/// <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);
}
public InstrumentReader(MbtOrderClient orderClient, MbtQuotes quotes, SymbolInfo instrument)
{
m_OrderClient = orderClient;
m_Quotes = quotes;
this.symbol = instrument;
lastChangeTime = Environment.TickCount;
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Logout()
{
_orderClient = null;
//_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
GC.Collect();
//_communicationManager.disp
return(true);
}
internal MBT () {
Client = new MbtComMgr();
Quotes = Client.Quotes;
Orders = Client.OrderClient;
Client.EnableSplash(false);
Client.SilentMode = false;
QN = new QuoteNotifier();
}
/// <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);
}
void TimerUpdate(object state)
{
if (_messageLoopOperator == null)
{
return;
}
_messageLoopOperator.BeginInvoke(delegate()
{
MbtOrderClient orderClient = _orderClient;
if (orderClient == null || orderClient.Accounts == null)
{
return;
}
foreach (MbtAccount account in orderClient.Accounts)
{
PerformUpdate(account, true, true, true);
}
});
}
/// <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>
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;
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Logout()
{
_orderClient = null;
//_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
GC.Collect();
//_communicationManager.disp
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;
}
public ServerMB(TLServer tls)
{
v("VerboseDebugging: " + VerboseDebugging);
tl = tls;
m_ComMgr = null;
try
{
m_ComMgr = new MbtComMgr(); //pmh - Preferred. Was MbtComMgrClass(). Either should work.
}
catch (Exception ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
debug("m_ComMgr = new MbtComMgr() failed: " + ex.Message + ex.StackTrace); //pmh
return;
}
// m_ComMgr.SilentMode = true; //pmh - 9/18/12 - display login dialog if blank UID/Pwd (this allows me/pmh to connect to special servers for advanced testing)
m_ComMgr.EnableSplash(false);
m_OrderClient = m_ComMgr.OrderClient;
m_OrderClient.SilentMode = true;
/* //pmh - OnDemandMode has been deprecated
if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
{
m_OrderClient.OnDemandMode = false;
v("order client on demand mode disabled as previous tradelink was running.");
}
*/
m_Quotes = m_ComMgr.Quotes;
m_OpenOrders = m_OrderClient.OpenOrders;
m_HistMgr = m_ComMgr.HistMgr;
// tradelink bindings
tl.newProviderName = Providers.MBTrading;
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newPosList += new PositionAccountArrayDelegate(tl_newPosList);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
//pmh - 8/29/12 - reordered alphabetically and added almost all remaining events
// MB Trading MbtComMgr bindings
m_ComMgr.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(m_ComMgr_OnAlertAdded); //pmh
m_ComMgr.OnAlertsRefresh += new IMbtComMgrEvents_OnAlertsRefreshEventHandler(m_ComMgr_OnAlertsRefresh); //pmh
m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown); //pmh
m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
/*
* pmh - add later if desired
*
m_ComMgr.OnMATAccountPercentSet += new IMbtComMgrEvents_OnMATAccountPercentSetEventHandler(m_ComMgr_OnMATAccountPercentSet); //pmh
m_ComMgr.OnMATGroupAccountAdded += new IMbtComMgrEvents_OnMATGroupAccountAddedEventHandler(m_ComMgr_OnMATGroupAccountAdded); //pmh
m_ComMgr.OnMATGroupAccountRemoved += new IMbtComMgrEvents_OnMATGroupAccountRemovedEventHandler(m_ComMgr_OnMATGroupAccountRemoved); //pmh
m_ComMgr.OnMATGroupsGroupAdded += new IMbtComMgrEvents_OnMATGroupsGroupAddedEventHandler(m_ComMgr_OnMATGroupsGroupAdded); //pmh
m_ComMgr.OnMATGroupsGroupRemoved += new IMbtComMgrEvents_OnMATGroupsGroupRemovedEventHandler(m_ComMgr_OnMATGroupsGroupRemoved); //pmh
m_ComMgr.OnMATGroupsGroupRenamed += new IMbtComMgrEvents_OnMATGroupsGroupRenamedEventHandler(m_ComMgr_OnMATGroupsGroupRenamed); //pmh
*/
// MB Trading MbtOrderClient bindings
m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
m_OrderClient.OnAccountUnavailable += new _IMbtOrderClientEvents_OnAccountUnavailableEventHandler(m_OrderClient_OnAccountUnavailable); //pmh
m_OrderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(m_OrderClient_OnAcknowledge); //pmh
m_OrderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(m_OrderClient_OnBalanceUpdate); //pmh
m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
//pmh - 9/21/12 - See note on DefaultAccount at end of document!
//m_OrderClient.OnDefaultAccountChanged += new _IMbtOrderClientEvents_OnDefaultAccountChangedEventHandler(m_OrderClient_OnDefaultAccountChanged); //pmh
m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(m_OrderClient_OnExecute); //pmh
m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
m_OrderClient.OnPositionStrategyGroupAdded += new _IMbtOrderClientEvents_OnPositionStrategyGroupAddedEventHandler(m_OrderClient_OnPositionStrategyGroupAdded); //pmh
m_OrderClient.OnPositionStrategyGroupRemoved += new _IMbtOrderClientEvents_OnPositionStrategyGroupRemovedEventHandler(m_OrderClient_OnPositionStrategyGroupRemoved); //pmh
m_OrderClient.OnPositionStrategyGroupUpdated += new _IMbtOrderClientEvents_OnPositionStrategyGroupUpdatedEventHandler(m_OrderClient_OnPositionStrategyGroupUpdated); //pmh
m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler(m_OrderClient_OnRemove); //pmh
m_OrderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(m_OrderClient_OnReplacePlaced); //pmh
m_OrderClient.OnReplaceRejected += new _IMbtOrderClientEvents_OnReplaceRejectedEventHandler(m_OrderClient_OnReplaceRejected); //pmh
m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);
// MB Trading MbtQuote bindings
m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);
// MB Trading MbtHist bindings
m_HistMgr.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_HistMgr_OnDataEvent);
m_HistMgr.OnError += new _IMbtHistEvents_OnErrorEventHandler(m_HistMgr_OnError);
//disable old ticks
//DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
DisableOldTicks = true;
debug("TL binding and MBT Desktop event mapping complete.");
}
public void Stop()
{
v("stopping ServerMB connector.");
pt = null;
m_HistMgr = null;
m_OpenOrders = null;
m_Quotes.UnadviseAll(this); //pmh - 9/18/12 - MUST NOT FORGET THIS!
m_Quotes.Disconnect();
m_OrderClient.Disconnect();
m_Quotes = null;
m_OrderClient = null;
m_HistMgr = null;
}
public InstrumentReaders(Receiver providerClient, MbtOrderClient orderClient, MbtQuotes quotes)
{
this.receiver = providerClient;
m_OrderClient = orderClient;
m_Quotes = quotes;
}
public ServerMB(TLServer tls)
{
tl = tls;
m_ComMgr = null;
try
{
m_ComMgr = new MbtComMgrClass();
}
catch (Exception ex)
{
System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
debug("An error occured: " + ex.Message + ex.StackTrace);
return;
}
m_ComMgr.SilentMode = true;
m_ComMgr.EnableSplash(false);
m_OrderClient = m_ComMgr.OrderClient;
m_OrderClient.SilentMode = true;
if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
{
m_OrderClient.OnDemandMode = false;
v("order client on demand mode disabled as previous tradelink was running.");
}
m_Quotes = m_ComMgr.Quotes;
m_Orders = m_OrderClient.OpenOrders;
m_Hist = m_ComMgr.HistMgr;
// tradelink bindings
tl.newProviderName = Providers.MBTrading;
tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
tl.newPosList += new PositionArrayDelegate(tl_newPosList);
tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
// mb bindings
m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);
m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown);
m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);
m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
//m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler( m_OrderClient_OnExecute );
m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
//m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler( m_OrderClient_OnRemove );
m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
m_Hist.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_Hist_OnDataEvent);
//disable old ticks
//DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
DisableOldTicks = true;
debug("all binding configured successfully.");
}