public MainWindow()
{
InitializeComponent();
_orderLogWindow.MakeHideable();
_tradesWindow.MakeHideable();
_securitiesWindow.MakeHideable();
Title = Title.Put("ITCH");
Instance = this;
_logManager.Listeners.Add(new FileLogListener {
LogDirectory = "StockSharp_ITCH"
});
_logManager.Listeners.Add(new GuiLogListener(Monitor));
// create connector
Trader = new ItchTrader
{
LogLevel = LogLevels.Debug,
CreateDepthFromOrdersLog = true
};
_logManager.Sources.Add(Trader);
Settings.SelectedObject = Trader.MarketDataAdapter;
}
public MainWindow()
{
InitializeComponent();
_orderLogWindow.MakeHideable();
_tradesWindow.MakeHideable();
_securitiesWindow.MakeHideable();
Title = Title.Put("ITCH");
Instance = this;
_logManager.Listeners.Add(new FileLogListener { LogDirectory = "StockSharp_ITCH" });
_logManager.Listeners.Add(new GuiLogListener(Monitor));
// create connector
Trader = new ItchTrader
{
LogLevel = LogLevels.Debug,
CreateDepthFromOrdersLog = true
};
_logManager.Sources.Add(Trader);
Settings.SelectedObject = Trader.MarketDataAdapter;
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (!_isConnected)
{
if (Login.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2974);
return;
}
else if (Password.Password.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2975);
return;
}
if (Trader == null)
{
// create connector
Trader = new ItchTrader
{
//LogLevel = LogLevels.Debug,
CreateDepthFromOrdersLog = true
};
_logManager.Sources.Add(Trader);
ConfigManager.RegisterService(new FilterableSecurityProvider(Trader));
// update gui labes
Trader.ReConnectionSettings.WorkingTime = ExchangeBoard.Forts.WorkingTime;
Trader.Restored += () => this.GuiAsync(() =>
{
// разблокируем кнопку Экспорт (соединение было восстановлено)
ChangeConnectStatus(true);
MessageBox.Show(this, LocalizedStrings.Str2958);
});
// subscribe on connection successfully event
Trader.Connected += () =>
{
// set flag (connection is established)
_isConnected = true;
// update gui labes
this.GuiAsync(() => ChangeConnectStatus(true));
};
Trader.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));
// subscribe on connection error event
Trader.ConnectionError += error => this.GuiAsync(() =>
{
// update gui labes
ChangeConnectStatus(false);
MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});
// subscribe on error event
Trader.Error += error =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
// subscribe on error of market data subscription event
Trader.MarketDataSubscriptionFailed += (security, type, error) =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(type, security)));
var isAllDepths = AllDepths.IsChecked == true;
Trader.NewSecurities += securities =>
{
foreach (var security in securities)
{
_securitiesWindow.SecurityPicker.Securities.Add(security);
if (isAllDepths && _requestedBoards.Add(security.Board.Code))
{
Trader.SendInMessage(new MarketDataMessage
{
SecurityId = new SecurityId
{
BoardCode = security.Board.Code,
},
IsSubscribe = true,
DataType = MarketDataTypes.OrderLog,
TransactionId = Trader.TransactionIdGenerator.GetNextId(),
});
}
}
};
Trader.NewTrades += _tradesWindow.TradeGrid.Trades.AddRange;
Trader.NewOrderLogItems += _orderLogWindow.OrderLogGrid.LogItems.AddRange;
// set market data provider
_securitiesWindow.SecurityPicker.MarketDataProvider = Trader;
ShowSecurities.IsEnabled = ShowTrades.IsEnabled = ShowOrdersLog.IsEnabled = true;
}
Trader.Login = Login.Text;
Trader.Password = Password.Password;
Trader.PrimaryMulticast = new MulticastSourceAddress
{
GroupAddress = GroupAddr.Address,
SourceAddress = SourceAddr.Address,
Port = Port.Value ?? 0
};
Trader.RecoveryAddress = Recovery.EndPoint;
Trader.ReplayAddress = Replay.EndPoint;
Trader.SecurityCsvFile = SecuritiesCsv.Text;
// clear password box for security reason
//Password.Clear();
Trader.Connect();
}
else
{
Trader.Disconnect();
}
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (!_isConnected)
{
if (Login.Text.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2974);
return;
}
else if (Password.Password.IsEmpty())
{
MessageBox.Show(this, LocalizedStrings.Str2975);
return;
}
if (Trader == null)
{
// create connector
Trader = new ItchTrader
{
//LogLevel = LogLevels.Debug,
CreateDepthFromOrdersLog = true
};
_logManager.Sources.Add(Trader);
ConfigManager.RegisterService(new FilterableSecurityProvider(Trader));
// update gui labes
Trader.ReConnectionSettings.WorkingTime = ExchangeBoard.Forts.WorkingTime;
Trader.Restored += () => this.GuiAsync(() =>
{
// разблокируем кнопку Экспорт (соединение было восстановлено)
ChangeConnectStatus(true);
MessageBox.Show(this, LocalizedStrings.Str2958);
});
// subscribe on connection successfully event
Trader.Connected += () =>
{
// set flag (connection is established)
_isConnected = true;
// update gui labes
this.GuiAsync(() => ChangeConnectStatus(true));
};
Trader.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));
// subscribe on connection error event
Trader.ConnectionError += error => this.GuiAsync(() =>
{
// update gui labes
ChangeConnectStatus(false);
MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});
// subscribe on error event
Trader.Error += error =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
// subscribe on error of market data subscription event
Trader.MarketDataSubscriptionFailed += (security, type, error) =>
this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(type, security)));
var isAllDepths = AllDepths.IsChecked == true;
Trader.NewSecurities += securities =>
{
foreach (var security in securities)
{
_securitiesWindow.SecurityPicker.Securities.Add(security);
if (isAllDepths && _requestedBoards.Add(security.Board.Code))
{
Trader.SendInMessage(new MarketDataMessage
{
SecurityId = new SecurityId
{
BoardCode = security.Board.Code,
},
IsSubscribe = true,
DataType = MarketDataTypes.OrderLog,
TransactionId = Trader.TransactionIdGenerator.GetNextId(),
});
}
}
};
Trader.NewTrades += _tradesWindow.TradeGrid.Trades.AddRange;
Trader.NewOrderLogItems += _orderLogWindow.OrderLogGrid.LogItems.AddRange;
// set market data provider
_securitiesWindow.SecurityPicker.MarketDataProvider = Trader;
ShowSecurities.IsEnabled = ShowTrades.IsEnabled = ShowOrdersLog.IsEnabled = true;
}
Trader.Login = Login.Text;
Trader.Password = Password.Password;
Trader.PrimaryMulticast = new MulticastSourceAddress
{
GroupAddress = GroupAddr.Address,
SourceAddress = SourceAddr.Address,
Port = Port.Value ?? 0
};
Trader.RecoveryAddress = Recovery.EndPoint;
Trader.ReplayAddress = Replay.EndPoint;
Trader.SecurityCsvFile = SecuritiesCsv.Text;
// clear password box for security reason
//Password.Clear();
Trader.Connect();
}
else
{
Trader.Disconnect();
}
}