private void CheckUpdates()
{
// проверка уже запущена?
if (updateCheckInProgress)
{
return;
}
// проверка запускалась недавно?
var lastTimeUpdated = lastCheckUpdate.GetLastHitIfHitted();
if (!lastTimeUpdated.HasValue)
{
lastCheckUpdate.Touch();
return;
}
var milsSince = (DateTime.Now - lastTimeUpdated.Value).TotalMilliseconds;
if (milsSince < CheckUpdateIntervalMils)
{
return;
}
// асинхронно запустить проверку
if (updateCheckInProgress)
{
return;
}
updateCheckInProgress = true;
ThreadPool.QueueUserWorkItem(DoCheckUpdates, null);
}
public void Start()
{
StartTcpReceiver();
processQuotesThread = new Thread(ProcessQuotesLoop);
lastMessageReceived.Touch();
processQuotesThread.Start();
}
public TcpQuoteReceiver()
{
client = new TcpReceiverClient(AppConfig.GetStringParam("Quote.ServerHost", "70.38.11.49"),
AppConfig.GetIntParam("Quote.ServerPort", 55056));
client.OnTcpPacketReceived += OnTcpPacketReceived;
client.Connect();
processQuotesThread = new Thread(ProcessQuotesLoop);
processNewsThread = new Thread(ProcessNewsLoop);
lastMessageReceived.Touch();
processQuotesThread.Start();
processNewsThread.Start();
}
private AllUsers()
{
bool timeoutFlag;
users.ExtractAll(LockTimeout, out timeoutFlag);
if (GetAllPlatformUsers == null)
{
return;
}
try
{
var allUsers = GetAllPlatformUsers();
if (allUsers == null)
{
return;
}
users.AddRange(allUsers.Select(u => new User(u)), LockTimeout);
lastRequestTime.Touch();
}
catch (Exception ex)
{
//Console.WriteLine("Ошибка получения списка пользователей\n" + ex);
Logger.Error("Ошибка получения списка пользователей", ex);
}
}
private void UpdateSignallers()
{
try
{
locker.AcquireWriterLock(LockTimeout);
}
catch (ApplicationException)
{
return;
}
try
{
using (var ctx = DatabaseContext.Instance.Make())
{
var accounts = ctx.ACCOUNT_TRADE_SIGNAL.Where(a =>
((a.RightsMask & TradeSignalCategory.TradeAutoFlag) != 0) &&
((a.RightsMask & TradeSignalCategory.SignalMakerFlag) != 0));
traderAccounts.Clear();
foreach (var ac in accounts)
{
traderAccounts.Add(ac.Account, ac.Signal);
}
}
lastUpdated.Touch();
}
catch (Exception ex)
{
Logger.Error("ManagementTraderList - ошибка DAL", ex);
}
finally
{
locker.ReleaseWriterLock();
}
}
public override string ActivateScript(bool byTrigger)
{
// проверить количество повторений и интервал ожидания
if (repeatTimes == 0)
{
return(string.Empty);
}
var timeAct = timeActivated.GetLastHitIfHitted();
if (timeAct.HasValue)
{
if ((DateTime.Now - timeAct.Value).TotalSeconds < freezeSeconds)
{
return(string.Empty);
}
}
// таки проиграть сигнал
EventSoundPlayer.Instance.PlayEvent(eventSound);
if (repeatTimes > 0)
{
repeatTimes--;
}
timeActivated.Touch();
MainForm.Instance.AddMessageToStatusPanelSafe(DateTime.Now, scriptMessage);
return(scriptMessage);
}
private void UpdateSignallers()
{
var dicSignaller = new Dictionary <int, int>();
try
{
using (var ctx = DatabaseContext.Instance.Make())
{
var accounts = ctx.SERVICE.Where(a => a.AccountId.HasValue).ToList();
foreach (var ac in accounts)
{
// ReSharper disable PossibleInvalidOperationException
if (!dicSignaller.ContainsKey(ac.AccountId.Value))
{
// ReSharper restore PossibleInvalidOperationException
dicSignaller.Add(ac.AccountId.Value, ac.ID);
}
}
}
}
catch (Exception ex)
{
Logger.Error("ManagementTraderList - UpdateSignallers - ошибка DAL", ex);
return;
}
try
{
locker.AcquireWriterLock(LockTimeout);
}
catch (ApplicationException)
{
return;
}
try
{
traderAccounts.Clear();
foreach (var ac in dicSignaller)
{
traderAccounts.Add(ac.Key, ac.Value);
}
lastUpdated.Touch();
}
catch (Exception ex)
{
Logger.Error("ManagementTraderList - ошибка DAL", ex);
}
finally
{
locker.ReleaseWriterLock();
}
if (firstUpdate)
{
firstUpdate = false;
Logger.Info("Signallers are users: " + string.Join(", ", dicSignaller.Keys));
}
}
public void ScheduleTopPortfolioUpdates(IEnumerable <FarmAccount> accountsList)
{
schedules = new[]
{
new Schedule(
() =>
{
var nowTime = DateTime.Now;
var lastUpdated = lastTimeUpdated.GetLastHitIfHitted();
// если портфель уже тасовался - обновить его минимум сутки спустя
if (lastUpdated.HasValue)
{
var daysPassed = (nowTime - lastUpdated.Value).TotalDays;
if (daysPassed < 1)
{
return;
}
}
// иначе - обновить портфель на промежутке 0:00 - 0:30
else
if (nowTime.Hour > 0 || nowTime.Minute > 30)
{
return;
}
// таки обновить портфели по всем счетам
Logger.Info("Обновить портфели по счетам");
var accounts = RobotFarm.Instance.Accounts;
foreach (var ac in accounts)
{
if (RobotFarm.Instance.State == FarmState.Stopping)
{
break;
}
ac.UpdatePortfolio();
}
// сохранить время последнего обновления
lastTimeUpdated.Touch();
new IniFile(iniFilePath).WriteValue("portfolio", "uptime",
DateTime.Now.ToStringUniform());
}, SecondsBetweenCheckTossTime * 1000),
new Schedule(
() =>
{
var accounts = RobotFarm.Instance.Accounts;
foreach (var ac in accounts)
{
if (RobotFarm.Instance.State == FarmState.Stopping)
{
break;
}
ac.ReviveChannel();
}
}, SecondsBetweenReviveChannel * 1000)
};
}
/// <summary>
/// если за последние N (к примеру, 60)
/// секунд накопилось больше N * K сообщений (к примеру, больше 60 * 20) -
/// вернуть True
/// </summary>
public bool CheckOverflood()
{
var lastCheckedTime = lastTimeFloodChecked.GetLastHitIfHitted();
var secondsSinceLastCheck = lastCheckedTime == null
? int.MaxValue
: (DateTime.Now - lastCheckedTime.Value).TotalSeconds;
if (secondsSinceLastCheck < checkFloodIntervalSeconds)
{
return(false);
}
lastTimeFloodChecked.Touch();
requestLocker.EnterReadLock();
List <DateTime> requestTimes;
try
{
requestTimes = tradeRequestList.Select(r => r.requestTime).ToList();
}
finally
{
requestLocker.ExitReadLock();
}
if (requestTimes.Count < 10)
{
return(false);
}
var nowTime = DateTime.Now;
requestTimes = requestTimes.OrderByDescending(t => t).ToList();
var countInQueue = 0;
foreach (var time in requestTimes)
{
var secondsLeft = (nowTime - time).TotalSeconds;
if (secondsLeft > checkFloodSeconds)
{
break;
}
countInQueue++;
}
var maxMessages = checkFloodSeconds * checkFloodMsgPerSecond;
if (countInQueue > maxMessages)
{
Logger.ErrorFormat("Mt4Dealer - flood, {0} messages for {1} seconds ({2} are allowed)",
countInQueue, checkFloodSeconds, maxMessages);
return(true);
}
return(false);
}
public RequestStatus SendCloseRequest(MarketOrder order, PositionExitReason reason)
{
if (string.IsNullOrEmpty(order.ExpertComment))
{
Logger.ErrorFormat("SignalDealer.SendCloseRequest({0}) - поле ExpertComment не заполнено",
order.ID);
//return RequestStatus.DealerError;
}
// получить цену
var quote = QuoteStorage.Instance.ReceiveValue(order.Symbol);
if (quote == null)
{
return(RequestStatus.NoPrice);
}
var price = order.Side > 0 ? quote.GetPrice(QuoteType.Bid) : quote.GetPrice(QuoteType.Ask);
// отправить сигнал
var signal = new ManagerSignal {
Id = order.ExpertComment, PriceClose = (decimal)price, Category = signalCategoryCode,
Symbol = order.Symbol, Leverage = 0, Price = (decimal)order.PriceEnter, Side = order.Side
};
var timeExec = new ThreadSafeTimeStamp();
timeExec.Touch();
if (!string.IsNullOrEmpty(order.ExpertComment) && !SendSignal(signal, false))
{
return(RequestStatus.DealerError);
}
var endTime = DateTime.Now - timeExec.GetLastHit();
Logger.InfoFormat("Время исполнения SendCloseRequest SendSignal: {0} секунд, {1} миллисекунд", endTime.TotalSeconds, endTime.TotalMilliseconds);
timeExec.Touch();
// закрыть ордер немедленно
var result = ServerInterface.CloseOrder(order, (decimal)price, reason);
endTime = DateTime.Now - timeExec.GetLastHit();
Logger.InfoFormat("Время исполнения SendCloseRequest - CloseOrder: {0} секунд, {1} миллисекунд", endTime.TotalSeconds, endTime.TotalMilliseconds);
return(result ? RequestStatus.OK : RequestStatus.ServerError);
}
/// <summary>
/// обновить список последних N workspace, вернуть признак того, что список обновился
/// </summary>
public bool AddWorkspace(string filePath)
{
filePath = filePath.ToLower();
if (lastWorkspaces.Count > MaxWorkspacesInList)
{
lastWorkspaces.RemoveAt(lastWorkspaces.Count - 1);
}
var index = lastWorkspaces.IndexOf(filePath);
if (index == 0)
{
return(false);
}
if (index > 0)
{
// поменять элементы местами
var names = new List <string> {
filePath
};
names.AddRange(lastWorkspaces.Where(w => w != filePath));
lastTimeModified.Touch();
return(true);
}
// дописать в начало
lastWorkspaces.Insert(0, filePath);
if (lastWorkspaces.Count > MaxWorkspacesInList)
{
lastWorkspaces.RemoveAt(lastWorkspaces.Count - 1);
}
lastTimeModified.Touch();
return(true);
}
public override void Initialize(BacktestServerProxy.RobotContext grobotContext, CurrentProtectedContext protectedContext)
{
base.Initialize(grobotContext, protectedContext);
initMessageWasSent = false;
timeSinceUpdate.Touch();
ordersFromMt4.ExtractAll(1000 * 10);
ordersFromMt4Received = false;
sentRequests.ExtractAll(1000 * 10);
// стартовать прослушку порта
try
{
var e = new IPEndPoint(IPAddress.Parse(hostMt4), portOwn);
client = new UdpClient(e);
client.BeginReceive(ReceiveCallback, null);
}
catch (ArgumentOutOfRangeException)
{
errorMessage = string.Format("MT4 транслятор: порт ({0}) задан неверно. Допустимый диапазон: {1} - {2}",
portOwn, IPEndPoint.MinPort, IPEndPoint.MaxPort);
client = null;
return;
}
catch (Exception ex)
{
client = null;
errorMessage = string.Format("MT4 транслятор: ошибка прослушивания порта ({0}): {1}",
portOwn, ex.Message);
}
// стратовать поток отправки команд
commandSendThread = new Thread(CommandSendRoutine);
commandSendThread.Start();
}
public void ThreadSafeTimeStampTest()
{
var timeSt = new ThreadSafeTimeStamp();
var method = new WaitCallback(s =>
{
for (var i = 0; i < 4; i++)
{
timeSt.Touch();
Thread.Sleep(200);
var delta = (DateTime.Now - timeSt.GetLastHit()).TotalMilliseconds;
}
});
ThreadPool.QueueUserWorkItem(method);
ThreadPool.QueueUserWorkItem(method);
}
private void StoreRoutine()
{
const int iterationLen = 100;
int nIters = storeInterval / iterationLen;
int curIter = 0;
while (!isStopping)
{
curIter++;
if (curIter <= nIters)
{
Thread.Sleep(iterationLen);
continue;
}
curIter = 0;
// сохранить котировки из списка
bool isTimeout;
var candles = queueCandles.ExtractAll(QueueTimeout, out isTimeout);
if (isTimeout)
{
loggerNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error,
LogMagicQueueTimeout, 60 * 1000 * 10,
"QuoteStoreStream: таймаут чтения очереди ({0}), длина очереди {1}",
QueueTimeout, queueLength);
continue;
}
if (candles.Count == 0)
{
var lastTime = lastQuoteTime.GetLastHit();
if ((DateTime.Now - lastTime).TotalMilliseconds > ModuleStatusController.MaxMillsBetweenQuotes)
{
ModuleStatusController.Instance.Status.AddError(ServiceProcessState.HasCriticalErrors,
"quote stream", DateTime.Now, "QUOTE");
}
continue;
}
lastQuoteTime.Touch();
ModuleStatusController.Instance.Status.RemoveError(ServiceProcessState.HasCriticalErrors,
"QUOTE");
queueLength = 0;
// собственно сохранить
DoSaveCandles(candles);
}
}
public override string ActivateScript(bool byTrigger)
{
if (!byTrigger)
{
throw new Exception("Неверный тип вызова скрипта \"ShowRobotSummary\"");
}
var nowTime = DateTime.Now;
var lastHit = lastTimeCalled.GetLastHitIfHitted();
if (lastHit.HasValue)
{
var deltaSeconds = (nowTime - lastHit.Value).TotalSeconds;
if (deltaSeconds < 0.5)
{
return("");
}
}
lastTimeCalled.Touch();
var robots = MainForm.Instance.RobotFarm.GetRobotsAsIs().ToList();
if (robots.Count == 0)
{
return("");
}
var charts = MainForm.Instance.GetChartList(true);
foreach (var chart in charts)
{
var commentText = GetCommentForChart(chart.Symbol, chart.Timeframe, robots);
if (string.IsNullOrEmpty(commentText))
{
continue;
}
var comment = chart.seriesComment.data.FirstOrDefault(c => c.Name == CommentSpecName);
if (comment != null)
{
comment.Text = commentText;
}
}
return("");
}
private void UpdateLotByGroup()
{
var timUpdated = lastTimeLotByGroupUpdated.GetLastHitIfHitted();
if (timUpdated.HasValue)
{
var deltaMils = (DateTime.Now - timUpdated.Value).TotalMilliseconds;
if (deltaMils <= updateIntervalMils)
{
return;
}
}
lotByGroup.Clear();
try
{
using (var ctx = DatabaseContext.Instance.Make())
{
foreach (var lotGroup in ctx.LOT_BY_GROUP)
{
Dictionary <string, VolumeStep> dic;
if (!lotByGroup.dictionary.TryGetValue(lotGroup.Group, out dic))
{
dic = new Dictionary <string, VolumeStep>();
lotByGroup.dictionary.Add(lotGroup.Group, dic);
}
dic.Add(lotGroup.Spot,
new VolumeStep((int)lotGroup.MinVolume, (int)lotGroup.MinStepVolume));
}
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в UpdateLotByGroup()", ex);
throw;
}
finally
{
lotByGroup.GetHashCodeForDic();
lastTimeLotByGroupUpdated.Touch();
}
lotByGroup.GetHashCodeForDic();
}
public static List <PerformerStatRecord> GetRecords()
{
var timeSinceUpdate = lastUpdated.GetLastHitIfHitted();
if (timeSinceUpdate.HasValue)
{
var deltaSec = (DateTime.Now - timeSinceUpdate.Value).TotalSeconds;
bool isTimeout;
if (deltaSec < RecordsUpdateIntervalSeconds)
{
return(recordsSafe.GetAll(TimeoutIntervalMils, out isTimeout));
}
}
var records = new List <PerformerStatRecord>();
// обратиться к сервису TradeSharp.SiteBridge
try
{
try
{
var performers = TradeSharpAccountStatistics.Instance.proxy.GetAllPerformers(false) ?? new List <PerformerStat>();
var recs = performers.Select(p => new PerformerStatRecord(p)).ToList();
recordsSafe.ReplaceRange(recs, TimeoutIntervalMils);
return(recs);
}
catch (Exception ex)
{
//Logger.Error("Невозможно получить информацию о подписчиках - необходимо обновить файл конфигурации сайта", ex);
Logger.Error("GetPerformers() error", ex);
return(records);
}
}
finally
{
lastUpdated.Touch();
}
}
public DateTime GetServerTickerHistoryStart(string ticker)
{
var lastUpTime = lastUpdated.GetLastHitIfHitted();
var needUpdate = !lastUpTime.HasValue || (DateTime.Now - lastUpTime.Value).TotalMinutes >= MinutesToRefreshTickerHistory;
if (needUpdate)
{
try
{
IQuoteStorage quoteStorage;
try
{
quoteStorage = Contract.Util.Proxy.QuoteStorage.Instance.proxy;
}
catch (Exception)
{
Logger.Error("Связь с сервером (IQuoteStorageBinding) не установлена");
return(DateTime.Now.Date.AddDays(-355));
}
tickerFirstRecord = quoteStorage.GetTickersHistoryStarts();
}
catch (Exception ex)
{
tickerFirstRecord = new Dictionary <string, DateSpan>();
Logger.Error("GetServerTickerHistoryStart() - ошибка получения истории", ex);
}
finally
{
lastUpdated.Touch();
}
}
DateSpan span;
return(!tickerFirstRecord.TryGetValue(ticker, out span)
? DateTime.Now.Date.AddDays(-355)
: span.start);
}
private void TranslateOrdersToMt4(List <MarketOrder> orders)
{
orders = orders.Where(o => o.State == PositionState.Opened).ToList();
if ((DateTime.Now - timeSinceActList.GetLastHit()).TotalMilliseconds > MilsBetweenSendActualOrdersList)
{
SendActualOrdersCommand(orders);
SendReportCommand();
timeSinceActList.Touch();
}
if (!ordersAreRead)
{
ordersAreRead = true;
currentOrders = orders;
return;
}
var ordersNew = (from order in orders let orderId = order.ID where
!currentOrders.Any(o => o.ID == orderId) select order).ToList();
var ordersClosed = (from order in currentOrders
let orderId = order.ID
where
!orders.Any(o => o.ID == orderId)
select order).ToList();
currentOrders = orders;
// сформировать и отправить команды на закрытие ордеров
if (ordersClosed.Count > 0)
{
SendCloseCommands(ordersClosed);
}
if (ordersNew.Count > 0)
{
SendOpenCommands(ordersNew);
}
}
public override List <string> OnQuotesReceived(string[] names, CandleDataBidAsk[] quotes, bool isHistoryStartOff)
{
var events = new List <string>();
if (tickers.Length == 0 || isHistoryStartOff)
{
return(events);
}
if (lastTrade == null)
{
lastTrade = new ThreadSafeTimeStamp();
lastTrade.Touch();
}
// секунд с последнего трейда...
var timeSince = (DateTime.Now - lastTrade.GetLastHit()).TotalSeconds;
if (timeSince < tradeIntervalSec)
{
return(events);
}
lastTrade.Touch();
// затребовать все сделки со своим magic
List <MarketOrder> orders;
GetMarketOrders(out orders, true);
var sides = tickers.ToDictionary(t => t, t => 1);
if (orders != null)
{
foreach (var order in orders)
{
if (sides.ContainsKey(order.Symbol))
{
sides[order.Symbol] = -order.Side;
}
// закрыть старую сделку
CloseMarketOrder(order.ID);
}
}
// открыть новые сделки
foreach (var tickerSide in sides)
{
var newOrd = new MarketOrder
{
Symbol = tickerSide.Key,
Side = tickerSide.Value,
AccountID = robotContext.AccountInfo.ID,
Magic = Magic,
Volume = FixedVolume,
ExpertComment = "SimpleTradeMachine"
};
var rst = robotContext.SendNewOrderRequest(protectedContext.MakeProtectedContext(),
RequestUniqueId.Next(), newOrd, OrderType.Market, 0, 0);
}
return(events);
}
private void OnQuotesReceived(string[] names, QuoteData[] quotes)
{
var nowTime = DateTime.Now.AddDays(offsetHours);
// лок на запись в словарь свечей
if (!lockCandles.TryEnterWriteLock(LockTimeout))
{
Logger.Error("OnQuotesReceived - таймаут записи");
return;
}
try
{
if (!lockCandlesM1.TryEnterWriteLock(LockTimeout))
{
Logger.Error("OnQuotesReceived - таймаут записи (m1)");
return;
}
try
{
// обновить свечи
foreach (var packerDic in packers)
{
var timeframeCode = packerDic.Key;
var isM1 = timeframeCode == barSettingsCodeM1;
for (var i = 0; i < names.Length; i++)
{
var name = names[i];
CandlePacker packer;
packerDic.Value.TryGetValue(name, out packer);
if (packer == null)
{
continue;
}
var newCandle = packer.UpdateCandle(quotes[i].bid, nowTime);
if (newCandle != null)
{
candles[timeframeCode][name].Add(newCandle);
if (isM1)
{
candlesM1[name].Add(newCandle);
}
}
}
}
}
finally
{
lockCandlesM1.ExitWriteLock();
}
}
finally
{
lockCandles.ExitWriteLock();
}
// если пришло время выгрузить m1 в файл... выгрузить
var timeSaved = lastTimeCandlesSaved.GetLastHitIfHitted();
if (timeSaved.HasValue)
{
if ((DateTime.Now - timeSaved.Value).TotalSeconds > flushCandlesIntervalSec)
{
FlushCandlesInFiles(); // таки выгрузить
lastTimeCandlesSaved.Touch();
}
}
else
{
lastTimeCandlesSaved.Touch();
}
}
private void DoSend()
{
Chat = new ChatClientStable(chatCallback, TerminalBindings.Chat);
Chat.Connected += () => { if (Connected != null)
{
Connected();
}
};
Chat.Disconnected += () => { if (Disconnected != null)
{
Disconnected();
}
};
UserInfoSource = new UserInfoExCache(TradeSharpAccountStatistics.Instance.proxy);
while (!isStopping)
{
bool timeoutFlag;
var allRequests = requests.ExtractAll(lockTimeout, out timeoutFlag);
if (timeoutFlag)
{
continue;
}
// флаг повтора запроса;
// перезапросы возникают из-за ошибок сети;
// в этом случае ожидание между запросами увеличено, чтобы не загружать проц без пользы
var repeatRequest = false;
foreach (var request in allRequests)
{
try
{
switch (request.Code)
{
case RequestCode.GetAllUsers:
request.Id = Chat.GetAllUsers((string)request.Arguments[0]);
break;
case RequestCode.Enter:
request.Id = Chat.Enter((User)request.Arguments[0]);
break;
case RequestCode.Exit:
request.Id = Chat.Exit();
break;
case RequestCode.GetRooms:
request.Id = Chat.GetRooms();
break;
case RequestCode.EnterRoom:
request.Id = Chat.EnterRoom((string)request.Arguments[0], (string)request.Arguments[1]);
break;
case RequestCode.MoveToRoom:
request.Id = Chat.MoveToRoom((int)request.Arguments[0], (string)request.Arguments[1],
(string)request.Arguments[2]);
break;
case RequestCode.LeaveRoom:
request.Id = Chat.LeaveRoom((string)request.Arguments[0]);
break;
case RequestCode.CreateRoom:
request.Id = Chat.CreateRoom((Room)request.Arguments[0]);
break;
case RequestCode.DestroyRoom:
request.Id = Chat.DestroyRoom((string)request.Arguments[0]);
break;
case RequestCode.SendPrivateMessage:
request.Id = Chat.SendPrivateMessage((int)request.Arguments[0],
(string)request.Arguments[1]);
break;
case RequestCode.SendMessage:
request.Id = Chat.SendMessage((string)request.Arguments[0],
(string)request.Arguments[1]);
break;
case RequestCode.GetPendingMessages:
request.Id = Chat.GetPendingMessages((DateTime)request.Arguments[0],
(string)request.Arguments[1]);
break;
case RequestCode.GetPendingPrivateMessages:
request.Id = Chat.GetPendingPrivateMessages((DateTime)request.Arguments[0],
(int)request.Arguments[1]);
break;
case RequestCode.Ping:
Chat.Ping();
break;
case RequestCode.GetUserInfoEx:
var userinfo = UserInfoSource.GetUserInfo((int)request.Arguments[0]);
if (UserInfoExReceived != null)
{
UserInfoExReceived(userinfo ?? new UserInfoEx {
Id = (int)request.Arguments[0]
});
}
break;
case RequestCode.SetUserInfoEx:
UserInfoSource.SetUserInfo((UserInfoEx)request.Arguments[0]);
break;
}
if (request.Id == 0)
{
QueueRequest(request); // if server refused request - try again
repeatRequest = true;
}
else if (request.Id != -1) // skip Ping, GetUserInfoEx, SetUserInfoEx
{
request.Status = ChatResultCode.InProgress;
pendingRequests.UpdateValues(request.Id, request);
/*if (pendingRequestsLock.TryEnterWriteLock(lockTimeout))
* {
* pendingRequests.Add(request.Id, request);
* pendingRequestsLock.ExitWriteLock();
* }
* else
* Console.WriteLine("ChatSender.DoSend: pendingRequestsWriteLock timeout");*/
var requestCopy = new ChatRequest(request);
if (RequestQueuedOnServer != null)
{
RequestQueuedOnServer(requestCopy);
}
if (forwardAnswers.ContainsKey(request.Id))
{
pendingRequests.Remove(request.Id);
requestCopy.Status = forwardAnswers.ReceiveValue(request.Id);
if (RequestProcessed != null)
{
RequestProcessed(requestCopy);
}
forwardAnswers.Remove(request.Id);
}
}
}
catch (Exception ex) // probably communication error
{
Logger.ErrorFormat("DoSend exception: {0}", ex);
if (request.Code != RequestCode.Ping)
{
QueueRequest(request);
}
repeatRequest = true;
}
}
//проверка соединения - ping
if (allRequests.Count == 0)
{
if (DateTime.Now.Subtract(lastConnectionCheck.GetLastHit()).TotalSeconds > 15)
{
var request = new ChatRequest(RequestCode.Ping, new List <object>(), -1);
QueueRequest(request);
lastConnectionCheck.Touch();
}
}
Thread.Sleep(repeatRequest ? 1000 : 100);
}
}
public RequestStatus SendNewOrderRequest(Account account,
MarketOrder order,
OrderType orderType,
decimal requestedPrice,
decimal slippagePoints)
{
order.TimeEnter = DateTime.Now;
order.State = PositionState.Opened;
// подставить текущую цену
var quote = QuoteStorage.Instance.ReceiveValue(order.Symbol);
if (quote == null)
{
return(RequestStatus.NoPrice);
}
order.PriceEnter = order.Side > 0 ? quote.ask : quote.bid;
// проверить проскальзывание
if (slippagePoints != 0)
{
var slippageAbs = DalSpot.Instance.GetAbsValue(order.Symbol, slippagePoints);
var delta = Math.Abs(order.PriceEnter - (float)requestedPrice);
if (delta > (float)slippageAbs)
{
return(RequestStatus.Slippage);
}
}
if (account.Balance <= 0)
{
Logger.ErrorFormat("SendNewOrderRequest (счет {0}) - баланс счета равен 0", account.ID);
return(RequestStatus.DealerError);
}
// получить уникальный Id сигнала, он же - Magic для ордера
// посчитать плечо, пересчитав объем в валюту депо
bool areEqual, inverse;
var baseTicker = DalSpot.Instance.FindSymbol(order.Symbol, true, account.Currency,
out inverse, out areEqual);
if (!areEqual && string.IsNullOrEmpty(baseTicker))
{
Logger.ErrorFormat("SendNewOrderRequest - неизвестный сивол пересчета базовой валюты ({0})",
order.Symbol);
return(RequestStatus.DealerError);
}
var rateDepo = 1f;
if (!areEqual)
{
var baseQuote = QuoteStorage.Instance.ReceiveValue(baseTicker);
if (baseQuote == null)
{
Logger.ErrorFormat("SendNewOrderRequest - нет котировки {0} для пересчета базовой валюты",
baseQuote);
return(RequestStatus.DealerError);
}
rateDepo = inverse ? 1 / quote.ask : quote.bid;
}
var volumeDepo = order.Volume * rateDepo;
var leverage = (decimal)volumeDepo / account.Balance;
// отправить сигнал
var signal = new ManagerSignal
{
Id = DateTime.Now.Ticks.ToString(),
Price = (decimal)order.PriceEnter,
Side = order.Side,
Symbol = order.Symbol,
Leverage = (decimal)leverage,
Category = signalCategoryCode
};
// !!!
// переделал ID сигнала в запись поля expertComment вместо comment
//order.Comment = signal.Id;
order.ExpertComment = signal.Id;
// отправка сигнала успешна?)
var timeExec = new ThreadSafeTimeStamp();
timeExec.Touch();
if (!SendSignal(signal, true))
{
return(RequestStatus.DealerError);
}
int posID;
// сохранить ордер (и уведомить клиента)
var endTime = DateTime.Now - timeExec.GetLastHit();
Logger.InfoFormat("Время исполнения SendNewOrderRequest SendSignal: {0} секунд, {1} миллисекунд", endTime.TotalSeconds, endTime.TotalMilliseconds);
timeExec.Touch();
var result = ServerInterface.SaveOrderAndNotifyClient(order, out posID);
endTime = DateTime.Now - timeExec.GetLastHit();
Logger.InfoFormat("Время исполнения SendNewOrderRequest - SaveOrderAndNotifyClient: {0} секунд, {1} миллисекунд", endTime.TotalSeconds, endTime.TotalMilliseconds);
return(result ? RequestStatus.OK : RequestStatus.SerializationError);
}
public IndicatorFiboDiver()
{
CreateOwnPanel = false;
lastUpdateTime.Touch();
}
