public void newOrderCancel(long orderid_being_cancled)
{
foreach (string c in client) // send order cancel notifcation to clients
{
WMUtil.SendMsg(orderid_being_cancled.ToString(), TL2.ORDERCANCELRESPONSE, Handle, c);
}
}
public TradeLink_Client_WM(string clientname, bool showarmingonmissingserver)
: base()
{
this.Text = WMUtil.GetUniqueWindow(clientname);
this.WindowState = FormWindowState.Minimized;
this.ShowInTaskbar = false;
this.Hide();
this.Mode(this.TLFound(), false, showarmingonmissingserver);
}
protected long TLSend(TL2 type, string m)
{
if (himh == IntPtr.Zero)
{
throw new TLServerNotFound();
}
long res = WMUtil.SendMsg(m, himh, Handle, (int)type);
return(res);
}
/// <summary>
/// Gets a handle for a given window name. Will return InPtr.Zero if no match is found.
/// </summary>
/// <param name="WindowName">Name of the window.</param>
/// <returns></returns>
public static IntPtr HisHandle(string WindowName)
{
IntPtr p = IntPtr.Zero;
try
{
p = WMUtil.FindWindow(null, WindowName);
}
catch (NullReferenceException) { }
return(p);
}
public void newOrder(Order o, bool allclients)
{
if (this.InvokeRequired)
{
this.Invoke(new tlneworderdelegate(newOrder), new object[] { o, allclients });
}
else
{
for (int i = 0; i < client.Count; i++)
{
if ((client[i] != null) && (client[i] != "") && (stocks[i].Contains(o.symbol) || allclients))
{
WMUtil.SendMsg(o.Serialize(), TL2.ORDERNOTIFY, Handle, client[i]);
}
}
}
}
public TLTypes TLFound()
{
TLTypes f = TLTypes.NONE;
if (WMUtil.Found(WMUtil.SIMWINDOW))
{
f |= TLTypes.SIMBROKER;
}
if (WMUtil.Found(WMUtil.LIVEWINDOW))
{
f |= TLTypes.LIVEBROKER;
}
if (WMUtil.Found(WMUtil.REPLAYWINDOW))
{
f |= TLTypes.HISTORICALBROKER;
}
return(f);
}
public void newIndexTick(Index itick)
{
if (this.InvokeRequired)
{
this.Invoke(new IndexDelegate(newIndexTick), new object[] { itick });
}
else
{
if (!itick.isValid)
{
return;
}
for (int i = 0; i < index.Count; i++)
{
if ((client[i] != null) && (index[i].Contains(itick.Name)))
{
WMUtil.SendMsg(itick.Serialize(), TL2.TICKNOTIFY, Handle, client[i]);
}
}
}
}
/// <summary>
/// Sends the MSG.
/// </summary>
/// <param name="str">The STR.</param>
/// <param name="desthandle">The desthandle.</param>
/// <param name="sourcehandle">The sourcehandle.</param>
/// <param name="type">The type.</param>
/// <returns></returns>
public static long SendMsg(string str, System.IntPtr desthandle, System.IntPtr sourcehandle, int type)
{
if ((desthandle == IntPtr.Zero) || (sourcehandle == IntPtr.Zero))
{
return(-1); // fail on invalid handles
}
WMUtil.COPYDATASTRUCT cds = new WMUtil.COPYDATASTRUCT();
cds.dwData = type;
str = str + '\0';
cds.cbData = str.Length + 1;
System.IntPtr pData = Marshal.AllocCoTaskMem(str.Length);
pData = Marshal.StringToCoTaskMemAnsi(str);
cds.lpData = pData;
IntPtr res = WMUtil.SendMessage(desthandle, WMUtil.WM_COPYDATA, (int)sourcehandle, ref cds);
Marshal.FreeCoTaskMem(pData);
return(res.ToInt64());
}
// server to clients
/// <summary>
/// Notifies subscribed clients of a new tick.
/// </summary>
/// <param name="tick">The tick to include in the notification.</param>
public void newTick(Tick tick)
{
if (this.InvokeRequired)
{
this.Invoke(new TickDelegate(newTick), new object[] { tick });
}
else
{
if (!tick.isValid)
{
return; // need a valid tick
}
for (int i = 0; i < client.Count; i++) // send tick to each client that has subscribed to tick's stock
{
if ((client[i] != null) && (stocks[i].Contains(tick.sym)))
{
WMUtil.SendMsg(tick.Serialize(), TL2.TICKNOTIFY, Handle, client[i]);
}
}
}
}
public void newFill(Trade trade, bool allclients)
{
if (this.InvokeRequired)
{
this.Invoke(new tlnewfilldelegate(newFill), new object[] { trade, allclients });
}
else
{
// make sure our trade is filled and initialized properly
if (!trade.isValid || !trade.isFilled)
{
return;
}
for (int i = 0; i < client.Count; i++) // send tick to each client that has subscribed to tick's stock
{
if ((client[i] != null) && ((stocks[i].Contains(trade.symbol) || allclients)))
{
WMUtil.SendMsg(trade.Serialize(), TL2.EXECUTENOTIFY, Handle, client[i]);
}
}
}
}
/// <summary>
/// Today's closing price (zero if still open)
/// </summary>
/// <param name="sym">The symbol</param>
/// <returns></returns>
public decimal DayClose(string sym)
{
return(WMUtil.unpack(TLSend(TL2.CLOSEPRICE, sym)));
}
/// <summary>
/// Used for testing the TL-BROKER api (programmatically)
/// </summary>
public void GoTest()
{
Disconnect(); himh = WMUtil.HisHandle(WMUtil.TESTWINDOW); LinkType = TLTypes.TESTBROKER; Register();
}
/// <summary>
/// Attemptions connection to TL Replay Server
/// </summary>
public void GoHist()
{
Disconnect(); himh = WMUtil.HisHandle(WMUtil.REPLAYWINDOW); LinkType = TLTypes.HISTORICALBROKER; Register();
}
/// <summary>
/// Today's high
/// </summary>
/// <param name="sym">The symbol.</param>
/// <returns></returns>
public decimal DayHigh(string sym)
{
return(WMUtil.unpack(TLSend(TL2.NDAYHIGH, sym)));
}
/// <summary>
/// Sends the MSG from source window to destination window, using WM_COPYDATA.
/// </summary>
/// <param name="message">The message.</param>
/// <param name="messagetype">The messagetype.</param>
/// <param name="destinationwindow">The destinationwindow.</param>
/// <returns></returns>
public static long SendMsg(string message, TL2 messagetype, IntPtr sourcehandle, string destinationwindow)
{
IntPtr him = WMUtil.HisHandle(destinationwindow);
return(WMUtil.SendMsg(message, him, sourcehandle, (int)messagetype));
}
/// <summary>
/// Today's low
/// </summary>
/// <param name="sym">The symbol</param>
/// <returns></returns>
public decimal DayLow(string sym)
{
return(WMUtil.unpack(TLSend(TL2.NDAYLOW, sym)));
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
long result = 0;
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null) // if it's not a WM_COPYDATA message
{
base.WndProc(ref m); // let form process it
return; // we're done
}
string msg = tlm.body;
string[] r = msg.Split(',');
switch (tlm.type)
{
case TL2.ORDERCANCELRESPONSE:
if (gotOrderCancel != null)
{
gotOrderCancel(Convert.ToUInt32(msg));
}
break;
case TL2.TICKNOTIFY:
if (Index.isIdx(r[(int)TickField.symbol]))
{
// we got an index update
Index i = Index.Deserialize(msg);
if (gotIndexTick != null)
{
gotIndexTick(i);
}
break;
}
Tick t = Tick.Deserialize(msg);
if (t.isTrade)
{
try
{
if (t.trade > chighs[t.sym])
{
chighs[t.sym] = t.trade;
}
if (t.trade < clows[t.sym])
{
clows[t.sym] = t.trade;
}
}
catch (KeyNotFoundException)
{
decimal high = DayHigh(t.sym);
decimal low = DayLow(t.sym);
chighs.Add(t.sym, high);
if (low == 0)
{
low = 640000;
}
clows.Add(t.sym, low);
}
}
if (gotTick != null)
{
gotTick(t);
}
break;
case TL2.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
Trade tr = Trade.Deserialize(msg);
try
{
cpos[tr.symbol] = new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol));
}
catch (KeyNotFoundException)
{
cpos.Add(tr.symbol, new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol)));
}
if (gotFill != null)
{
gotFill(tr);
}
break;
case TL2.ORDERNOTIFY:
Order o = Order.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
break;
case TL2.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case TL2.FEATURERESPONSE:
string[] p = msg.Split(',');
List <TL2> f = new List <TL2>();
foreach (string s in p)
{
try
{
f.Add((TL2)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotSupportedFeatures != null)
{
gotSupportedFeatures(f.ToArray());
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}
public decimal AvgPrice(string sym, string account)
{
return(((account == "") || (account == null)) ? 0 : WMUtil.unpack(TLSend(TL2.AVGPRICE, sym + "," + account)));
}
/// <summary>
/// Returns average price for a position
/// </summary>
/// <param name="sym">The symbol</param>
/// <returns>decimal representing average price</returns>
public decimal AvgPrice(string sym)
{
return(WMUtil.unpack(TLSend(TL2.AVGPRICE, sym)));
}
/// <summary>
/// Makes TL client use Broker Simulation mode (Broker must be logged in and TradeLink loaded)
/// </summary>
public void GoSim()
{
Disconnect(); himh = WMUtil.HisHandle(WMUtil.SIMWINDOW); LinkType = TLTypes.SIMBROKER; Register();
}
public decimal AccountOpenPL()
{
return(WMUtil.unpack(TLSend(TL2.ACCOUNTOPENPL, "")));
}
public decimal AccountOpenPL(string acct)
{
return(((acct == "") || (acct == null)) ? 0 : WMUtil.unpack(TLSend(TL2.ACCOUNTOPENPL, acct)));
}
public decimal AccountClosedPL(string acct)
{
return(((acct == "") || (acct == null)) ? 0 : WMUtil.unpack(TLSend(TL2.ACCOUNTCLOSEDPL, acct)));
}
public decimal AccountClosedPL()
{
return(WMUtil.unpack(TLSend(TL2.ACCOUNTCLOSEDPL, "")));
}
protected override void WndProc(ref Message m)
{
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null)
{
base.WndProc(ref m);
return;
}
string msg = tlm.body;
long result = (long)TL2.OK;
switch (tlm.type)
{
case TL2.ACCOUNTOPENPL:
if (gotSrvAcctOpenPLRequest == null)
{
break;
}
result = WMUtil.pack(gotSrvAcctOpenPLRequest(msg));
break;
case TL2.ACCOUNTCLOSEDPL:
if (gotSrvAcctClosedPLRequest == null)
{
break;
}
result = WMUtil.pack(gotSrvAcctClosedPLRequest(msg));
break;
case TL2.ACCOUNTREQUEST:
if (gotSrvAcctRequest == null)
{
break;
}
WMUtil.SendMsg(gotSrvAcctRequest(), TL2.ACCOUNTRESPONSE, Handle, msg);
break;
case TL2.ORDERCANCELREQUEST:
if (OrderCancelRequest != null)
{
OrderCancelRequest(Convert.ToUInt32(msg));
}
break;
case TL2.GETSIZE:
if (PositionSizeRequest != null)
{
result = PositionSizeRequest(msg);
}
break;
case TL2.AVGPRICE:
if (PositionPriceRequest != null)
{
result = WMUtil.pack(PositionPriceRequest(msg));
}
break;
case TL2.NDAYHIGH:
if (DayHighRequest != null)
{
result = WMUtil.pack(DayHighRequest(msg));
}
break;
case TL2.NDAYLOW:
if (DayLowRequest != null)
{
result = WMUtil.pack(DayLowRequest(msg));
}
break;
case TL2.SENDORDER:
SrvDoExecute(msg);
break;
case TL2.REGISTERCLIENT:
SrvRegClient(msg);
break;
case TL2.REGISTERSTOCK:
string[] m2 = msg.Split('+');
SrvRegStocks(m2[0], m2[1]);
break;
case TL2.REGISTERINDEX:
string[] ib = msg.Split('+');
SrvRegIndex(ib[0], ib[1]);
break;
case TL2.CLEARCLIENT:
SrvClearClient(msg);
break;
case TL2.CLEARSTOCKS:
SrvClearStocks(msg);
break;
case TL2.HEARTBEAT:
SrvBeatHeart(msg);
break;
case TL2.BROKERNAME:
result = (long)Brokers.TradeLinkSimulation;
break;
case TL2.FEATUREREQUEST:
TL2[] f = GetFeatures();
List <string> mf = new List <string>();
foreach (TL2 t in f)
{
int ti = (int)t;
mf.Add(ti.ToString());
}
string msf = string.Join(",", mf.ToArray());
WMUtil.SendMsg(msf, TL2.FEATURERESPONSE, Handle, msg);
break;
default:
result = (long)TL2.FEATURE_NOT_IMPLEMENTED;
break;
}
m.Result = (IntPtr)result;
}
/// <summary>
/// yesterday's closing price (day)
/// </summary>
/// <param name="sym">the symbol</param>
/// <returns></returns>
public decimal YestClose(string sym)
{
return(WMUtil.unpack(TLSend(TL2.YESTCLOSE, sym)));
}
/// <summary>
/// Gets opening price for this day
/// </summary>
/// <param name="sym">The symbol</param>
/// <returns>decimal</returns>
public decimal DayOpen(string sym)
{
return(WMUtil.unpack(TLSend(TL2.OPENPRICE, sym)));
}
/// <summary>
/// Makes TL client use Broker LIVE server (Broker must be logged in and TradeLink loaded)
/// </summary>
public void GoLive()
{
Disconnect(); himh = WMUtil.HisHandle(WMUtil.LIVEWINDOW); LinkType = TLTypes.LIVEBROKER; Register();
}