/// <summary>
///
/// </summary>
public bool UnSubscribeSymbolSession(string symbol)
{
if (IsInitialized == false)
{
return(false);
}
lock (this)
{
if (_sessions.Remove(symbol) == false)
{
return(false);
}
}
bool result = true;
_messageLoopOperator.Invoke(delegate()
{
MbtQuotes client = _quotesClient;
if (client == null)
{
result = false;
return;
}
client.UnadviseSymbol(this, symbol, (int)enumQuoteServiceFlags.qsfLevelOne);
});
return(result);
}
bool OrderExecutionSourceStub.IImplementation.ExecuteMarketOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal?allowedSlippage, Decimal?desiredPrice,
Decimal?takeProfit, Decimal?stopLoss, string comment, out OrderInfo?orderPlaced, out string operationResultMessage)
{
string operationResultMessageCopy = string.Empty;
PlaceOrderOperation operation = null;
GeneralHelper.GenericReturnDelegate <bool> operationDelegate = delegate()
{
string submitResult = DoSubmitOrder(accountInfo, symbol, orderType, volume, allowedSlippage, desiredPrice,
takeProfit, stopLoss, comment, out operation, out operationResultMessageCopy);
return(string.IsNullOrEmpty(submitResult) == false);
};
orderPlaced = null;
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(5), out result) == false)
{// Timed out.
operationResultMessage = "Timeout placing order.";
return(false);
}
if ((bool)result == false)
{// Operation error.
operationResultMessage = operationResultMessageCopy;
return(false);
}
object operationResult;
if (operation.WaitResult <object>(TimeSpan.FromSeconds(60), out operationResult) == false)
{
operationResultMessage = "Order place timeout.";
return(false);
}
orderPlaced = (OrderInfo?)operationResult;
if (operationResult == null || orderPlaced.HasValue == false)
{
operationResultMessage = "Order place failed.";
return(false);
}
// Operation OK.
operationResultMessage = string.Empty;
orderPlaced = operation.OrderResponce;
if (orderPlaced.HasValue == false)
{
return(false);
}
return(true);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Login(string username, string password)
{
bool result = false;
if (OperationalState == OperationalStateEnum.Disposed)
{
return(false);
}
_messageLoopOperator.Invoke(delegate()
{
// This is a slow blocking call, make sure to execute outside of lock.
MbtComMgr manager = new MbtComMgr();
_communicationManager = manager;
//_communicationManager.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_orderClient = _communicationManager.OrderClient;
_orderClient.SilentMode = true;
//_quotes.Initialize(_communicationManager.Quotes);
//_history.Initialize(_communicationManager.HistMgr);
///_orders.Initialize(_adapter, this, _communicationManager);
//_communicationManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_communicationManager_OnAlertAdded);
_communicationManager.EnableSplash(false);
ChangeOperationalState(OperationalStateEnum.Initialized);
_communicationManager.EnableSplash(false);
_communicationManager.SilentMode = true;
result = _communicationManager.DoLogin(HostId, username, password, "");
}, TimeSpan.FromSeconds(25));
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="symbol">Pass empty or null to extract all positions.</param>
public List <PositionInfo> GetPositions(/*string requestedSymbol*/)
{
List <PositionInfo> result = new List <PositionInfo>();
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
result = Managed_ProcessPositions();
}
catch (Exception ex)
{
SystemMonitor.OperationError("Failed to process FXCM positions.", ex);
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(result);
}
/// <summary>
/// Perform logout.
/// </summary>
public bool Logout()
{
ChangeOperationalState(OperationalStateEnum.NotOperational);
GeneralHelper.DefaultDelegate del = delegate()
{
if (_core != null && _desk.IsLoggedIn())
{
Managed_Unsubscribe();
_desk.Logout();
_desk = null;
_core = null;
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator == null || messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180)) == false)
{
return(false);
}
return(true);
}
/// <summary>
///
/// </summary>
public List <AccountInfo> GetAvailableAccounts(int advisedDecimalsPrecision)
{
List <AccountInfo> result = new List <AccountInfo>();
TradeDeskAut desk = _desk;
if (desk == null)
{
return(result);
}
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
// Perform update.
TableAut accountsTable = (FXCore.TableAut)desk.FindMainTable("accounts");
foreach (RowAut item in (RowsEnumAut)accountsTable.Rows)
{
string id = (string)item.CellValue("AccountID");
if (string.IsNullOrEmpty(id))
{
SystemMonitor.OperationWarning("Account with null/empty id found.");
continue;
}
AccountInfo info = new AccountInfo();
// Have the accounts with default empty Guids.
//info.Guid = Guid.Empty;
info.Id = id;
info.Name = "FXCM." + (string)item.CellValue("AccountName");
info.Balance = Math.Round(new decimal((double)item.CellValue("Balance")), advisedDecimalsPrecision);
info.Equity = Math.Round(new decimal((double)item.CellValue("Equity")), advisedDecimalsPrecision);
info.Margin = Math.Round(new decimal((double)item.CellValue("UsableMargin")), advisedDecimalsPrecision);
info.Profit = Math.Round(new decimal((double)item.CellValue("GrossPL")), advisedDecimalsPrecision);
info.FreeMargin = Math.Round(new decimal((double)item.CellValue("UsableMargin")), advisedDecimalsPrecision);
info.Company = "FXCM";
info.Server = this._serviceUrl;
result.Add(info);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(GeneralHelper.GetExceptionMessage(ex));
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(result);
}
/// <summary>
/// Perform a login.
/// </summary>
public bool Login(string username, string password, string serviceUrl, string accountType, out string operationResultMessage)
{
_messageLoopOperator.Start();
if (OperationalState != OperationalStateEnum.Initialized &&
OperationalState != OperationalStateEnum.Initializing &&
OperationalState != OperationalStateEnum.Constructed)
{
operationResultMessage = "Login already started.";
return(false);
}
this._serviceUrl = serviceUrl;
string operationResultMessageCopy = string.Empty;
ChangeOperationalState(OperationalStateEnum.Initializing);
object result = false;
GeneralHelper.GenericReturnDelegate <bool> del = delegate()
{
if (_core == null)
{
_core = new FXCore.CoreAutClass();
_desk = (FXCore.TradeDeskAut)_core.CreateTradeDesk("trader");
}
try
{
_desk.Login(username, password, serviceUrl, accountType);
Managed_Subscribe();
SystemMonitor.Report("FXCM Service subscribed.");
ChangeOperationalState(OperationalStateEnum.Operational);
}
catch (Exception exception)
{
operationResultMessageCopy = "Failed to log in [" + exception.Message + "].";
SystemMonitor.OperationError(operationResultMessageCopy);
ChangeOperationalState(OperationalStateEnum.NotOperational);
}
return(_desk.IsLoggedIn());
};
if (_messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180), out result) == false || (bool)result == false)
{
ChangeOperationalState(OperationalStateEnum.NotOperational);
operationResultMessage = operationResultMessageCopy;
return(false);
}
operationResultMessage = operationResultMessageCopy;
return((bool)result);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Login(string username, string password)
{
bool result = false;
if (OperationalState != OperationalStateEnum.Initialized &&
OperationalState != OperationalStateEnum.Initializing &&
OperationalState != OperationalStateEnum.Constructed)
{
return(false);
}
_messageLoopOperator.Start();
_messageLoopOperator.Invoke(delegate()
{
try
{
// *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
if (_communicationManager == null)
{
// This is a slow blocking call, make sure to execute outside of lock.
MbtComMgr manager = new MbtComMgr();
_communicationManager = manager;
_communicationManager.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
}
lock (this)
{
_quotes.Initialize(this, _communicationManager.Quotes);
_history.Initialize(_communicationManager.HistMgr);
_orders.Initialize(_adapter, this, _communicationManager);
_communicationManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_communicationManager_OnAlertAdded);
_communicationManager.EnableSplash(false);
}
ChangeOperationalState(OperationalStateEnum.Initialized);
_communicationManager.EnableSplash(false);
_communicationManager.SilentMode = true;
result = _communicationManager.DoLogin(HostId, username, password, "");
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
result = false;
throw;
}
}, TimeSpan.FromSeconds(25));
return(result);
}
/// <summary>
/// Submit an order.
/// </summary>
public string SubmitOrder(AccountInfo account, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss,
string comment, out string operationResultMessage)
{
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
object orderId, psd;
bool isBuy = OrderInfo.TypeIsBuy(orderType);
GeneralHelper.GenericReturnDelegate <string> operationDelegate = delegate()
{
_manager.Desk.OpenTrade(account.Id, symbol.Name, isBuy,
_adapter.DefaultLotSize, (double)desiredPrice.Value,
(string)_adapter.GetInstrumentData(symbol.Name, "QuoteID"),
0,
stopLoss.HasValue ? (double)stopLoss.Value : 0,
takeProfit.HasValue ? (double)takeProfit.Value : 0,
0, out orderId, out psd);
return(orderId.ToString());
};
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{ // Timed out.
operationResultMessage = "Timeout submiting order.";
return(null);
}
if (string.IsNullOrEmpty((string)result))
{ // Operation error.
operationResultMessage = operationResultMessageCopy;
return(null);
}
// Return the ID of the submitted order.
return((string)result);
}
/// <summary>
///
/// </summary>
public List <DataBar> GetHistory(string forexPair, string period, DateTime lowerBound, DateTime upperBound)
{
bool keepIterating = true;
List <DataBar> candlestickHistoryList = new List <DataBar>();
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
FXCore.IMarketRateEnumAut japaneseCandlestick;
while (keepIterating)
{
japaneseCandlestick = (FXCore.IMarketRateEnumAut)desk.GetPriceHistoryUTC(forexPair, period, lowerBound, upperBound, -1, false, true);
foreach (FXCore.IMarketRateAut marketRate in japaneseCandlestick)
{
DataBar dataBar = new DataBar(marketRate.StartDate, new decimal(marketRate.AskOpen),
new decimal(marketRate.AskHigh), new decimal(marketRate.AskLow), new decimal(marketRate.AskClose), 0);
candlestickHistoryList.Add(dataBar);
lowerBound = marketRate.StartDate;
}
Thread.Sleep(100);
int i = japaneseCandlestick.Size;
keepIterating = i > 1 && upperBound.CompareTo(lowerBound) >= 0;
lowerBound.AddTicks(1);
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(candlestickHistoryList);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Login(string username, string password, string serviceUrl, string accountType)
{
if (OperationalState != OperationalStateEnum.Initialized &&
OperationalState != OperationalStateEnum.Initializing &&
OperationalState != OperationalStateEnum.Constructed)
{
return(false);
}
object result = false;
GeneralHelper.GenericReturnDelegate <bool> del = delegate()
{
if (_core == null)
{
_core = new FXCore.CoreAutClass();
_desk = (FXCore.TradeDeskAut)_core.CreateTradeDesk("trader");
}
lock (this)
{
_orders.Initialize(_adapter, this);
}
ChangeOperationalState(OperationalStateEnum.Initializing);
try
{
_desk.Login(username, password, serviceUrl, accountType);
Subscribe();
ChangeOperationalState(OperationalStateEnum.Operational);
}
catch (Exception exception)
{
SystemMonitor.OperationError("Failed to log in [" + exception.Message + "].");
ChangeOperationalState(OperationalStateEnum.NotOperational);
}
return(_desk.IsLoggedIn());
};
_messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180), out result);
return((bool)result);
}
public bool StartOperation(OperationInformation operationInformation)
{
DataHistoryOperation operation = (DataHistoryOperation)operationInformation;
bool result = true;
_messageLoopOperator.Invoke(delegate()
{// Placing the request on the stolen main application thread, since we need the requestMessage pump for this to work properly.
MbtHistMgr historyClient = _historyClient;
if (historyClient == null)
{
result = false;
return;
}
if (operation.Request.IsMinuteBased == false && operation.Request.IsDayBased == false)
{
result = false;
return;
}
int?time = GetConvertedTime(operation);
if (operation.Request.IsDayBased)
{
MbtHistDayBar histBar;
histBar = historyClient.CreateHistDayBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
else if (operation.Request.IsMinuteBased)
{
MbtHistMinBar histBar = historyClient.CreateHistMinBar();
histBar.Clear();
histBar.SendRequest(operation.Symbol, Int32.Parse(operation.Id), time.Value,
new DateTime(0), new DateTime(0), operation.Request.MaxValuesRetrieved.HasValue ? operation.Request.MaxValuesRetrieved.Value : int.MaxValue, true);
}
});
return(result);
}
public object GetInstrumentData(string forexPair, string columnName)
{
object columnData = null;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
FXCore.TableAut offersTable = (FXCore.TableAut)desk.FindMainTable("offers");
if (offersTable == null)
{
return;
}
switch (forexPair)
{
case "EUR/USD":
columnData = offersTable.CellValue(1, columnName);
break;
case "USD/JPY":
columnData = offersTable.CellValue(2, columnName);
break;
case "GBP/USD":
columnData = offersTable.CellValue(3, columnName);
break;
case "USD/CHF":
columnData = offersTable.CellValue(4, columnName);
break;
case "EUR/CHF":
columnData = offersTable.CellValue(5, columnName);
break;
case "AUD/USD":
columnData = offersTable.CellValue(6, columnName);
break;
case "USD/CAD":
columnData = offersTable.CellValue(7, columnName);
break;
case "NZD/USD":
columnData = offersTable.CellValue(8, columnName);
break;
case "EUR/GBP":
columnData = offersTable.CellValue(9, columnName);
break;
case "EUR/JPY":
columnData = offersTable.CellValue(10, columnName);
break;
case "GBP/JPY":
columnData = offersTable.CellValue(11, columnName);
break;
case "GBP/CHF":
columnData = offersTable.CellValue(12, columnName);
break;
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(columnData);
}
/// <summary>
///
/// </summary>
public OrderInfo?SubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage)
{
OrderInfo?order = null;
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
bool isBuy = OrderInfo.TypeIsBuy(orderType);
double realValue = isBuy ? (double)GetInstrumentData(symbol.Name, "Ask") : (double)GetInstrumentData(symbol.Name, "Bid");
object orderId, psd;
object ocoStopOrderId = null, ocoProfitOrderId = null;
desk.CreateFixOrder(desk.FIX_OPENMARKET,
"",
realValue,
realValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
isBuy,
volume,
"",
out orderId,
out psd);
order = new OrderInfo(orderId.ToString(), symbol, orderType,
OrderStateEnum.Executed, volume, new decimal(realValue), null,
null, null, null, null, null, null, null, null, null, "ok", "1");
//check bid value...
if (stopLoss.HasValue)
{
double dValue = Decimal.ToDouble(stopLoss.Value);
desk.CreateFixOrder(desk.FIX_ENTRYSTOP,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoStopOrderId,
out psd);
}
if (takeProfit.HasValue)
{
double dValue = Decimal.ToDouble(takeProfit.Value);
desk.CreateFixOrder(desk.FIX_ENTRYLIMIT,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoProfitOrderId,
out psd);
}
//Create OCO.
if (stopLoss.HasValue && takeProfit.HasValue)
{
bool creationOk = true;
FXCore.OrdersIDEnumAut group = new FXCore.OrdersIDEnumAut();
group.Add((string)ocoProfitOrderId);
group.Add((string)ocoStopOrderId);
object _result = null;
object ocoid = null;
desk.CreateOCO(group, out _result, out ocoid);
FXCore.OrdersBatchResultEnumAut result = (FXCore.OrdersBatchResultEnumAut)_result;
for (int i = 1; i <= result.Count; i++)
{
FXCore.OrderBatchResultAut res = (FXCore.OrderBatchResultAut)result.Item(i);
creationOk = creationOk && res.Success;
if (!creationOk)
{
//Ups throw an exception!!! But what about the current order.
}
}
}
}
catch (Exception ex)
{
operationResultMessageCopy = GeneralHelper.GetExceptionMessage(ex);
SystemMonitor.OperationError(operationResultMessageCopy);
}
};
BackgroundMessageLoopOperator messageOperator = _messageLoopOperator;
if (messageOperator != null)
{
messageOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(120));
}
operationResultMessage = operationResultMessageCopy;
return(order);
}