string OrderExecutionSourceStub.IImplementation.SubmitOrder(AccountInfo accountInfo, Symbol symbol,
OrderTypeEnum orderType, int volume, decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit,
decimal?stopLoss, string comment, out string operationResultMessage)
{
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
PlaceOrderOperation operation = null;
GeneralHelper.GenericReturnDelegate <string> operationDelegate = delegate()
{
string submitResult = DoSubmitOrder(accountInfo, symbol, orderType, volume, allowedSlippage, desiredPrice,
takeProfit, stopLoss, comment, out operation, out operationResultMessageCopy);
return(submitResult);
};
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{// Timed out.
operationResultMessage = "Timeout submiting order.";
return(null);
}
if (string.IsNullOrEmpty((string)result))
{// Operation error.
operationResultMessage = operationResultMessageCopy;
return(null);
}
// Return the ID of the submitted order.
return((string)result);
}
bool OrderExecutionSourceStub.IImplementation.ExecuteMarketOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, Decimal?allowedSlippage, Decimal?desiredPrice,
Decimal?takeProfit, Decimal?stopLoss, string comment, out OrderInfo?orderPlaced, out string operationResultMessage)
{
string operationResultMessageCopy = string.Empty;
PlaceOrderOperation operation = null;
GeneralHelper.GenericReturnDelegate <bool> operationDelegate = delegate()
{
string submitResult = DoSubmitOrder(accountInfo, symbol, orderType, volume, allowedSlippage, desiredPrice,
takeProfit, stopLoss, comment, out operation, out operationResultMessageCopy);
return(string.IsNullOrEmpty(submitResult) == false);
};
orderPlaced = null;
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(5), out result) == false)
{// Timed out.
operationResultMessage = "Timeout placing order.";
return(false);
}
if ((bool)result == false)
{// Operation error.
operationResultMessage = operationResultMessageCopy;
return(false);
}
object operationResult;
if (operation.WaitResult <object>(TimeSpan.FromSeconds(60), out operationResult) == false)
{
operationResultMessage = "Order place timeout.";
return(false);
}
orderPlaced = (OrderInfo?)operationResult;
if (operationResult == null || orderPlaced.HasValue == false)
{
operationResultMessage = "Order place failed.";
return(false);
}
// Operation OK.
operationResultMessage = string.Empty;
orderPlaced = operation.OrderResponce;
if (orderPlaced.HasValue == false)
{
return(false);
}
return(true);
}
/// <summary>
/// Perform a login.
/// </summary>
public bool Login(string username, string password, string serviceUrl, string accountType, out string operationResultMessage)
{
_messageLoopOperator.Start();
if (OperationalState != OperationalStateEnum.Initialized &&
OperationalState != OperationalStateEnum.Initializing &&
OperationalState != OperationalStateEnum.Constructed)
{
operationResultMessage = "Login already started.";
return(false);
}
this._serviceUrl = serviceUrl;
string operationResultMessageCopy = string.Empty;
ChangeOperationalState(OperationalStateEnum.Initializing);
object result = false;
GeneralHelper.GenericReturnDelegate <bool> del = delegate()
{
if (_core == null)
{
_core = new FXCore.CoreAutClass();
_desk = (FXCore.TradeDeskAut)_core.CreateTradeDesk("trader");
}
try
{
_desk.Login(username, password, serviceUrl, accountType);
Managed_Subscribe();
SystemMonitor.Report("FXCM Service subscribed.");
ChangeOperationalState(OperationalStateEnum.Operational);
}
catch (Exception exception)
{
operationResultMessageCopy = "Failed to log in [" + exception.Message + "].";
SystemMonitor.OperationError(operationResultMessageCopy);
ChangeOperationalState(OperationalStateEnum.NotOperational);
}
return(_desk.IsLoggedIn());
};
if (_messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180), out result) == false || (bool)result == false)
{
ChangeOperationalState(OperationalStateEnum.NotOperational);
operationResultMessage = operationResultMessageCopy;
return(false);
}
operationResultMessage = operationResultMessageCopy;
return((bool)result);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public bool Login(string username, string password, string serviceUrl, string accountType)
{
if (OperationalState != OperationalStateEnum.Initialized &&
OperationalState != OperationalStateEnum.Initializing &&
OperationalState != OperationalStateEnum.Constructed)
{
return(false);
}
object result = false;
GeneralHelper.GenericReturnDelegate <bool> del = delegate()
{
if (_core == null)
{
_core = new FXCore.CoreAutClass();
_desk = (FXCore.TradeDeskAut)_core.CreateTradeDesk("trader");
}
lock (this)
{
_orders.Initialize(_adapter, this);
}
ChangeOperationalState(OperationalStateEnum.Initializing);
try
{
_desk.Login(username, password, serviceUrl, accountType);
Subscribe();
ChangeOperationalState(OperationalStateEnum.Operational);
}
catch (Exception exception)
{
SystemMonitor.OperationError("Failed to log in [" + exception.Message + "].");
ChangeOperationalState(OperationalStateEnum.NotOperational);
}
return(_desk.IsLoggedIn());
};
_messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180), out result);
return((bool)result);
}
public bool ExecuteMarketOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume, decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss, string comment, out OrderInfo?orderPlaced, out string operationResultMessage)
{
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
object orderId, psd;
bool isBuy = OrderInfo.TypeIsBuy(orderType);
OrderInfo?order = null;
GeneralHelper.GenericReturnDelegate <bool> operationDelegate = delegate()
{
_manager.Desk.OpenTrade(accountInfo.Id, symbol.Name, isBuy, _adapter.DefaultLotSize, (double)desiredPrice.Value, (string)_adapter.GetInstrumentData(symbol.Name, "QuoteID"), 0, (double)stopLoss.Value, (double)takeProfit.Value, 0, out orderId, out psd);
order = new OrderInfo();
OrderInfo tempOrder = order.Value;
tempOrder.Id = orderId.ToString();
TableAut accountsTable = (FXCore.TableAut)_manager.Desk.FindMainTable("trades");
RowAut item = (RowAut)accountsTable.FindRow("OrderID", orderId, 0);
return(true);
};
orderPlaced = order;
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{ // Timed out.
operationResultMessage = "Timeout submiting order.";
return(false);
}
if (string.IsNullOrEmpty((string)result))
{ // Operation error.
operationResultMessage = operationResultMessageCopy;
return(false);
}
return(true);
}
bool OrderExecutionSourceStub.IImplementation.IsPermittedSymbol(AccountInfo accountInfo, Symbol symbol)
{
GeneralHelper.GenericReturnDelegate <bool> operation = delegate()
{
MbtAccount acc = GetAccountByInfo(accountInfo);
if (acc == null)
{
return(false);
}
return(acc.IsPermedForSymbol(symbol.Name));
};
object result;
if (_messageLoopOperator.Invoke(operation, TimeSpan.FromSeconds(5), out result) == false)
{
return(false);
}
return((bool)result);
}
/// <summary>
/// Submit an order.
/// </summary>
public string SubmitOrder(AccountInfo account, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss,
string comment, out string operationResultMessage)
{
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
object orderId, psd;
bool isBuy = OrderInfo.TypeIsBuy(orderType);
GeneralHelper.GenericReturnDelegate <string> operationDelegate = delegate()
{
_manager.Desk.OpenTrade(account.Id, symbol.Name, isBuy,
_adapter.DefaultLotSize, (double)desiredPrice.Value,
(string)_adapter.GetInstrumentData(symbol.Name, "QuoteID"),
0,
stopLoss.HasValue ? (double)stopLoss.Value : 0,
takeProfit.HasValue ? (double)takeProfit.Value : 0,
0, out orderId, out psd);
return(orderId.ToString());
};
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{ // Timed out.
operationResultMessage = "Timeout submiting order.";
return(null);
}
if (string.IsNullOrEmpty((string)result))
{ // Operation error.
operationResultMessage = operationResultMessageCopy;
return(null);
}
// Return the ID of the submitted order.
return((string)result);
}
bool OrderExecutionSourceStub.IImplementation.CloseOrCancelOrder(AccountInfo accountInfo, string orderId,
string orderTag, decimal?allowedSlippage, decimal?desiredPrice, out decimal closingPrice,
out DateTime closingTime, out string modifiedId, out string operationResultMessage)
{
operationResultMessage = string.Empty;
closingPrice = 0;
closingTime = DateTime.MinValue;
modifiedId = orderId;
string operationResultMessageLocal = string.Empty;
OperationInformation operation = null;
GeneralHelper.GenericReturnDelegate <string> operationDelegate = delegate()
{
operationResultMessageLocal = "Operation not supported.";
operation = null;
MbtAccount pAcct = GetAccountByInfo(accountInfo);
if (pAcct == null)
{
operationResultMessageLocal = "Failed to retrieve account.";
SystemMonitor.OperationWarning(operationResultMessageLocal);
return(null);
}
string message = string.Empty;
lock (this)
{// Make sure to keep the entire package here locked, since the order operation get placed after the submit
// so we need to make sure we shall catch the responce in OnSubmit() too.
if (_orderClient.Cancel(orderTag, ref message) == false)
{// Error requestMessage.
operationResultMessageLocal = message;
return(null);
}
operation = new CancelOrderOperation()
{
Id = message
};
// The message, or operation Id is the order token (further stored in OrderInfo.id)
_operationStub.RegisterOperation(operation, false);
}
return(message);
};
object result;
if (_messageLoopOperator.Invoke(operationDelegate, TimeSpan.FromSeconds(8), out result) == false)
{// Timed out.
operationResultMessage = "Timeout submiting order cancelation.";
return(false);
}
if (string.IsNullOrEmpty((string)result))
{// Operation error.
operationResultMessage = operationResultMessageLocal;
return(false);
}
// Return the ID of the submitted order.
return(true);
}
/// <summary>
/// Request bar dataDelivery from entry.
/// </summary>
public bool RequestDataHistoryUpdate(DataSessionInfo sessionInfo, DataHistoryRequest request, bool waitResult)
{
DataStoreEntry entry = DataStore.Instance.GetEntryBySessionInfo(sessionInfo);
if (this.OperationalState != OperationalStateEnum.Operational ||
entry == null)
{
SystemMonitor.OperationError("Data history request received while not operational, or invalid session requrested.");
return(false);
}
if (entry.Period != request.Period)
{
SystemMonitor.OperationError("Data history request received but period not recognized.");
return(false);
}
if (request.MaxValuesRetrieved.HasValue == false)
{
request.MaxValuesRetrieved = int.MaxValue;
}
if (request.StartIndex.HasValue == false)
{
request.StartIndex = -1;
}
GeneralHelper.GenericReturnDelegate <bool> operationDelegate = delegate()
{
if (request.IsTickBased)
{
DataReaderWriter <DataTick> readerWriter = entry.GetDataTickReaderWriter();
List <DataTick> dataTicks;
DataHistoryUpdate update = new DataHistoryUpdate(request.Period, new DataTick[] { });
if (readerWriter.Read(request.StartIndex.Value, request.MaxValuesRetrieved.Value, out dataTicks))
{
update.DataTicksUnsafe.AddRange(dataTicks);
if (DataHistoryUpdateEvent != null)
{
DataHistoryUpdateEvent(this, sessionInfo, update);
}
return(true);
}
}
else
{
DataReaderWriter <DataBar> readerWriter = entry.GetDataBarReaderWriter();
if (readerWriter == null)
{
SystemMonitor.OperationError("Failed to establish file reader writer for entry.");
return(false);
}
List <DataBar> dataBars;
DataHistoryUpdate update = new DataHistoryUpdate(request.Period, new DataBar[] { });
bool readResult = false;
if (request.StartIndex.Value < 0)
{// Instruction is to read the last count items.
readResult = readerWriter.ReadLast(
request.MaxValuesRetrieved.Value, out dataBars);
}
else
{
readResult = readerWriter.Read(request.StartIndex.Value,
request.MaxValuesRetrieved.Value, out dataBars);
}
if (readResult)
{
update.DataBarsUnsafe.AddRange(dataBars);
if (DataHistoryUpdateEvent != null)
{
DataHistoryUpdateEvent(this, sessionInfo, update);
}
return(true);
}
}
return(false);
};
if (waitResult)
{
return(operationDelegate());
}
else
{
GeneralHelper.FireAndForget(operationDelegate);
return(true);
}
}
