static LiveTickCollectorManager()
{
try
{
Cel = new CQGCEL();
Cel.APIConfiguration.CollectionsThrowException = false;
Cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
Cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
Cel.APIConfiguration.DefaultInstrumentSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndDOM;
Cel.APIConfiguration.DOMUpdatesMode = eDOMUpdatesMode.domUMDynamic;
Cel.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
Cel.InstrumentSubscribed += _cel_InstrumentSubscribed;
Cel.DataError += _cel_DataError;
Cel.IncorrectSymbol += _cel_IncorrectSymbol;
Cel.InstrumentChanged += Cel_InstrumentChanged;
Cel.InstrumentDOMChanged += Cel_InstrumentDOMChanged;
Cel.Startup();
_timerScheduler.Tick += _timerScheduler_Tick;
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
static CQGDataCollectorManager()
{
try
{
Cel = new CQGCEL();
Cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
Cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
Cel.APIConfiguration.CollectionsThrowException = false;
Cel.APIConfiguration.LogSeverity = eLogSeverity.lsDebug;
Cel.APIConfiguration.MessageProcessingTimeout = 30000;
Cel.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
Cel.InstrumentSubscribed += _cel_InstrumentSubscribed;
Cel.DataError += _cel_DataError;
Cel.IncorrectSymbol += _cel_IncorrectSymbol;
Cel.TimedBarsResolved += _cel_TimedBarsResolved;
Cel.TicksResolved += _cel_TicksResolved;
Cel.HistoricalSessionsResolved += _cel_HistoricalSessionsResolved;
Cel.Startup();
_timerScheduler.Tick += _timerScheduler_Tick;
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
internal void initializeCQGAndCallbacks(Object obj)
{
try
{
// Create real CQGCEL object and put it into the dictionary
// Remark: we do not use "m_CEL = new CQG.CQGCEL();" to facilitate further reflection on this COM object
string typeName = "CQG.CQGCELClass";
m_CEL = (CQGCEL)CQGAssm.CreateInstance(typeName);
m_CEL_key = FakeCQG.Internal.Core.CreateUniqueKey();
FakeCQG.Internal.ServerDictionaries.PutObjectToTheDictionary(m_CEL_key, m_CEL);
QueryHandler.UsedObjs.Add(m_CEL_key, m_CEL);
m_CEL_CELDataConnectionChg(eConnectionStatus.csConnectionDown);
m_CEL.DataConnectionStatusChanged += new _ICQGCELEvents_DataConnectionStatusChangedEventHandler(m_CEL_CELDataConnectionChg);
m_CEL.DataError += new _ICQGCELEvents_DataErrorEventHandler(m_CEL_DataError);
m_CEL.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
m_CEL.APIConfiguration.CollectionsThrowException = false;
m_CEL.APIConfiguration.TimeZoneCode = eTimeZone.tzPacific;
connectCQG();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
static LiveTickCollectorManager()
{
try
{
Cel = new CQGCEL();
Cel.APIConfiguration.CollectionsThrowException = false;
Cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
Cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
Cel.APIConfiguration.DefaultInstrumentSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndDOM;
Cel.APIConfiguration.DOMUpdatesMode = eDOMUpdatesMode.domUMDynamic;
Cel.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
Cel.InstrumentSubscribed += _cel_InstrumentSubscribed;
Cel.DataError += _cel_DataError;
Cel.IncorrectSymbol += _cel_IncorrectSymbol;
Cel.InstrumentChanged += Cel_InstrumentChanged;
Cel.InstrumentDOMChanged += Cel_InstrumentDOMChanged;
Cel.Startup();
_timerScheduler.Tick += _timerScheduler_Tick;
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public void attachCQG_Interface(CQGCEL cqgCell)
{
if (cqgCell == null)
{
throw new Exception("Not initialized CQG interface attached.");
}
_cel = cqgCell;
}
public void StartMissingBar(List <string> symbols, CQGCEL cel, bool isAuto, int maxCount)
{
if (!symbols.Any() || _shouldStop || !cel.IsStarted)
{
OnFinished();
return;
}
MissingBarRequest(cel, symbols, maxCount, isAuto);
OnProgress(0);
}
public CQGFrm()
{
try
{
InitializeComponent();
m_Log = log4net.LogManager.GetLogger("Kaitrade");
//m_RegisterSubject = new RegisterSubject(this.doRegisterSubject);
m_ProcessMessage = new ProcessMessage(this.doProcessMessage);
// Start connection to CQG
m_CQG = null;
//m_CQG = new CQGCEL();
}
catch (Exception myE)
{
}
}
//*** UI
private void MissingBarRequest(CQGCEL cel, List <string> symbols, int maxCount, bool isAuto = false)
{
if (_shouldStop)
{
return;
}
_maxBarsLookBack = Math.Abs(maxCount);
_symbolState.Clear();
ClientDatabaseManager.CreateMissingBarExceptionTable();
ClientDatabaseManager.CreateSessionHolidayTimesTable();
ClientDatabaseManager.CreateFullReportTable();
_semaphoreGettingSessionData = new Semaphore(0, 1);
foreach (string smb in symbols)
{
OnMissingBarStart(smb);
}
// Store Holidays
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncGetingSessionsDataThread";
StartAsyncGetingSessionsData(cel, symbols);
_semaphoreGettingSessionData.Release();
}).Start();
// Finding Missed bars
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncCheckingMissedBarsThread";
_semaphoreGettingSessionData.WaitOne();
if (isAuto)
{
StartAsyncCheckingMissedBarsAuto(symbols, _maxBarsLookBack);
}
else
{
StartAsyncCheckingMissedBars(symbols);
}
}).Start();
}
public static void Init()
{
if (_inited) return;
_inited = true;
_cqgVar=new CQGCEL();
_cqgVar.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
_cqgVar.InstrumentSubscribed += _cel_InstrumentSubscribed;
_cqgVar.IncorrectSymbol += _cel_IncorrectSymbol;
_cqgVar.InstrumentChanged += CQG_var_InstrumentChanged;
_cqgVar.APIConfiguration.CollectionsThrowException = false;
_cqgVar.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cqgVar.APIConfiguration.TimeZoneCode = eTimeZone.tzCentral;
_cqgVar.Startup();
}
public CQGConnector()
{
_cel = new CQGCEL();
_cel.APIConfiguration.CollectionsThrowException = false;
_cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
_cel.APIConfiguration.DefaultInstrumentSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndBBA;
_cel.APIConfiguration.DOMUpdatesMode = eDOMUpdatesMode.domUMDynamic;
if (_cel.IsStarted)
{
_cel.Shutdown();
}
if (!_cel.IsStarted)
{
_cel.Startup();
}
}
public CQGConnector()
{
_cel = new CQGCEL();
_cel.APIConfiguration.CollectionsThrowException = false;
_cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
_cel.APIConfiguration.DefaultInstrumentSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndBBA;
_cel.APIConfiguration.DOMUpdatesMode = eDOMUpdatesMode.domUMDynamic;
if (_cel.IsStarted)
{
_cel.Shutdown();
}
if (!_cel.IsStarted)
{
_cel.Startup();
}
}
public static void Init()
{
if (_inited)
{
return;
}
_inited = true;
_cqgVar = new CQGCEL();
_cqgVar.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
_cqgVar.InstrumentSubscribed += _cel_InstrumentSubscribed;
_cqgVar.IncorrectSymbol += _cel_IncorrectSymbol;
_cqgVar.InstrumentChanged += CQG_var_InstrumentChanged;
_cqgVar.APIConfiguration.CollectionsThrowException = false;
_cqgVar.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cqgVar.APIConfiguration.TimeZoneCode = eTimeZone.tzCentral;
_cqgVar.Startup();
}
public void CreateConnection(CQGCEL CEL)
{
try
{
// Creates the CQGCEL object
CEL = new CQGCEL();
CEL.DataError += new CQG._ICQGCELEvents_DataErrorEventHandler(CEL_DataError);
CEL.DataConnectionStatusChanged += new CQG._ICQGCELEvents_DataConnectionStatusChangedEventHandler(CEL_DataConnectionStatusChanged);
CEL.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
CEL.APIConfiguration.CollectionsThrowException = false;
CEL.APIConfiguration.TimeZoneCode = eTimeZone.tzGreenwich;
// Disables the controls
CEL_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
// Starts up the CQGCEL
CEL.Startup();
}
catch (Exception ex)
{
modErrorHandler.ShowError("CQGConnection.cs", "CreateConnection", ex);
}
}
private void StartAsyncGetingSessionsData(CQGCEL cel, List <string> symbols)
{
for (int i = 0; i < symbols.Count(); i++)
{
var symbol = symbols[i];
var progress = (i * (50 / symbols.Count()));
OnProgress(progress);
_aSemaphoreHolidays = new Semaphore(0, 1);
_aSemaphoreSessions = new Semaphore(0, 1);
List <DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol));
if (aResultDateTimes == null || aResultDateTimes.Count == 0)
{
continue;
}
var rangeBegin = aResultDateTimes.First();
var rangeEnd = aResultDateTimes.Last();
var req = cel.CreateHistoricalSessionsRequest();
req.Type = eHistoricalSessionsRequestType.hsrtTimeRange;
req.Symbol = symbol;
req.RangeStart = rangeBegin;
req.RangeEnd = rangeEnd;
cel.RequestHistoricalSessions(req);
_aSemaphoreHolidays.WaitOne(20000);// wait
cel.NewInstrument(symbol);
_aSemaphoreSessions.WaitOne(20000);// wait
}
}
public SymbolDataWriter(CQGConnector connector, string userName, int standardDepth, bool useMoreInfo)
{
_userName = userName;
_isMoreInfo = useMoreInfo;
_standardDepth = standardDepth;
_allowedSymbols.Clear();
if (connector == null)
{
throw new Exception("Not initialized CQG connector attached.");
}
_symbolsTable = new Dictionary <string, SymbolData>();
_tickTable = new Dictionary <string, TickData>();
_cel = connector.ICEL;
connector.addIncorrectSymbolListener(CEL_IncorrectSymbol);
connector.addInstrumentSubscribedListener(CEL_InstrumentSubscribed);
connector.addInstrumentChanged(CQG_InstrumentChanged);
connector.addInstrumentDOMChangedListene(CEL_InstrumentDOMChanged);
connector.addStartedListener(CEL_CELStarted);
_addSybolsList = new Dictionary <string, Control>();
}
static CQGDataCollectorManager()
{
try
{
Cel = new CQGCEL();
Cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
Cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
Cel.APIConfiguration.CollectionsThrowException = false;
Cel.APIConfiguration.LogSeverity = eLogSeverity.lsDebug;
Cel.APIConfiguration.MessageProcessingTimeout = 30000;
Cel.DataConnectionStatusChanged += _cel_DataConnectionStatusChanged;
_cel_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
Cel.InstrumentSubscribed += _cel_InstrumentSubscribed;
Cel.DataError += _cel_DataError;
Cel.IncorrectSymbol += _cel_IncorrectSymbol;
Cel.TimedBarsResolved += _cel_TimedBarsResolved;
Cel.TicksResolved += _cel_TicksResolved;
Cel.HistoricalSessionsResolved += _cel_HistoricalSessionsResolved;
Cel.Startup();
_timerScheduler.Tick += _timerScheduler_Tick;
//_timerTimeout.Tick += _timerTimeout_Tick;
_timerTimeout.Elapsed += _timerTimeout_Elapsed;
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public SymbolDataWriter(CQGConnector connector, string userName, int standardDepth, bool useMoreInfo)
{
_userName = userName;
_isMoreInfo = useMoreInfo;
_standardDepth = standardDepth;
_allowedSymbols.Clear();
if (connector == null)
{
throw new Exception("Not initialized CQG connector attached.");
}
_symbolsTable = new Dictionary<string, SymbolData>();
_tickTable = new Dictionary<string, TickData>();
_cel = connector.ICEL;
connector.addIncorrectSymbolListener(CEL_IncorrectSymbol);
connector.addInstrumentSubscribedListener(CEL_InstrumentSubscribed);
connector.addInstrumentChanged(CQG_InstrumentChanged);
connector.addInstrumentDOMChangedListene(CEL_InstrumentDOMChanged);
connector.addStartedListener(CEL_CELStarted);
_addSybolsList = new Dictionary<string, Control>();
}
public void StartCollectingSymbols(List<string> symbols, CQGCEL cel, bool isBars, DateTime rangeDateStart, DateTime rangeDateEnd, int sessionFilter, string historicalPeriod, string continuationType, int rangeStart, int rangeEnd)
{
if (!symbols.Any() || _shouldStop || !cel.IsStarted)
{
OnFinished();
return;
}
if (isBars)
{
BarRequest(cel, symbols, rangeStart, rangeEnd, sessionFilter, historicalPeriod, continuationType);
}
else
{
TickRequest(cel, symbols, rangeDateStart, rangeDateEnd, continuationType);
}
}
private void TickRequest(CQGCEL cel, IEnumerable<string> symbols, DateTime rangeStart, DateTime rangeEnd, string continuationType)
{
if (_shouldStop) return;
if (rangeStart < DateTime.Now.AddDays(-Settings.Default.MaxTickDays))
rangeStart = DateTime.Now.AddDays(-Settings.Default.MaxTickDays);
_aSymbolStates.Clear();
_aContinuationType = continuationType;
_historicalPeriod = "tick";
foreach (string smb in symbols)
{
var tickRequest = cel.CreateTicksRequest();
//LineTime = CEL.Environment.LineTime;
tickRequest.RangeStart = rangeStart;
tickRequest.RangeEnd = rangeEnd;
tickRequest.Type = eTicksRequestType.trtSinceTimeNotify;
tickRequest.Symbol = smb;
CQGTicks ticks = cel.RequestTicks(tickRequest);
if (ticks.Status == eRequestStatus.rsInProgress)
{
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
_aSymbolStates.Add(smb, ss);
}
OnSymbolCollectStart(smb);
}
}
private void StartAsyncGetingSessionsData(CQGCEL cel, IEnumerable<string> symbols)
{
foreach (string symbol in symbols)
{
_aSemaphoreHolidays = new Semaphore(0, 1);
_aSemaphoreSessions = new Semaphore(0, 1);
List<DateTime> aResultDateTimes = DatabaseManager.GetAllDateTimes(DatabaseManager.GetTableFromSymbol(symbol));
if (aResultDateTimes == null || aResultDateTimes.Count == 0)
continue;
var rangeBegin = aResultDateTimes.First();
var rangeEnd = aResultDateTimes.Last();
var req = cel.CreateHistoricalSessionsRequest();
req.Type = eHistoricalSessionsRequestType.hsrtTimeRange;
req.Symbol = symbol;
req.RangeStart = rangeBegin;
req.RangeEnd = rangeEnd;
cel.RequestHistoricalSessions(req);
_aSemaphoreHolidays.WaitOne(20000);// wait
cel.NewInstrument(symbol);
_aSemaphoreSessions.WaitOne(20000);// wait
}
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
if (_session != null)
{
try
{
DisposeSession();
}
catch (Exception ex)
{
SendOutError(ex);
}
_session = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_session != null)
throw new InvalidOperationException(LocalizedStrings.Str1619);
_session = new CQGCELClass();
_session.CELStarted += SessionOnCelStarted;
_session.DataError += SessionOnDataError;
_session.AccountChanged += SessionOnAccountChanged;
_session.AlgorithmicOrderPlaced += SessionOnAlgorithmicOrderPlaced;
_session.AlgorithmicOrderRegistrationComplete += SessionOnAlgorithmicOrderRegistrationComplete;
_session.OrderChanged += SessionOnOrderChanged;
_session.PositionsStatementResolved += SessionOnPositionsStatementResolved;
_session.InstrumentDOMChanged += SessionOnInstrumentDomChanged;
_session.InstrumentChanged += SessionOnInstrumentChanged;
_session.TicksAdded += SessionOnTicksAdded;
_session.IncorrectSymbol += SessionOnIncorrectSymbol;
_session.InstrumentSubscribed += SessionOnInstrumentSubscribed;
_session.ConstantVolumeBarsAdded += SessionOnConstantVolumeBarsAdded;
_session.ConstantVolumeBarsUpdated += SessionOnConstantVolumeBarsUpdated;
_session.PointAndFigureBarsAdded += SessionOnPointAndFigureBarsAdded;
_session.PointAndFigureBarsUpdated += SessionOnPointAndFigureBarsUpdated;
_session.TimedBarsAdded += SessionOnTimedBarsAdded;
_session.TimedBarsUpdated += SessionOnTimedBarsUpdated;
_session.TFlowBarsAdded += SessionOnFlowBarsAdded;
_session.TFlowBarsUpdated += SessionOnFlowBarsUpdated;
_session.Startup();
break;
}
case MessageTypes.Disconnect:
{
if (_session == null)
throw new InvalidOperationException(LocalizedStrings.Str1856);
DisposeSession();
_session = null;
SendOutMessage(new DisconnectMessage());
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
var instrument = _instruments.TryGetValue(mdMsg.SecurityId.SecurityCode);
//SessionHolder.Session.CreateInstrumentRequest().;
break;
}
case MarketDataTypes.MarketDepth:
break;
case MarketDataTypes.Trades:
break;
case MarketDataTypes.OrderLog:
break;
case MarketDataTypes.CandleTimeFrame:
break;
default:
{
SendOutMarketDataNotSupported(mdMsg.TransactionId);
return;
}
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.TransactionId;
SendOutMessage(reply);
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
var instrument = _instruments.TryGetValue(regMsg.SecurityId.SecurityCode);
if (instrument == null)
throw new InvalidOperationException(LocalizedStrings.Str3792Params.Put(regMsg.SecurityId.SecurityCode));
var account = _accounts.TryGetValue(regMsg.PortfolioName);
if (account == null)
throw new InvalidOperationException(LocalizedStrings.Str3793Params.Put(regMsg.PortfolioName));
var stopPrice = regMsg.OrderType == OrderTypes.Conditional
? ((CQGOrderCondition)regMsg.Condition).StopPrice
: null;
var order = _session.CreateOrder(regMsg.OrderType.ToCQG(stopPrice), instrument, account, (int)regMsg.Volume, regMsg.Side.ToCQG(), (double)regMsg.Price, (double)(stopPrice ?? 0));
_orders.Add(regMsg.TransactionId, order);
order.Place();
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
var order = _orders.TryGetValue(cancelMsg.OrderTransactionId);
if (order == null)
throw new InvalidOperationException(LocalizedStrings.Str3794Params.Put(cancelMsg.OrderTransactionId));
else
order.Cancel();
break;
}
case MessageTypes.OrderReplace:
{
var replaceMsg = (OrderReplaceMessage)message;
var order = _orders.TryGetValue(replaceMsg.OldTransactionId);
if (order == null)
{
throw new InvalidOperationException(LocalizedStrings.Str3794Params.Put(replaceMsg.OldTransactionId));
}
else
{
var modify = order.PrepareModify();
modify.Properties[eOrderProperty.opLimitPrice].Value = replaceMsg.Price;
modify.Properties[eOrderProperty.opQuantity].Value = replaceMsg.Volume;
order.Modify(modify);
}
break;
}
}
}
//*** UI
private void MissingBarRequest(CQGCEL cel, List<string> symbols, int maxCount, bool isAuto = false)
{
if (_shouldStop) return;
_maxBarsLookBack = Math.Abs(maxCount);
_aSymbolStates.Clear();
DatabaseManager.CreateMissingBarExceptionTable();
DatabaseManager.CreateSessionHolidayTimesTable();
DatabaseManager.CreateFullReportTable();
_semaphoreGettingSessionData = new Semaphore(0, 1);
foreach (string smb in symbols)
{
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
if (!_aSymbolStates.ContainsKey(smb))
{
_aSymbolStates.Add(smb, ss);
OnMissingBarStart(smb);
}
}
// Store Holidays
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncGetingSessionsDataThread";
StartAsyncGetingSessionsData(cel, symbols);
_semaphoreGettingSessionData.Release();
}).Start();
// Finding Missed bars
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncCheckingMissedBarsThread";
_semaphoreGettingSessionData.WaitOne();
if (isAuto)
StartAsyncCheckingMissedBarsAuto(symbols, _maxBarsLookBack);
else
StartAsyncCheckingMissedBars(symbols);
}).Start();
}
private void Form1_Load(object sender, EventArgs e)
{
try
{
DataNetClientDataManager.ConnectionStatusChanged += ClientDataManager_ConnectionStatusChanged;
if (Settings.Default.L.X < 0 || Settings.Default.L.Y < 0) Settings.Default.L = new Point(0, 0);
if (Settings.Default.S.Width < 0 || Settings.Default.S.Height < 0) Settings.Default.S = new Size(800, 500);
Size = Settings.Default.S;
Location = Settings.Default.L;
UpdateControlsSizeAndLocation();
_logger = Logger.GetInstance(listViewLogger);
_logger.LogAdd("Application Start", Category.Information);
_dataCollector = new DataCollector(_logger);
_dataCollector.SymbolCollectStart += DataCollector_SymbolCollectStart;
_dataCollector.SymbolCollectEnd += DataCollector_SymbolCollectEnd;
_dataCollector.MissingBarStart += DataCollector_MissingBarStart;
_dataCollector.MissingBarEnd += DataCollector_MissingBarEnd;
_dataCollector.Finished += DataCollector_Finished;
ui_home_textBoxX_db.Text = Settings.Default.DB;
ui_home_textBoxX_db_bar.Text = Settings.Default.dbBar;
ui_home_textBoxX_db_historical.Text = Settings.Default.dbHistorical;
ui_home_textBoxX_uid.Text = Settings.Default.User;
ui_home_textBoxX_pwd.Text = Settings.Default.Password;
ui_home_textBoxX_host.Text = Settings.Default.Host;
nudEndBar.Value = Settings.Default.valFinish;
ui_checkBoxAuto_CheckForMissedBars.Value = Settings.Default.AutoMissingBarReport;
checkBoxX1.Checked = Settings.Default.SavePass;
//**
metroShell1.SelectedTab = metroTabItem1;
cmbContinuationType.Items.Clear();
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctNoContinuation);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctStandard);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctStandardByMonth);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctActive);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctActiveByMonth);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctAdjusted);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctAdjustedByMonth);
cmbContinuationType.SelectedIndex = 0;
cmbHistoricalPeriod.SelectedIndex = 0;
ResetColorMarks();
// todo
_cel = new CQGCEL();
_cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
_cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cel.APIConfiguration.CollectionsThrowException = false;
_cel.APIConfiguration.LogSeverity = eLogSeverity.lsDebug;
_cel.APIConfiguration.MessageProcessingTimeout = 30000;
_cel.DataConnectionStatusChanged += CEL_DataConnectionStatusChanged;
CEL_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
_cel.DataError += CEL_DataError;
_cel.TimedBarsResolved += CEL_TimedBarsResolved;
_cel.IncorrectSymbol += CEL_IncorrectSymbol;
_cel.HistoricalSessionsResolved += CEL_HistoricalSessionsResolved;
_cel.TicksResolved += CQG_TicksResolved;
_cel.InstrumentSubscribed += CEL_InstrumentSubscribed;
_cel.Startup();
//todo
//currStatus = DEFAULT_STATUS;
dateTimeInputStart.Value = DateTime.Now.AddDays(-1);
dateTimeInputEnd.Value = DateTime.Now;
ui_listBox_symbols.DrawItem += listBox1_DrawItem;
_pingTimer = new Timer();
_pingTimer.Tick += TimerTick;
_pingTimer.Interval = 1000;
_pingTimer.Enabled = true;
_onlineServerSymbol = _startControl.uiServerOnlineFakeSymbol.Symbol;
_offlineServerSymbol = _startControl.uiOfflineFakeSymbol.Symbol;
//todo
styledListControl1.ItemStateChanged += styledListControl1_ItemStateChanged;
CQGDataCollectorManager.ItemStateChanged += CQGDataCollectorManager_ItemStateChanged;
CQGDataCollectorManager.CollectedSymbolCountChanged += CQGDataCollectorManager_CollectedSymbolCountChanged;
CQGDataCollectorManager.RunnedStateChanged += CQGDataCollectorManager_RunnedStateChanged;
CQGDataCollectorManager.StartTimeChanged += CQGDataCollectorManager_StartTimeChanged;
CQGDataCollectorManager.CQGStatusChanged += CQGDataCollectorManager_CQGStatusChanged;
//todo
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("Error in loading. " + ex.Message, Category.Error);
Close();
}
}
protected void MMbtnStart_Click(object who, EventArgs e)
{
//Tick tick = new Tick();
string p = Form.ActiveForm.Name.ToString();
string s = p.Substring(3, 1);
int w = Convert.ToInt32(s);
foreach (Control ct in Form.ActiveForm.Controls)
{
//MessageBox.Show(ct.ToString());
if (ct is TextBox)
{
//tick.CEL_IncorrectSymbol(((TextBox)(ct)).Text);
m_selectedSym = ((TextBox)(ct)).Text;
//Tick tick = new Tick(m_selectedSym);
}
}
m_CEL = new CQGCEL();
// m_CEL.CELStarted += new _ICQGCELEvents_CELStartedEventHandler(CEL_CELStarted);
m_CEL.DataConnectionStatusChanged += new _ICQGCELEvents_DataConnectionStatusChangedEventHandler(CEL_DataConnectionStatusChanged);
}
/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
if (_session != null)
{
try
{
DisposeSession();
}
catch (Exception ex)
{
SendOutError(ex);
}
_session = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_session != null)
{
throw new InvalidOperationException(LocalizedStrings.Str1619);
}
_session = new CQGCELClass();
_session.CELStarted += SessionOnCelStarted;
_session.DataError += SessionOnDataError;
_session.AccountChanged += SessionOnAccountChanged;
_session.AlgorithmicOrderPlaced += SessionOnAlgorithmicOrderPlaced;
_session.AlgorithmicOrderRegistrationComplete += SessionOnAlgorithmicOrderRegistrationComplete;
_session.OrderChanged += SessionOnOrderChanged;
_session.PositionsStatementResolved += SessionOnPositionsStatementResolved;
_session.InstrumentDOMChanged += SessionOnInstrumentDomChanged;
_session.InstrumentChanged += SessionOnInstrumentChanged;
_session.TicksAdded += SessionOnTicksAdded;
_session.IncorrectSymbol += SessionOnIncorrectSymbol;
_session.InstrumentSubscribed += SessionOnInstrumentSubscribed;
_session.ConstantVolumeBarsAdded += SessionOnConstantVolumeBarsAdded;
_session.ConstantVolumeBarsUpdated += SessionOnConstantVolumeBarsUpdated;
_session.PointAndFigureBarsAdded += SessionOnPointAndFigureBarsAdded;
_session.PointAndFigureBarsUpdated += SessionOnPointAndFigureBarsUpdated;
_session.TimedBarsAdded += SessionOnTimedBarsAdded;
_session.TimedBarsUpdated += SessionOnTimedBarsUpdated;
_session.TFlowBarsAdded += SessionOnFlowBarsAdded;
_session.TFlowBarsUpdated += SessionOnFlowBarsUpdated;
_session.Startup();
break;
}
case MessageTypes.Disconnect:
{
if (_session == null)
{
throw new InvalidOperationException(LocalizedStrings.Str1856);
}
DisposeSession();
_session = null;
SendOutMessage(new DisconnectMessage());
break;
}
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
switch (mdMsg.DataType)
{
case MarketDataTypes.Level1:
{
var instrument = _instruments.TryGetValue(mdMsg.SecurityId.SecurityCode);
//SessionHolder.Session.CreateInstrumentRequest().;
break;
}
case MarketDataTypes.MarketDepth:
break;
case MarketDataTypes.Trades:
break;
case MarketDataTypes.OrderLog:
break;
case MarketDataTypes.CandleTimeFrame:
break;
default:
{
SendOutMarketDataNotSupported(mdMsg.TransactionId);
return;
}
}
var reply = (MarketDataMessage)mdMsg.Clone();
reply.OriginalTransactionId = mdMsg.TransactionId;
SendOutMessage(reply);
break;
}
case MessageTypes.OrderRegister:
{
var regMsg = (OrderRegisterMessage)message;
var instrument = _instruments.TryGetValue(regMsg.SecurityId.SecurityCode);
if (instrument == null)
{
throw new InvalidOperationException(LocalizedStrings.Str3792Params.Put(regMsg.SecurityId.SecurityCode));
}
var account = _accounts.TryGetValue(regMsg.PortfolioName);
if (account == null)
{
throw new InvalidOperationException(LocalizedStrings.Str3793Params.Put(regMsg.PortfolioName));
}
if (regMsg.OrderType == null)
{
throw new InvalidOperationException();
}
var stopPrice = regMsg.OrderType == OrderTypes.Conditional
? ((CQGOrderCondition)regMsg.Condition).StopPrice
: null;
var order = _session.CreateOrder(regMsg.OrderType.Value.ToCQG(stopPrice), instrument, account, (int)regMsg.Volume, regMsg.Side.ToCQG(), (double)regMsg.Price, (double)(stopPrice ?? 0));
_orders.Add(regMsg.TransactionId, order);
order.Place();
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
var order = _orders.TryGetValue(cancelMsg.OrderTransactionId);
if (order == null)
{
throw new InvalidOperationException(LocalizedStrings.Str3794Params.Put(cancelMsg.OrderTransactionId));
}
else
{
order.Cancel();
}
break;
}
case MessageTypes.OrderReplace:
{
var replaceMsg = (OrderReplaceMessage)message;
var order = _orders.TryGetValue(replaceMsg.OldTransactionId);
if (order == null)
{
throw new InvalidOperationException(LocalizedStrings.Str3794Params.Put(replaceMsg.OldTransactionId));
}
else
{
var modify = order.PrepareModify();
modify.Properties[eOrderProperty.opLimitPrice].Value = replaceMsg.Price;
modify.Properties[eOrderProperty.opQuantity].Value = replaceMsg.Volume;
order.Modify(modify);
}
break;
}
}
}
public void attachCQG_Interface(CQGCEL cqgCell)
{
if (cqgCell == null)
{
throw new Exception("Not initialized CQG interface attached.");
}
_cel = cqgCell;
}
private void CQGFrm_FormClosed(object sender, FormClosedEventArgs e)
{
try
{
m_Log.Info("CQGFrm_FormClosed");
m_Adapter = null;
m_CQG = null;
m_ProcessMessage = null;
m_RegisterSubject = null;
}
catch (Exception myE)
{
}
}
private void Form1_Load(object sender, EventArgs e)
{
try
{
slidePanelSymbols.IsOpen = false;
ClientDatabaseManager.ConnectionStatusChanged += ClientDataManager_ConnectionStatusChanged;
if (Settings.Default.L.X < 0 || Settings.Default.L.Y < 0) Settings.Default.L = new Point(0, 0);
if (Settings.Default.S.Width < 0 || Settings.Default.S.Height < 0)
Settings.Default.S = new Size(800, 500);
Size = Settings.Default.S;
Location = Settings.Default.L;
checkBox_emailMe.Checked = Settings.Default.IsSendReports;
UpdateControlsSizeAndLocation();
_logger = Logger.GetInstance(listViewLogger);
_logger.LogAdd("Application Start", Category.Information);
_missingBarManager = new MissingBarManager(_logger);
_missingBarManager.MissingBarStart += DataCollector_MissingBarStart;
_missingBarManager.MissingBarEnd += DataCollector_MissingBarEnd;
_missingBarManager.Finished += DataCollector_Finished;
_missingBarManager.Progress += _missingBarManager_Progress;
ui_home_textBoxX_db.Text = Settings.Default.MainDB;
ui_home_textBoxX_db_bar.Text = Settings.Default.dbBar;
ui_home_textBoxX_db_historical.Text = Settings.Default.dbHistorical;
ui_home_textBoxX_uid.Text = Settings.Default.User;
ui_home_textBoxX_pwd.Text = Settings.Default.Password;
ui_home_textBoxX_host.Text = Settings.Default.Host;
nudEndBar.Value = Settings.Default.valFinish;
ui_checkBoxAuto_CheckForMissedBars.Value = Settings.Default.AutoMissingBarReport;
checkBoxX1.Checked = Settings.Default.SavePass;
//**
metroShell1.SelectedTab = metroTabItem1;
cmbContinuationType.Items.Clear();
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctNoContinuation);
cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctStandard);
//cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctStandardByMonth);
//cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctActive);
//cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctActiveByMonth);
//cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctAdjusted);
//cmbContinuationType.Items.Add(eTimeSeriesContinuationType.tsctAdjustedByMonth);
cmbContinuationType.SelectedIndex = 1;
cmbHistoricalPeriod.SelectedIndex = 0;
ResetColorMarks();
// todo
_cel = new CQGCEL();
_cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
_cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cel.APIConfiguration.CollectionsThrowException = false;
_cel.APIConfiguration.LogSeverity = eLogSeverity.lsDebug;
_cel.APIConfiguration.MessageProcessingTimeout = 30000;
_cel.DataConnectionStatusChanged += CEL_DataConnectionStatusChanged;
CEL_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
_cel.DataError += CEL_DataError;
_cel.IncorrectSymbol += CEL_IncorrectSymbol;
_cel.HistoricalSessionsResolved += CEL_HistoricalSessionsResolved;
_cel.InstrumentSubscribed += CEL_InstrumentSubscribed;
//todo
//currStatus = DEFAULT_STATUS;
dateTimeInputStart.Value = DateTime.Now.AddDays(-1);
dateTimeInputEnd.Value = DateTime.Now;
_pingTimer = new Timer();
_pingTimer.Tick += TimerTick;
_pingTimer.Interval = 1000;
_pingTimer.Enabled = true;
_onlineServerSymbol = _startControl.uiServerOnlineFakeSymbol.Symbol;
_offlineServerSymbol = _startControl.uiOfflineFakeSymbol.Symbol;
//todo
groupList4.ItemStateChanged +=groupList4_ItemStateChanged;
CQGDataCollectorManager.ItemStateChanged += CQGDataCollectorManager_ItemStateChanged;
CQGDataCollectorManager.CollectedSymbolCountChanged +=
CQGDataCollectorManager_CollectedSymbolCountChanged;
CQGDataCollectorManager.RunnedStateChanged += CQGDataCollectorManager_RunnedStateChanged;
CQGDataCollectorManager.StartTimeChanged += CQGDataCollectorManager_StartTimeChanged;
CQGDataCollectorManager.CQGStatusChanged += CQGDataCollectorManager_CQGStatusChanged;
CQGDataCollectorManager.UnsuccessfulSymbol += CQGDataCollectorManager_UnsuccessfulSymbol;
CQGDataCollectorManager.TickInsertingStarted += CQGDataCollectorManager_TickInsertingStarted;
CQGDataCollectorManager.ProgressBarChanged += CQGDataCollectorManager_ProgressBarChanched;
CQGDataCollectorManager.SendReport += CQGDataCollectorManager_SendReport;
//todo
Thread.Sleep(1000); // Fixed bug with closeing while starting//do not remove this
_cel.Startup();
//Restarting after crashing
if (Settings.Default.IsCrashed)
{
LoginToServer(Settings.Default.scUser1, Settings.Default.scPassword, Settings.Default.scHostSlave,
_nowIsMaster);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("Error in loading. " + ex.Message, Category.Error);
Close();
}
}
public void StartMissingBar(List<string> symbols, CQGCEL cel, bool isAuto, int maxCount)
{
if (!symbols.Any() || _shouldStop || !cel.IsStarted)
{
OnFinished();
return;
}
MissingBarRequest(cel, symbols, maxCount, isAuto);
}
private void BarRequest(CQGCEL cel, IEnumerable<string> symbols, int rangeStart, int rangeEnd, int sessionFilter, string historicalPeriod, string continuationType)
{
if (_shouldStop) return;
_aSymbolStates.Clear();
_aContinuationType = continuationType;
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
TableType(historicalPeriod);
_historicalPeriod = historicalPeriod;
foreach (string smb in symbols)
{
_logger.LogAdd("Creating request for symbol:" + smb, Category.Information, true);
DatabaseManager.CreateBarsTable(smb, _aTableType);
CQGTimedBarsRequest request = cel.CreateTimedBarsRequest();
//LineTime = CEL.Environment.LineTime;
request.RangeStart = rangeStart;
request.RangeEnd = rangeEnd;
request.SessionsFilter = sessionFilter;
request.Symbol = smb;
request.IntradayPeriod = _aIntradayPeriod;
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
request.HistoricalPeriod = _aHistoricalPeriod;
var bars = cel.RequestTimedBars(request);
var curTimedBars = cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
_logger.LogAdd("Request is 'In progress' for symbol:" + smb, Category.Information, true);
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
if (!_aSymbolStates.ContainsKey(smb))
_aSymbolStates.Add(smb, ss);
}
OnSymbolCollectStart(smb);
}
}
private void StartAsyncGetingSessionsData(CQGCEL cel, List<string> symbols)
{
for (int i = 0; i < symbols.Count(); i++)
{
var symbol = symbols[i];
var progress = (i * (50 / symbols.Count()));
OnProgress(progress);
_aSemaphoreHolidays = new Semaphore(0, 1);
_aSemaphoreSessions = new Semaphore(0, 1);
List<DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol));
if (aResultDateTimes == null || aResultDateTimes.Count == 0)
continue;
var rangeBegin = aResultDateTimes.First();
var rangeEnd = aResultDateTimes.Last();
var req = cel.CreateHistoricalSessionsRequest();
req.Type = eHistoricalSessionsRequestType.hsrtTimeRange;
req.Symbol = symbol;
req.RangeStart = rangeBegin;
req.RangeEnd = rangeEnd;
cel.RequestHistoricalSessions(req);
_aSemaphoreHolidays.WaitOne(20000);// wait
cel.NewInstrument(symbol);
_aSemaphoreSessions.WaitOne(20000);// wait
}
}
private void Form1_Load(object sender, EventArgs e)
{
try
{
ClientDatabaseManager.ConnectionStatusChanged += ClientDataManager_ConnectionStatusChanged;
if (Settings.Default.L.X < 0 || Settings.Default.L.Y < 0) Settings.Default.L = new Point(0, 0);
if (Settings.Default.S.Width < 0 || Settings.Default.S.Height < 0)
Settings.Default.S = new Size(800, 500);
Size = Settings.Default.S;
Location = Settings.Default.L;
_emeilAfterFinishing= Settings.Default.IsSendReports;
UpdateControlsSizeAndLocation();
_logger = Logger.GetInstance(listViewLogger);
_logger.LogAdd("Application Start", Category.Information);
_missingBarManager = new MissingBarManager(_logger);
_missingBarManager.MissingBarStart += DataCollector_MissingBarStart;
_missingBarManager.MissingBarEnd += DataCollector_MissingBarEnd;
_missingBarManager.Finished += DataCollector_Finished;
_missingBarManager.Progress += _missingBarManager_Progress;
ui_home_textBoxX_db.Text = Settings.Default.MainDB;
ui_home_textBoxX_db_bar.Text = Settings.Default.dbBar;
ui_home_textBoxX_db_historical.Text = Settings.Default.dbHistorical;
ui_home_textBoxX_uid.Text = Settings.Default.User;
ui_home_textBoxX_pwd.Text = Settings.Default.Password;
ui_home_textBoxX_host.Text = Settings.Default.Host;
//nudEndBar.Value = Settings.Default.valFinish;
checkBoxX1.Checked = Settings.Default.SavePass;
//**
metroShell1.SelectedTab = metroTabItem1;
ResetColorMarks();
// todo
_cel = new CQGCEL();
_cel.APIConfiguration.TimeZoneCode = eTimeZone.tzGMT;
_cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
_cel.APIConfiguration.CollectionsThrowException = false;
_cel.APIConfiguration.LogSeverity = eLogSeverity.lsDebug;
_cel.APIConfiguration.MessageProcessingTimeout = 30000;
_cel.DataConnectionStatusChanged += CEL_DataConnectionStatusChanged;
CEL_DataConnectionStatusChanged(eConnectionStatus.csConnectionDown);
_cel.DataError += CEL_DataError;
_cel.IncorrectSymbol += CEL_IncorrectSymbol;
_cel.HistoricalSessionsResolved += CEL_HistoricalSessionsResolved;
_cel.InstrumentSubscribed += CEL_InstrumentSubscribed;
FormAddSymbolsGroups.RefreshSYmbolsGroups += RefreshGridSymbolsGroups;
FormAutocollect.RefreshGroups += RefreshGridGroups;
//todo
_pingTimer = new Timer();
_pingTimer.Tick += TimerTick;
_pingTimer.Interval = 1000;
_pingTimer.Enabled = true;
_onlineServerSymbol = _startControl.uiServerOnlineFakeSymbol.Symbol;
_offlineServerSymbol = _startControl.uiOfflineFakeSymbol.Symbol;
//todo
//groupList4.ItemStateChanged +=groupList4_ItemStateChanged;
//todo subscribe
FormSettings.EmeilAfterFinishing += EmailChange;
FormSettings.IsAutocollect += AutocollectChange;
FormSettings.BarEnd += barEndChange;
CQGDataCollectorManager.ItemStateChanged += CQGDataCollectorManager_ItemStateChanged;
CQGDataCollectorManager.CollectedSymbolCountChanged +=
CQGDataCollectorManager_CollectedSymbolCountChanged;
CQGDataCollectorManager.RunnedStateChanged += CQGDataCollectorManager_RunnedStateChanged;
CQGDataCollectorManager.StartTimeChanged += CQGDataCollectorManager_StartTimeChanged;
CQGDataCollectorManager.CQGStatusChanged += CQGDataCollectorManager_CQGStatusChanged;
CQGDataCollectorManager.UnsuccessfulSymbol += CQGDataCollectorManager_UnsuccessfulSymbol;
CQGDataCollectorManager.TickInsertingStarted += CQGDataCollectorManager_TickInsertingStarted;
CQGDataCollectorManager.ProgressBarChanged += CQGDataCollectorManager_ProgressBarChanched;
CQGDataCollectorManager.SendReport += CQGDataCollectorManager_SendReport;
//todo
Thread.Sleep(1000); // Fixed bug with closeing while starting//do not remove this
_cel.Startup();
//Restarting after crashing
if (Settings.Default.IsCrashed)
{
LoginToServer(Settings.Default.scUser1, Settings.Default.scPassword, Settings.Default.scHostSlave,
_nowIsMaster);
}
dataSet.Relations.Add("1", dataSet.Tables["my_tbl"].Columns["ID"],
dataSet.Tables["tbl_sym"].Columns["ID"], false);
//superGridControl1.DefaultVisualStyles.RowStyles.SelectedMouseOver.Background.Color1 = Color.Red;
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("Error in loading. " + ex.Message, Category.Error);
Close();
}
}
private void Start_CEL()
{
try
{
// m_InitializingCEL = true;
m_CEL = new CQGCEL();
m_CEL.CELStarted += new _ICQGCELEvents_CELStartedEventHandler(CEL_CELStarted);
m_CEL.DataConnectionStatusChanged += new _ICQGCELEvents_DataConnectionStatusChangedEventHandler(CEL_DataConnectionStatusChanged);
//m_CEL.DataError += new _ICQGCELEvents_DataErrorEventHandler(CEL_DataError);
m_CEL.IncorrectSymbol += new _ICQGCELEvents_IncorrectSymbolEventHandler(CEL_IncorrectSymbol);
m_CEL.InstrumentSubscribed += new _ICQGCELEvents_InstrumentSubscribedEventHandler(CEL_InstrumentSubscribed);
//m_CEL.InstrumentChanged += new _ICQGCELEvents_InstrumentChangedEventHandler(CEL_InstrumentChanged);
//m_CEL.InstrumentDOMChanged += new _ICQGCELEvents_InstrumentDOMChangedEventHandler(CEL_InstrumentDOMChanged);
m_CEL.APIConfiguration.CollectionsThrowException = false;
m_CEL.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff;
m_CEL.APIConfiguration.TimeZoneCode = eTimeZone.tzCentral;
m_CEL.APIConfiguration.DefaultInstrumentSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndBBA;
//m_CEL.APIConfiguration.SnapshotPeriod = Convert.ToInt32(txtSnapshotPeriod.Text);
//m_CEL.APIConfiguration.DOMUpdatesMode = m_DOMUpdatesMode;
//m_CEL.APIConfiguration.DOMUpdatesPeriod = Convert.ToInt32(txtDOMUpdatePeriod.Text);
//m_CEL.Startup();
}
catch (Exception ex)
{
modErrorHandler.ShowError("ticknet", "Start_CEL", ex);
}
}
