public static TradeLinkMessage ToTradeLinkMessage(ref System.Windows.Forms.Message windowsmessageref)
{
if (windowsmessageref.Msg != WM_COPYDATA)
{
return(null);
}
TradeLinkMessage m = new TradeLinkMessage();
COPYDATASTRUCT cds = new COPYDATASTRUCT();
cds = (COPYDATASTRUCT)Marshal.PtrToStructure(windowsmessageref.LParam, typeof(COPYDATASTRUCT));
if (cds.cbData > 0)
{
m.body = Marshal.PtrToStringAnsi(cds.lpData);
m.type = (TL2)cds.dwData;
}
return(m);
}
protected override void WndProc(ref Message m)
{
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null)
{
base.WndProc(ref m);
return;
}
string msg = tlm.body;
long result = (long)TL2.OK;
switch (tlm.type)
{
case TL2.ACCOUNTOPENPL:
if (gotSrvAcctOpenPLRequest == null)
{
break;
}
result = WMUtil.pack(gotSrvAcctOpenPLRequest(msg));
break;
case TL2.ACCOUNTCLOSEDPL:
if (gotSrvAcctClosedPLRequest == null)
{
break;
}
result = WMUtil.pack(gotSrvAcctClosedPLRequest(msg));
break;
case TL2.ACCOUNTREQUEST:
if (gotSrvAcctRequest == null)
{
break;
}
WMUtil.SendMsg(gotSrvAcctRequest(), TL2.ACCOUNTRESPONSE, Handle, msg);
break;
case TL2.ORDERCANCELREQUEST:
if (OrderCancelRequest != null)
{
OrderCancelRequest(Convert.ToUInt32(msg));
}
break;
case TL2.GETSIZE:
if (PositionSizeRequest != null)
{
result = PositionSizeRequest(msg);
}
break;
case TL2.AVGPRICE:
if (PositionPriceRequest != null)
{
result = WMUtil.pack(PositionPriceRequest(msg));
}
break;
case TL2.NDAYHIGH:
if (DayHighRequest != null)
{
result = WMUtil.pack(DayHighRequest(msg));
}
break;
case TL2.NDAYLOW:
if (DayLowRequest != null)
{
result = WMUtil.pack(DayLowRequest(msg));
}
break;
case TL2.SENDORDER:
SrvDoExecute(msg);
break;
case TL2.REGISTERCLIENT:
SrvRegClient(msg);
break;
case TL2.REGISTERSTOCK:
string[] m2 = msg.Split('+');
SrvRegStocks(m2[0], m2[1]);
break;
case TL2.REGISTERINDEX:
string[] ib = msg.Split('+');
SrvRegIndex(ib[0], ib[1]);
break;
case TL2.CLEARCLIENT:
SrvClearClient(msg);
break;
case TL2.CLEARSTOCKS:
SrvClearStocks(msg);
break;
case TL2.HEARTBEAT:
SrvBeatHeart(msg);
break;
case TL2.BROKERNAME:
result = (long)Brokers.TradeLinkSimulation;
break;
case TL2.FEATUREREQUEST:
TL2[] f = GetFeatures();
List <string> mf = new List <string>();
foreach (TL2 t in f)
{
int ti = (int)t;
mf.Add(ti.ToString());
}
string msf = string.Join(",", mf.ToArray());
WMUtil.SendMsg(msf, TL2.FEATURERESPONSE, Handle, msg);
break;
default:
result = (long)TL2.FEATURE_NOT_IMPLEMENTED;
break;
}
m.Result = (IntPtr)result;
}
public static TradeLinkMessage ToTradeLinkMessage(ref System.Windows.Forms.Message windowsmessageref)
{
if (windowsmessageref.Msg != WM_COPYDATA)
return null;
TradeLinkMessage m = new TradeLinkMessage();
COPYDATASTRUCT cds = new COPYDATASTRUCT();
cds = (COPYDATASTRUCT)Marshal.PtrToStructure(windowsmessageref.LParam, typeof(COPYDATASTRUCT));
if (cds.cbData > 0)
{
m.body = Marshal.PtrToStringAnsi(cds.lpData);
m.type = (TL2)cds.dwData;
}
return m;
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
long result = 0;
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null) // if it's not a WM_COPYDATA message
{
base.WndProc(ref m); // let form process it
return; // we're done
}
string msg = tlm.body;
string[] r = msg.Split(',');
switch (tlm.type)
{
case TL2.ORDERCANCELRESPONSE:
if (gotOrderCancel != null)
{
gotOrderCancel(Convert.ToUInt32(msg));
}
break;
case TL2.TICKNOTIFY:
if (Index.isIdx(r[(int)TickField.symbol]))
{
// we got an index update
Index i = Index.Deserialize(msg);
if (gotIndexTick != null)
{
gotIndexTick(i);
}
break;
}
Tick t = Tick.Deserialize(msg);
if (t.isTrade)
{
try
{
if (t.trade > chighs[t.sym])
{
chighs[t.sym] = t.trade;
}
if (t.trade < clows[t.sym])
{
clows[t.sym] = t.trade;
}
}
catch (KeyNotFoundException)
{
decimal high = DayHigh(t.sym);
decimal low = DayLow(t.sym);
chighs.Add(t.sym, high);
if (low == 0)
{
low = 640000;
}
clows.Add(t.sym, low);
}
}
if (gotTick != null)
{
gotTick(t);
}
break;
case TL2.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
Trade tr = Trade.Deserialize(msg);
try
{
cpos[tr.symbol] = new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol));
}
catch (KeyNotFoundException)
{
cpos.Add(tr.symbol, new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol)));
}
if (gotFill != null)
{
gotFill(tr);
}
break;
case TL2.ORDERNOTIFY:
Order o = Order.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
break;
case TL2.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case TL2.FEATURERESPONSE:
string[] p = msg.Split(',');
List <TL2> f = new List <TL2>();
foreach (string s in p)
{
try
{
f.Add((TL2)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotSupportedFeatures != null)
{
gotSupportedFeatures(f.ToArray());
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}