public void ConnectToBroker()
{
//TODO: error handling
if (_clientSocket.IsConnected())
{
Logger.Warn("ConnectToBroker called although we already connected");
return;
}
_clientSocket.eConnect(_host, _port, _clientId);
if (!_clientSocket.IsConnected())
{
GeneralTimer.GeneralTimerInstance.AddTask(RECONNECTION_TIMEOUT, ConnectToBroker, false);
Logger.Error($"Failed to connect to TWS, going to retry in {RECONNECTION_TIMEOUT}");
}
else
{
//this tells tws to send market data even when there is no active trading
_clientSocket.reqMarketDataType(2);
_consumer.Enqueue(new BrokerConnectionStatusMessage(
ConnectionStatus.Connected, null)
{
AfterConnectionToApiWrapper = true
});
}
}
private void PropagateMessageToAllComponents(IMessage message)
{
_accountManager.Enqueue(message, false);
_managedSecuritiesManager.Enqueue(message, false);
_uiMessageHandler.Enqueue(message, false);
PropagateMessageToAllUnlManagers(message);
}
protected override void HandleMessage(IMessage message)
{
//For evaluation only:
SendMessageToUIDataBroker(message);
//if((message.APIDataType) == EapiDataTypes.PositionData)
//{ }
switch (message.APIDataType)
{
case EapiDataTypes.ExceptionData:
HandleException(message);
break;
case EapiDataTypes.APIMessageData:
var apiMessageData = (APIMessageData)message;
_uiMessageHandler?.Enqueue(message, false);
Logger.Debug(apiMessageData.ToString());
break;
case EapiDataTypes.AccountSummaryData:
_accountManager.Enqueue(message, false);
MarginManager.UpdateAccountData((AccountSummaryData)message);
PropagateMessageToAllUnlManagers(message);
break;
case EapiDataTypes.OptionData:
var optionData = (OptionData)message;
if (CalculateGreekLocally)
{
//ForTesting:
//if ((optionData.OptionContract.Symbol == "MSFT") && (optionData.OptionContract.Strike == 52) &
// optionData.OptionContract.OptionType == EOptionType.Put )
{
optionData.UnderlinePrice =
((UNLManager)(_unlManagersDic[optionData.OptionContract.Symbol])).
MainSecurityData.LastPrice;
BnSCalcHelpper.UpdateGreekValues(optionData);
}
}
PropagateMessageToAdequateUnlManager(optionData);
WriteToDB(message);
break;
case EapiDataTypes.PositionData:
var posData = (OptionsPositionData)message;
//in case that it was handled already, dont handle it agian, it can happen
//becasue the PositionDataBuilder send the position data again
if (posData.HandledByPositionDataBuilder)
{
break;
}
PropagateMessageToAdequateUnlManager(message);
WriteToDB(message);
break;
case EapiDataTypes.OrderStatus:
case EapiDataTypes.OrderData:
case EapiDataTypes.SecurityContract:
PropagateMessageToAdequateUnlManager(message);
WriteToDB(message);
break;
case EapiDataTypes.SecurityData:
_managedSecuritiesManager.Enqueue(message, false);
//ForTesting: if(securityData.SecurityContract.Symbol == "VIX"){ }
PropagateMessageToAllUnlManagers(message);
WriteToDB(message);
break;
case EapiDataTypes.BrokerConnectionStatus:
var statusMessage = message as BrokerConnectionStatusMessage;
if (statusMessage != null && statusMessage.Status == ConnectionStatus.TWSDisconnected)
{
AppManager.AppManagerSingleTonObject.OnTWSDisconnected();
}
PropagateMessageToAllComponents(message);
break;
case EapiDataTypes.UnlTradingData:
MarginManager.UpdateUnlTradingData((UnlTradingData)message);
((UnlTradingData)message).SetLastUpdate();
WriteToDB(message);
break;
case EapiDataTypes.MarginData:
var marginData = (MarginData)message;
if (_unlManagersDic.ContainsKey(marginData.Symbol))
{
_unlManagersDic[marginData.Symbol].Enqueue(marginData, false);
}
break;
case EapiDataTypes.UnlOption:
WriteToDB(message);
break;
}
}
