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 = (MessageTypes)(int)cds.dwData;
}
return(m);
}
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 = (MessageTypes)(int)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 MessageTypes.ORDERCANCELRESPONSE:
if (gotOrderCancel != null)
{
gotOrderCancel(Convert.ToUInt32(msg));
}
break;
case MessageTypes.TICKNOTIFY:
Tick t = TickImpl.Deserialize(msg);
if (t.isTrade)
{
try
{
if (t.trade > chighs[t.symbol])
{
chighs[t.symbol] = t.trade;
}
if (t.trade < clows[t.symbol])
{
clows[t.symbol] = t.trade;
}
}
catch (KeyNotFoundException)
{
chighs.Add(t.symbol, 0);
clows.Add(t.symbol, decimal.MaxValue);
}
}
if (gotTick != null)
{
gotTick(t);
}
break;
case MessageTypes.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
Trade tr = TradeImpl.Deserialize(msg);
if (gotFill != null)
{
gotFill(tr);
}
break;
case MessageTypes.ORDERNOTIFY:
Order o = OrderImpl.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
break;
case MessageTypes.POSITIONRESPONSE:
Position pos = PositionImpl.Deserialize(msg);
if (gotPosition != null)
{
gotPosition(pos);
}
break;
case MessageTypes.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case MessageTypes.FEATURERESPONSE:
string[] p = msg.Split(',');
List <MessageTypes> f = new List <MessageTypes>();
foreach (string s in p)
{
try
{
f.Add((MessageTypes)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotSupportedFeatures != null)
{
gotSupportedFeatures(f.ToArray());
}
break;
case MessageTypes.IMBALANCERESPONSE:
Imbalance i = ImbalanceImpl.Deserialize(msg);
if (gotImbalance != null)
{
gotImbalance(i);
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}
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;
switch (tlm.type)
{
case MessageTypes.TICKNOTIFY:
Tick t;
try
{
t = TickImpl.Deserialize(msg);
}
catch (Exception ex)
{
_tickerrors++;
debug("Error processing tick: " + msg);
debug("TickErrors: " + _tickerrors);
debug("Error: " + ex.Message + ex.StackTrace);
break;
}
if (gotTick != null)
{
gotTick(t);
}
break;
case MessageTypes.IMBALANCERESPONSE:
Imbalance i = ImbalanceImpl.Deserialize(msg);
if (gotImbalance != null)
{
gotImbalance(i);
}
break;
case MessageTypes.ORDERCANCELRESPONSE:
{
long id = 0;
if (gotOrderCancel != null)
{
if (long.TryParse(msg, out id))
{
gotOrderCancel(id);
}
else if (SendDebugEvent != null)
{
SendDebugEvent("Count not parse order cancel: " + msg);
}
}
}
break;
case MessageTypes.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
try
{
Trade tr = TradeImpl.Deserialize(msg);
if (gotFill != null)
{
gotFill(tr);
}
}
catch (Exception ex)
{
debug("error deserializing fill: " + msg);
debug("error: " + ex.Message + ex.StackTrace);
debug("broker: " + BrokerName);
}
break;
case MessageTypes.ORDERNOTIFY:
try
{
Order o = OrderImpl.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
}
catch (Exception ex)
{
debug("error deserializing order: " + msg);
debug("error: " + ex.Message + ex.StackTrace);
debug("broker: " + BrokerName);
}
break;
case MessageTypes.POSITIONRESPONSE:
try
{
Position pos = PositionImpl.Deserialize(msg);
if (gotPosition != null)
{
gotPosition(pos);
}
}
catch (Exception ex)
{
if (SendDebugEvent != null)
{
SendDebugEvent(msg + " " + ex.Message + ex.StackTrace);
}
}
break;
case MessageTypes.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case MessageTypes.FEATURERESPONSE:
string[] p = msg.Split(',');
List <MessageTypes> f = new List <MessageTypes>();
foreach (string s in p)
{
try
{
f.Add((MessageTypes)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotFeatures != null)
{
gotFeatures(f.ToArray());
}
if (gotUnknownMessage != null)
{
gotUnknownMessage(tlm.type, 0, 0, 0, string.Empty, ref tlm.body);
}
break;
case MessageTypes.SERVERDOWN:
if (gotServerDown != null)
{
gotServerDown(msg);
}
break;
case MessageTypes.SERVERUP:
if (gotServerUp != null)
{
gotServerUp(msg);
}
break;
default:
if (gotUnknownMessage != null)
{
gotUnknownMessage(tlm.type, 0, 0, 0, string.Empty, ref tlm.body);
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null)
{
base.WndProc(ref m);
return;
}
string msg = tlm.body;
long result = (long)MessageTypes.OK;
switch (tlm.type)
{
case MessageTypes.ACCOUNTREQUEST:
if (newAcctRequest == null)
{
break;
}
string accts = newAcctRequest();
TLSend(accts, MessageTypes.ACCOUNTRESPONSE, msg);
break;
case MessageTypes.POSITIONREQUEST:
if (newPosList == null)
{
break;
}
string [] pm = msg.Split('+');
if (pm.Length < 2)
{
break;
}
string client = pm[0];
string acct = pm[1];
Position[] list = newPosList(acct);
foreach (Position pos in list)
{
TLSend(PositionImpl.Serialize(pos), MessageTypes.POSITIONRESPONSE, client);
}
break;
case MessageTypes.ORDERCANCELREQUEST:
{
long id = 0;
if (long.TryParse(msg, out id) && (newOrderCancelRequest != null))
{
newOrderCancelRequest(id);
}
}
break;
case MessageTypes.SENDORDER:
SrvDoExecute(msg);
break;
case MessageTypes.REGISTERCLIENT:
SrvRegClient(msg);
break;
case MessageTypes.REGISTERSTOCK:
string[] m2 = msg.Split('+');
SrvRegStocks(m2[0], m2[1]);
break;
case MessageTypes.CLEARCLIENT:
SrvClearClient(msg);
break;
case MessageTypes.CLEARSTOCKS:
SrvClearStocks(msg);
break;
case MessageTypes.HEARTBEATREQUEST:
SrvBeatHeart(msg);
break;
case MessageTypes.BROKERNAME:
result = (long)newProviderName;
break;
case MessageTypes.IMBALANCEREQUEST:
if (newImbalanceRequest != null)
{
newImbalanceRequest();
}
break;
case MessageTypes.FEATUREREQUEST:
string msf = "";
List <MessageTypes> f = new List <MessageTypes>();
f.Add(MessageTypes.HEARTBEATREQUEST);
f.Add(MessageTypes.CLEARCLIENT);
f.Add(MessageTypes.CLEARSTOCKS);
f.Add(MessageTypes.REGISTERCLIENT);
f.Add(MessageTypes.REGISTERSTOCK);
f.Add(MessageTypes.FEATUREREQUEST);
f.Add(MessageTypes.FEATURERESPONSE);
f.Add(MessageTypes.VERSION);
f.Add(MessageTypes.BROKERNAME);
List <string> mf = new List <string>();
foreach (MessageTypes t in f)
{
int ti = (int)t;
mf.Add(ti.ToString());
}
if (newFeatureRequest != null)
{
MessageTypes[] f2 = newFeatureRequest();
foreach (MessageTypes t in f2)
{
int ti = (int)t;
mf.Add(ti.ToString());
}
}
msf = string.Join(",", mf.ToArray());
TLSend(msf, MessageTypes.FEATURERESPONSE, msg);
break;
case MessageTypes.VERSION:
result = (long)MinorVer;
break;
default:
if (newUnknownRequest != null)
{
result = newUnknownRequest(tlm.type, msg);
}
else
{
result = (long)MessageTypes.FEATURE_NOT_IMPLEMENTED;
}
break;
}
m.Result = (IntPtr)result;
}
