public void Remove(NinjaTrader.Strategy.FixConnector fixc)
{
if (fixc == null)
return;
lock (locker_)
{
m_providers.RemoveAll(mdd => mdd.fixConnector == fixc);
}
}
public void Add(NinjaTrader.Strategy.FixConnector fixc)
{
if (fixc == null)
return;
lock (locker_)
{
m_providers.AddRange(fixc.GetSymbols());
}
}
public static List<MarketDataDef> Read(NinjaTrader.Strategy.FixConnector f, string input)
{
List<MarketDataDef> limdd = new List<MarketDataDef>(f.Instruments.Select(i => new MarketDataDef(f, i.FullName)));
limdd.AddRange(
input.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
.ToList()
.ConvertAll(s => new MarketDataDef(f, s.Trim()))
);
for (int i = 0; i < limdd.Count;i++)
limdd[i].internal_barinprogress=i;
return limdd;
}
public OrderFixBridge(NinjaTrader.Cbi.IOrder p_order, string quickfix_id, QuickFix.SessionID sessionid)
{
Order = p_order;
QuickFixId = quickfix_id;
OrderSessionID = sessionid;
}
public MarketDataDef(NinjaTrader.Strategy.FixConnector pfixConnector, string psymbol)
{
fixConnector = pfixConnector;
symbol = psymbol;
}
public static int GetSlope(NinjaTrader.Strategy.Strategy strat, DataSeries series, int index)
{
return !series.ContainsValue(3) ? 0 : (int)((57.295779513082323 * Math.Atan(((series.Get(index) - ((series.Get(index + 1) + series.Get(index + 2)) / 2.0)) / 1.5) / strat.TickSize)) * -1.0);
}
public static void OnTermination(NinjaTrader.Strategy.FixConnector fixConnector)
{
lock (locker_)
{
s_fixConnectors.Remove(fixConnector);
if (s_fixConnectors.Empty)
{
s_fixConnectors.Info(Name, "No more FixConnectors : stopping.");
KillFix();
}
}
}
/*
*
* instrument quickfix_id => list of fixconnectors
*/
public static void OnStartUp(NinjaTrader.Strategy.FixConnector fixConnector)
{
lock (locker_)
{
// adding anyway
s_fixConnectors.Add(fixConnector);
try
{
// start ?
if (string.IsNullOrEmpty(ConfigFileName))
{
if (string.IsNullOrEmpty(fixConnector.ConfigFileName))
{
// cannot start
s_fixConnectors.Warn(Name, "No config file name set to start QuickFix server. FixConnector enqueued but inactive for now ...");
return;
}
// a configfile is set, let's spin that shit
ConfigFileName = fixConnector.ConfigFileName;
s_fixConnectors.Info(Name, "[OnStartUp] Creating FIX session with file " + ConfigFileName);
QuickFix.SessionSettings sessionSettings = new QuickFix.SessionSettings(ConfigFileName);
s_fixConnectors.Info(Name, "[OnStartUp] Creating socket acceptor");
m_acceptor = new QuickFix.ThreadedSocketAcceptor(
m_app=new NinjaTrader_FixBridge.QuickFixApp(s_fixConnectors),
new QuickFix.FileStoreFactory(sessionSettings),
sessionSettings,
new QuickFix.FileLogFactory(sessionSettings)
);
sessionSettings = null;
s_fixConnectors.Info(Name, "[OnStartUp] Starting FixBridge ...");
m_acceptor.Start();
s_fixConnectors.Info(Name, "[OnStartUp] FixBridge started !");
}
}
catch (Exception e)
{
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.Message + ", source:" + e.Source);
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.ToString());
s_fixConnectors.Error(Name, "[OnStartUp] Exception OnStartUp : " + e.StackTrace);
s_fixConnectors.Error(Name, "[OnStartUp] => destroying FIX layer");
KillFix();
throw e;
}
}
}