public RCallbacksImpl(RithmicClient client, ILogReceiver receiver)
{
if (client == null)
throw new ArgumentNullException(nameof(client));
if (receiver == null)
throw new ArgumentNullException(nameof(receiver));
_client = client;
_receiver = receiver;
}
public RCallbacksImpl(RithmicClient client, ILogReceiver receiver)
{
if (client == null)
{
throw new ArgumentNullException(nameof(client));
}
if (receiver == null)
{
throw new ArgumentNullException(nameof(receiver));
}
_client = client;
_receiver = receiver;
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_accounts.Clear();
_quotes.Clear();
if (_client != null)
{
try
{
_client.Session.logout();
}
catch (Exception ex)
{
SendOutError(ex);
}
_client = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_client != null)
throw new InvalidOperationException(LocalizedStrings.Str1619);
Connect();
break;
}
case MessageTypes.Disconnect:
{
if (_client == null)
throw new InvalidOperationException(LocalizedStrings.Str1856);
_client.Session.logout();
break;
}
case MessageTypes.OrderRegister:
ProcessRegisterMessage((OrderRegisterMessage)message);
break;
case MessageTypes.OrderReplace:
ProcessReplaceMessage((OrderReplaceMessage)message);
break;
case MessageTypes.OrderCancel:
ProcessCancelMessage((OrderCancelMessage)message);
break;
case MessageTypes.OrderGroupCancel:
ProcessGroupCancelMessage((OrderGroupCancelMessage)message);
break;
case MessageTypes.OrderStatus:
ProcessOrderStatusMessage();
break;
case MessageTypes.SecurityLookup:
ProcessSecurityLookupMessage((SecurityLookupMessage)message);
break;
case MessageTypes.PortfolioLookup:
_client.Session.getAccounts();
break;
case MessageTypes.Portfolio:
ProcessPortfolioMessage((PortfolioMessage)message);
break;
case MessageTypes.MarketData:
ProcessMarketDataMessage((MarketDataMessage)message);
break;
case MessageTypes.ChangePassword:
var newPassword = ((ChangePasswordMessage)message).NewPassword;
_client.Session.changePassword(Password.To<string>(), newPassword.To<string>());
break;
}
}
private void SessionHolderOnAlert(AlertInfo info)
{
try
{
if (!_connStates.ContainsKey(info.ConnectionId))
{
this.AddErrorLog("Received alert for unexpected connection id ({0}):\n{1}",
info.ConnectionId, info.DumpableToString());
return;
}
this.AddInfoLog("{0}: {1} - '{2}'", info.AlertType, info.ConnectionId, info.Message);
switch (info.AlertType)
{
case AlertType.ConnectionOpened:
case AlertType.TradingEnabled:
break;
case AlertType.LoginComplete:
{
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = true;
canProcess = dict.Values.All(connected => connected == null || connected == true);
}
if (canProcess)
SendOutMessage(new ConnectMessage());
break;
}
case AlertType.ConnectionClosed:
{
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = false;
canProcess = dict.Values.All(connected => connected == null || connected == false);
}
if (canProcess)
{
SendOutMessage(new DisconnectMessage());
_client.Session.shutdown();
}
break;
}
case AlertType.LoginFailed:
case AlertType.ServiceError:
case AlertType.ForcedLogout:
{
this.AddErrorLog(info.AlertType.ToString());
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = false;
canProcess = dict.Values.All(connected => connected == null || connected == false);
}
if (canProcess)
SendOutMessage(new ConnectMessage { Error = new InvalidOperationException(LocalizedStrings.Str3458Params.Put(info.Message)) });
break;
}
case AlertType.ShutdownSignal:
{
_client.OrderInfo -= SessionHolderOnOrderInfo;
_client.OrderBust -= SessionHolderOnOrderBust;
_client.OrderCancel -= SessionHolderOnOrderCancel;
_client.OrderCancelFailure -= SessionHolderOnOrderCancelFailure;
_client.OrderFailure -= SessionHolderOnOrderFailure;
_client.OrderFill -= SessionHolderOnOrderFill;
_client.OrderLineUpdate -= SessionHolderOnOrderLineUpdate;
_client.OrderModify -= SessionHolderOnOrderModify;
_client.OrderModifyFailure -= SessionHolderOnOrderModifyFailure;
_client.OrderReject -= SessionHolderOnOrderReject;
_client.OrderReport -= SessionHolderOnOrderReport;
_client.OrderStatus -= SessionHolderOnOrderStatus;
_client.OrderReplay -= SessionHolderOnOrderReplay;
_client.Execution -= SessionHolderOnExecution;
_client.AccountPnL -= SessionHolderOnAccountPnL;
_client.AccountPnLUpdate -= SessionHolderOnAccountPnLUpdate;
_client.AccountRms -= SessionHolderOnAccountRms;
_client.Accounts -= SessionHolderOnAccounts;
_client.AccountSodUpdate -= SessionHolderOnAccountSodUpdate;
_client.TransactionError -= SendOutError;
_client.SecurityBinaryContracts -= SessionHolderOnSecurityBinaryContracts;
_client.SecurityInstrumentByUnderlying -= SessionHolderOnSecurityInstrumentByUnderlying;
_client.SecurityOptions -= SessionHolderOnSecurityOptions;
_client.SecurityRefData -= SessionHolderOnSecurityRefData;
_client.Exchanges -= SessionHolderOnExchanges;
_client.BidQuote -= SessionHolderOnBidQuote;
_client.BestBidQuote -= SessionHolderOnBestBidQuote;
_client.AskQuote -= SessionHolderOnAskQuote;
_client.BestAskQuote -= SessionHolderOnBestAskQuote;
_client.EndQuote -= SessionHolderOnEndQuote;
_client.Level1 -= SessionHolderOnLevel1;
_client.OrderBook -= SessionHolderOnOrderBook;
_client.SettlementPrice -= SessionHolderOnSettlementPrice;
_client.TradeCondition -= SessionHolderOnTradeCondition;
_client.TradePrint -= SessionHolderOnTradePrint;
_client.TradeVolume -= SessionHolderOnTradeVolume;
_client.TradeReplay -= SessionHolderOnTradeReplay;
_client.TimeBar -= SessionHolderOnTimeBar;
_client.TimeBarReplay -= SessionHolderOnTimeBarReplay;
_client.MarketDataError -= SendOutError;
_client.Alert -= SessionHolderOnAlert;
_client.PasswordChange -= SessionHolderOnPasswordChange;
_client = null;
break;
}
case AlertType.ConnectionBroken:
case AlertType.TradingDisabled:
case AlertType.QuietHeartbeat:
{
this.AddErrorLog(info.AlertType.ToString());
break;
}
default:
this.AddWarningLog("Unhandled alert: {0}:{1}:{2}", info.ConnectionId, info.AlertType, info.Message);
break;
}
}
catch (Exception ex)
{
SendOutError(ex);
}
}
private void Connect()
{
if (UserName.IsEmpty() || Password.IsEmpty())
throw new InvalidOperationException(LocalizedStrings.Str3456);
_client = new RithmicClient(this, AdminConnectionPoint, CertFile, DomainServerAddress, DomainName,
LicenseServerAddress, LocalBrokerAddress, LoggerAddress, LogFileName);
_client.OrderInfo += SessionHolderOnOrderInfo;
_client.OrderBust += SessionHolderOnOrderBust;
_client.OrderCancel += SessionHolderOnOrderCancel;
_client.OrderCancelFailure += SessionHolderOnOrderCancelFailure;
_client.OrderFailure += SessionHolderOnOrderFailure;
_client.OrderFill += SessionHolderOnOrderFill;
_client.OrderLineUpdate += SessionHolderOnOrderLineUpdate;
_client.OrderModify += SessionHolderOnOrderModify;
_client.OrderModifyFailure += SessionHolderOnOrderModifyFailure;
_client.OrderReject += SessionHolderOnOrderReject;
_client.OrderReport += SessionHolderOnOrderReport;
_client.OrderStatus += SessionHolderOnOrderStatus;
_client.OrderReplay += SessionHolderOnOrderReplay;
_client.Execution += SessionHolderOnExecution;
_client.AccountPnL += SessionHolderOnAccountPnL;
_client.AccountPnLUpdate += SessionHolderOnAccountPnLUpdate;
_client.AccountRms += SessionHolderOnAccountRms;
_client.Accounts += SessionHolderOnAccounts;
_client.AccountSodUpdate += SessionHolderOnAccountSodUpdate;
_client.TransactionError += SendOutError;
_client.SecurityBinaryContracts += SessionHolderOnSecurityBinaryContracts;
_client.SecurityInstrumentByUnderlying += SessionHolderOnSecurityInstrumentByUnderlying;
_client.SecurityOptions += SessionHolderOnSecurityOptions;
_client.SecurityRefData += SessionHolderOnSecurityRefData;
_client.Exchanges += SessionHolderOnExchanges;
_client.BidQuote += SessionHolderOnBidQuote;
_client.BestBidQuote += SessionHolderOnBestBidQuote;
_client.AskQuote += SessionHolderOnAskQuote;
_client.BestAskQuote += SessionHolderOnBestAskQuote;
_client.EndQuote += SessionHolderOnEndQuote;
_client.Level1 += SessionHolderOnLevel1;
_client.OrderBook += SessionHolderOnOrderBook;
_client.SettlementPrice += SessionHolderOnSettlementPrice;
_client.TradeCondition += SessionHolderOnTradeCondition;
_client.TradePrint += SessionHolderOnTradePrint;
_client.TradeVolume += SessionHolderOnTradeVolume;
_client.TradeReplay += SessionHolderOnTradeReplay;
_client.TimeBar += SessionHolderOnTimeBar;
_client.TimeBarReplay += SessionHolderOnTimeBarReplay;
_client.MarketDataError += SendOutError;
_client.Alert += SessionHolderOnAlert;
_client.PasswordChange += SessionHolderOnPasswordChange;
_connStates[ConnectionId.TradingSystem] = TransactionConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.MarketData] = MarketDataConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.PnL] = PositionConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.History] = HistoricalConnectionPoint.IsEmpty() ? (bool?)null : false;
_client.Session.login(_client.Callbacks,
UserName, Password.To<string>(),
MarketDataConnectionPoint,
TransactionalUserName.IsEmpty() ? UserName : TransactionalUserName,
(TransactionalPassword.IsEmpty() ? Password : TransactionalPassword).To<string>(),
TransactionConnectionPoint,
PositionConnectionPoint,
HistoricalConnectionPoint);
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_accounts.Clear();
_quotes.Clear();
if (_client != null)
{
try
{
_client.Session.logout();
}
catch (Exception ex)
{
SendOutError(ex);
}
_client = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_client != null)
{
throw new InvalidOperationException(LocalizedStrings.Str1619);
}
Connect();
break;
}
case MessageTypes.Disconnect:
{
if (_client == null)
{
throw new InvalidOperationException(LocalizedStrings.Str1856);
}
_client.Session.logout();
break;
}
case MessageTypes.OrderRegister:
ProcessRegisterMessage((OrderRegisterMessage)message);
break;
case MessageTypes.OrderReplace:
ProcessReplaceMessage((OrderReplaceMessage)message);
break;
case MessageTypes.OrderCancel:
ProcessCancelMessage((OrderCancelMessage)message);
break;
case MessageTypes.OrderGroupCancel:
ProcessGroupCancelMessage((OrderGroupCancelMessage)message);
break;
case MessageTypes.OrderStatus:
ProcessOrderStatusMessage();
break;
case MessageTypes.SecurityLookup:
ProcessSecurityLookupMessage((SecurityLookupMessage)message);
break;
case MessageTypes.PortfolioLookup:
_client.Session.getAccounts();
break;
case MessageTypes.Portfolio:
ProcessPortfolioMessage((PortfolioMessage)message);
break;
case MessageTypes.MarketData:
ProcessMarketDataMessage((MarketDataMessage)message);
break;
case MessageTypes.ChangePassword:
var newPassword = ((ChangePasswordMessage)message).NewPassword;
_client.Session.changePassword(Password.To <string>(), newPassword.To <string>());
break;
}
}
private void SessionHolderOnAlert(AlertInfo info)
{
try
{
if (!_connStates.ContainsKey(info.ConnectionId))
{
this.AddErrorLog("Received alert for unexpected connection id ({0}):\n{1}",
info.ConnectionId, info.DumpableToString());
return;
}
this.AddInfoLog("{0}: {1} - '{2}'", info.AlertType, info.ConnectionId, info.Message);
switch (info.AlertType)
{
case AlertType.ConnectionOpened:
case AlertType.TradingEnabled:
break;
case AlertType.LoginComplete:
{
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = true;
canProcess = dict.Values.All(connected => connected == null || connected == true);
}
if (canProcess)
{
SendOutMessage(new ConnectMessage());
}
break;
}
case AlertType.ConnectionClosed:
{
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = false;
canProcess = dict.Values.All(connected => connected == null || connected == false);
}
if (canProcess)
{
SendOutMessage(new DisconnectMessage());
_client.Session.shutdown();
}
break;
}
case AlertType.LoginFailed:
case AlertType.ServiceError:
case AlertType.ForcedLogout:
{
this.AddErrorLog(info.AlertType.ToString());
var dict = _connStates;
bool canProcess;
lock (dict.SyncRoot)
{
dict[info.ConnectionId] = false;
canProcess = dict.Values.All(connected => connected == null || connected == false);
}
if (canProcess)
{
SendOutMessage(new ConnectMessage {
Error = new InvalidOperationException(LocalizedStrings.Str3458Params.Put(info.Message))
});
}
break;
}
case AlertType.ShutdownSignal:
{
_client.OrderInfo -= SessionHolderOnOrderInfo;
_client.OrderBust -= SessionHolderOnOrderBust;
_client.OrderCancel -= SessionHolderOnOrderCancel;
_client.OrderCancelFailure -= SessionHolderOnOrderCancelFailure;
_client.OrderFailure -= SessionHolderOnOrderFailure;
_client.OrderFill -= SessionHolderOnOrderFill;
_client.OrderLineUpdate -= SessionHolderOnOrderLineUpdate;
_client.OrderModify -= SessionHolderOnOrderModify;
_client.OrderModifyFailure -= SessionHolderOnOrderModifyFailure;
_client.OrderReject -= SessionHolderOnOrderReject;
_client.OrderReport -= SessionHolderOnOrderReport;
_client.OrderStatus -= SessionHolderOnOrderStatus;
_client.OrderReplay -= SessionHolderOnOrderReplay;
_client.Execution -= SessionHolderOnExecution;
_client.AccountPnL -= SessionHolderOnAccountPnL;
_client.AccountPnLUpdate -= SessionHolderOnAccountPnLUpdate;
_client.AccountRms -= SessionHolderOnAccountRms;
_client.Accounts -= SessionHolderOnAccounts;
_client.AccountSodUpdate -= SessionHolderOnAccountSodUpdate;
_client.TransactionError -= SendOutError;
_client.SecurityBinaryContracts -= SessionHolderOnSecurityBinaryContracts;
_client.SecurityInstrumentByUnderlying -= SessionHolderOnSecurityInstrumentByUnderlying;
_client.SecurityOptions -= SessionHolderOnSecurityOptions;
_client.SecurityRefData -= SessionHolderOnSecurityRefData;
_client.Exchanges -= SessionHolderOnExchanges;
_client.BidQuote -= SessionHolderOnBidQuote;
_client.BestBidQuote -= SessionHolderOnBestBidQuote;
_client.AskQuote -= SessionHolderOnAskQuote;
_client.BestAskQuote -= SessionHolderOnBestAskQuote;
_client.EndQuote -= SessionHolderOnEndQuote;
_client.Level1 -= SessionHolderOnLevel1;
_client.OrderBook -= SessionHolderOnOrderBook;
_client.SettlementPrice -= SessionHolderOnSettlementPrice;
_client.TradeCondition -= SessionHolderOnTradeCondition;
_client.TradePrint -= SessionHolderOnTradePrint;
_client.TradeVolume -= SessionHolderOnTradeVolume;
_client.TradeReplay -= SessionHolderOnTradeReplay;
_client.TimeBar -= SessionHolderOnTimeBar;
_client.TimeBarReplay -= SessionHolderOnTimeBarReplay;
_client.MarketDataError -= SendOutError;
_client.Alert -= SessionHolderOnAlert;
_client.PasswordChange -= SessionHolderOnPasswordChange;
_client = null;
break;
}
case AlertType.ConnectionBroken:
case AlertType.TradingDisabled:
case AlertType.QuietHeartbeat:
{
this.AddErrorLog(info.AlertType.ToString());
break;
}
default:
this.AddWarningLog("Unhandled alert: {0}:{1}:{2}", info.ConnectionId, info.AlertType, info.Message);
break;
}
}
catch (Exception ex)
{
SendOutError(ex);
}
}
private void Connect()
{
if (UserName.IsEmpty() || Password.IsEmpty())
{
throw new InvalidOperationException(LocalizedStrings.Str3456);
}
_client = new RithmicClient(this, AdminConnectionPoint, CertFile, DomainServerAddress, DomainName,
LicenseServerAddress, LocalBrokerAddress, LoggerAddress, LogFileName);
_client.OrderInfo += SessionHolderOnOrderInfo;
_client.OrderBust += SessionHolderOnOrderBust;
_client.OrderCancel += SessionHolderOnOrderCancel;
_client.OrderCancelFailure += SessionHolderOnOrderCancelFailure;
_client.OrderFailure += SessionHolderOnOrderFailure;
_client.OrderFill += SessionHolderOnOrderFill;
_client.OrderLineUpdate += SessionHolderOnOrderLineUpdate;
_client.OrderModify += SessionHolderOnOrderModify;
_client.OrderModifyFailure += SessionHolderOnOrderModifyFailure;
_client.OrderReject += SessionHolderOnOrderReject;
_client.OrderReport += SessionHolderOnOrderReport;
_client.OrderStatus += SessionHolderOnOrderStatus;
_client.OrderReplay += SessionHolderOnOrderReplay;
_client.Execution += SessionHolderOnExecution;
_client.AccountPnL += SessionHolderOnAccountPnL;
_client.AccountPnLUpdate += SessionHolderOnAccountPnLUpdate;
_client.AccountRms += SessionHolderOnAccountRms;
_client.Accounts += SessionHolderOnAccounts;
_client.AccountSodUpdate += SessionHolderOnAccountSodUpdate;
_client.TransactionError += SendOutError;
_client.SecurityBinaryContracts += SessionHolderOnSecurityBinaryContracts;
_client.SecurityInstrumentByUnderlying += SessionHolderOnSecurityInstrumentByUnderlying;
_client.SecurityOptions += SessionHolderOnSecurityOptions;
_client.SecurityRefData += SessionHolderOnSecurityRefData;
_client.Exchanges += SessionHolderOnExchanges;
_client.BidQuote += SessionHolderOnBidQuote;
_client.BestBidQuote += SessionHolderOnBestBidQuote;
_client.AskQuote += SessionHolderOnAskQuote;
_client.BestAskQuote += SessionHolderOnBestAskQuote;
_client.EndQuote += SessionHolderOnEndQuote;
_client.Level1 += SessionHolderOnLevel1;
_client.OrderBook += SessionHolderOnOrderBook;
_client.SettlementPrice += SessionHolderOnSettlementPrice;
_client.TradeCondition += SessionHolderOnTradeCondition;
_client.TradePrint += SessionHolderOnTradePrint;
_client.TradeVolume += SessionHolderOnTradeVolume;
_client.TradeReplay += SessionHolderOnTradeReplay;
_client.TimeBar += SessionHolderOnTimeBar;
_client.TimeBarReplay += SessionHolderOnTimeBarReplay;
_client.MarketDataError += SendOutError;
_client.Alert += SessionHolderOnAlert;
_client.PasswordChange += SessionHolderOnPasswordChange;
_connStates[ConnectionId.TradingSystem] = TransactionConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.MarketData] = MarketDataConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.PnL] = PositionConnectionPoint.IsEmpty() ? (bool?)null : false;
_connStates[ConnectionId.History] = HistoricalConnectionPoint.IsEmpty() ? (bool?)null : false;
_client.Session.login(_client.Callbacks,
UserName, Password.To <string>(),
MarketDataConnectionPoint,
TransactionalUserName.IsEmpty() ? UserName : TransactionalUserName,
(TransactionalPassword.IsEmpty() ? Password : TransactionalPassword).To <string>(),
TransactionConnectionPoint,
PositionConnectionPoint,
HistoricalConnectionPoint);
}
