コード例 #1
0
ファイル: TLClient_WM.cs プロジェクト: nacht/tradelink
        protected override void WndProc(ref System.Windows.Forms.Message m)
        {
            long             result = 0;
            TradeLinkMessage tlm    = WMUtil.ToTradeLinkMessage(ref m);

            if (tlm == null)         // if it's not a WM_COPYDATA message
            {
                base.WndProc(ref m); // let form process it
                return;              // we're done
            }

            string msg = tlm.body;

            switch (tlm.type)
            {
            case MessageTypes.TICKNOTIFY:
                Tick t;
                try
                {
                    t = TickImpl.Deserialize(msg);
                }
                catch (Exception ex)
                {
                    _tickerrors++;
                    debug("Error processing tick: " + msg);
                    debug("TickErrors: " + _tickerrors);
                    debug("Error: " + ex.Message + ex.StackTrace);
                    break;
                }
                if (gotTick != null)
                {
                    gotTick(t);
                }
                break;

            case MessageTypes.IMBALANCERESPONSE:
                Imbalance i = ImbalanceImpl.Deserialize(msg);
                if (gotImbalance != null)
                {
                    gotImbalance(i);
                }
                break;

            case MessageTypes.ORDERCANCELRESPONSE:
            {
                long id = 0;
                if (gotOrderCancel != null)
                {
                    if (long.TryParse(msg, out id))
                    {
                        gotOrderCancel(id);
                    }
                    else if (SendDebugEvent != null)
                    {
                        SendDebugEvent("Count not parse order cancel: " + msg);
                    }
                }
            }
            break;

            case MessageTypes.EXECUTENOTIFY:
                // date,time,symbol,side,size,price,comment
                try
                {
                    Trade tr = TradeImpl.Deserialize(msg);
                    if (gotFill != null)
                    {
                        gotFill(tr);
                    }
                }
                catch (Exception ex)
                {
                    debug("error deserializing fill: " + msg);
                    debug("error: " + ex.Message + ex.StackTrace);
                    debug("broker: " + BrokerName);
                }
                break;

            case MessageTypes.ORDERNOTIFY:
                try
                {
                    Order o = OrderImpl.Deserialize(msg);
                    if (gotOrder != null)
                    {
                        gotOrder(o);
                    }
                }
                catch (Exception ex)
                {
                    debug("error deserializing order: " + msg);
                    debug("error: " + ex.Message + ex.StackTrace);
                    debug("broker: " + BrokerName);
                }
                break;

            case MessageTypes.POSITIONRESPONSE:
                try
                {
                    Position pos = PositionImpl.Deserialize(msg);
                    if (gotPosition != null)
                    {
                        gotPosition(pos);
                    }
                }
                catch (Exception ex)
                {
                    if (SendDebugEvent != null)
                    {
                        SendDebugEvent(msg + " " + ex.Message + ex.StackTrace);
                    }
                }
                break;

            case MessageTypes.ACCOUNTRESPONSE:
                if (gotAccounts != null)
                {
                    gotAccounts(msg);
                }
                break;

            case MessageTypes.FEATURERESPONSE:
                string[]            p = msg.Split(',');
                List <MessageTypes> f = new List <MessageTypes>();
                foreach (string s in p)
                {
                    try
                    {
                        f.Add((MessageTypes)Convert.ToInt32(s));
                    }
                    catch (Exception) { }
                }
                if (gotFeatures != null)
                {
                    gotFeatures(f.ToArray());
                }
                if (gotUnknownMessage != null)
                {
                    gotUnknownMessage(tlm.type, 0, 0, 0, string.Empty, ref tlm.body);
                }
                break;

            case MessageTypes.SERVERDOWN:
                if (gotServerDown != null)
                {
                    gotServerDown(msg);
                }
                break;

            case MessageTypes.SERVERUP:
                if (gotServerUp != null)
                {
                    gotServerUp(msg);
                }
                break;

            default:
                if (gotUnknownMessage != null)
                {
                    gotUnknownMessage(tlm.type, 0, 0, 0, string.Empty, ref tlm.body);
                }
                break;
            }
            result   = 0;
            m.Result = (IntPtr)result;
        }
コード例 #2
0
ファイル: TLClient_IP.cs プロジェクト: larytet/JQuant
        void handle(MessageTypes type, string msg)
        {
            long result = 0;

            switch (type)
            {
            case MessageTypes.TICKNOTIFY:
                Tick t;
                try
                {
                    _lastheartbeat = DateTime.Now.Ticks;
                    t = TickImpl.Deserialize(msg);
                }
                catch (Exception ex)
                {
                    _tickerrors++;
                    debug("Error processing tick: " + msg);
                    debug("TickErrors: " + _tickerrors);
                    debug("Error: " + ex.Message + ex.StackTrace);
                    break;
                }
                if (gotTick != null)
                {
                    gotTick(t);
                }
                break;

            case MessageTypes.IMBALANCERESPONSE:
                Imbalance i = ImbalanceImpl.Deserialize(msg);
                _lastheartbeat = DateTime.Now.Ticks;
                if (gotImbalance != null)
                {
                    gotImbalance(i);
                }
                break;

            case MessageTypes.ORDERCANCELRESPONSE:
            {
                long id = 0;
                _lastheartbeat = DateTime.Now.Ticks;
                if (gotOrderCancel != null)
                {
                    if (long.TryParse(msg, out id))
                    {
                        gotOrderCancel(id);
                    }
                    else if (SendDebugEvent != null)
                    {
                        SendDebugEvent("Count not parse order cancel: " + msg);
                    }
                }
            }
            break;

            case MessageTypes.EXECUTENOTIFY:
                _lastheartbeat = DateTime.Now.Ticks;
                // date,time,symbol,side,size,price,comment
                Trade tr = TradeImpl.Deserialize(msg);
                if (gotFill != null)
                {
                    gotFill(tr);
                }
                break;

            case MessageTypes.ORDERNOTIFY:
                _lastheartbeat = DateTime.Now.Ticks;
                Order o = OrderImpl.Deserialize(msg);
                if (gotOrder != null)
                {
                    gotOrder(o);
                }
                break;

            case MessageTypes.HEARTBEATRESPONSE:
            {
                _lastheartbeat = DateTime.Now.Ticks;
                v("got heartbeat response at: " + _lastheartbeat);
                _recvheartbeat = !_recvheartbeat;
            }
            break;

            case MessageTypes.POSITIONRESPONSE:
                try
                {
                    _lastheartbeat = DateTime.Now.Ticks;
                    Position pos = PositionImpl.Deserialize(msg);
                    if (gotPosition != null)
                    {
                        gotPosition(pos);
                    }
                }
                catch (Exception ex)
                {
                    if (SendDebugEvent != null)
                    {
                        SendDebugEvent(msg + " " + ex.Message + ex.StackTrace);
                    }
                }
                break;

            case MessageTypes.ACCOUNTRESPONSE:
                _lastheartbeat = DateTime.Now.Ticks;
                if (gotAccounts != null)
                {
                    gotAccounts(msg);
                }
                break;

            case MessageTypes.FEATURERESPONSE:
                _lastheartbeat = DateTime.Now.Ticks;
                string[]            p = msg.Split(',');
                List <MessageTypes> f = new List <MessageTypes>();
                _rfl.Clear();
                foreach (string s in p)
                {
                    try
                    {
                        MessageTypes mt = (MessageTypes)Convert.ToInt32(s);
                        f.Add(mt);
                        _rfl.Add(mt);
                    }
                    catch (Exception) { }
                }
                if (gotFeatures != null)
                {
                    gotFeatures(f.ToArray());
                }
                break;

            case MessageTypes.SERVERDOWN:
                if (gotServerDown != null)
                {
                    gotServerDown(msg);
                }
                break;

            case MessageTypes.SERVERUP:
                if (gotServerUp != null)
                {
                    gotServerUp(msg);
                }
                break;

            default:
                _lastheartbeat = DateTime.Now.Ticks;
                if (gotUnknownMessage != null)
                {
                    gotUnknownMessage(type, 0, 0, 0, string.Empty, ref msg);
                }
                break;
            }
            result = 0;
        }
コード例 #3
0
ファイル: TLClient_WM.cs プロジェクト: michaelwills/tradelink
        protected override void WndProc(ref System.Windows.Forms.Message m)
        {
            long             result = 0;
            TradeLinkMessage tlm    = WMUtil.ToTradeLinkMessage(ref m);

            if (tlm == null)         // if it's not a WM_COPYDATA message
            {
                base.WndProc(ref m); // let form process it
                return;              // we're done
            }

            string msg = tlm.body;

            string[] r = msg.Split(',');
            switch (tlm.type)
            {
            case MessageTypes.ORDERCANCELRESPONSE:
                if (gotOrderCancel != null)
                {
                    gotOrderCancel(Convert.ToUInt32(msg));
                }
                break;

            case MessageTypes.TICKNOTIFY:
                Tick t = TickImpl.Deserialize(msg);
                if (t.isTrade)
                {
                    try
                    {
                        if (t.trade > chighs[t.symbol])
                        {
                            chighs[t.symbol] = t.trade;
                        }
                        if (t.trade < clows[t.symbol])
                        {
                            clows[t.symbol] = t.trade;
                        }
                    }
                    catch (KeyNotFoundException)
                    {
                        chighs.Add(t.symbol, 0);
                        clows.Add(t.symbol, decimal.MaxValue);
                    }
                }
                if (gotTick != null)
                {
                    gotTick(t);
                }
                break;

            case MessageTypes.EXECUTENOTIFY:
                // date,time,symbol,side,size,price,comment
                Trade tr = TradeImpl.Deserialize(msg);
                if (gotFill != null)
                {
                    gotFill(tr);
                }
                break;

            case MessageTypes.ORDERNOTIFY:
                Order o = OrderImpl.Deserialize(msg);
                if (gotOrder != null)
                {
                    gotOrder(o);
                }
                break;

            case MessageTypes.POSITIONRESPONSE:
                Position pos = PositionImpl.Deserialize(msg);
                if (gotPosition != null)
                {
                    gotPosition(pos);
                }
                break;

            case MessageTypes.ACCOUNTRESPONSE:
                if (gotAccounts != null)
                {
                    gotAccounts(msg);
                }
                break;

            case MessageTypes.FEATURERESPONSE:
                string[]            p = msg.Split(',');
                List <MessageTypes> f = new List <MessageTypes>();
                foreach (string s in p)
                {
                    try
                    {
                        f.Add((MessageTypes)Convert.ToInt32(s));
                    }
                    catch (Exception) { }
                }
                if (gotSupportedFeatures != null)
                {
                    gotSupportedFeatures(f.ToArray());
                }
                break;

            case MessageTypes.IMBALANCERESPONSE:
                Imbalance i = ImbalanceImpl.Deserialize(msg);
                if (gotImbalance != null)
                {
                    gotImbalance(i);
                }
                break;
            }
            result   = 0;
            m.Result = (IntPtr)result;
        }