.RawErrorMsg() : field.DebugInfo());
}
if (status == ConnectionStatus.Done) {
client.TradingDay = field.TradingDay();
client.QueryOrders();
}
};
spi.OrderReceived += (s, order, isLast) => {
if (order != null) {
orders.Add(order);
}
if (isLast) {
client.QueryTrades();
}
};
spi.TradeReceived += (s, trade, isLast) => {
if (trade != null) {
trades.Add(trade);
}
if (isLast) {
complete.Set();
}
};
client.Connect();
while (!ct.IsCancellationRequested) {
if (complete.WaitOne(0)) {
break;
}
Skyline.Utility.Sleep(100, ct);
}
client.Disconnect();
var global = provider.Framework.StrategyManager;
orders.Sort((x, y) => x.UpdateTime().CompareTo(y.UpdateTime()));
trades.Sort((x, y) => x.UpdateTime().CompareTo(y.UpdateTime()));
global.SetExOrders(orders, provider.Id);
global.SetExTrades(trades, provider.Id);
global.SetExTradingDay(client.TradingDay);
}
}, cts, cts.Token, TaskCreationOptions.LongRunning);
}
protected XApiClient(XProvider provider, ConnectionInfo info, IXSpi spi = null)
{
Info = info;
Provider = provider;
User = provider.GetUserInfo(info.User);
Server = provider.GetServerInfo(info.Server, info.UseType);
Logger = LogManager.GetLogger($"{provider.Name}.{info.LogPrefix}.{User.UserID}");
Api = provider.CreateXApi(info);
if (spi != null)
{
Api.RegisterSpi(spi);
}
Api.ErrorHappened += OnErrorHappened;
Api.StatusChanged += OnStatusChanged;
Api.InvestorReceived += OnInvestorReceived;
Api.AccountReceived += OnRspQryAccount;
Api.PositionReceived += OnRspQryPositions;
Api.OrderReturn += OnRtnOrder;
Api.TradeReturn += OnRtnTrade;
Api.InstrumentReceived += OnInstrumentReceived;
Api.MarketDataReceived += OnMarketDataReceived;
Api.OrderReceived += OnOrderReceived;
Api.TradeReceived += OnTradeReceived;
Api.InstrumentStatusChanged += OnInstrumentStatusChanged;
}
private void ProviderEventHappened(XProvider s, XProviderEventType type)
{
switch (type)
{
case XProviderEventType.TraderCreated:
LoadPositions();
break;
case XProviderEventType.ConnectDone:
break;
case XProviderEventType.DisconnectDone:
break;
case XProviderEventType.AutoDisconnect:
break;
default:
_logger.Debug($"{AgentId}, status={type}");
TradingStatus = type;
var reminder = new Reminder(OnMarketStatusEvent, DateTime.Now, type);
reminder.SetClock(_eventClock);
_eventQueue.Enqueue(reminder);
break;
}
}
public EventDebugEmitter(XProvider provider)
{
_provider = provider;
_dataPipe = new EventPipe(provider.framework);
_dataQueue = new EventQueue(1, 0, 2, 25000, provider.framework.EventBus);
_dataPipe.Add(_dataQueue);
_executionPipe = new EventPipe(provider.framework);
_executionQueue = new EventQueue(2, 0, 2, 25000, provider.framework.EventBus);
_executionPipe.Add(_executionQueue);
_accountQueue = new EventQueue(2, 0, 2, 100, provider.framework.EventBus);
_executionPipe.Add(_accountQueue);
}
private void ProviderEventHappened(XProvider s, XProviderEventType type)
{
switch (type)
{
case XProviderEventType.ConnectDone:
InitProcessor();
break;
case XProviderEventType.DisconnectDone:
break;
case XProviderEventType.AutoDisconnect:
break;
case XProviderEventType.TraderCreated:
break;
default:
AddProviderEventReminder(type);
break;
}
}
public ConnectManager(XProvider provider)
{
_provider = provider;
_block = new ActionBlock <Event>((Action <Event>)Process);
}
public DealProcessor(XProvider provider)
{
_provider = provider;
InitHandler();
}
public Convertor(XProvider provider)
{
_provider = provider;
Init();
}
public TraderClient(XProvider provider, ConnectionInfo info, IXSpi spi = null)
: base(provider, info, spi)
{
}
public TimedTask(XProvider provider)
{
_provider = provider;
_timer = new Timer(1000);
_timer.Elapsed += TimerOnElapsed;
}
public SubscribeManager(XProvider provider)
{
_provider = provider;
_action = new ActionBlock <Event>(SubscribeAction, DataflowHelper.SpscBlockOptions);
}
public EventEmitter(XProvider provider)
{
_provider = provider;
}
public ConnectManager(XProvider provider)
{
_provider = provider;
_block = new ActionBlock <Event>(Process, DataflowHelper.SpscBlockOptions);
}
public MarketDataClient(XProvider provider, ConnectionInfo info)
: base(provider, info)
{
}
public SubscribeManager(XProvider provider)
{
_provider = provider;
_action = new ActionBlock <Event>((Action <Event>)SubscribeAction);
}
public TraderClient(XProvider provider, ConnectionInfo info)
: base(provider, info)
{
}
