public override void OnLoginReject(ClientSession session, LoginRequestClientContext LoginRequestClientContext, LoginReject message)
{
var context = (LoginAsyncContext)LoginRequestClientContext;
var exception = new Exception(message.Message);
context.Tcs.SetException(exception);
}
public override void OnSymbolsReject(ClientSession session, SymbolsRequestClientContext SymbolsRequestClientContext, QueryReject reject)
{
var context = (GetSupportedSymbolsAsyncContext)SymbolsRequestClientContext;
var exception = new Exception(reject.Message);
context.Tcs.SetException(exception);
}
public override void OnBarsReject(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryReject reject)
{
var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext;
var exception = new Exception(reject.Message);
context.Tcs.SetException(exception);
}
public override void OnTicksFileReject(ClientSession session, TicksFileRequestClientContext TicksFileRequestClientContext, QueryReject reject)
{
var context = (QueryQuoteHistoryTicksFilesAsyncContext)TicksFileRequestClientContext;
var exception = new Exception(reject.Message);
context.Tcs.SetException(exception);
}
public override void OnFileReport(ClientSession session, FileRequestClientContext FileRequestClientContext, FileReport report)
{
var context = (FileAsyncContext)FileRequestClientContext;
context.Buffer.AddRange(report.Content);
if (report.EndOfFile)
{
context.Files.Add(context.Buffer.ToArray());
context.Buffer.Clear();
context.FileIndex++;
context.Tcs.SetResult(context.Files.Last());
if (context.FileIndex == context.Files.Count)
{
(context as BarsFileAsyncContext)?.ParentContext.Tcs.SetResult(context.Files);
(context as TicksFileAsyncContext)?.ParentContext.Tcs.SetResult(context.Files);
return;
}
}
var request = new FileRequest(0);
request.FileId = context.FileIds[context.FileIndex];
request.Chunk = ++context.ChunkIndex;
session.SendFileRequest(context, request);
}
public override void OnPeriodicitiesReject(ClientSession session, PeriodicitiesRequestClientContext PeriodicitiesRequestClientContext, QueryReject reject)
{
var context = (GetSupportedPeriodicitiesAsyncContext)PeriodicitiesRequestClientContext;
var exception = new Exception(reject.Message);
context.Tcs.SetException(exception);
}
public override void OnLogoutReport(ClientSession session, LogoutRequestClientContext LogoutRequestClientContext, LogoutReport message)
{
var context = (LogoutAsyncContext)LogoutRequestClientContext;
var result = new LogoutInfo();
result.Reason = (LogoutReason)message.Reason; // values match
result.Message = message.Message;
context.Tcs.SetResult(result);
}
public override void OnFileReject(ClientSession session, FileRequestClientContext FileRequestClientContext, QueryReject reject)
{
var barsContext = FileRequestClientContext as BarsFileAsyncContext;
if (barsContext != null)
{
var exception = new Exception(reject.Message);
barsContext.Tcs.SetException(exception);
barsContext.ParentContext.Tcs.SetException(exception);
}
}
public override void OnSymbolsReport(ClientSession session, SymbolsRequestClientContext SymbolsRequestClientContext, SymbolsReport report)
{
var context = (GetSupportedSymbolsAsyncContext)SymbolsRequestClientContext;
var result = new List <string>();
for (int i = 0; i < report.Symbols.Length; i++)
{
var symbol = report.Symbols[i];
result.Add(symbol);
}
context.Tcs.SetResult(result);
}
public override void OnPeriodicitiesReport(ClientSession session, PeriodicitiesRequestClientContext PeriodicitiesRequestClientContext, PeriodicitiesReport report)
{
var context = (GetSupportedPeriodicitiesAsyncContext)PeriodicitiesRequestClientContext;
var result = new List <string>();
for (int i = 0; i < report.Periodicities.Length; i++)
{
var periodicity = report.Periodicities[i];
result.Add(periodicity);
}
context.Tcs.SetResult(result);
}
private QuoteHistoryClient(string name, ClientSessionOptions options)
{
options.ConnectionType = ConnectionType.Secure;
options.ServerCertificateName = "TickTraderManagerService";
#if DEBUG
options.Log.Events = true;
options.Log.States = false;
options.Log.Messages = true;
#else
options.Log.Events = false;
options.Log.States = false;
options.Log.Messages = false;
#endif
options.SendBufferSize = 10485760;
_session = new ClientSession(name, options);
_sessionListener = new ClientSessionListener(this);
_session.Listener = _sessionListener;
}
public override void OnTicksReport(ClientSession session, TicksRequestClientContext TicksRequestClientContext, QueryTicksReport report)
{
var context = (QueryQuoteHistoryTicksAsyncContext)TicksRequestClientContext;
var result = new List <Tick>();
for (int i = 0; i < report.Ticks.Length; i++)
{
var sourceTick = report.Ticks[i];
var tick = new Tick()
{
Id = new TickId
{
Time = sourceTick.Id.Time,
Index = sourceTick.Id.Index
},
Level2 = new Level2Collection()
};
for (int j = 0; j < sourceTick.Level2.Bids.Length; j++)
{
var sourceBid = sourceTick.Level2.Bids[j];
var bid = new Level2Value
{
Price = (decimal)sourceBid.Price,
Volume = (decimal)sourceBid.Volume
};
tick.Level2.Bids.Add(bid);
}
for (int j = 0; j < sourceTick.Level2.Asks.Length; j++)
{
var sourceAsk = sourceTick.Level2.Asks[j];
var ask = new Level2Value
{
Price = (decimal)sourceAsk.Price,
Volume = (decimal)sourceAsk.Volume
};
tick.Level2.Asks.Add(ask);
}
result.Add(tick);
}
context.Tcs.SetResult(result);
}
public override void OnDisconnect(ClientSession clientSession, ClientContext[] contexts, string text)
{
string message = "Client disconnected";
if (text != null)
{
message += " : ";
message += text;
}
Exception exception = new Exception(message);
foreach (ClientContext context in contexts)
{
((IAsyncContext)context).SetException(exception);
}
_client.IsConnected = false;
_client.Disconnected?.Invoke(_client);
}
public override void OnBarsReport(ClientSession session, BarsRequestClientContext BarsRequestClientContext, QueryBarsReport report)
{
var context = (QueryQuoteHistoryBarsAsyncContext)BarsRequestClientContext;
var result = new List <Bar>();
for (int i = 0; i < report.Bars.Length; i++)
{
var sourceBar = report.Bars[i];
var bar = new Bar
{
Time = sourceBar.Time,
Open = (decimal)sourceBar.Open,
High = (decimal)sourceBar.High,
Low = (decimal)sourceBar.Low,
Close = (decimal)sourceBar.Close,
Volume = (decimal)sourceBar.Volume
};
result.Add(bar);
}
context.Tcs.SetResult(result);
}
public override void OnTicksFileReport(ClientSession session, TicksFileRequestClientContext TicksFileRequestClientContext, QueryTicksFileReport report)
{
var context = (QueryQuoteHistoryTicksFilesAsyncContext)TicksFileRequestClientContext;
if (report.Files.Length > 0)
{
var fileContext = new TicksFileAsyncContext(context);
for (int i = 0; i < report.Files.Length; i++)
{
fileContext.FileIds.Add(report.Files[i].FileId);
}
var request = new FileRequest(0);
request.FileId = fileContext.FileIds[0];
request.Chunk = 0;
session.SendFileRequest(fileContext, request);
}
else
{
context.Tcs.SetResult(new List <byte[]>());
}
}
public override void OnConnectError(ClientSession clientSession, string text)
{
_client.IsConnected = false;
_client.ConnectError?.Invoke(_client);
}
public override void OnLoginReport(ClientSession session, LoginRequestClientContext LoginRequestClientContext, LoginReport message)
{
var context = (LoginAsyncContext)LoginRequestClientContext;
context.Tcs.SetResult(null);
}
public override void OnConnect(ClientSession clientSession, ConnectClientContext connectContext)
{
_client.IsConnected = true;
_client.Connected?.Invoke(_client);
}