void _client_NewTradesEvent(TradeResponse trades)
{
lock (_newTradesLoker)
{
if (trades.data == null)
{
return;
}
Trade trade = new Trade();
trade.SecurityNameCode = trades.stream.ToString().ToUpper().Split('@')[0];
if (trade.SecurityNameCode != trades.data.s)
{
return;
}
trade.Price =
trades.data.p.ToDecimal();
trade.Id = trades.data.t.ToString();
trade.Time = new DateTime(1970, 1, 1).AddMilliseconds(Convert.ToDouble(trades.data.T));
trade.Volume =
trades.data.q.ToDecimal();
trade.Side = trades.data.m == true ? Side.Sell : Side.Buy;
NewTradesEvent?.Invoke(trade);
}
}
/// <summary>
/// got new ticks from server
/// с сервера пришли новые тики
/// </summary>
private void ClientOnNewTradesEvent(List <TransaqEntity.Trade> trades)
{
foreach (var t in trades)
{
try
{
Trade trade = new Trade()
{
SecurityNameCode = t.Seccode,
Id = t.Secid,
Price = Convert.ToDecimal(t.Price.Replace(".", ",")),
Side = t.Buysell == "B" ? Side.Buy : Side.Sell,
Volume = Convert.ToDecimal(t.Quantity.Replace(".", ",")),
Time = DateTime.Parse(t.Time),
};
NewTradesEvent?.Invoke(trade);
}
catch (Exception e)
{
SendLogMessage("" + e, LogMessageType.Error);
}
}
}
/// <summary>
/// takes messages from the shared queue, converts them to C# classes, and sends them to up
/// берет сообщения из общей очереди, конвертирует их в классы C# и отправляет на верх
/// </summary>
public void Converter()
{
while (true)
{
try
{
if (_isDisposed)
{
return;
}
if (!_newMessage.IsEmpty)
{
string data;
if (_newMessage.TryDequeue(out data))
{
if (data.StartsWith("<pits>") || data.StartsWith("<sec_info"))
{
continue;
}
if (data.StartsWith("<server_status"))
{
ServerStatus status = Deserialize <ServerStatus>(data);
if (status.Connected == "true")
{
IsConnected = true;
Connected?.Invoke();
}
else if (status.Connected == "false")
{
IsConnected = false;
Disconnected?.Invoke();
}
else if (status.Connected == "error")
{
SendLogMessage(status.Text, LogMessageType.Error);
}
}
else if (data.StartsWith("<securities>"))
{
var securities = _deserializer.Deserialize <List <Security> >(new RestResponse()
{
Content = data
});
UpdatePairs?.Invoke(securities);
}
else if (data.StartsWith("<united_portfolio"))
{
UnitedPortfolio unitedPortfolio = Deserialize <UnitedPortfolio>(data);
UpdatePortfolio?.Invoke(unitedPortfolio);
}
else if (data.StartsWith("<positions"))
{
var positions = Deserialize <TransaqPositions>(data);
UpdatePositions?.Invoke(positions);
}
else if (data.StartsWith("<clientlimits"))
{
var limits = Deserialize <Clientlimits>(data);
UpdateMonoPortfolio?.Invoke(limits);
}
else if (data.StartsWith("<client"))
{
var clientInfo = _deserializer.Deserialize <Client>(new RestResponse()
{
Content = data
});
ClientsInfo?.Invoke(clientInfo);
}
else if (data.StartsWith("<alltrades>"))
{
var allTrades = _deserializer.Deserialize <List <Trade> >(new RestResponse()
{
Content = data
});
NewTradesEvent?.Invoke(allTrades);
}
else if (data.StartsWith("<quotes>"))
{
var quotes = _deserializer.Deserialize <List <Quote> >(new RestResponse()
{
Content = data
});
UpdateMarketDepth?.Invoke(quotes);
}
else if (data.StartsWith("<orders>"))
{
var orders = _deserializer.Deserialize <List <Order> >(new RestResponse()
{
Content = data
});
MyOrderEvent?.Invoke(orders);
}
else if (data.StartsWith("<trades>"))
{
var myTrades = _deserializer.Deserialize <List <Trade> >(new RestResponse()
{
Content = data
});
MyTradeEvent?.Invoke(myTrades);
}
else if (data.StartsWith("<candles"))
{
Candles newCandles = Deserialize <Candles>(data);
NewCandles?.Invoke(newCandles);
}
else if (data.StartsWith("<messages>"))
{
if (data.Contains("Время действия Вашего пароля истекло"))
{
NeedChangePassword?.Invoke();
}
}
}
}
}
catch (Exception exception)
{
SendLogMessage(exception.ToString(), LogMessageType.Error);
}
Thread.Sleep(1);
}
}
/// <summary>
/// takes messages from the common queue, converts them to C # classes and sends them to up
/// берет сообщения из общей очереди, конвертирует их в классы C# и отправляет на верх
/// </summary>
public void Converter()
{
while (true)
{
if (_isDisposed)
{
return;
}
if (!_newMessage.IsEmpty)
{
protobuf.ws.WsResponse response;
if (_newMessage.TryDequeue(out response))
{
try
{
if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.TradeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.TradeChannelSubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.TradeChannelSubscribedResponse>(messageStream);
SendLogMessage("Успешная подписка на все сделки", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.TradeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
try
{
protobuf.ws.TradeNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.TradeNotification>(messageStream);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
NewTradesEvent?.Invoke(message);
}
catch
{
// ignore
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.Error)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.ErrorResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.ErrorResponse>(messageStream);
var token = response.Meta.Token;
if (message.Message.StartsWith("Channel already subscribed"))
{
continue;
}
if (token.StartsWith("NewOrder"))
{
var order = new PrivateOrderRawEvent();
order.Id = -1;
MyOrderEvent?.Invoke(Convert.ToInt32(token.Split('_')[1]), GetPortfolioName(), order);
}
if (message.Message.StartsWith("insufficient funds"))
{
continue;
}
SendLogMessage("WsClient error : " + message.Message, LogMessageType.Error);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.ChannelUnsubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.ChannelUnsubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.ChannelUnsubscribedResponse>(messageStream);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.LoginResponse)
{
IsConnected = true;
if (Connected != null)
{
Connected();
}
// SendLogMessage("Соединение через вебсокет успешно установлено", LogMessageType.System);
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.BalanceChangeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateSubscribeBalanceChangeChannelRequest message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateSubscribeBalanceChangeChannelRequest>(messageStream);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.BalanceChangeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateChangeBalanceNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateChangeBalanceNotification>(messageStream);
if (UpdatePortfolio != null)
{
UpdatePortfolio(GetPortfolioName(), message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.OrderBookNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.OrderBookNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.OrderBookNotification>(messageStream);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
if (UpdateMarketDepth != null)
{
UpdateMarketDepth(message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.OrderBookChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.OrderBookChannelSubscribedResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.OrderBookChannelSubscribedResponse>(messageStream);
// SendLogMessage("Успешная подписка на стакан котировок", LogMessageType.System);
message.CurrencyPair = message.CurrencyPair.Replace('/', '_');
if (NewMarketDepth != null)
{
NewMarketDepth(message);
}
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateOrderRawChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
//SendLogMessage("Успешная подписка на мои ордера", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateOrderRawNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateOrderRawNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateOrderRawNotification>(messageStream);
foreach (var ev in message.Datas)
{
if (!_myOrders.ContainsValue(ev.Id))
{
ev.CurrencyPair = ev.CurrencyPair.Replace('/', '_');
_orderEvents.Add(ev);
}
else
{
var needNumberUser = _myOrders.First(o => o.Value == ev.Id);
ev.CurrencyPair = ev.CurrencyPair.Replace('/', '_');
MyOrderEvent?.Invoke(needNumberUser.Key, GetPortfolioName(), ev);
}
}
//SendLogMessage("Пришла информацияпо ордеру", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateTradeChannelSubscribed)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
//SendLogMessage("Успешная подписка на мои сделки", LogMessageType.System);
}
}
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PrivateTradeNotify)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PrivateTradeNotification message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PrivateTradeNotification>(messageStream);
//SendLogMessage("Пришла моя сделка", LogMessageType.System);
foreach (var t in message.Datas)
{
t.CurrencyPair = t.CurrencyPair.Replace('/', '_');
if (!_myOrders.ContainsValue(t.OrderBuyId))
{
_queueMyTradeEvents.Add(t);
}
else
{
MyTradeEvent?.Invoke(t.OrderBuyId.ToString(), t);
}
if (!_myOrders.ContainsValue(t.OrderSellId))
{
_queueMyTradeEvents.Add(t);
}
else
{
MyTradeEvent?.Invoke(t.OrderSellId.ToString(), t);
}
}
}
}//PUT_LIMIT_ORDER_RESPONSE
else if (response.Meta.ResponseType == protobuf.ws.WsResponseMetaData.WsResponseMsgType.PutLimitOrderResponse)
{
using (MemoryStream messageStream = new MemoryStream(response.Msg))
{
protobuf.ws.PutLimitOrderResponse message = ProtoBuf.Serializer.Deserialize <protobuf.ws.PutLimitOrderResponse>(messageStream);
var orderData = response.Meta.Token.Split('_');
int id = Convert.ToInt32(orderData[1]);
_myOrders.Add(id, message.OrderId);
HandleAllNeedEvents(message.OrderId);
}
}
}
catch (Exception exception)
{
SendLogMessage(exception.Message, LogMessageType.Error);
SendLogMessage("Message type " + response.Meta.ResponseType, LogMessageType.Error);
}
}
}
else
{
Thread.Sleep(1);
}
}
}
protected void OnTradeEvent(Trade trade)
{
NewTradesEvent?.Invoke(trade);
}
