/// <summary>
/// The method is called when a new order added.
/// </summary>
/// <param name="order">Order.</param>
protected override void OnOrderAdded(Order order)
{
if (order.Type != OrderTypes.Conditional)
{
return;
}
Type conditionType;
lock (_conditionTypes.SyncRoot)
{
var condition = order.Condition;
if (condition == null)
{
return;
}
conditionType = condition.GetType();
if (_conditionTypes.Contains(conditionType))
{
return;
}
_conditionTypes.Add(conditionType);
}
GuiDispatcher.GlobalDispatcher.AddAction(() => AddColumns(conditionType));
}
/// <inheritdoc />
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
_subscriptions.Clear();
break;
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
_subscriptions.Add(mdMsg.TransactionId);
}
break;
}
case ExtendedMessageTypes.EmulationState:
SendOutMessage(message);
return;
}
base.OnSendInMessage(message);
}
/// <summary>
/// Process <see cref="OrderStatusMessage"/>.
/// </summary>
/// <param name="message">A message requesting current registered orders and trades.</param>
/// <returns>A message requesting current registered orders and trades.</returns>
private OrderStatusMessage ProcessOrderStatus(OrderStatusMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (!message.IsSubscribe)
{
return(message);
}
var transId = message.TransactionId;
_orderStatusIds.Add(transId);
if (!message.HasOrderId() && message.OriginalTransactionId == 0 && Settings.DaysLoad > TimeSpan.Zero)
{
var from = message.From ?? DateTime.UtcNow.Date - Settings.DaysLoad;
var to = message.To;
if (Settings.IsMode(StorageModes.Snapshot))
{
var storage = (ISnapshotStorage <string, ExecutionMessage>)GetSnapshotStorage(DataType.Transactions);
foreach (var snapshot in storage.GetAll(from, to))
{
snapshot.OriginalTransactionId = transId;
snapshot.SetSubscriptionIds(subscriptionId: transId);
RaiseNewOutMessage(snapshot);
from = snapshot.ServerTime;
}
if (from >= to)
{
return(null);
}
message.From = from;
}
else if (Settings.IsMode(StorageModes.Incremental))
{
if (!message.SecurityId.IsDefault())
{
// TODO restore last actual state from incremental messages
//GetStorage<ExecutionMessage>(msg.SecurityId, ExecutionTypes.Transaction)
// .Load(from, to)
// .ForEach(RaiseStorageMessage);
}
}
}
return(message);
}
public void AddTransactionId(long transactionId)
{
if (transactionId == 0)
{
throw new ArgumentNullException(nameof(transactionId));
}
this.AddInfoLog("Added trans id {0} mapping.", transactionId);
_transactionIds.Add(transactionId);
}
private void AddElement(IChartElement element, CandleSeries candleSeries)
{
if (!_isLoaded || candleSeries == null)
{
return;
}
_changedElements.Add(element);
_skipElements.Add(element);
_drawTimer.Reset();
}
private void AddToProcess(IPsiSourceFile sourceFile)
{
myShellLocks.Dispatcher.AssertAccess();
bool isApplicable = myCaches.Any(t => t.IsApplicable(sourceFile));
if (isApplicable)
{
FilesToProcess.Add(sourceFile);
AfterAddToProcess.Fire(sourceFile);
}
}
/// <inheritdoc />
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_subscriptions.Clear();
break;
}
case MessageTypes.SecurityLookup:
{
if (_securityProvider != null)
{
var lookupMsg = (SecurityLookupMessage)message;
var securities = lookupMsg.SecurityId == default
? _securityProvider.LookupAll()
: _securityProvider.Lookup(lookupMsg);
foreach (var security in securities)
{
SendOutMessage(security.Board.ToMessage());
SendOutMessage(security.ToMessage(originalTransactionId: lookupMsg.TransactionId));
}
SendOutMessage(new SecurityLookupResultMessage {
OriginalTransactionId = lookupMsg.TransactionId
});
return;
}
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.IsSubscribe)
{
_subscriptions.Add(mdMsg.TransactionId);
}
break;
}
case ExtendedMessageTypes.EmulationState:
SendOutMessage(message);
return;
}
base.OnSendInMessage(message);
}
private void ProcessOrderMessage(string portfolioName, OrderMessage message)
{
if (OwnInnerAdapter)
{
if (portfolioName == Extensions.SimulatorPortfolioName)
{
_emuOrderIds.Add(message.TransactionId);
SendToEmulator(message);
}
else
{
base.OnSendInMessage(message);
}
}
else
{
_emuOrderIds.Add(message.TransactionId);
SendToEmulator(message);
}
}
public void Drop(IPsiSourceFile sourceFile)
{
DropFromProcess(sourceFile);
bool isApplicable = myCaches.Any(t => t.IsApplicable(sourceFile));
if (isApplicable)
{
FilesToDrop.Add(sourceFile);
}
}
/// <summary>
/// To create news.
/// </summary>
/// <returns>News.</returns>
public override News CreateNews()
{
lock (_notSavedSecurities.SyncRoot)
{
//var news = _entityRegistry.News.ReadById(id);
//if (news == null)
//{
var news = base.CreateNews();
_notSavedNews.Add(news);
//}
return(news);
}
}
private void ProcessOrderMessage(string portfolioName, OrderMessage message)
{
if (OwnInnerAdapter)
{
if (_isEmulationOnly || portfolioName.CompareIgnoreCase(Extensions.SimulatorPortfolioName))
{
if (!_isEmulationOnly)
{
_emuOrderIds.Add(message.TransactionId);
}
SendToEmulator(message);
}
else
{
base.OnSendInMessage(message);
}
}
else
{
_emuOrderIds.Add(message.TransactionId);
SendToEmulator(message);
}
}
/// <summary>
/// To create the portfolio by the account number.
/// </summary>
/// <param name="name">Account number.</param>
/// <returns>Created portfolio.</returns>
public override Portfolio CreatePortfolio(string name)
{
//_parent.AddInfoLog(LocalizedStrings.Str3621Params, name);
lock (_notSavedPortfolios.SyncRoot)
{
var portfolio = _entityRegistry.Portfolios.ReadById(name);
if (portfolio == null)
{
//_parent.AddInfoLog(LocalizedStrings.Str3622Params, name);
portfolio = base.CreatePortfolio(name);
_notSavedPortfolios.Add(portfolio);
}
return(portfolio);
}
}
/// <summary>
/// To create the instrument by the identifier.
/// </summary>
/// <param name="id">Security ID.</param>
/// <returns>Created instrument.</returns>
public override Security CreateSecurity(string id)
{
//_parent.AddInfoLog(LocalizedStrings.Str3623Params, id);
lock (_notSavedSecurities.SyncRoot)
{
var security = _entityRegistry.Securities.ReadById(id);
if (security == null)
{
//_parent.AddInfoLog(LocalizedStrings.Str3624Params, id);
security = base.CreateSecurity(id);
_notSavedSecurities.Add(security);
}
return(security);
}
}
/// <summary>
/// Process <see cref="MessageAdapterWrapper.InnerAdapter"/> output message.
/// </summary>
/// <param name="message">The message.</param>
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message.Clone();
if (CanStore(level1Msg.SecurityId, typeof(Level1ChangeMessage), null))
{
_level1Buffer.Add(level1Msg.SecurityId, level1Msg);
}
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message.Clone();
if (CanStore(quotesMsg.SecurityId, typeof(QuoteChangeMessage), null))
{
_orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg);
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
DataBuffer <SecurityId, ExecutionMessage> buffer;
var secId = execMsg.SecurityId;
var execType = execMsg.ExecutionType;
switch (execType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
// some error responses do not contains sec id
if (secId.IsDefault())
{
base.OnInnerAdapterNewOutMessage(message);
return;
}
buffer = _transactionsBuffer;
break;
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(LocalizedStrings.Str1695Params.Put(execType));
}
if (CanStore(secId, typeof(ExecutionMessage), execType))
{
buffer.Add(secId, (ExecutionMessage)message.Clone());
}
break;
}
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message.Clone();
if (CanStore(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg))
{
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg);
}
break;
}
case MessageTypes.News:
{
if (CanStore(default(SecurityId), typeof(NewsMessage), null))
{
_newsBuffer.Add((NewsMessage)message.Clone());
}
break;
}
//case MessageTypes.Position:
// break;
//case MessageTypes.Portfolio:
// break;
//case MessageTypes.PositionChange:
// break;
//case MessageTypes.PortfolioChange:
// break;
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <summary>
/// Process <see cref="MessageAdapterWrapper.InnerAdapter"/> output message.
/// </summary>
/// <param name="message">The message.</param>
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message.Clone();
_level1Buffer.Add(level1Msg.SecurityId, level1Msg);
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message.Clone();
_orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg);
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message.Clone();
DataBuffer <SecurityId, ExecutionMessage> buffer;
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
buffer = _transactionsBuffer;
break;
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(LocalizedStrings.Str1695Params.Put(execMsg.ExecutionType));
}
buffer.Add(execMsg.SecurityId, execMsg);
break;
}
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message.Clone();
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg);
break;
}
case MessageTypes.News:
{
_newsBuffer.Add((NewsMessage)message.Clone());
break;
}
//case MessageTypes.Position:
// break;
//case MessageTypes.Portfolio:
// break;
//case MessageTypes.PositionChange:
// break;
//case MessageTypes.PortfolioChange:
// break;
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
ProcessOrderMessage(regMsg.PortfolioName, regMsg);
return(true);
}
case MessageTypes.OrderReplace:
case MessageTypes.OrderCancel:
{
ProcessOrderMessage(((OrderMessage)message).OriginalTransactionId, message);
return(true);
}
case MessageTypes.OrderPairReplace:
{
var ordMsg = (OrderPairReplaceMessage)message;
ProcessOrderMessage(ordMsg.Message1.OriginalTransactionId, message);
return(true);
}
case MessageTypes.OrderGroupCancel:
{
SendToEmulator(message);
return(true);
}
case MessageTypes.Reset:
case MessageTypes.Connect:
case MessageTypes.Disconnect:
{
SendToEmulator(message);
if (message.Type == MessageTypes.Reset)
{
_subscriptionIds.Clear();
_emuOrderIds.Clear();
}
if (OwnInnerAdapter)
{
return(base.OnSendInMessage(message));
}
else
{
return(true);
}
}
case MessageTypes.PortfolioLookup:
case MessageTypes.Portfolio:
case MessageTypes.OrderStatus:
{
if (OwnInnerAdapter)
{
base.OnSendInMessage(message);
}
SendToEmulator(message);
return(true);
}
case MessageTypes.SecurityLookup:
case MessageTypes.TimeFrameLookup:
case MessageTypes.BoardLookup:
case MessageTypes.MarketData:
{
_subscriptionIds.Add(((ISubscriptionMessage)message).TransactionId);
// sends to emu for init subscription ids
SendToEmulator(message);
return(base.OnSendInMessage(message));
}
case MessageTypes.Level1Change:
case ExtendedMessageTypes.CommissionRule:
{
SendToEmulator(message);
return(true);
}
default:
{
if (OwnInnerAdapter)
{
return(base.OnSendInMessage(message));
}
return(true);
}
}
}
void ICandleSource <Candle> .Start(CandleSeries series, DateTimeOffset?from, DateTimeOffset?to)
{
_candleSeries.Add(series);
_connector.SubscribeCandles(series, from, to);
}
private void OnNewsChanged(News news)
{
_newsBuffer.Add(news);
}
// опциональные колонки, которые записываются напрямую в поля сущностей (например, Security.TheorPrice), а не через ExtensionInfo
private void TryAddAsExtended(DdeTableColumn column)
{
if (column == null)
{
throw new ArgumentNullException("column");
}
if (column.IsMandatory)
{
return;
}
var isStandard = false;
var tableType = TableType == null ? DdeTableTypes.None : TableType();
switch (tableType)
{
case DdeTableTypes.Security:
isStandard =
column == DdeSecurityColumns.MarginBuy ||
column == DdeSecurityColumns.MarginSell ||
column == DdeSecurityColumns.MinPrice ||
column == DdeSecurityColumns.MaxPrice ||
column == DdeSecurityColumns.ExpiryDate ||
column == DdeSecurityColumns.SettlementDate ||
column == DdeSecurityColumns.LastTradeTime ||
column == DdeSecurityColumns.LastChangeTime ||
column == DdeSecurityColumns.LastTradePrice ||
column == DdeSecurityColumns.LastTradeVolume ||
column == DdeSecurityColumns.LastTradeVolume2 ||
column == DdeSecurityColumns.StepPrice ||
column == DdeSecurityColumns.ShortName ||
column == DdeSecurityColumns.BestBidPrice ||
column == DdeSecurityColumns.BestBidVolume ||
column == DdeSecurityColumns.BestAskPrice ||
column == DdeSecurityColumns.BestAskVolume ||
column == DdeSecurityColumns.OpenPrice ||
column == DdeSecurityColumns.HighPrice ||
column == DdeSecurityColumns.LowPrice ||
column == DdeSecurityColumns.ClosePrice ||
column == DdeSecurityColumns.OpenPositions ||
column == DdeSecurityColumns.NominalCurrency ||
column == DdeSecurityColumns.BidsCount ||
column == DdeSecurityColumns.BidsVolume ||
column == DdeSecurityColumns.AsksCount ||
column == DdeSecurityColumns.AsksVolume ||
column == DdeSecurityColumns.ISIN ||
column == DdeSecurityColumns.TheorPrice ||
column == DdeSecurityColumns.ImpliedVolatility ||
column == DdeSecurityColumns.Strike;
break;
case DdeTableTypes.Trade:
isStandard = column == DdeTradeColumns.TimeMcs;
break;
case DdeTableTypes.Order:
isStandard =
column == DdeOrderColumns.TimeMcs ||
column == DdeOrderColumns.CancelTimeMcs;
break;
case DdeTableTypes.MyTrade:
isStandard = column == DdeMyTradeColumns.TimeMcs;
break;
}
if (!isStandard)
{
_extendedColumns.Add(column);
}
_nonMandatoryColumns.Add(column);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message;
if (CanStore<Level1ChangeMessage>(level1Msg.SecurityId))
_level1Buffer.Add(level1Msg.SecurityId, (Level1ChangeMessage)level1Msg.Clone());
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message;
if (CanStore<QuoteChangeMessage>(quotesMsg.SecurityId))
_orderBooksBuffer.Add(quotesMsg.SecurityId, (QuoteChangeMessage)quotesMsg.Clone());
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
DataBuffer<SecurityId, ExecutionMessage> buffer;
var secId = execMsg.SecurityId;
var execType = execMsg.ExecutionType;
switch (execType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
// some responses do not contains sec id
if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
{
base.OnInnerAdapterNewOutMessage(message);
return;
}
buffer = _transactionsBuffer;
break;
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
}
if (execType == ExecutionTypes.Transaction || CanStore<ExecutionMessage>(secId, execType))
buffer.Add(secId, (ExecutionMessage)message.Clone());
break;
}
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)message;
if (CanStore(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg))
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), (CandleMessage)candleMsg.Clone());
break;
}
case MessageTypes.News:
{
if (CanStore<NewsMessage>(default))
_newsBuffer.Add((NewsMessage)message.Clone());
break;
}
private void OnDockingControlChanged(DockingControl control)
{
_changedControls.Add(control);
Flush();
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
_elements.Add(element);
_drawTimer.Reset();
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
public void ProcessMessage(Message message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OfflineMode != MessageOfflineModes.None)
{
return;
}
switch (message.Type)
{
// in message
case MessageTypes.Reset:
{
_subscriptionsById.Clear();
_ticksBuffer.Clear();
_level1Buffer.Clear();
_candleBuffer.Clear();
_orderLogBuffer.Clear();
_orderBooksBuffer.Clear();
_transactionsBuffer.Clear();
_newsBuffer.Clear();
_positionChangesBuffer.Clear();
//SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
//if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
_transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = regMsg.SecurityId,
TransactionId = regMsg.TransactionId,
HasOrderInfo = true,
OrderPrice = regMsg.Price,
OrderVolume = regMsg.Volume,
Currency = regMsg.Currency,
PortfolioName = regMsg.PortfolioName,
ClientCode = regMsg.ClientCode,
BrokerCode = regMsg.BrokerCode,
Comment = regMsg.Comment,
Side = regMsg.Side,
TimeInForce = regMsg.TimeInForce,
ExpiryDate = regMsg.TillDate,
Balance = regMsg.Volume,
VisibleVolume = regMsg.VisibleVolume,
LocalTime = regMsg.LocalTime,
IsMarketMaker = regMsg.IsMarketMaker,
IsMargin = regMsg.IsMargin,
Slippage = regMsg.Slippage,
IsManual = regMsg.IsManual,
OrderType = regMsg.OrderType,
UserOrderId = regMsg.UserOrderId,
OrderState = OrderStates.Pending,
Condition = regMsg.Condition?.Clone(),
});
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
//if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);
_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = cancelMsg.SecurityId,
HasOrderInfo = true,
TransactionId = cancelMsg.TransactionId,
IsCancellation = true,
OrderId = cancelMsg.OrderId,
OrderStringId = cancelMsg.OrderStringId,
OriginalTransactionId = cancelMsg.OriginalTransactionId,
OrderVolume = cancelMsg.Volume,
//Side = cancelMsg.Side,
});
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (Enabled)
{
if (mdMsg.IsSubscribe)
{
_subscriptionsById.Add(mdMsg.TransactionId);
}
else
{
_subscriptionsById.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
// out messages
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message;
if (CanStore(level1Msg))
{
_level1Buffer.Add(level1Msg.SecurityId, level1Msg.TypedClone());
}
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message;
if (CanStore(quotesMsg))
{
_orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg.TypedClone());
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
DataBuffer <SecurityId, ExecutionMessage> buffer;
var secId = execMsg.SecurityId;
var execType = execMsg.ExecutionType;
switch (execType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
{
// some responses do not contains sec id
if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
{
return;
}
buffer = _transactionsBuffer;
break;
}
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
}
//if (execType == ExecutionTypes.Transaction && execMsg.TransactionId == 0)
// break;
if (execType == ExecutionTypes.Transaction || CanStore(execMsg))
{
buffer.Add(secId, execMsg.TypedClone());
}
break;
}
case MessageTypes.News:
{
var newsMsg = (NewsMessage)message;
if (CanStore(newsMsg))
{
_newsBuffer.Add(newsMsg.TypedClone());
}
break;
}
case MessageTypes.PositionChange:
{
var posMsg = (PositionChangeMessage)message;
var secId = posMsg.SecurityId;
//if (CanStore<PositionChangeMessage>(secId))
_positionChangesBuffer.Add(secId, posMsg.TypedClone());
break;
}
default:
{
if (message is CandleMessage candleMsg && candleMsg.State == CandleStates.Finished)
{
if (CanStore(candleMsg))
{
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg.TypedClone());
}
}
break;
}
}
}
public bool Add(T item) => set.Add(item);
public StrategySecuritiesPanel()
{
InitializeComponent();
SecurityPicker.GridChanged += RaiseChangedCommand;
AlertBtn.SchemaChanged += RaiseChangedCommand;
GotFocus += (s, e) => RaiseSelectedCommand();
_newSecuritiesTooltip = (ToolTip)AddSecurity.ToolTip;
_defaultStorageBrush = ((TextBlock)_newSecuritiesTooltip.Content).Foreground;
_defaultToolTipText = ((TextBlock)_newSecuritiesTooltip.Content).Text;
var cmdSvc = ConfigManager.GetService <IStudioCommandService>();
cmdSvc.Register <ResetedCommand>(this, false, cmd =>
{
var selectedSecurities = Securities;
selectedSecurities.ForEach(RaiseRefuseMarketData);
selectedSecurities.ForEach(RaiseRequestMarketData);
});
cmdSvc.Register <NewSecuritiesCommand>(this, false, cmd =>
{
if (_isTooltipVisible)
{
return;
}
_isTooltipVisible = true;
GuiDispatcher.GlobalDispatcher.AddAction(() =>
{
((TextBlock)_newSecuritiesTooltip.Content).Text = LocalizedStrings.Str3276;
((TextBlock)_newSecuritiesTooltip.Content).Foreground = Brushes.Red;
_newSecuritiesTooltip.Placement = PlacementMode.Bottom;
_newSecuritiesTooltip.PlacementTarget = AddSecurity;
_newSecuritiesTooltip.IsOpen = true;
});
});
cmdSvc.Register <BindStrategyCommand>(this, false, cmd =>
{
if (!cmd.CheckControl(this))
{
return;
}
if (_securityIds.Count == 0)
{
_securityIds.Add(cmd.Source.Security.Id);
AddDefaultSecurities("RI");
AddDefaultSecurities("Si");
AddDefaultSecurities("GZ");
}
var selectedSecurities = Securities;
SecurityPicker.Securities.AddRange(selectedSecurities);
selectedSecurities.ForEach(RaiseRequestMarketData);
GuiDispatcher.GlobalDispatcher.AddAction(() =>
{
SecurityPicker.AddContextMenuItem(new Separator());
SecurityPicker.AddContextMenuItem(new MenuItem {
Header = LocalizedStrings.Str3277, Command = OpenMarketDepthCommand, CommandTarget = this
});
});
});
WhenLoaded(() => new RequestBindSource(this).SyncProcess(this));
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
public void SendInMessage(Message message)
{
if (message is null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OfflineMode != MessageOfflineModes.None)
{
return;
}
switch (message.Type)
{
case MessageTypes.Reset:
{
_subscriptionsById.Clear();
_ticksBuffer.Clear();
_level1Buffer.Clear();
_candleBuffer.Clear();
_orderLogBuffer.Clear();
_orderBooksBuffer.Clear();
_transactionsBuffer.Clear();
_newsBuffer.Clear();
_positionChangesBuffer.Clear();
//SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
//if (!CanStore<ExecutionMessage>(regMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
_transactionsBuffer.Add(regMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = regMsg.SecurityId,
TransactionId = regMsg.TransactionId,
HasOrderInfo = true,
OrderPrice = regMsg.Price,
OrderVolume = regMsg.Volume,
Currency = regMsg.Currency,
PortfolioName = regMsg.PortfolioName,
ClientCode = regMsg.ClientCode,
BrokerCode = regMsg.BrokerCode,
Comment = regMsg.Comment,
Side = regMsg.Side,
TimeInForce = regMsg.TimeInForce,
ExpiryDate = regMsg.TillDate,
Balance = regMsg.Volume,
VisibleVolume = regMsg.VisibleVolume,
LocalTime = regMsg.LocalTime,
IsMarketMaker = regMsg.IsMarketMaker,
IsMargin = regMsg.IsMargin,
Slippage = regMsg.Slippage,
IsManual = regMsg.IsManual,
OrderType = regMsg.OrderType,
UserOrderId = regMsg.UserOrderId,
OrderState = OrderStates.Pending,
Condition = regMsg.Condition?.Clone(),
MinVolume = regMsg.MinOrderVolume,
PositionEffect = regMsg.PositionEffect,
PostOnly = regMsg.PostOnly,
});
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
//if (!CanStore<ExecutionMessage>(cancelMsg.SecurityId, ExecutionTypes.Transaction))
// break;
// try - cause looped back messages from offline adapter
_securityIds.TryAdd(cancelMsg.TransactionId, cancelMsg.SecurityId);
_transactionsBuffer.Add(cancelMsg.SecurityId, new ExecutionMessage
{
ServerTime = DateTimeOffset.Now,
ExecutionType = ExecutionTypes.Transaction,
SecurityId = cancelMsg.SecurityId,
HasOrderInfo = true,
TransactionId = cancelMsg.TransactionId,
IsCancellation = true,
OrderId = cancelMsg.OrderId,
OrderStringId = cancelMsg.OrderStringId,
OriginalTransactionId = cancelMsg.OriginalTransactionId,
OrderVolume = cancelMsg.Volume,
//Side = cancelMsg.Side,
});
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (Enabled)
{
if (mdMsg.IsSubscribe)
{
_subscriptionsById.Add(mdMsg.TransactionId);
}
else
{
_subscriptionsById.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
}
}
/// <summary>
/// Process message.
/// </summary>
/// <param name="message">Message.</param>
public void SendOutMessage(Message message)
{
if (message is null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.OfflineMode != MessageOfflineModes.None)
{
return;
}
switch (message.Type)
{
case MessageTypes.Level1Change:
{
var level1Msg = (Level1ChangeMessage)message;
if (CanStore(level1Msg))
{
_level1Buffer.Add(level1Msg.SecurityId, level1Msg.TypedClone());
}
break;
}
case MessageTypes.QuoteChange:
{
var quotesMsg = (QuoteChangeMessage)message;
if (CanStore(quotesMsg))
{
_orderBooksBuffer.Add(quotesMsg.SecurityId, quotesMsg.TypedClone());
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
DataBuffer <SecurityId, ExecutionMessage> buffer;
var secId = execMsg.SecurityId;
var execType = execMsg.ExecutionType;
switch (execType)
{
case ExecutionTypes.Tick:
buffer = _ticksBuffer;
break;
case ExecutionTypes.Transaction:
{
// some responses do not contains sec id
if (secId.IsDefault() && !_securityIds.TryGetValue(execMsg.OriginalTransactionId, out secId))
{
return;
}
buffer = _transactionsBuffer;
break;
}
case ExecutionTypes.OrderLog:
buffer = _orderLogBuffer;
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), execType, LocalizedStrings.Str1695Params.Put(message));
}
//if (execType == ExecutionTypes.Transaction && execMsg.TransactionId == 0)
// break;
if (execType == ExecutionTypes.Transaction || CanStore(execMsg))
{
buffer.Add(secId, execMsg.TypedClone());
}
break;
}
case MessageTypes.News:
{
var newsMsg = (NewsMessage)message;
if (CanStore(newsMsg))
{
_newsBuffer.Add(newsMsg.TypedClone());
}
break;
}
case MessageTypes.PositionChange:
{
var posMsg = (PositionChangeMessage)message;
var secId = posMsg.SecurityId;
//if (CanStore<PositionChangeMessage>(secId))
_positionChangesBuffer.Add(secId, posMsg.TypedClone());
break;
}
default:
{
if (message is CandleMessage candleMsg && candleMsg.State == CandleStates.Finished)
{
if (CanStore(candleMsg))
{
_candleBuffer.Add(Tuple.Create(candleMsg.SecurityId, candleMsg.GetType(), candleMsg.Arg), candleMsg.TypedClone());
}
}
break;
}
}
}
public void AddTransactionId(long transactionId)
{
this.AddInfoLog("Added trans id {0} mapping.", transactionId);
_transactionIds.Add(transactionId);
}
/// <inheritdoc />
public override bool SendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
Reset();
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
_secIds.TryAdd(regMsg.TransactionId, regMsg.SecurityId);
break;
}
case MessageTypes.OrderReplace:
{
var replaceMsg = (OrderReplaceMessage)message;
if (_secIds.TryGetValue(replaceMsg.OriginalTransactionId, out var secId))
{
_secIds.TryAdd(replaceMsg.TransactionId, secId);
}
break;
}
case MessageTypes.OrderPairReplace:
{
var replaceMsg = (OrderPairReplaceMessage)message;
if (_secIds.TryGetValue(replaceMsg.Message1.OriginalTransactionId, out var secId))
{
_secIds.TryAdd(replaceMsg.Message1.TransactionId, secId);
}
if (_secIds.TryGetValue(replaceMsg.Message2.OriginalTransactionId, out secId))
{
_secIds.TryAdd(replaceMsg.Message2.TransactionId, secId);
}
break;
}
case MessageTypes.OrderStatus:
{
var statusMsg = (OrderStatusMessage)message;
if (statusMsg.IsSubscribe)
{
if (IsSupportTransactionLog)
{
_transactionLogSubscriptions.Add(statusMsg.TransactionId, new SubscriptionInfo(statusMsg.TypedClone()));
}
else
{
_orderStatusIds.Add(statusMsg.TransactionId);
}
}
break;
}
}
return(base.SendInMessage(message));
}
//private void OnDockingManagerLayoutChanged(object sender, EventArgs e)
//{
// //if (DockingManager.Layout == null)
// // return;
// //DockingManager.Layout.Updated += OnLayoutUpdated;
//}
//private void OnLayoutUpdated(object sender, EventArgs e)
//{
// _isLayoutChanged = true;
// Flush();
//}
//private void OnDockingManagerDocumentClosing(object sender, DocumentClosingEventArgs e)
//{
// var control = e.Document.Content as BaseStudioControl;
// if (control == null)
// return;
// e.Cancel = !control.CanClose();
//}
//private void OnDockingManagerDocumentClosed(object sender, DocumentClosedEventArgs e)
//{
// var control = e.Document.Content as BaseStudioControl;
// if (control == null)
// return;
// _documents.RemoveWhere(p => Equals(p.Value, e.Document));
// _isLayoutChanged = true;
// _changedControls.Remove(control);
// _dockingControlSettings.Remove(control);
// Flush();
//}
private void OnBaseStudioControlChanged(BaseStudioControl control)
{
_changedControls.Add(control);
Flush();
}
