public API_CMA()
{
this._batchOperation = new TableBatchOperation();
this._track = new ConcurrentDictionary <int, string>();
this._orders = new ConcurrentDictionary <string, NewOrderData>();
this._lasttime = new ConcurrentDictionary <string, DateTime>();
this._keealiveoms = true;
this._omsclient = new RoboTrading();
this._omsclient.OnStatusChanged += _omsclient_OnStatusChanged;
this._omsclient.OnNewOrderReply += _omsclient_OnNewOrderReply;
this._omsclient.OnCancelOrderReply += _omsclient_OnCancelOrderReply;
this._omsclient.OnOrderListReply += _omsclient_OnOrderListReply;
this._omsclient.OnOrderListUpdate += _omsclient_OnOrderListUpdate;
this._lasttime.TryAdd("NPC", BvspTime);
this._keealivenpc = true;
this._npcClient = new DdeClient("profitchart", "cot");
this._npcClient.Advise += OnTickArrived;
this._npcClient.Disconnected += (s, e) => { IsDDEAvailable(_npcClient); };
this._npcSymbols = new ConcurrentDictionary <string, DateTime>();
this._lasttime.TryAdd("CMA", BvspTime);
this._keealivecma = true;
this._cmaClient = new DdeClient("TWSVR", "CMA");
this._cmaClient.Advise += OnTickArrived;
this._cmaClient.Disconnected += (s, e) => { IsDDEAvailable(_cmaClient); };
this._cmaSymbols = new ConcurrentDictionary <string, DateTime>();
}
/// <summary>
/// Keep alive connection to CMA OMS
/// </summary>
private void KeepAliveOMS()
{
while (true)
{
Thread.Sleep(60000);
if (Process.GetProcessesByName("cmas4").Length < 1)
{
NotifyOMS("OFF CMA indisponível.");
continue;
}
var ireply = this.RoboStart();
while (ireply == 90130)
{
_omsclient = null;
Thread.Sleep(10000);
ireply = this.RoboStart();
}
if (ireply > 1 && ireply != 90140)
{
this.Stop();
this.RoboStart();
this.OrderList();
}
}
}
private void Dispose()
{
if (_ddeclient != null)
{
_ddeclient.Dispose();
}
NotifyDDE("OFF Conexão ao DDE server parada");
this.Stop();
_omsclient = null;
_ddeclient = null;
}
public void Dispose()
{
NotifyDDE("OFF Conexão ao DDE server parada");
_keealiveoms = false;
_keealivecma = false;
_keealivenpc = false;
if (_cmaClient != null)
{
_cmaClient.Dispose();
}
if (_npcClient != null)
{
_npcClient.Dispose();
}
_omsclient = null;
_cmaClient = null;
_npcClient = null;
}
private void CreateInstance()
{
_omsclient = new RoboTrading();
#region OnStatusChanged
_omsclient.OnStatusChanged += (iStat, sDesc) =>
{
if (iStat == 100)
{
this.Start();
}
if (iStat == 110)
{
this.Stop();
}
};
#endregion
#region OnNewOrderReply
_omsclient.OnNewOrderReply += (id, key, sDesc, iStat) =>
{
var info = "";
if (iStat == 1)
{
return;
}
_track.TryRemove(id, out info);
if (sDesc.Contains("Erro de acesso a base de dados"))
{
// var detail = info.Split(' ');
// var order = new NewOrderData();
// _orders.TryGetValue(detail[0], out order);
// order.Symbol = detail[1];
// order.ClientID = detail[4];
// order.Quantity = double.Parse(detail[5]);
// var iReqID = 0;
// var status = "OK";
// if (_rt != null) _rt.NewOrder(order, out iReqID, out status);
// if (status != "OK") OnStatusChanged("Nova tentativa para: " + info);
// else OnStatusChanged("OFF " + status + " " + info);
// _track.TryAdd(iReqID, info);
// return;
}
NotifyOMS(info + sDesc.Trim());
};
#endregion
#region OnCancelOrderReply
_omsclient.OnCancelOrderReply += (key, sDesc, iStat) =>
{
if (iStat > 1)
{
NotifyOMS("Falha ao cancelar ordem #" + key.Trim() + " " + sDesc); return;
}
//var info = new OrderInfo();
//var output = "Ordem " + key.Trim() + " cancelada com sucesso";
////if (iStat == 1) ShadowOrders.TryRemove(key.Trim(), out info);
//if (iStat != 1) output = output
// .Replace("cancelada com sucesso", " nao foi cancelada. Motivo: " + sDesc);
};
#endregion
#region OnOrderListReply
_omsclient.OnOrderListReply += (iCount, s, i) =>
{
#region Save all pending order in a list
//int iNumOrders;
//var data = new string[3];
//var iReply = _rt.GetOrderIDsFromList(new IDFilter(),
// out data[0], out iNumOrders, out data[1], out data[2]);
//foreach (var id in data[0].Trim().Split('\t'))
//{
// var info = new OrderInfo();
// iReply = _rt.GetOrderInfo(id.Trim(), "F", info, out data[2]);
// if (info.Identificator.Length > 0)
// {
// if (info.OrderStatus == "E")
// ReferencePrice.TryAdd(info.Identificator, info.Price);
// Debug.WriteLine(info.Identificator);
// }
//}
#endregion
#region OnOrderListUpdate
_omsclient.OnOrderListUpdate += (key, sDesc, iStat) =>
{
var info = new OrderInfo();
iStat = _omsclient.GetOrderInfo(key.Trim(), "F", info, out sDesc);
sDesc = iStat + ": " + sDesc + " > " + info.OrderID + " " + info.OrderStatus + " " + info.Quantity;
Debug.WriteLine(sDesc);
if (!info.Identificator.Contains(":"))
{
return;
}
if (info.OrderStatus == "X")
{
}
//if (info.OrderStatus == "E")
// _porders.TryAdd(info.OrderID, info);
};
#endregion
};
#endregion
}