Пример #1
0
 public ServerSterling(TLServer tls, int sleepOnNodata, int sleepAfterOrder, DebugDelegate deb)
 {
     SendDebug = deb;
     tl = tls;
     _SLEEP = 50;
     _ORDERSLEEP = sleepAfterOrder;
 }
Пример #2
0
        public DASServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program = PROGRAM;
           
            InitializeComponent();
            FormClosing += new FormClosingEventHandler(DASServerMain_FormClosing);
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
                tl = new TradeLink.Common.TLServer_WM();
            else
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);


            // bindings
            tl.newProviderName = Providers.DAS;
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols +=new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList += new PositionArrayDelegate(tl_newPosList);


        }
Пример #3
0
        public Replay()
        {
            if (Properties.Settings.Default.TLClientAddress== string.Empty)
                tl = new TLServer_WM() ;
            else
                tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            TrackEnabled = Util.TrackUsage();
            Program = PROGRAM;
            InitializeComponent();
            tl.newProviderName = Providers.TradeLink;
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
            tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newPosList += new PositionArrayDelegate(tl_gotSrvPosList);
            tl.newFeatureRequest+=new MessageArrayDelegate(GetFeatures);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
            h.GotTick += new TickDelegate(h_GotTick);
            SimBroker.UseBidAskFills = Properties.Settings.Default.UseBidAskFills;
            SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
            SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            h.GotDebug+=new DebugDelegate(_dw.GotDebug);
            // setup playback
            _playback = new Playback(h);
            _playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
            _playback.ProgressChanged += new ProgressChangedEventHandler(_playback_ProgressChanged);

            status(Util.TLSIdentity());

            // setup our special book used to hold bids and offers from historical sources
            // (this is for determining top of book between historical sources and our own orders)
            HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
            HISTBOOK.Notify = false; // don't notify
        }
Пример #4
0
 public ServerBlackwood(TLServer tls)
 {
     tl = tls;
     // broker stuff
     m_Session = new BWSession();
     m_Session.OnAccountMessage += new BWSession.AccountMessageHandler(m_Session_OnAccountMessage);
     //m_Session.OnNYSEImbalanceMessage += new BWSession.NYSEImbalanceMessageHandler(m_Session_OnNYSEImbalanceMessage);
     m_Session.OnExecutionMessage += new BWSession.ExecutionMessageHandler(m_Session_OnExecutionMessage);
     //m_Session.OnOrderMessage += new BWSession.OrderMessageHandler(m_Session_OnOrderMessage);
     m_Session.OnPositionMessage += new BWSession.PositionMessageHandler(m_Session_OnPositionMessage);
     m_Session.OnHistMessage += new BWSession.HistoricMessageHandler(m_Session_OnHistMessage);
     m_Session.OnTimeMessage += new BWSession.TimeMessageHandler(m_Session_OnTimeMessage);
     // tradelink stuff
     tl.newProviderName = Providers.Blackwood;
     tl.newAcctRequest += new StringDelegate(ServerBlackwood_newAccountRequest);
     tl.newUnknownRequest += new UnknownMessageDelegate(ServerBlackwood_newUnknownRequest);
     tl.newFeatureRequest += new MessageArrayDelegate(ServerBlackwood_newFeatureRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerBlackwood_newOrderCancelRequest);
     tl.newSendOrderRequest += new OrderDelegateStatus(ServerBlackwood_newSendOrderRequest);
     tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newPosList += new PositionArrayDelegate(ServerBlackwood_newPosList);
     //tl.newImbalanceRequest += new VoidDelegate(ServerBlackwood_tl.newImbalanceRequest);
     //DOMRequest += new IntDelegate(ServerBlackwood_DOMRequest);
     
     
 }
Пример #5
0
        public DASServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program = PROGRAM;
           
            InitializeComponent();
            FormClosing += new FormClosingEventHandler(DASServerMain_FormClosing);
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
                tl = new TradeLink.Common.TLServer_WM();
            else
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);


            // bindings
            tl.newProviderName = Providers.DAS;
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            //tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols +=new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList += new PositionAccountArrayDelegate(tl_newPosList);

            debug(Util.TLSIdentity());
            debug("Attempting to start: " + PROGRAM);

            //api.OnStatusChange += new Axtdaactx.ITDAAPICommEvents_OnStatusChangeEventHandler(api_OnStatusChange);
            ////api.OnL1Quote +=  rs_LevelOneStreaming = new AmeritradeBrokerAPI.RequestState();
            ////api.rs_LevelOneStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_LevelOneStreaming_TickWithArgs);
            ////api.rs_ActivesStreaming = new AmeritradeBrokerAPI.RequestState();
            ////api.rs_ActivesStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_ActivesStreaming_TickWithArgs);
            //api.OnL1Quote += new Axtdaactx.ITDAAPICommEvents_OnL1QuoteEventHandler(api_LevelOneStreaming);
            //doLogin();
        }
Пример #6
0
        public TDServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program = PROGRAM;
            InitializeComponent();
            FormClosing += new FormClosingEventHandler(TDServerMain_FormClosing);

            if (Properties.Settings.Default.TLClientAddress == string.Empty)
                tl = new TradeLink.Common.TLServer_WM();
            else
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);

            // bindings
            tl.newProviderName = Providers.TDAmeritrade;
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList += new PositionArrayDelegate(tl_newPosList);

            api.rs_LevelOneStreaming = new AmeritradeBrokerAPI.RequestState();
            api.rs_LevelOneStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_LevelOneStreaming_TickWithArgs);
            api.rs_ActivesStreaming = new AmeritradeBrokerAPI.RequestState();
            api.rs_ActivesStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_ActivesStreaming_TickWithArgs);
        }
Пример #7
0
        public TDServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program      = PROGRAM;
            InitializeComponent();
            FormClosing += new FormClosingEventHandler(TDServerMain_FormClosing);

            if (Properties.Settings.Default.TLClientAddress == string.Empty)
            {
                tl = new TradeLink.Common.TLServer_WM();
            }
            else
            {
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            }


            // bindings
            tl.newProviderName        = Providers.TDAmeritrade;
            tl.newFeatureRequest     += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest   += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newAcctRequest        += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest     += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList            += new PositionArrayDelegate(tl_newPosList);

            api.rs_LevelOneStreaming = new AmeritradeBrokerAPI.RequestState();
            api.rs_LevelOneStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_LevelOneStreaming_TickWithArgs);
            api.rs_ActivesStreaming = new AmeritradeBrokerAPI.RequestState();
            api.rs_ActivesStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_ActivesStreaming_TickWithArgs);
        }
Пример #8
0
 public ServerSterling(TLServer tls, int sleepOnNodata, int sleepAfterOrder, DebugDelegate deb)
 {
     SendDebug   = deb;
     tl          = tls;
     _SLEEP      = 50;
     _ORDERSLEEP = sleepAfterOrder;
 }
Пример #9
0
        public DASServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program      = PROGRAM;

            InitializeComponent();
            FormClosing += new FormClosingEventHandler(DASServerMain_FormClosing);
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
            {
                tl = new TradeLink.Common.TLServer_WM();
            }
            else
            {
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            }


            // bindings
            tl.newProviderName        = Providers.DAS;
            tl.newFeatureRequest     += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest   += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newAcctRequest        += new StringDelegate(tl_newAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest     += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList            += new PositionArrayDelegate(tl_newPosList);
        }
Пример #10
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 public ServerQuickFix(TLServer tls, string settingpath)
 {
     tl       = tls;
     _setpath = settingpath;
     tl.Start();
     tl.newOrderCancelRequest += new LongDelegate(ServerQuickFix_newOrderCancelRequest);
     tl.newSendOrderRequest   += new OrderDelegateStatus(ServerQuickFix_newSendOrderRequest);
     tl.newFeatureRequest     += new MessageArrayDelegate(ServerQuickFix_newFeatureRequest);
 }
Пример #11
0
        public GrayBox(TLServer tls, ListBox lstbox, Button btnConnect)
        {
            tl          = tls;
            lst_box     = lstbox;
            btn_connect = btnConnect;



            //ConnectQuotesServer();
        }
Пример #12
0
        public void setup()
        {
            //AppDomain.CurrentDomain.UnhandledException += new UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);

            if (!isserverconok)
            {
                server = new TradeLink.Common.TLServer_WM();
                con    = new IQFeedHelper(server);
                con.VerboseDebugging = verbosesetting;
                con.SendDebug       += new DebugDelegate(g.d);
                // get login information
                var data = Util.getfile(loginfile, g.d);
                Assert.IsFalse(string.IsNullOrWhiteSpace(data), "no login info");
                var li = data.Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
                Assert.AreEqual(3, li.Length, "missing login info");
                // attempt to startup connection
                con.Start(li[userr], li[pwr], li[prodr], Util.TLBuild());
                // wait a moment
                Util.sleep(4000);
                Assert.IsTrue(isserverconok, "server connection failed");
            }

            if (isserverconok && !isclientconok)
            {
                var c = new TLClient_WM("tempiqclient", false);
                c.VerboseDebugging = verbosesetting;
                c.SendDebugEvent  += new DebugDelegate(g.d);

                if (c.ProvidersAvailable[0] != Providers.IQFeed)
                {
                    throw new Exception("unable to find test server");
                }
                c.Mode(0, false);
                client = c;


                client.gotUnknownMessage += new MessageDelegate(client_gotUnknownMessage);

                // verify
                Assert.IsTrue(isclientconok, "client connection failed");
            }
            // reset everything
            mt = new MessageTracker();
            mt.VerboseDebugging = verbosesetting;
            blt           = new BarListTracker();
            mt.BLT        = blt;
            mt.SendDebug += new DebugDelegate(g.d);
            mt.GotNewBar += new SymBarIntervalDelegate(mt_GotNewBar);
            recvbarcount  = 0;
            msgok         = true;
            g.d("iqfeed started.");
            // wait a moment
            Util.sleep(1000);
        }
Пример #13
0
 public ServerRedi(TLServer tls, int sleepvalue)
 {
     tl  = tls;
     _bw = new Thread(new ParameterizedThreadStart(doqueues));
     tl.newProviderName        = Providers.REDI;
     tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newSendOrderRequest   += new OrderDelegateStatus(ServerRedi_newSendOrderRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerRedi_newOrderCancelRequest);
     tl.newFeatureRequest     += new MessageArrayDelegate(ServerRedi_newFeatureRequest);
     tl.newPosList            += new PositionArrayDelegate(ServerRedi_gotSrvPosList);
     tl.newAcctRequest        += new StringDelegate(ServerRedi_newAccountRequest);
 }
Пример #14
0
 public ServerRedi(TLServer tls, int sleepvalue)
 {
     tl = tls;
     _bw = new Thread(new ParameterizedThreadStart(doqueues));
     tl.newProviderName = Providers.REDI;
     tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newSendOrderRequest += new OrderDelegateStatus(ServerRedi_newSendOrderRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerRedi_newOrderCancelRequest);
     tl.newFeatureRequest += new MessageArrayDelegate(ServerRedi_newFeatureRequest);
     tl.newPosList += new PositionArrayDelegate(ServerRedi_gotSrvPosList);
     tl.newAcctRequest += new StringDelegate(ServerRedi_newAccountRequest);
 }
Пример #15
0
 public ServerNxCore(TLServer tls, string filename, int SaveStateInterval, bool Verbose, DebugDelegate debugs)
 {
     _fn                  = filename;
     _islive              = _fn == LIVEFEED;
     _nxsyms.NewTxt      += new TextIdxDelegate(_syms_NewTxt);
     SendDebugEvent       = debugs;
     SaveStateIntervalSec = SaveStateInterval;
     VerboseDebugging     = Verbose;
     d = debugs;
     debug(Util.TLSIdentity());
     _proc = new System.Threading.Thread(proc);
     tl    = tls;
     tl.newProviderName     = Providers.Nanex;
     tl.newFeatureRequest  += new MessageArrayDelegate(ServerNxCore_newFeatureRequest);
     tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
     savestateint           = (uint)(SaveStateIntervalSec * 1000);
     debug((tl.VerboseDebugging ? "Verbose is on" : "Verbose is off"));
     if (isLive)
     {
         debug("Running in live mode.");
         DOLIVESKIPTEST = true;
         // if live and no previous state, remove old state files
         if (!hasstate)
         {
             debug("No state file found for today, removing previous states...");
             System.IO.DirectoryInfo di  = new System.IO.DirectoryInfo(Util.ProgramData(PROGRAM));
             System.IO.FileInfo[]    fis = di.GetFiles("nxstate.*.tmp");
             foreach (System.IO.FileInfo fi in fis)
             {
                 try
                 {
                     System.IO.File.Delete(fi.FullName);
                     debug("removed: " + fi.FullName);
                 }
                 catch { }
             }
         }
         else
         {
             debug("Will use saved state to advance tape position at startup: " + statefilepath);
             _fn = statefilepath;
         }
         DOSAVESTATE = SaveStateIntervalSec != 0;
         if (DOSAVESTATE)
         {
             debug("Will save tape position every: " + SaveStateIntervalSec + " seconds.");
         }
         else
         {
             debug("State saving disabled because SaveStateInterval is 0");
         }
     }
 }
Пример #16
0
        public ServerNxCore(TLServer tls, string filename, int SaveStateInterval, bool Verbose, DebugDelegate debugs)
        {
            _fn = filename;
            _islive = _fn == LIVEFEED;
            _nxsyms.NewTxt += new TextIdxDelegate(_syms_NewTxt);
            SendDebugEvent = debugs;
            SaveStateIntervalSec = SaveStateInterval;
            VerboseDebugging = Verbose;
            d = debugs;
            debug(Util.TLSIdentity());
            _proc = new System.Threading.Thread(proc);
            tl = tls;
            tl.newProviderName = Providers.Nanex;
            tl.newFeatureRequest += new MessageArrayDelegate(ServerNxCore_newFeatureRequest);
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            savestateint = (uint)(SaveStateIntervalSec * 1000);
            debug((tl.VerboseDebugging ? "Verbose is on" : "Verbose is off"));
            if (isLive)
            {
                debug("Running in live mode.");
                DOLIVESKIPTEST = true;
                // if live and no previous state, remove old state files
                if (!hasstate)
                {
                    debug("No state file found for today, removing previous states...");
                    System.IO.DirectoryInfo di = new System.IO.DirectoryInfo(Util.ProgramData(PROGRAM));
                    System.IO.FileInfo[] fis = di.GetFiles("nxstate.*.tmp");
                    foreach (System.IO.FileInfo fi in fis)
                    {
                        try
                        {

                            System.IO.File.Delete(fi.FullName);
                            debug("removed: " + fi.FullName);
                        }
                        catch { }
                    }
                }
                else
                {
                    debug("Will use saved state to advance tape position at startup: " + statefilepath);
                    _fn = statefilepath;
                }
                DOSAVESTATE = SaveStateIntervalSec != 0;
                if (DOSAVESTATE)
                    debug("Will save tape position every: " + SaveStateIntervalSec + " seconds.");
                else
                    debug("State saving disabled because SaveStateInterval is 0");

            }

        }
Пример #17
0
        public ServerRithmic(TLServer tls, DebugDelegate dd)
        {
            debs = dd;
            tl   = tls;

            // set defaults
            PRI_bLoggedIntoMd     = false;
            PRI_bGotPriceIncrInfo = false;
            PRI_oAccount          = null;
            PRI_bGotAccounts      = false;
            PRI_bLoggedIntoTs     = false;
            PRI_bOrderComplete    = false;
        }
Пример #18
0
 public ServerRithmic(TLServer tls, DebugDelegate dd)
 {
     debs = dd;
     tl = tls;
     
     // set defaults
     PRI_bLoggedIntoMd = false;
     PRI_bGotPriceIncrInfo = false;
     PRI_oAccount = null;
     PRI_bGotAccounts = false;
     PRI_bLoggedIntoTs = false;
     PRI_bOrderComplete = false;
 }
Пример #19
0
 public IQFeedHelper(TLServer tls)
 {
     _basket = new BasketImpl();
     _connect = new BackgroundWorker();
     _connect.DoWork += new DoWorkEventHandler(bw_DoWork);
     tl = tls;
     tl.newProviderName = Providers.IQFeed;
     tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newFeatureRequest += new MessageArrayDelegate(IQFeedHelper_newFeatureRequest);
     tl.newUnknownRequest += new UnknownMessageDelegate(IQFeedHelper_newUnknownRequest);
     tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
     tl.newOrderCancelRequest+=new LongDelegate(ptt.sendcancel);
     _cb_hist = new AsyncCallback(OnReceiveHist);
 }
Пример #20
0
 public IQFeedHelper(TLServer tls)
 {
     _basket          = new BasketImpl();
     _connect         = new BackgroundWorker();
     _connect.DoWork += new DoWorkEventHandler(bw_DoWork);
     tl = tls;
     tl.newProviderName        = Providers.IQFeed;
     tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newFeatureRequest     += new MessageArrayDelegate(IQFeedHelper_newFeatureRequest);
     tl.newUnknownRequest     += new UnknownMessageDelegate(IQFeedHelper_newUnknownRequest);
     tl.newSendOrderRequest   += new OrderDelegateStatus(tl_newSendOrderRequest);
     tl.newOrderCancelRequest += new LongDelegate(ptt.sendcancel);
     _cb_hist = new AsyncCallback(OnReceiveHist);
 }
Пример #21
0
 public ServerDBFX(TLServer tls)
 {
     tl = tls;
     // dbfx events
     _tradeDesk = (FXCore.TradeDeskAut)core.CreateTradeDesk("trader");
     sink = new FXCore.TradeDeskEventsSinkClass();
     sink.ITradeDeskEvents_Event_OnRowAddedEx += new FXCore.ITradeDeskEvents_OnRowAddedExEventHandler(sink_ITradeDeskEvents_Event_OnRowAddedEx);
     sink.ITradeDeskEvents_Event_OnRowBeforeRemoveEx += new FXCore.ITradeDeskEvents_OnRowBeforeRemoveExEventHandler(sink_ITradeDeskEvents_Event_OnRowBeforeRemoveEx);
     sink.ITradeDeskEvents_Event_OnRowChangedEx += new FXCore.ITradeDeskEvents_OnRowChangedExEventHandler(sink_ITradeDeskEvents_Event_OnRowChangedEx);
     _sub = _tradeDesk.Subscribe(sink);
     // tl events
     if (tl != null)
         tl.Start();
     tl.newProviderName = Providers.DBFX;
     tl.newFeatureRequest += new MessageArrayDelegate(ServerDBFX_newFeatureRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerDBFX_newOrderCancelRequest);
     tl.newSendOrderRequest += new OrderDelegateStatus(ServerDBFX_newSendOrderRequest);
 }
Пример #22
0
 public ServerDBFX(TLServer tls)
 {
     tl = tls;
     // dbfx events
     _tradeDesk = (FXCore.TradeDeskAut)core.CreateTradeDesk("trader");
     sink       = new FXCore.TradeDeskEventsSinkClass();
     sink.ITradeDeskEvents_Event_OnRowAddedEx        += new FXCore.ITradeDeskEvents_OnRowAddedExEventHandler(sink_ITradeDeskEvents_Event_OnRowAddedEx);
     sink.ITradeDeskEvents_Event_OnRowBeforeRemoveEx += new FXCore.ITradeDeskEvents_OnRowBeforeRemoveExEventHandler(sink_ITradeDeskEvents_Event_OnRowBeforeRemoveEx);
     sink.ITradeDeskEvents_Event_OnRowChangedEx      += new FXCore.ITradeDeskEvents_OnRowChangedExEventHandler(sink_ITradeDeskEvents_Event_OnRowChangedEx);
     _sub = _tradeDesk.Subscribe(sink);
     // tl events
     if (tl != null)
     {
         tl.Start();
     }
     tl.newProviderName        = Providers.DBFX;
     tl.newFeatureRequest     += new MessageArrayDelegate(ServerDBFX_newFeatureRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerDBFX_newOrderCancelRequest);
     tl.newSendOrderRequest   += new OrderDelegateStatus(ServerDBFX_newSendOrderRequest);
 }
Пример #23
0
        public EsignalServer(TLServer tls)
            : base()
        {
            tl = tls;
            // use a background thread to queue up COM-events
            bw.DoWork += new DoWorkEventHandler(bw_DoWork);
            bw.WorkerSupportsCancellation = true;
            // set provider
            tl.newProviderName = Providers.eSignal;
            // handle subscription requests
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            // handle feature requests
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            // handle unknown messages
            tl.newUnknownRequest     += new UnknownMessageDelegate(EsignalServer_newUnknownRequest);
            tl.newSendOrderRequest   += new OrderDelegateStatus(tl_newSendOrderRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);

            tl.Start();
        }
Пример #24
0
        public EsignalServer(TLServer tls)
            : base()
        {
            tl = tls;
            // use a background thread to queue up COM-events
            bw.DoWork += new DoWorkEventHandler(bw_DoWork);
            bw.WorkerSupportsCancellation = true;
            // set provider
            tl.newProviderName = Providers.eSignal;
            // handle subscription requests
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            // handle feature requests
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            // handle unknown messages
            tl.newUnknownRequest += new UnknownMessageDelegate(EsignalServer_newUnknownRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);

            tl.Start();
        }
Пример #25
0
        public Replay()
        {
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
            {
                tl = new TLServer_WM();
            }
            else
            {
                tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            }
            TrackEnabled = Util.TrackUsage();
            Program      = PROGRAM;
            InitializeComponent();
            tl.newProviderName        = Providers.TradeLink;
            tl.newSendOrderRequest   += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
            tl.newAcctRequest        += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newPosList            += new PositionArrayDelegate(tl_gotSrvPosList);
            tl.newFeatureRequest     += new MessageArrayDelegate(GetFeatures);
            tl.newUnknownRequest     += new UnknownMessageDelegate(tl_newUnknownRequest);
            h.GotTick += new TickDelegate(h_GotTick);
            SimBroker.UseBidAskFills  = Properties.Settings.Default.UseBidAskFills;
            SimBroker.GotOrder       += new OrderDelegate(SimBroker_GotOrder);
            SimBroker.GotFill        += new FillDelegate(SimBroker_GotFill);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);
            h.GotDebug += new DebugDelegate(_dw.GotDebug);
            // setup playback
            _playback = new Playback(h);
            _playback.RunWorkerCompleted += new RunWorkerCompletedEventHandler(_playback_RunWorkerCompleted);
            _playback.ProgressChanged    += new ProgressChangedEventHandler(_playback_ProgressChanged);


            status(Util.TLSIdentity());


            // setup our special book used to hold bids and offers from historical sources
            // (this is for determining top of book between historical sources and our own orders)
            HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
            HISTBOOK.Notify  = false; // don't notify
        }
Пример #26
0
        public Replay()
        {
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
            {
                tl = new TLServer_WM();
            }
            else
            {
                tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            }
            tl.VerboseDebugging = Properties.Settings.Default.VerboseDebugging;
            TrackEnabled        = Util.TrackUsage();
            Program             = PROGRAM;
            InitializeComponent();
            Text += " " + Util.TLVersion();
            tl.newProviderName        = Providers.TradeLink;
            tl.newSendOrderRequest   += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
            tl.newAcctRequest        += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newPosList            += new PositionArrayDelegate(tl_gotSrvPosList);
            tl.newFeatureRequest     += new MessageArrayDelegate(GetFeatures);
            tl.newUnknownRequest     += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);

            SimBroker.UseBidAskFills  = Properties.Settings.Default.UseBidAskFills;
            SimBroker.GotOrder       += new OrderDelegate(SimBroker_GotOrder);
            SimBroker.GotFill        += new FillDelegate(SimBroker_GotFill);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);


            status(Util.TLSIdentity());


            // setup our special book used to hold bids and offers from historical sources
            // (this is for determining top of book between historical sources and our own orders)
            HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
            HISTBOOK.Notify  = false; // don't notify
            FormClosing     += new FormClosingEventHandler(Replay_FormClosing);
        }
Пример #27
0
        public DASServerMain()
        {
            TrackEnabled = Util.TrackUsage();
            Program      = PROGRAM;

            InitializeComponent();
            FormClosing += new FormClosingEventHandler(DASServerMain_FormClosing);
            if (Properties.Settings.Default.TLClientAddress == string.Empty)
            {
                tl = new TradeLink.Common.TLServer_WM();
            }
            else
            {
                tl = new TradeLink.Common.TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            }


            // bindings
            tl.newProviderName      = Providers.DAS;
            tl.newFeatureRequest   += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            //tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newUnknownRequest     += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newPosList            += new PositionArrayDelegate(tl_newPosList);

            debug(Util.TLSIdentity());
            debug("Attempting to start: " + PROGRAM);

            //api.OnStatusChange += new Axtdaactx.ITDAAPICommEvents_OnStatusChangeEventHandler(api_OnStatusChange);
            ////api.OnL1Quote +=  rs_LevelOneStreaming = new AmeritradeBrokerAPI.RequestState();
            ////api.rs_LevelOneStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_LevelOneStreaming_TickWithArgs);
            ////api.rs_ActivesStreaming = new AmeritradeBrokerAPI.RequestState();
            ////api.rs_ActivesStreaming.TickWithArgs += new AmeritradeBrokerAPI.EventHandlerWithArgs(rs_ActivesStreaming_TickWithArgs);
            //api.OnL1Quote += new Axtdaactx.ITDAAPICommEvents_OnL1QuoteEventHandler(api_LevelOneStreaming);
            //doLogin();
        }
Пример #28
0
        public Replay()
        {
            

            if (Properties.Settings.Default.TLClientAddress== string.Empty)
                tl = new TLServer_WM() ;
            else
                tl = new TLServer_IP(Properties.Settings.Default.TLClientAddress, Properties.Settings.Default.TLClientPort);
            tl.VerboseDebugging = Properties.Settings.Default.VerboseDebugging;
            TrackEnabled = Util.TrackUsage();
            Program = PROGRAM;
            InitializeComponent();
            Text += " " + Util.TLVersion();
            tl.newProviderName = Providers.TradeLink;
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_gotSrvFillRequest);
            tl.newOrderCancelRequest += new LongDelegate(tl_OrderCancelRequest);
            tl.newAcctRequest += new StringDelegate(tl_gotSrvAcctRequest);
            tl.newPosList += new PositionAccountArrayDelegate(tl_gotSrvPosList);
            tl.newFeatureRequest+=new MessageArrayDelegate(GetFeatures);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            
            SimBroker.UseBidAskFills = Properties.Settings.Default.UseBidAskFills;
            SimBroker.GotOrder += new OrderDelegate(SimBroker_GotOrder);
            SimBroker.GotFill += new FillDelegate(SimBroker_GotFill);
            SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel);


            status(Util.TLSIdentity());

            
            // setup our special book used to hold bids and offers from historical sources
            // (this is for determining top of book between historical sources and our own orders)
            HISTBOOK.Execute = false; // make sure our special book is never executed by simulator
            HISTBOOK.Notify = false; // don't notify 
            FormClosing += new FormClosingEventHandler(Replay_FormClosing);
        }
Пример #29
0
 public ServerBlackwood(TLServer tls)
 {
     tl = tls;
     // broker stuff
     m_Session = new BWSession();
     m_Session.OnAccountMessage += new BWSession.AccountMessageHandler(m_Session_OnAccountMessage);
     //m_Session.OnNYSEImbalanceMessage += new BWSession.NYSEImbalanceMessageHandler(m_Session_OnNYSEImbalanceMessage);
     m_Session.OnExecutionMessage += new BWSession.ExecutionMessageHandler(m_Session_OnExecutionMessage);
     //m_Session.OnOrderMessage += new BWSession.OrderMessageHandler(m_Session_OnOrderMessage);
     m_Session.OnPositionMessage += new BWSession.PositionMessageHandler(m_Session_OnPositionMessage);
     m_Session.OnHistMessage     += new BWSession.HistoricMessageHandler(m_Session_OnHistMessage);
     m_Session.OnTimeMessage     += new BWSession.TimeMessageHandler(m_Session_OnTimeMessage);
     // tradelink stuff
     tl.newProviderName        = Providers.Blackwood;
     tl.newAcctRequest        += new StringDelegate(ServerBlackwood_newAccountRequest);
     tl.newUnknownRequest     += new UnknownMessageDelegate(ServerBlackwood_newUnknownRequest);
     tl.newFeatureRequest     += new MessageArrayDelegate(ServerBlackwood_newFeatureRequest);
     tl.newOrderCancelRequest += new LongDelegate(ServerBlackwood_newOrderCancelRequest);
     tl.newSendOrderRequest   += new OrderDelegateStatus(ServerBlackwood_newSendOrderRequest);
     tl.newRegisterSymbols    += new SymbolRegisterDel(tl_newRegisterSymbols);
     tl.newPosList            += new PositionArrayDelegate(ServerBlackwood_newPosList);
     //tl.newImbalanceRequest += new VoidDelegate(ServerBlackwood_tl.newImbalanceRequest);
     //DOMRequest += new IntDelegate(ServerBlackwood_DOMRequest);
 }
Пример #30
0
        public GrayBox(TLServer tls, ListBox lstbox, Button btnConnect)
        {
            tl = tls;
            lst_box = lstbox;
            btn_connect = btnConnect;


            

            //ConnectQuotesServer();        

            
        }
Пример #31
0
 public ServerRedi(TLServer tls) : this(tls, 50)
 {
 }
Пример #32
0
 public ServerQuickFix(TLServer tls, string settingpath)
 {
     tl = tls;
     _setpath = settingpath;
     tl.Start();
     tl.newOrderCancelRequest += new LongDelegate(ServerQuickFix_newOrderCancelRequest);
     tl.newSendOrderRequest += new OrderDelegateStatus(ServerQuickFix_newSendOrderRequest);
     tl.newFeatureRequest += new MessageArrayDelegate(ServerQuickFix_newFeatureRequest);
 }
Пример #33
0
		 public ServerMB(TLServer tls)
        {
			  v("VerboseDebugging: " + VerboseDebugging);
            tl = tls;
            m_ComMgr = null;
            try
            {
					m_ComMgr = new MbtComMgr();  //pmh - Preferred. Was MbtComMgrClass(). Either should work.
            }
            catch (Exception ex)
            {
                System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
					 debug("m_ComMgr = new MbtComMgr() failed: " + ex.Message + ex.StackTrace); //pmh
					 return;
            }
//            m_ComMgr.SilentMode = true; //pmh - 9/18/12 - display login dialog if blank UID/Pwd (this allows me/pmh to connect to special servers for advanced testing)
            m_ComMgr.EnableSplash(false);
            m_OrderClient = m_ComMgr.OrderClient;
            m_OrderClient.SilentMode = true;
/* //pmh - OnDemandMode has been deprecated 
	if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
	{
		m_OrderClient.OnDemandMode = false;                                             
		v("order client on demand mode disabled as previous tradelink was running.");   
	}
*/
            m_Quotes = m_ComMgr.Quotes;
            m_OpenOrders = m_OrderClient.OpenOrders;
            m_HistMgr = m_ComMgr.HistMgr;

            // tradelink bindings
            tl.newProviderName = Providers.MBTrading;
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
            tl.newPosList += new PositionAccountArrayDelegate(tl_newPosList);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);

				//pmh - 8/29/12 - reordered alphabetically and added almost all remaining events

				// MB Trading MbtComMgr bindings
				m_ComMgr.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(m_ComMgr_OnAlertAdded); //pmh
				m_ComMgr.OnAlertsRefresh += new IMbtComMgrEvents_OnAlertsRefreshEventHandler(m_ComMgr_OnAlertsRefresh); //pmh
				m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown); //pmh
				m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
				m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
				m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
			  /*
			   * pmh - add later if desired
			   * 
				m_ComMgr.OnMATAccountPercentSet += new IMbtComMgrEvents_OnMATAccountPercentSetEventHandler(m_ComMgr_OnMATAccountPercentSet); //pmh
				m_ComMgr.OnMATGroupAccountAdded += new IMbtComMgrEvents_OnMATGroupAccountAddedEventHandler(m_ComMgr_OnMATGroupAccountAdded); //pmh
				m_ComMgr.OnMATGroupAccountRemoved += new IMbtComMgrEvents_OnMATGroupAccountRemovedEventHandler(m_ComMgr_OnMATGroupAccountRemoved); //pmh
				m_ComMgr.OnMATGroupsGroupAdded += new IMbtComMgrEvents_OnMATGroupsGroupAddedEventHandler(m_ComMgr_OnMATGroupsGroupAdded); //pmh
				m_ComMgr.OnMATGroupsGroupRemoved += new IMbtComMgrEvents_OnMATGroupsGroupRemovedEventHandler(m_ComMgr_OnMATGroupsGroupRemoved); //pmh
				m_ComMgr.OnMATGroupsGroupRenamed += new IMbtComMgrEvents_OnMATGroupsGroupRenamedEventHandler(m_ComMgr_OnMATGroupsGroupRenamed); //pmh
			   */
				
			  // MB Trading MbtOrderClient bindings
				m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
				m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
				m_OrderClient.OnAccountUnavailable += new _IMbtOrderClientEvents_OnAccountUnavailableEventHandler(m_OrderClient_OnAccountUnavailable); //pmh
				m_OrderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(m_OrderClient_OnAcknowledge); //pmh
				m_OrderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(m_OrderClient_OnBalanceUpdate); //pmh
				m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
				m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
				m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
				m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
				//pmh - 9/21/12 - See note on DefaultAccount at end of document!
				//m_OrderClient.OnDefaultAccountChanged += new _IMbtOrderClientEvents_OnDefaultAccountChangedEventHandler(m_OrderClient_OnDefaultAccountChanged); //pmh
				m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(m_OrderClient_OnExecute); //pmh
				m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
				m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
				m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
				m_OrderClient.OnPositionStrategyGroupAdded += new _IMbtOrderClientEvents_OnPositionStrategyGroupAddedEventHandler(m_OrderClient_OnPositionStrategyGroupAdded); //pmh
				m_OrderClient.OnPositionStrategyGroupRemoved += new _IMbtOrderClientEvents_OnPositionStrategyGroupRemovedEventHandler(m_OrderClient_OnPositionStrategyGroupRemoved); //pmh
				m_OrderClient.OnPositionStrategyGroupUpdated += new _IMbtOrderClientEvents_OnPositionStrategyGroupUpdatedEventHandler(m_OrderClient_OnPositionStrategyGroupUpdated); //pmh
				m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
				m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler(m_OrderClient_OnRemove); //pmh
				m_OrderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(m_OrderClient_OnReplacePlaced); //pmh
				m_OrderClient.OnReplaceRejected += new _IMbtOrderClientEvents_OnReplaceRejectedEventHandler(m_OrderClient_OnReplaceRejected); //pmh
				m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);

				// MB Trading MbtQuote bindings
				m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
            m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
            m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);

				// MB Trading MbtHist bindings
				m_HistMgr.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_HistMgr_OnDataEvent);
				m_HistMgr.OnError += new _IMbtHistEvents_OnErrorEventHandler(m_HistMgr_OnError);

				//disable old ticks
            //DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
            DisableOldTicks = true;
            debug("TL binding and MBT Desktop event mapping complete.");
        }
Пример #34
0
        public ServerMB(TLServer tls)
        {
            tl = tls;
            m_ComMgr = null;
            try
            {
                m_ComMgr = new MbtComMgrClass();
            }
            catch (Exception ex)
            {
                System.Diagnostics.Process.Start(@"http://code.google.com/p/tradelink/wiki/ComFactoryErrors");
                debug("An error occured: " + ex.Message + ex.StackTrace);
                return;
            }
            m_ComMgr.SilentMode = true;
            m_ComMgr.EnableSplash(false);
            m_OrderClient = m_ComMgr.OrderClient;
            m_OrderClient.SilentMode = true;
            if (!m_ComMgr.IsPreviousInstanceDetected("tradelink"))
            {
                m_OrderClient.OnDemandMode = false;
                v("order client on demand mode disabled as previous tradelink was running.");
            }
            m_Quotes = m_ComMgr.Quotes;
            m_Orders = m_OrderClient.OpenOrders;
            m_Hist = m_ComMgr.HistMgr;

            // tradelink bindings
            tl.newProviderName = Providers.MBTrading;
            tl.newFeatureRequest += new MessageArrayDelegate(tl_newFeatureRequest);
            tl.newSendOrderRequest += new OrderDelegateStatus(tl_newSendOrderRequest);
            tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
            tl.newOrderCancelRequest += new LongDelegate(tl_newOrderCancelRequest);
            tl.newAcctRequest += new StringDelegate(tl_newAcctRequest);
            tl.newPosList += new PositionArrayDelegate(tl_newPosList);
            tl.newUnknownRequest += new UnknownMessageDelegate(tl_newUnknownRequest);

            // mb bindings
            m_OrderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(m_OrderClient_OnAccountLoaded);
            m_OrderClient.OnAccountLoading += new _IMbtOrderClientEvents_OnAccountLoadingEventHandler(m_OrderClient_OnAccountLoading);
            m_OrderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(m_OrderClient_OnSubmit);
            m_OrderClient.OnClose += new _IMbtOrderClientEvents_OnCloseEventHandler(m_OrderClient_OnClose);
            m_OrderClient.OnConnect += new _IMbtOrderClientEvents_OnConnectEventHandler(m_OrderClient_OnConnect);
            m_OrderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(m_OrderClient_OnLogonSucceed);
            m_ComMgr.OnCriticalShutdown += new IMbtComMgrEvents_OnCriticalShutdownEventHandler(m_ComMgr_OnCriticalShutdown);
            m_ComMgr.OnHealthUpdate += new IMbtComMgrEvents_OnHealthUpdateEventHandler(m_ComMgr_OnHealthUpdate);
            m_ComMgr.OnLogonSucceed += new IMbtComMgrEvents_OnLogonSucceedEventHandler(m_ComMgr_OnLogonSucceed);
            m_ComMgr.OnLogonDeny += new IMbtComMgrEvents_OnLogonDenyEventHandler(m_ComMgr_OnLogonDeny);
            m_Quotes.OnClose += new _IMbtQuotesEvents_OnCloseEventHandler(m_Quotes_OnClose);
            m_Quotes.OnConnect += new _IMbtQuotesEvents_OnConnectEventHandler(m_Quotes_OnConnect);
            m_Quotes.OnLogonSucceed += new _IMbtQuotesEvents_OnLogonSucceedEventHandler(m_Quotes_OnLogonSucceed);
            m_OrderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(m_OrderClient_OnPositionAdded);
            m_OrderClient.OnPositionUpdated += new _IMbtOrderClientEvents_OnPositionUpdatedEventHandler(m_OrderClient_OnPositionUpdated);
            //m_OrderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler( m_OrderClient_OnExecute );
            m_OrderClient.OnCancelPlaced += new _IMbtOrderClientEvents_OnCancelPlacedEventHandler(m_OrderClient_OnCancelPlaced);
            m_OrderClient.OnCancelRejected += new _IMbtOrderClientEvents_OnCancelRejectedEventHandler(m_OrderClient_OnCancelRejected);
            //m_OrderClient.OnRemove += new _IMbtOrderClientEvents_OnRemoveEventHandler( m_OrderClient_OnRemove );
            m_OrderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(m_OrderClient_OnHistoryAdded);
            m_Hist.OnDataEvent += new _IMbtHistEvents_OnDataEventEventHandler(m_Hist_OnDataEvent);
            //disable old ticks
            //DisableOldTicks = Convert.ToBoolean(ConfigurationSettings.AppSettings["DisableOldTicks"]);
            DisableOldTicks = true;
            debug("all binding configured successfully.");
        }
Пример #35
0
        public void setup()
        {
            
            //AppDomain.CurrentDomain.UnhandledException += new UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);
            
            if (!isserverconok)
            {
                server = new TradeLink.Common.TLServer_WM();
                con = new IQFeedHelper(server);
                con.VerboseDebugging = verbosesetting;
                con.SendDebug += new DebugDelegate(g.d);
                // get login information
                var data = Util.getfile(loginfile, g.d);
                Assert.IsFalse(string.IsNullOrWhiteSpace(data), "no login info");
                var li = data.Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
                Assert.AreEqual(3, li.Length, "missing login info");
                // attempt to startup connection
                con.Start(li[userr], li[pwr], li[prodr], Util.TLBuild());
                // wait a moment
                Util.sleep(4000);
                Assert.IsTrue(isserverconok, "server connection failed");
            }

            if (isserverconok && !isclientconok)
            {
                var c = new TLClient_WM("tempiqclient", false);
                c.VerboseDebugging = verbosesetting;
                c.SendDebugEvent += new DebugDelegate(g.d);

                if (c.ProvidersAvailable[0]!= Providers.IQFeed)
                    throw new Exception("unable to find test server");
                c.Mode(0, false);
                client = c;


                client.gotUnknownMessage += new MessageDelegate(client_gotUnknownMessage);
               
                // verify
                Assert.IsTrue(isclientconok, "client connection failed");
            }
            // reset everything
            mt = new MessageTracker();
            mt.VerboseDebugging = verbosesetting; 
            blt = new BarListTracker();
            mt.BLT = blt;
            mt.SendDebug += new DebugDelegate(g.d);
            mt.GotNewBar += new SymBarIntervalDelegate(mt_GotNewBar);
            recvbarcount = 0;
            msgok = true;
            g.d("iqfeed started.");
            // wait a moment
            Util.sleep(1000);
        }
Пример #36
0
 public ServerRedi(TLServer tls)
     : this(tls, 50)
 {
 }