Exemplo n.º 1
0
        public AlfaWrapper(AlfaDirectMessageAdapter adapter)
        {
            if (adapter == null)
            {
                throw new ArgumentNullException("adapter");
            }

            _adapter = adapter;

            _sysCulture = ThreadingHelper.GetSystemCulture();

            _adapter.AddInfoLog(LocalizedStrings.Str2270Params, _sysCulture);

            _ad = new AlfaDirectClass();
            _ad.OnConnectionChanged += OnConnectionChanged;
            _ad.OnTableChanged      += OnTableChanged;
            _ad.OrderConfirmed      += OrderConfirmed;

            _tableSecurities = new AlfaTable(_ad, _adapter, AlfaTable.TableName.papers, "paper_no, p_code, ansi_name, place_code, at_code, lot_size, i_last_update, expired, mat_date, price_step, base_paper_no, go_buy, go_sell, price_step_cost, curr_code, strike");
            _tableDepth      = new AlfaTable(_ad, _adapter, AlfaTable.TableName.queue, "paper_no, sell_qty, price, buy_qty");
            _tableLevel1     = new AlfaTable(_ad, _adapter, AlfaTable.TableName.fin_info, "paper_no, status, go_buy, go_sell, open_pos_qty, open_price, close_price, sell, sell_qty, buy, buy_qty, min_deal, max_deal, lot_size, volatility, theor_price, last_price, last_qty, last_update_date, last_update_time, price_step, buy_sqty, sell_sqty, buy_count, sell_count", "trading_status");
            _tableTrades     = new AlfaTable(_ad, _adapter, AlfaTable.TableName.all_trades, "paper_no, trd_no, qty, price, ts_time, b_s", "b_s_num");
            _tableOrders     = new AlfaTable(_ad, _adapter, AlfaTable.TableName.orders, "ord_no, acc_code, paper_no, status, b_s, price, qty, rest, ts_time, comments, place_code, stop_price, avg_trd_price, blank, updt_grow_price, updt_down_price, updt_new_price, trailing_level, trailing_slippage", "order_status, b_s_str");
            _tablePositions  = new AlfaTable(_ad, _adapter, AlfaTable.TableName.balance, "acc_code, p_code, place_code, paper_no, income_rest, real_rest, forword_rest, pl, profit_vol, income_vol, real_vol, open_vol, var_margin, balance_price");
            _tableMyTrades   = new AlfaTable(_ad, _adapter, AlfaTable.TableName.trades, "trd_no, ord_no, treaty, paper_no, price, qty, b_s, ts_time", "b_s_str");
            _tableNews       = new AlfaTable(_ad, _adapter, AlfaTable.TableName.news, "new_no, provider, db_data, subject, body");
            _tableAccounts   = new AlfaTable(_ad, _adapter, AlfaTable.TableName.accounts, "treaty");

            _connState = IsConnected ? ConnectionStates.Connected : ConnectionStates.Disconnected;

            _adapter.AddInfoLog("AlfaDirect {0}", _ad.Version.ToString());
        }
Exemplo n.º 2
0
        public FieldList(AlfaTable table, ILogReceiver logReceiver, string fields, string uniqueIds = null)
        {
            Table        = table;
            _logReceiver = logReceiver;

            Names = fields.Split(",").Select(f => f.Trim()).Where(f => !f.IsEmpty()).ToArray();
            var ids = uniqueIds == null?Enumerable.Empty <string>() : uniqueIds.Split(",").Select(f => f.Trim()).Where(f => !f.IsEmpty());

            var checkIds  = new HashSet <string>();
            var allFields = new Dictionary <string, List <Field> >();

            foreach (var info in _definedFields)
            {
                var field = (Field)info.GetValue(this);

                if (checkIds.Contains(field.Id))
                {
                    throw new InvalidOperationException("non unique id: {0}".Put(field.Id));
                }
                checkIds.Add(field.Id);

                var list = allFields.TryGetValue(field.Name);
                if (list == null)
                {
                    allFields.Add(field.Name, list = new List <Field>());
                }

                list.Add(field);
            }

            for (var i = 0; i < Names.Length; ++i)
            {
                var list  = allFields[Names[i]];
                var field = list.Count == 1 ? list.First() : list.First(f => ids.Contains(f.Id));

                field.Init(this, i);
            }

            allFields.Values.SelectMany(l => l).Where(f => f.List == null).ForEach(f => f.Init(this));
        }