// **********************************************************************
public string KillOrder(long oid)
{
if (connected)
{
transId++;
Trans2Quik.Result r = Trans2Quik.SEND_ASYNC_TRANSACTION(
"TRANS_ID=" + transId +
"; SECCODE=" + secCode +
"; CLASSCODE=" + classCode +
"; ACTION=KILL_ORDER; ORDER_KEY=" + oid +
";",
out error, msg, msg.Capacity);
if (r == Trans2Quik.Result.SUCCESS)
{
return(null);
}
else
{
return(msg.Length > 0 ? Trim(msg.ToString()) : r + ", " + error);
}
}
else
{
return(NoConnectionText);
}
}
// **********************************************************************
// * Сделки *
// **********************************************************************
void TradeStatusCallback(
int nMode,
double trade_id,
double order_id,
string classCode,
string secCode,
double price,
int quantity,
double msum,
int isSell,
int tradeDescriptor)
{
if (nMode == 0)
{
if (isSell != 0)
{
quantity = -quantity;
}
string comment = Marshal.PtrToStringAnsi(Trans2Quik.TRADE_BROKERREF(tradeDescriptor));
if ((comment.EndsWith(cfg.FullProgName) || cfg.u.AcceptAllTrades))
{
mgr.PutOwnTrade(new OwnTrade(Price.GetInt(price), quantity));
}
}
}
// **********************************************************************
// * Управление заявками *
// **********************************************************************
string SendOrder(char op, int price, int quantity, out int tid)
{
if (connected)
{
tid = ++transId;
Trans2Quik.Result r = Trans2Quik.SEND_ASYNC_TRANSACTION(
"TRANS_ID=" + tid +
"; ACCOUNT=" + cfg.u.QuikAccount +
"; CLIENT_CODE=" + cfg.u.QuikClientCode + "//" + cfg.FullProgName +
"; SECCODE=" + secCode +
"; CLASSCODE=" + classCode +
"; ACTION=NEW_ORDER; OPERATION=" + op +
"; PRICE=" + Price.GetRaw(price) +
"; QUANTITY=" + quantity +
";",
out error, msg, msg.Capacity);
if (r == Trans2Quik.Result.SUCCESS)
{
return(null);
}
else
{
tid = 0;
return(msg.Length > 0 ? Trim(msg.ToString()) : r + ", " + error);
}
}
else
{
tid = 0;
return(NoConnectionText);
}
}
// **********************************************************************
public void Deactivate()
{
working = false;
if (connected)
{
Trans2Quik.DISCONNECT(out error, msg, msg.Capacity);
}
}
// **********************************************************************
public void Disconnect()
{
working = false;
connecting.Change(Timeout.Infinite, Timeout.Infinite);
if (connected)
{
Trans2Quik.DISCONNECT(out error, msg, msg.Capacity);
}
}
// **********************************************************************
// * Соединение *
// **********************************************************************
void TryConnect(Object state)
{
if (working)
{
try
{
if (
Trans2Quik.SET_CONNECTION_STATUS_CALLBACK(StatusCallback, out error, msg, msg.Capacity) != Trans2Quik.Result.SUCCESS
||
Trans2Quik.SET_TRANSACTIONS_REPLY_CALLBACK(TransactionReplyCallback, out error, msg, msg.Capacity) != Trans2Quik.Result.SUCCESS
)
{
mgr.ConnectionUpdate(TermConnection.None, msg.ToString());
return;
}
Trans2Quik.Result result = Trans2Quik.CONNECT(cfg.u.QuikFolder, out error, msg, msg.Capacity);
if (result != Trans2Quik.Result.SUCCESS && result != Trans2Quik.Result.ALREADY_CONNECTED_TO_QUIK)
{
mgr.ConnectionUpdate(TermConnection.None, msg.ToString());
return;
}
}
catch (Exception e)
{
mgr.ConnectionUpdate(TermConnection.None, e.Message);
return;
}
connected = true;
if (Trans2Quik.UNSUBSCRIBE_ORDERS() != Trans2Quik.Result.SUCCESS ||
Trans2Quik.UNSUBSCRIBE_TRADES() != Trans2Quik.Result.SUCCESS ||
Trans2Quik.SUBSCRIBE_ORDERS(cfg.u.ClassCode, cfg.u.SecCode) != Trans2Quik.Result.SUCCESS ||
Trans2Quik.START_ORDERS(OrderStatusCallback) != Trans2Quik.Result.SUCCESS ||
Trans2Quik.SUBSCRIBE_TRADES(cfg.u.ClassCode, cfg.u.SecCode) != Trans2Quik.Result.SUCCESS ||
Trans2Quik.START_TRADES(TradeStatusCallback) != Trans2Quik.Result.SUCCESS)
{
mgr.ConnectionUpdate(TermConnection.Partial, "Соединение установлено неполностью");
return;
}
mgr.ConnectionUpdate(TermConnection.Full, "Соединение с сервером QUIK установлено");
}
connecting.Change(Timeout.Infinite, Timeout.Infinite);
}
// **********************************************************************
void OrderStatusCallback(
int nMode,
int tid,
double order_id,
string classCode,
string secCode,
double price,
int balance,
double msum,
int isSell,
int status,
int orderDescriptor)
{
if (nMode == 0 && OrderUpdateHandler != null)
{
int filled;
if (isSell == 0)
{
filled = Trans2Quik.ORDER_QTY(orderDescriptor) - balance;
}
else
{
filled = balance - Trans2Quik.ORDER_QTY(orderDescriptor);
balance = -balance;
}
if (status == 1)
{
OrderUpdateHandler((long)order_id, balance, filled);
}
else
{
OrderUpdateHandler((long)order_id, 0, filled);
}
}
}
// **********************************************************************
// * Сделки *
// **********************************************************************
void TradeStatusCallback(
int nMode,
double trade_id,
double order_id,
string classCode,
string secCode,
double price,
int quantity,
double msum,
int isSell,
int tradeDescriptor)
{
string comment = Marshal.PtrToStringAnsi(Trans2Quik.TRADE_BROKERREF(tradeDescriptor));
if ((comment != null && comment.EndsWith(cfg.FullProgName)) || cfg.u.AcceptAllTrades)
{
if (isSell == 0)
{
if (lastBuyId >= trade_id)
{
return;
}
else
{
lastBuyId = trade_id;
}
}
else
{
if (lastSellId >= trade_id)
{
return;
}
else
{
lastSellId = trade_id;
}
quantity = -quantity;
}
if (nMode == 0 && OwnTradeHandler != null)
{
int date = Trans2Quik.TRADE_DATE(tradeDescriptor);
int time = Trans2Quik.TRADE_TIME(tradeDescriptor);
int year, month, day;
int hour, min, sec;
year = date / 10000;
month = (day = date - year * 10000) / 100;
day -= month * 100;
hour = time / 10000;
min = (sec = time - hour * 10000) / 100;
sec -= min * 100;
OwnTradeHandler(new OwnTrade((long)order_id,
new DateTime(year, month, day, hour, min, sec),
Price.GetInt(price), quantity));
}
}
}
