public MainWindow()
{
InitializeComponent();
Instance = this;
Title = Title.Put("Multi connection");
_ordersWindow.MakeHideable();
_myTradesWindow.MakeHideable();
_tradesWindow.MakeHideable();
_securitiesWindow.MakeHideable();
_stopOrdersWindow.MakeHideable();
_portfoliosWindow.MakeHideable();
var logManager = new LogManager();
logManager.Application.LogLevel = LogLevels.Debug;
logManager.Listeners.Add(new FileLogListener("sample.log"));
var entityRegistry = ConfigManager.GetService<IEntityRegistry>();
var storageRegistry = ConfigManager.GetService<IStorageRegistry>();
Connector = new Connector(entityRegistry, storageRegistry);
logManager.Sources.Add(Connector);
InitConnector();
}
public NewOrderTest(Connector connector, FilterableSecurityProvider securityProvider)
{
InitializeComponent();
_connector = connector;
Portfolios.Connector = connector;
Securities.SecurityProvider = securityProvider;
}
private Connector InitReconnectionSettings(Connector trader)
{
// инициализируем механизм переподключения
trader.ReConnectionSettings.WorkingTime = ExchangeBoard.Forts.WorkingTime;
trader.Restored += () => this.GuiAsync(() =>
{
// разблокируем кнопку Экспорт (соединение было восстановлено)
ChangeConnectStatus(true);
MessageBox.Show(this, LocalizedStrings.Str2958);
});
return trader;
}
private void Test_Click(object sender, RoutedEventArgs e)
{
if (!CheckIsValid())
return;
BusyIndicator.IsBusy = true;
Test.IsEnabled = false;
var connector = new Connector();
connector.Adapter.InnerAdapters.Add(_editableAdapter);
connector.Connected += () =>
{
connector.Dispose();
GuiDispatcher.GlobalDispatcher.AddSyncAction(() =>
{
new MessageBoxBuilder()
.Text(LocalizedStrings.Str1560)
.Owner(this)
.Show();
BusyIndicator.IsBusy = false;
Test.IsEnabled = true;
});
};
connector.ConnectionError += error =>
{
connector.Dispose();
GuiDispatcher.GlobalDispatcher.AddSyncAction(() =>
{
new MessageBoxBuilder()
.Text(LocalizedStrings.Str1561 + Environment.NewLine + error)
.Error()
.Owner(this)
.Show();
BusyIndicator.IsBusy = false;
Test.IsEnabled = true;
});
};
connector.Connect();
}
public MainWindow()
{
InitializeComponent();
this.LayoutManager = new LayoutManager(this, ProgrammaticDockSite);
LayoutManager._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)};
var securityStorage = storageRegistry.GetSecurityStorage();
Connector = new Connector {EntityFactory = new StorageEntityFactory(securityStorage)};
ConfigManager.RegisterService(new FilterableSecurityProvider(securityStorage));
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.NewSecurities += _secView.SecurityGrid.Securities.AddRange;
Connector.MarketDepthsChanged += depths =>
{
foreach (var depth in depths)
{
var ctrl = _depths.TryGetValue(depth.Security);
if (ctrl != null)
ctrl.UpdateDepth(depth);
}
};
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (!_isConnected)
{
if (Connector == null)
{
var isDde = IsDde.IsChecked == true;
if (SmartLogin.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2965);
return;
}
if (SmartPassword.Password.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2966);
return;
}
if (isDde && QuikPath.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2967);
return;
}
// создаем агрегирующее подключение (+ сразу инициализируем настройки переподключения)
Connector = InitReconnectionSettings(new Connector());
// добавляем подключения к SmartCOM и Quik
var quikTs = new LuaFixTransactionMessageAdapter(Connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
TimeZone = TimeHelper.Moscow
};
var quikMd = new FixMessageAdapter(Connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
TimeZone = TimeHelper.Moscow
};
quikMd.RemoveTransactionalSupport();
Connector.Adapter.InnerAdapters[quikMd] = 1;
Connector.Adapter.InnerAdapters[quikTs] = 1;
var smartCom = new SmartComMessageAdapter(Connector.TransactionIdGenerator)
{
Login = SmartLogin.Text,
Password = SmartPassword.Password.To<SecureString>(),
Address = SmartAddress.SelectedAddress,
};
Connector.Adapter.InnerAdapters[smartCom] = 0;
// очищаем из текстового поля в целях безопасности
//SmartPassword.Clear();
var logManager = new LogManager();
logManager.Listeners.Add(new FileLogListener("sample.log"));
logManager.Sources.Add(Connector);
// подписываемся на событие успешного соединения
Connector.Connected += () =>
{
// возводим флаг, что соединение установлено
_isConnected = true;
// разблокируем кнопку Экспорт
this.GuiAsync(() => ChangeConnectStatus(true));
};
// подписываемся на событие разрыва соединения
Connector.ConnectionError += error => this.GuiAsync(() =>
{
// заблокируем кнопку Экспорт (так как соединение было потеряно)
ChangeConnectStatus(false);
MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});
// подписываемся на ошибку обработки данных (транзакций и маркет)
Connector.Error += error =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
// подписываемся на ошибку подписки маркет-данных
Connector.MarketDataSubscriptionFailed += (security, type, error) =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(type, security)));
Connector.NewSecurities += securities => _securitiesWindow.SecurityPicker.Securities.AddRange(securities);
Connector.NewOrders += orders => _ordersWindow.OrderGrid.Orders.AddRange(orders);
// подписываемся на событие о неудачной регистрации заявок
Connector.OrdersRegisterFailed += OrdersFailed;
// подписываемся на событие о неудачном снятии заявок
Connector.OrdersCancelFailed += OrdersFailed;
// подписываемся на событие о неудачной регистрации стоп-заявок
Connector.StopOrdersRegisterFailed += OrdersFailed;
// подписываемся на событие о неудачном снятии стоп-заявок
Connector.StopOrdersCancelFailed += OrdersFailed;
// устанавливаем поставщик маркет-данных
_securitiesWindow.SecurityPicker.MarketDataProvider = Connector;
ShowSecurities.IsEnabled = ShowOrders.IsEnabled = true;
}
Connector.Connect();
}
else
{
Connector.Disconnect();
}
}
public MainWindow()
{
InitializeComponent();
Title = TypeHelper.ApplicationNameWithVersion;
InitializeDataSource();
Directory.CreateDirectory(BaseApplication.AppDataPath);
var compositionsPath = Path.Combine(BaseApplication.AppDataPath, "Compositions");
var strategiesPath = Path.Combine(BaseApplication.AppDataPath, "Strategies");
var logsPath = Path.Combine(BaseApplication.AppDataPath, "Logs");
_settingsFile = Path.Combine(BaseApplication.AppDataPath, "settings.xml");
var logManager = new LogManager();
logManager.Listeners.Add(new FileLogListener
{
Append = true,
LogDirectory = logsPath,
MaxLength = 1024 * 1024 * 100 /* 100mb */,
MaxCount = 10,
SeparateByDates = SeparateByDateModes.SubDirectories,
});
logManager.Listeners.Add(new GuiLogListener(Monitor));
_strategiesRegistry = new StrategiesRegistry(compositionsPath, strategiesPath);
logManager.Sources.Add(_strategiesRegistry);
_strategiesRegistry.Init();
_layoutManager = new LayoutManager(DockingManager);
_layoutManager.Changed += SaveSettings;
logManager.Sources.Add(_layoutManager);
var entityRegistry = ConfigManager.GetService<IEntityRegistry>();
var storageRegistry = ConfigManager.GetService<IStorageRegistry>();
_connector = new Connector(entityRegistry, storageRegistry)
{
StorageAdapter =
{
DaysLoad = TimeSpan.Zero
}
};
_connector.Connected += ConnectorOnConnectionStateChanged;
_connector.Disconnected += ConnectorOnConnectionStateChanged;
_connector.ConnectionError += ConnectorOnConnectionError;
logManager.Sources.Add(_connector);
ConfigManager.RegisterService(logManager);
ConfigManager.RegisterService(_strategiesRegistry);
ConfigManager.RegisterService(_layoutManager);
ConfigManager.RegisterService<IConnector>(_connector);
ConfigManager.RegisterService<ISecurityProvider>(_connector);
SolutionExplorer.Compositions = _strategiesRegistry.Compositions;
SolutionExplorer.Strategies = _strategiesRegistry.Strategies;
}
public SubscriptionManager(Connector connector)
{
_connector = connector ?? throw new ArgumentNullException(nameof(connector));
}
private void QuikConnectionMouseDoubleClick(object sender, RoutedEventArgs e)
{
if (_connector == null)
{
_connector = new Connector();
if (QuikCheckBox.IsChecked == true)
{
var quikTs = new LuaFixTransactionMessageAdapter(_connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
TimeZone = TimeHelper.Moscow
};
var quikMd = new FixMessageAdapter(_connector.TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
TimeZone = TimeHelper.Moscow
};
quikMd.RemoveTransactionalSupport();
_connector.Adapter.InnerAdapters[quikMd.ToChannel(_connector, "Quik MD")] = 1;
_connector.Adapter.InnerAdapters[quikTs.ToChannel(_connector, "Quik TS")] = 1;
}
if (SmartComCheckBox.IsChecked == true)
{
var smartCom = new SmartComMessageAdapter(_connector.TransactionIdGenerator)
{
Login = Login.Text,
Password = Password.Password.To<SecureString>(),
Address = Address.SelectedAddress,
};
_connector.Adapter.InnerAdapters[smartCom.ToChannel(_connector, "SmartCOM")] = 0;
}
if (PlazaCheckBox.IsChecked == true)
{
var pool = new PlazaConnectionPool();
_connector.Adapter.InnerAdapters[new PlazaTransactionMessageAdapter(_connector.TransactionIdGenerator, pool)
{
ConnectionPoolSettings =
{
IsCGate = true,
}
}.ToChannel(_connector, "Plaza TS")] = 0;
_connector.Adapter.InnerAdapters[new PlazaStreamMessageAdapter(_connector.TransactionIdGenerator, pool)
{
ConnectionPoolSettings =
{
IsCGate = true,
}
}.ToChannel(_connector, "Plaza MD")] = 0;
}
if (_connector.Adapter.InnerAdapters.Count == 0)
{
MessageBox.Show(this, LocalizedStrings.Str2971);
return;
}
_securityProvider = new FilterableSecurityProvider(_connector);
_connector.ConnectionError += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959));
_connector.Connect();
}
else
{
Disconnect();
}
}
private void Disconnect()
{
try
{
foreach (var security in Strategies.Select(s => s.Security))
{
_connector.UnRegisterMarketDepth(security);
}
QuikCheckBox.IsEnabled = SmartComCheckBox.IsEnabled = true;
Strategies.Clear();
Connection.Background = new SolidColorBrush(Colors.LightCoral);
ConnectButton.Header = LocalizedStrings.Connect;
_connector.Disconnect();
_connector = null;
}
catch (Exception ex)
{
MessageBox.Show(this, ex.ToString());
}
}
private void Connect()
{
if (_connector == null)
{
_connector = new QuikTrader { LogLevel = LogLevels.Debug };
_logManager.Sources.Add(_connector);
_logManager.Listeners.Add(new GuiLogListener(Monitor));
_connector.Connected += () =>
{
_isConnectClick = false;
this.GuiAsync(() => ConnectButton.Content = LocalizedStrings.Disconnect);
};
_connector.Disconnected += () =>
{
_isConnectClick = false;
this.GuiAsync(() => ConnectButton.Content = LocalizedStrings.Connect);
};
SecurityEditor.SecurityProvider = new FilterableSecurityProvider(_connector);
_connector.NewSecurities += securities => { };
_connector.NewMyTrades += trades =>
{
trades.ForEach(t =>
{
if (Subscriptions.Any(s => s.Security == t.Trade.Security && s.Trades))
{
MyTradeGrid.Trades.Add(t);
SaveToFile(MyTradeToString(t), _myTradesFilePath);
}
});
};
_connector.NewTrades += trades =>
{
TradeGrid.Trades.AddRange(trades);
trades.ForEach(t => SaveToFile(TradeToString(t), _tradesFilePath));
};
_connector.NewOrders += orders =>
{
orders.ForEach(o =>
{
if (Subscriptions.Any(s => s.Security == o.Security && s.Orders))
{
OrderGrid.Orders.Add(o);
SaveToFile(OrderToString(o), _ordersFilePath);
}
});
};
_connector.OrdersChanged += orders =>
{
orders.ForEach(o =>
{
if (Subscriptions.Any(s => s.Security == o.Security && s.Orders))
{
OrderGrid.Orders.Add(o);
SaveToFile(OrderToString(o), _ordersFilePath);
}
});
};
_connector.NewStopOrders += orders =>
{
orders.ForEach(o =>
{
if (Subscriptions.Any(s => s.Security == o.Security && s.Orders))
{
OrderGrid.Orders.Add(o);
SaveToFile(OrderToString(o), _ordersFilePath);
}
});
};
_connector.StopOrdersChanged += orders =>
{
orders.ForEach(o =>
{
if (Subscriptions.Any(s => s.Security == o.Security && s.Orders))
{
OrderGrid.Orders.Add(o);
SaveToFile(OrderToString(o), _ordersFilePath);
}
});
};
_connector.NewPortfolios += portfolios => PortfolioGrid.Portfolios.AddRange(portfolios);
_connector.NewPositions += positions =>
{
positions.ForEach(p =>
{
if (Subscriptions.Any(s => s.Security == p.Security ))
{
PortfolioGrid.Positions.Add(p);
SaveToFile(PositionToString(p), _positionsFilePath);
}
});
};
_connector.PositionsChanged += positions =>
{
positions.ForEach(p =>
{
if (Subscriptions.Any(s => s.Security == p.Security))
{
PortfolioGrid.Positions.Add(p);
SaveToFile(PositionToString(p), _positionsFilePath);
}
});
};
_connector.SecuritiesChanged += securities =>
{
securities.ForEach(s => SaveToFile(Level1ToString(s), _level1FilePath));
};
_connector.MarketDepthsChanged += depths =>
{
depths.ForEach(d => DepthToFile(d, Path.Combine(_outputFolder, string.Format("{0}_depth.txt", d.Security.Code))));
};
//_connector.ValuesChanged += (a, b, c, d) => { };
}
_connector.Connect();
}
