/// <summary>Handle the hello message</summary>
private void HandleMsg(OutMsg.RequestInstrumentStop msg)
{
// Remove the transmitter for the requested instrument
Transmitter trans;
if (!Transmitters.TryGetValue(msg.SymbolCode, out trans))
{
return;
}
// Remove the unwanted time frame
if (msg.TimeFrame != ETimeFrame.None)
{
trans.TimeFrames = trans.TimeFrames.Except(msg.TimeFrame).ToArray();
}
else
{
trans.TimeFrames = new ETimeFrame[0];
}
// Remove transmitters containing no time frames
if (trans.TimeFrames.Length == 0)
{
Transmitters.Remove(msg.SymbolCode);
trans.Dispose();
}
}
/// <summary>Step the simulation by one 'StepSize'</summary>
public void Step()
{
var time0 = UtcNow;
var time1 = UtcNow + StepSize;
// Collect the candle data to send from each transmitter over the step period
var data = Transmitters.SelectMany(x => x.Value.EnumCandleData(time0, time1)).OrderBy(x => x.Candle.Timestamp);
// "Post" the candle data to tradee
foreach (var d in data)
{
var candle = d.Candle as Candle;
// Fake the price data using the candle data
var trans = Transmitters[d.SymbolCode];
foreach (var price in new[] { candle.Open, candle.High, candle.Low, candle.Median, candle.Close })
{
var pd = new PriceData(trans.PriceData)
{
AskPrice = price,
BidPrice = price + trans.PriceData.AvrSpread,
};
Model.DispatchMsg(new InMsg.SymbolData(trans.SymbolCode, pd));
}
// Send the candle
Model.DispatchMsg(d);
}
UtcNow = time1;
}
/// <summary>Handle the hello message</summary>
private void HandleMsg(OutMsg.RequestInstrument msg)
{
// Get or create a transmitter for the requested instrument
var trans = Transmitters.GetOrAdd(msg.SymbolCode, k => new Transmitter(msg.SymbolCode, Instrument.CacheDBFilePath(Settings, msg.SymbolCode)));
// Add the requested time frame
trans.TimeFrames = trans.TimeFrames.Concat(msg.TimeFrame).Distinct().ToArray();
}
private void OnAddTransmitter()
{
var bleTrans = new BleTransmitter();
var viewModel = new TransmitterEntryViewModel(bleTrans);
viewModel.OnRemove += vm => Transmitters.Remove(vm);
Transmitters.Add(viewModel);
}
private async Task DeleteItemExecute(object arg)
{
if (arg is TransmitterViewModel itemViewModel)
{
await _transmitterProvider.DeleteAsync(itemViewModel.DataItem);
Transmitters.Remove(itemViewModel);
}
}
private async Task CopyItemExecute(object arg)
{
if (arg is TransmitterViewModel viewModel)
{
var item = await _transmitterProvider.CopyAsync(viewModel.DataItem);
Transmitters.Add(new TransmitterViewModel(item, _dialogService, _mainView));
}
}
private Task NewTransmitterExecute(object arg)
{
var transmitter = new Transmitter();
transmitter.Id = Guid.NewGuid();
transmitter.DisplayName = "New transmitter";
transmitter.Encoding = Encoding.UTF8;
_transmitterProvider.SaveAsync(transmitter);
var viewModel = new TransmitterViewModel(transmitter, _dialogService, _mainView);
Transmitters.Add(viewModel);
if (_applicationSettings.FocusTabOnCreate)
{
OpenItemExecute(viewModel);
}
return(Task.CompletedTask);
}
private void LoadExistingConfiguration()
{
var config = BleLocatorModel.Instance.BleSystemConfiguration;
ReceiverPaths = config.ReceiverPaths.HasSomething()? new List <ReceiverPath>(config.ReceiverPaths):new List <ReceiverPath>();
UseWeightedPoints = config.UseWeightedPaths;
if (config.BleReceivers.HasSomething())
{
foreach (var bleReceiver in config.BleReceivers)
{
var viewModel = new ReceiverEntryViewModel(bleReceiver.Value);
viewModel.OnRemove += vm => Receivers.Remove(vm);
Receivers.Add(viewModel);
}
}
else
{
var viewModel = new ReceiverEntryViewModel(new BleReceiver());
viewModel.OnRemove += vm => Receivers.Remove(vm);
Receivers.Add(viewModel);
}
if (config.BleTransmitters.HasSomething())
{
foreach (var transmitter in config.BleTransmitters)
{
var viewModel = new TransmitterEntryViewModel(transmitter.Value);
viewModel.OnRemove += vm => Transmitters.Remove(vm);
Transmitters.Add(viewModel);
}
}
else
{
var viewModel = new TransmitterEntryViewModel(new BleTransmitter());
viewModel.OnRemove += vm => Transmitters.Remove(vm);
Transmitters.Add(viewModel);
}
}
/// <summary>Handle a request to place a market order</summary>
private void HandleMsg(OutMsg.PlaceMarketOrder msg)
{
var order = msg.Order;
// Find the transmitter of the instrument that the order is for
Transmitter trans;
if (!Transmitters.TryGetValue(order.SymbolCode, out trans))
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Check the volume is valid
if (order.Volume < trans.PriceData.VolumeMin ||
order.Volume > trans.PriceData.VolumeMax ||
order.Volume % trans.PriceData.VolumeStep != 0)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.InvalidVolume));
return;
}
// Place an immediate order
if (msg.Position != null)
{
var res = ActionTrade(msg.Position);
if (res != EErrorCode.NoError)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, res));
return;
}
}
// Place a limit order
else if (msg.PendingLimit != null)
{
// Limit orders are rejected if the price is not on the profit side of the order
if (msg.PendingLimit.TradeType == ETradeType.Long && trans.PriceData.AskPrice < msg.PendingLimit.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
if (msg.PendingLimit.TradeType == ETradeType.Short && trans.PriceData.BidPrice > msg.PendingLimit.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Add the pending order
Pending.Add(msg.PendingLimit);
}
// Place a stop order
else if (msg.PendingStop != null)
{
// Stop orders are rejected if the price is not on the loss side of the order
if (msg.PendingStop.TradeType == ETradeType.Long && trans.PriceData.AskPrice > msg.PendingStop.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
if (msg.PendingStop.TradeType == ETradeType.Short && trans.PriceData.BidPrice < msg.PendingStop.EntryPrice)
{
Model.DispatchMsg(new InMsg.MarketOrderChangeResult(false, EErrorCode.Failed));
return;
}
// Add the pending order
Pending.Add(msg.PendingStop);
}
// Send an update of the current/pending positions
SendCurrentPositions();
SendPendingPositions();
}
