/// <summary>
///
/// </summary>
public void Dispose()
{
lock (this)
{
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_core != null)
{
_desk = null;
_core = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
//GC.Collect();
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingOrders(BackgroundMessageLoopOperator messageLoopOperator)
{
_messageLoopOperator = messageLoopOperator;
_operationStub = new OperationPerformerStub();
ChangeOperationalState(OperationalStateEnum.Constructed);
}
/// <summary>
///
/// </summary>
/// <param name="symbol">Pass empty or null to extract all positions.</param>
public List <PositionInfo> GetPositions(/*string requestedSymbol*/)
{
List <PositionInfo> result = new List <PositionInfo>();
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
result = Managed_ProcessPositions();
}
catch (Exception ex)
{
SystemMonitor.OperationError("Failed to process FXCM positions.", ex);
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(result);
}
/// <summary>
/// Perform logout.
/// </summary>
public bool Logout()
{
ChangeOperationalState(OperationalStateEnum.NotOperational);
GeneralHelper.DefaultDelegate del = delegate()
{
if (_core != null && _desk.IsLoggedIn())
{
Managed_Unsubscribe();
_desk.Logout();
_desk = null;
_core = null;
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator == null || messageLoopOperator.Invoke(del, TimeSpan.FromSeconds(180)) == false)
{
return(false);
}
return(true);
}
/// <summary>
///
/// </summary>
public List <AccountInfo> GetAvailableAccounts(int advisedDecimalsPrecision)
{
List <AccountInfo> result = new List <AccountInfo>();
TradeDeskAut desk = _desk;
if (desk == null)
{
return(result);
}
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
// Perform update.
TableAut accountsTable = (FXCore.TableAut)desk.FindMainTable("accounts");
foreach (RowAut item in (RowsEnumAut)accountsTable.Rows)
{
string id = (string)item.CellValue("AccountID");
if (string.IsNullOrEmpty(id))
{
SystemMonitor.OperationWarning("Account with null/empty id found.");
continue;
}
AccountInfo info = new AccountInfo();
// Have the accounts with default empty Guids.
//info.Guid = Guid.Empty;
info.Id = id;
info.Name = "FXCM." + (string)item.CellValue("AccountName");
info.Balance = Math.Round(new decimal((double)item.CellValue("Balance")), advisedDecimalsPrecision);
info.Equity = Math.Round(new decimal((double)item.CellValue("Equity")), advisedDecimalsPrecision);
info.Margin = Math.Round(new decimal((double)item.CellValue("UsableMargin")), advisedDecimalsPrecision);
info.Profit = Math.Round(new decimal((double)item.CellValue("GrossPL")), advisedDecimalsPrecision);
info.FreeMargin = Math.Round(new decimal((double)item.CellValue("UsableMargin")), advisedDecimalsPrecision);
info.Company = "FXCM";
info.Server = this._serviceUrl;
result.Add(info);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(GeneralHelper.GetExceptionMessage(ex));
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(result);
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingConnectionManager(MBTradingAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_quotes = new MBTradingQuote(_messageLoopOperator);
_history = new MBTradingHistory(_messageLoopOperator);
_orders = new MBTradingOrders(_messageLoopOperator);
}
//volatile MBTradingQuote _quotes;
//public MBTradingQuote Quotes
//{
// get { return _quotes; }
//}
//volatile MBTradingHistory _history;
//public MBTradingHistory History
//{
// get { return _history; }
//}
//volatile MBTradingOrders _orders;
///// <summary>
/////
///// </summary>
//public MBTradingOrders Orders
//{
// get { return _orders; }
//}
//MBTradingAdapter _adapter;
/// <summary>
/// Constructor.
/// </summary>
public MBTradingTestConnectionManager()
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
//_quotes = new MBTradingQuote(_messageLoopOperator);
//_history = new MBTradingHistory(_messageLoopOperator);
//_orders = new MBTradingOrders(_messageLoopOperator);
_messageLoopOperator.Start();
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMConnectionManager(FXCMAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_subscriptionResponse = -1;
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_orders = new FXCMOrders(_messageLoopOperator);
_messageLoopOperator.Start();
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
lock (this)
{
if (_quotes != null)
{
_quotes.Dispose();
_quotes = null;
}
if (_history != null)
{
_history.Dispose();
_history = null;
}
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_communicationManager != null)
{
_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
//GC.Collect();
}
public void Dispose()
{
if (_historyClient != null)
{
_historyClient.OnDataEvent -= new _IMbtHistEvents_OnDataEventEventHandler(_historyClient_OnDataEvent);
_historyClient.OnError -= new _IMbtHistEvents_OnErrorEventHandler(_historyClient_OnError);
_historyClient = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator = null;
}
}
/// <summary>
///
/// </summary>
public List <DataBar> GetHistory(string forexPair, string period, DateTime lowerBound, DateTime upperBound)
{
bool keepIterating = true;
List <DataBar> candlestickHistoryList = new List <DataBar>();
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
FXCore.IMarketRateEnumAut japaneseCandlestick;
while (keepIterating)
{
japaneseCandlestick = (FXCore.IMarketRateEnumAut)desk.GetPriceHistoryUTC(forexPair, period, lowerBound, upperBound, -1, false, true);
foreach (FXCore.IMarketRateAut marketRate in japaneseCandlestick)
{
DataBar dataBar = new DataBar(marketRate.StartDate, new decimal(marketRate.AskOpen),
new decimal(marketRate.AskHigh), new decimal(marketRate.AskLow), new decimal(marketRate.AskClose), 0);
candlestickHistoryList.Add(dataBar);
lowerBound = marketRate.StartDate;
}
Thread.Sleep(100);
int i = japaneseCandlestick.Size;
keepIterating = i > 1 && upperBound.CompareTo(lowerBound) >= 0;
lowerBound.AddTicks(1);
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(candlestickHistoryList);
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
if (_quotesClient != null)
{
_quotesClient.UnadviseAll(this);
_quotesClient = null;
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
_messageLoopOperator = null;
}
/// <summary>
///
/// </summary>
public void Dispose()
{
lock (this)
{
//if (_quotes != null)
//{
// _quotes.Dispose();
// _quotes = null;
//}
//if (_history != null)
//{
// _history.Dispose();
// _history = null;
//}
//if (_orders != null)
//{
// _orders.UnInitialize();
// _orders.Dispose();
// _orders = null;
//}
//if (_adapter != null)
//{
// _adapter = null;
//}
if (_communicationManager != null)
{
//_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
//GC.Collect();
}
/// <summary>
///
/// </summary>
public void Dispose()
{
ChangeOperationalState(OperationalStateEnum.Disposed);
_desk = null;
_core = null;
_tradeDeskEventsSink = null;
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Stop();
messageLoopOperator.Dispose();
}
_messageLoopOperator = null;
GC.Collect();
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingHistory(BackgroundMessageLoopOperator messageLoopOperator)
{
_messageLoopOperator = messageLoopOperator;
_operationStub = new OperationPerformerStub(this);
}
public object GetInstrumentData(string forexPair, string columnName)
{
object columnData = null;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
FXCore.TableAut offersTable = (FXCore.TableAut)desk.FindMainTable("offers");
if (offersTable == null)
{
return;
}
switch (forexPair)
{
case "EUR/USD":
columnData = offersTable.CellValue(1, columnName);
break;
case "USD/JPY":
columnData = offersTable.CellValue(2, columnName);
break;
case "GBP/USD":
columnData = offersTable.CellValue(3, columnName);
break;
case "USD/CHF":
columnData = offersTable.CellValue(4, columnName);
break;
case "EUR/CHF":
columnData = offersTable.CellValue(5, columnName);
break;
case "AUD/USD":
columnData = offersTable.CellValue(6, columnName);
break;
case "USD/CAD":
columnData = offersTable.CellValue(7, columnName);
break;
case "NZD/USD":
columnData = offersTable.CellValue(8, columnName);
break;
case "EUR/GBP":
columnData = offersTable.CellValue(9, columnName);
break;
case "EUR/JPY":
columnData = offersTable.CellValue(10, columnName);
break;
case "GBP/JPY":
columnData = offersTable.CellValue(11, columnName);
break;
case "GBP/CHF":
columnData = offersTable.CellValue(12, columnName);
break;
}
};
BackgroundMessageLoopOperator messageLoopOperator = _messageLoopOperator;
if (messageLoopOperator != null)
{
messageLoopOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(60));
}
return(columnData);
}
/// <summary>
///
/// </summary>
public OrderInfo?SubmitOrder(AccountInfo accountInfo, Symbol symbol, OrderTypeEnum orderType, int volume,
decimal?allowedSlippage, decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss, out string operationResultMessage)
{
OrderInfo?order = null;
operationResultMessage = string.Empty;
string operationResultMessageCopy = string.Empty;
GeneralHelper.DefaultDelegate delegateInstance = delegate()
{
try
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
bool isBuy = OrderInfo.TypeIsBuy(orderType);
double realValue = isBuy ? (double)GetInstrumentData(symbol.Name, "Ask") : (double)GetInstrumentData(symbol.Name, "Bid");
object orderId, psd;
object ocoStopOrderId = null, ocoProfitOrderId = null;
desk.CreateFixOrder(desk.FIX_OPENMARKET,
"",
realValue,
realValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
isBuy,
volume,
"",
out orderId,
out psd);
order = new OrderInfo(orderId.ToString(), symbol, orderType,
OrderStateEnum.Executed, volume, new decimal(realValue), null,
null, null, null, null, null, null, null, null, null, "ok", "1");
//check bid value...
if (stopLoss.HasValue)
{
double dValue = Decimal.ToDouble(stopLoss.Value);
desk.CreateFixOrder(desk.FIX_ENTRYSTOP,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoStopOrderId,
out psd);
}
if (takeProfit.HasValue)
{
double dValue = Decimal.ToDouble(takeProfit.Value);
desk.CreateFixOrder(desk.FIX_ENTRYLIMIT,
"",
dValue,
dValue,
(string)GetInstrumentData(symbol.Name, "QuoteID"),
accountInfo.Id,
symbol.Name,
!isBuy,
volume,
"",
out ocoProfitOrderId,
out psd);
}
//Create OCO.
if (stopLoss.HasValue && takeProfit.HasValue)
{
bool creationOk = true;
FXCore.OrdersIDEnumAut group = new FXCore.OrdersIDEnumAut();
group.Add((string)ocoProfitOrderId);
group.Add((string)ocoStopOrderId);
object _result = null;
object ocoid = null;
desk.CreateOCO(group, out _result, out ocoid);
FXCore.OrdersBatchResultEnumAut result = (FXCore.OrdersBatchResultEnumAut)_result;
for (int i = 1; i <= result.Count; i++)
{
FXCore.OrderBatchResultAut res = (FXCore.OrderBatchResultAut)result.Item(i);
creationOk = creationOk && res.Success;
if (!creationOk)
{
//Ups throw an exception!!! But what about the current order.
}
}
}
}
catch (Exception ex)
{
operationResultMessageCopy = GeneralHelper.GetExceptionMessage(ex);
SystemMonitor.OperationError(operationResultMessageCopy);
}
};
BackgroundMessageLoopOperator messageOperator = _messageLoopOperator;
if (messageOperator != null)
{
messageOperator.Invoke(delegateInstance, TimeSpan.FromSeconds(120));
}
operationResultMessage = operationResultMessageCopy;
return(order);
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMConnectionManager()
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
}
public void Dispose()
{
UnInitialize();
_messageLoopOperator = null;
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingQuote(BackgroundMessageLoopOperator messageLoopOperator)
{// Calls to the COM must be done in the requestMessage loop operator.
_messageLoopOperator = messageLoopOperator;
}
