/// <summary>
/// Fired when CQGTimedBar item is added to the end of CQGTimedBars.
/// </summary>
/// <param name="cqg_timed_bars">
/// Reference to changed CQGTimedBars.
/// </param>
private void CEL_TimedBarsAdded(CQG.CQGTimedBars cqg_timed_bars)
{
try
{
lock (m_BarToken1)
{
try
{
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
if (m_TSSets.ContainsKey(cqg_timed_bars.Id))
{
mySet = m_TSSets[cqg_timed_bars.Id];
//mySet.Items.Clear(); Done in the dump all
if (cqg_timed_bars.Status == eRequestStatus.rsSuccess)
{
DumpAllData(cqg_timed_bars, mySet);
}
else
{
mySet.Text = cqg_timed_bars.LastError.Description;
}
}
}
catch (Exception myE)
{
log.Error("CEL_TimedBarsAdded", myE);
}
}
}
catch
{
}
}
/// <summary>
/// This event is fired, when some changes occur in the connection with CQG data server.
/// </summary>
/// <param name="newStatus">
/// The current status of the connection with the data server.
/// </param>
private void CEL_DataConnectionStatusChanged(CQG.eConnectionStatus new_status)
{
System.Drawing.Color BackCol;
try
{
if (new_status == eConnectionStatus.csConnectionUp)
{
BackCol = System.Drawing.Color.FromArgb(0, 209, 15);
m_NotStarted = 1;
//sInfo = "DATA Connection is UP";
}
else if (new_status == eConnectionStatus.csConnectionDelayed)
{
BackCol = System.Drawing.Color.FromArgb(255, 114, 0);
//sInfo = "DATA Connection is Delayed";
}
else
{
BackCol = System.Drawing.Color.FromArgb(255, 114, 0);
//sInfo = "DATA Connection is Down";
}
}
catch (Exception ex)
{
modErrorHandler.ShowError("CQGConnection.cs", "CEL_DataConnectionStatusChanged", ex);
}
}
/// <summary>
/// Fired when the collection of timed bars (CQGTimedBars) is resolved or
/// when some error occured during timed bars request processing.
/// </summary>
/// <param name="cqg_timed_bars">
/// Reference to resolved CQGTimedBars
/// </param>
/// <param name="cqg_error">
/// The CQGError object that describes the last error occurred
/// while processing the TimedBars request or
/// Nothing/Invalid_Error in case of no error.
/// </param>
private void CEL_TimedBarsResolved(CQG.CQGTimedBars cqg_timed_bars, CQG.CQGError cqg_error)
{
try
{
lock (m_BarToken1)
{
try
{
driverLog.Info("CEL_TimedBarsResolved:" + cqg_timed_bars.Id.ToString());
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
if (m_TSSets.ContainsKey(cqg_timed_bars.Id))
{
mySet = m_TSSets[cqg_timed_bars.Id];
if (wireLog.IsInfoEnabled)
{
wireLog.Info("CEL_TimedBarsResolved:TSSetFound:" + mySet.Name + ":" + mySet.Alias + ":" + mySet.Mnemonic);
}
if (cqg_timed_bars.Status == eRequestStatus.rsSuccess)
{
mySet.Status = KaiTrade.Interfaces.Status.open;
DumpAllData(cqg_timed_bars, mySet);
}
else
{
mySet.Status = KaiTrade.Interfaces.Status.error;
mySet.Text = cqg_error.Description;
this.SendStatusMessage(KaiTrade.Interfaces.Status.open, "CEL_TimedBarsResolved" + mySet.Text);
}
}
else
{
driverLog.Info("CEL_TimedBarsResolved:Dataset not found");
}
}
catch (Exception myE)
{
log.Error("CEL_TimedBarsResolved", myE);
}
}
}
catch
{
}
}
/// <summary>
/// Dumps all request data (outputs\parameters\records)
/// </summary>
private void DumpAllData(CQG.CQGConstantVolumeBars myBars, KaiTrade.Interfaces.ITSSet mySet)
{
try
{
// Clears all records
mySet.Items.Clear();
if (myBars.Count == 0)
{
return;
}
for (int i = 0; i < myBars.Count; i++)
{
// get a new TS item
KaiTrade.Interfaces.ITSItem myItem = mySet.GetNewItem();
DumpRecord(myItem, mySet, myBars[i], i);
myItem.SourceActionType = KaiTrade.Interfaces.TSItemSourceActionType.barAdded;
myItem.ItemType = KaiTrade.Interfaces.TSItemType.constantVolume;
mySet.AddItem(myItem);
if (wireLog.IsInfoEnabled)
{
wireLog.Info("TBADD:" + myItem.ToTabSeparated());
}
}
// mark the set as changed - will cause the publisher
// to do an update or image
mySet.Added = true;
}
catch (Exception myE)
{
log.Error("DumpAllData", myE);
}
}
/// <summary>
/// Fired when CQGTimedBar item is updated.
/// </summary>
/// <param name="cqg_timed_bars">
/// Reference to changed CQGTimedBars
/// </param>
/// <param name="index_">
/// Specifies the updated CQGTimedBar index.
/// </param>
private void CEL_TimedBarsUpdated(CQG.CQGTimedBars cqg_timed_bars, int index_)
{
try
{
lock (m_BarToken1)
{
try
{
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
//return;
if (m_TSSets.ContainsKey(cqg_timed_bars.Id))
{
mySet = m_TSSets[cqg_timed_bars.Id];
if (!mySet.ReportAll)
{
// they only want added bars - so exit
return;
}
KaiTrade.Interfaces.ITSItem[] bars = new KaiTrade.Interfaces.ITSItem[1];
bars[0] = mySet.GetNewItem();
CopyBar(bars[0], mySet, cqg_timed_bars[index_], index_);
bars[0].SourceActionType = KaiTrade.Interfaces.TSItemSourceActionType.barUpdated;
bars[0].DriverChangedData = true;
mySet.ReplaceItem(bars[0], index_);
BarUpdateClients(mySet.RequestID, bars);
//mySet.Changed = true;
}
}
catch (Exception myE)
{
log.Error("CEL_TimedBarsUpdated", myE);
}
}
}
catch
{
}
}
/// <summary>
/// Dumps all request data (outputs\parameters\records)
/// </summary>
private void DumpAllData(CQG.CQGTimedBars myBars, KaiTrade.Interfaces.ITSSet mySet)
{
try
{
int exitingItemCount = mySet.Items.Count;
// Clears all records
mySet.Items.Clear();
if (myBars.Count == 0)
{
return;
}
KaiTrade.Interfaces.ITSItem[] bars = new KaiTrade.Interfaces.ITSItem[myBars.Count];
for (int i = 0; i < myBars.Count; i++)
{
// get a new TS item
bars[i] = mySet.GetNewItem();
CopyBar(bars[i], mySet, myBars[i], i);
bars[i].SourceActionType = KaiTrade.Interfaces.TSItemSourceActionType.barAdded;
bars[i].ItemType = KaiTrade.Interfaces.TSItemType.time;
if (i >= exitingItemCount)
{
bars[i].DriverChangedData = true;
}
else if (i >= myBars.Count - 2)
{
bars[i].DriverChangedData = true;
}
else
{
bars[i].DriverChangedData = false;
}
//this.BarUpdateClients(my
mySet.AddItem(bars[i]);
if (wireLog.IsInfoEnabled)
{
wireLog.Info("TBADD:" + bars[i].ToTabSeparated());
}
}
// Will enable all bar clients of the driver to handle the bars
this.BarUpdateClients(mySet.RequestID, bars);
}
catch (Exception myE)
{
log.Error("DumpAllData", myE);
}
}
/// <summary>
/// Fired when CQGConstantVolumeBar item is added to the end of CQGConstantVolumeBars.
/// </summary>
/// <param name="cqg_constant_volume_bars">
/// Reference to changed CQGConstantVolumeBars.
/// </param>
private void CEL_ConstantVolumeBarsAdded(CQG.CQGConstantVolumeBars cqg_constant_volume_bars)
{
try
{
lock (m_Token4)
{
try
{
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
if (m_TSSets.ContainsKey(cqg_constant_volume_bars.Id))
{
mySet = m_TSSets[cqg_constant_volume_bars.Id];
mySet.Items.Clear();
if (cqg_constant_volume_bars.Status == eRequestStatus.rsSuccess)
{
DumpAllData(cqg_constant_volume_bars, mySet);
}
else
{
mySet.Text = cqg_constant_volume_bars.LastError.Description;
}
}
}
catch (Exception myE)
{
log.Error("CEL_ConstantVolumeBarsAdded", myE);
}
}
}
catch
{
}
}
/// <summary>
/// Fired when CQGConstantVolumeBar item is updated.
/// </summary>
/// <param name="cqg_constant_volume_bars">
/// Reference to changed CQGConstantVolumeBars
/// </param>
/// <param name="index_">
/// Specifies the updated CQGConstantVolumeBar index.
/// </param>
private void CEL_ConstantVolumeBarsUpdated(CQG.CQGConstantVolumeBars cqg_constant_volume_bars, int index_)
{
try
{
lock (m_Token4)
{
try
{
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
//return;
if (m_TSSets.ContainsKey(cqg_constant_volume_bars.Id))
{
mySet = m_TSSets[cqg_constant_volume_bars.Id];
if (!mySet.ReportAll)
{
// they only want added bars - so exit
return;
}
KaiTrade.Interfaces.ITSItem myItem = mySet.GetNewItem();
DumpRecord(myItem, mySet, cqg_constant_volume_bars[index_], index_);
mySet.ReplaceItem(myItem, index_);
mySet.Changed = true;
}
}
catch (Exception myE)
{
log.Error("CEL_ConstantVolumeBarsUpdated", myE);
}
}
}
catch
{
}
}
/// <summary>
/// This event is fired as a response to a Tradable Commodities request either when the
/// collection is resolved or when an error has occurred during the request processing.
/// </summary>
/// <param name="GWAccountID">
/// Gateway account ID, for which tradable commodity names were requested, represented as Long.
/// </param>
/// <param name="commodityNames">
/// Collection of the tradable commodities.
/// </param>
/// <param name="cqgErr">
/// CQGError object representing the error occurred while processing the time series request.
/// </param>
private void CEL_TradableCommoditiesResolved(int GWAccountID, CQG.CQGCommodities commodityNames, CQG.CQGError cqgErr)
{
try
{
// Raise error, when an error occurs during the request.
if (cqgErr != null)
{
string myError = "Error " + cqgErr.Code + ": " + cqgErr.Description;
throw new Exception(myError);
}
// just do futures for now
eInstrumentType myType = eInstrumentType.itFuture;
for (int l = 0; l <= commodityNames.Count - 1; l++)
{
m_CQGHostForm.CQGApp.RequestCommodityInstruments(commodityNames[l], myType, true);
}
}
catch (Exception myE)
{
log.Error("CEL_TradableCommoditiesResolved", myE);
}
}
/// <summary>
/// Fired when a CQGExpressionOutputs item is updated.
/// </summary>
/// <param name="cqg_expression">
/// Reference to changed CQGExpression
/// </param>
/// <param name="index_">
/// Specifies the updated CQGExpressionOutputs index.
/// </param>
private void CEL_ExpressionUpdated(CQG.CQGExpression cqg_expression, int index_)
{
try
{
lock (m_ExpToken1)
{
try
{
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
lock (m_Token1)
{
if (m_TSSets.ContainsKey(cqg_expression.Id))
{
mySet = m_TSSets[cqg_expression.Id];
if (!mySet.ReportAll)
{
// they only want added bars - so exit
return;
}
if (wireLog.IsInfoEnabled)
{
wireLog.Info("CEL_ExpressionUpdated:TSSetFound:" + mySet.Name + ":" + mySet.Alias + ":" + mySet.Mnemonic);
}
if ((mySet.Items.Count - 1) == index_)
{
// get a new TS item
//KaiTrade.Interfaces.ITSItem myItem = mySet.GetNewItem();
//myItem.Index = i;
//myItem.TimeStamp = cqg_expression[index_].Timestamp;
//myItem.ConditionName = mySet.ConditionName;
CQGExpressionOutputs expressionOutputs = cqg_expression[index_];
string myDump = "CEL_EUPD" + "|" + expressionOutputs.Timestamp.ToString();
mySet.TimeStamp = expressionOutputs.Timestamp;
for (int j = 0; j <= expressionOutputs.Count - 1; j++)
{
//myItem.SetCurveValue(cqg_expression.OutputHeaders[j], double.Parse(expressionOutputs[j].ToString()));
mySet.SetUDCurveValue(j, double.Parse(expressionOutputs[j].ToString()));
mySet.SetUDCurveName(j, cqg_expression.OutputHeaders[j].ToString());
myDump += "|" + cqg_expression.OutputHeaders[j].ToString() + "|" + expressionOutputs[j].ToString();
}
wireLog.Info(myDump);
}
else
{
}
mySet.Updated = true;
}
}
}
catch (Exception myE)
{
log.Error("CEL_ExpressionUpdated", myE);
}
}
}
catch
{
}
}
/// <summary>
/// This event is fired when the expression (CQGExpression) is resolved or
/// when some error has occurred during the expression request processing.
/// </summary>
/// <param name="cqg_expression">
/// Reference to resolved CQGExpression
/// </param>
/// <param name="cqg_error">
/// CQGError object describing the last error occurred during the expression
/// request processing or Nothing/Invalid_Error in case of no error.
/// CQGCEL.IsValid(Invalid_Error) returns False.
/// </param>
private void CEL_ExpressionResolved(CQG.CQGExpression cqg_expression, CQG.CQGError cqg_error)
{
try
{
lock (m_ExpToken1)
{
try
{
driverLog.Info("CEL_ExpressionResolved:" + cqg_expression.Id.ToString());
// try get the set
KaiTrade.Interfaces.ITSSet mySet;
if (m_TSSets.ContainsKey(cqg_expression.Id))
{
mySet = m_TSSets[cqg_expression.Id];
if (wireLog.IsInfoEnabled)
{
wireLog.Info("CEL_ExpressionResolved:TSSetFound:" + mySet.Name + ":" + mySet.Alias + ":" + mySet.Mnemonic);
}
if (cqg_expression.Status == eRequestStatus.rsSuccess)
{
// Clears all records
mySet.Items.Clear();
mySet.Status = KaiTrade.Interfaces.Status.open;
if (cqg_expression.Count == 0)
{
return;
}
for (int i = 0; i < cqg_expression.Count; i++)
{
// get a new TS item
KaiTrade.Interfaces.ITSItem myItem = mySet.GetNewItem();
myItem.Index = i;
myItem.TimeStamp = cqg_expression[i].Timestamp;
myItem.ConditionName = mySet.ConditionName;
CQGExpressionOutputs expressionOutputs = cqg_expression[i];
for (int j = 0; j <= expressionOutputs.Count - 1; j++)
{
myItem.SetCurveValue(cqg_expression.OutputHeaders[j], double.Parse(expressionOutputs[j].ToString()));
}
myItem.DriverChangedData = true;
mySet.AddItem(myItem);
}
mySet.Added = true;
}
else
{
mySet.Text = cqg_error.Description;
mySet.Status = KaiTrade.Interfaces.Status.error;
this.SendStatusMessage(KaiTrade.Interfaces.Status.open, "CEL_ExpressionResolved" + mySet.Text);
}
}
else
{
driverLog.Info("CEL_ExpressionResolved:TSData not found");
}
}
catch (Exception myE)
{
log.Error("CEL_ExpressionResolved", myE);
}
}
}
catch
{
}
}
/// <summary>
/// This event is fired, when some changes occur in the connection with CQG data server.
/// </summary>
/// <param name="newStatus">
/// The current status of the connection with the data server.
/// </param>
private void CEL_DataConnectionStatusChanged(CQG.eConnectionStatus new_status)
{
System.Drawing.Color BackCol;
try
{
if (new_status == eConnectionStatus.csConnectionUp)
{
BackCol = System.Drawing.Color.FromArgb(0, 209, 15);
m_NotStarted = 1;
m_sInfo = "UP";
nudDOMDepth.Enabled = false;
btnCancel.Enabled = true;
btnStop.Enabled = true;
btnStart.Enabled = false;
}
else if (new_status == eConnectionStatus.csConnectionDelayed)
{
BackCol = System.Drawing.Color.FromArgb(205, 114, 0);
m_sInfo = "De";
m_NotStarted = 0;
nudDOMDepth.Enabled = false;
btnCancel.Enabled = false;
btnStop.Enabled = false;
btnStart.Enabled = true;
}
else
{
BackCol = System.Drawing.Color.FromArgb(255, 0, 0);
m_sInfo = "Do";
m_NotStarted = 0;
nudDOMDepth.Enabled = true;
btnCancel.Enabled = false;
btnStop.Enabled = false;
btnStart.Enabled = true;
}
lblDataConnStatus.BackColor = BackCol;
lblDataConnStatus.Text = m_sInfo;
}
catch (Exception ex)
{
modErrorHandler.ShowError("frmTickNet", "CEL_DataConnectionStatusChanged", ex);
}
}
/// <summary>
/// This event is fired, when an instrument is resolved and subscribed
//' Description: Occurs when an instrument is resolved and subscribed
//'
//' Parameters:
//' symbol_ (string) <in> - the symbol used in the btnSubscribe function
//' Instrument (CQGInstrument) <in> - the subscribed CQGInstrument
public void CEL_InstrumentSubscribed(string symbol, CQG.ICQGInstrument instrument)
{
try
{
if (instrument == null)
{
// Failed to subscribe instrument
//lblSymbolStatus.Text = "Not Valid";
return;
}
System.Drawing.Color BackCol;
BackCol = System.Drawing.Color.FromArgb(0, 255, 0);
//lblSymbolStatus.Text = "Not Valid";
lblSymbolStatus.BackColor = BackCol;
instrument.DataSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndDOM;
//lblSymbolStatus.Text = "Valid";
}
catch (Exception ex)
{
modErrorHandler.ShowError("ticknet", "CEL_InstrumentSubscribed", ex);
}
}
