public void MarketOrder(SignalInfo signal, IExpert adv)
{
try
{
if (adv == null)
{
return;
}
// decimal priceInOrder = Math.Round(tool.LastPrice + tool.Step * 5, tool.PriceAccuracy);
// decimal priceInOrder = 0;// Math.Round(tool.LastPrice, tool.PriceAccuracy);
int qty = (int)adv.Volume();
var portfolio = Portfolios.Where(x => x.Name == adv.AccountName()).FirstOrDefault();
if (!Trader.RegisteredPortfolios.Contains(portfolio))
{
Trader.RegisterPortfolio(portfolio);
}
Order order = new Order();
order.Type = OrderTypes.Market;
var securities = Securities.Where(x => x.Code == adv.Symbol());
if (securities != null && securities.Count() > 0)
{
order.Security = securities.FirstOrDefault();
}
else
{
order.Security = new Security();
order.Security.Code = adv.Symbol();
order.Security.Id = adv.Symbol() + "@FORTS";
}
order.Comment = adv.Comment();
order.Portfolio = portfolio;
if (!Trader.RegisteredSecurities.Contains(order.Security))
{
Trader.RegisterSecurity(order.Security);
Trader.RegisterTrades(order.Security);
}
order.Volume = qty;
order.Direction = signal.Value == 0 ? Sides.Buy : Sides.Sell;
Log(
$"Expert <{adv.AccountName()}> On {adv.Symbol()} {order.Direction.ToString()} Register order: lots=" +
qty);
Trader.RegisterOrder(order);
}
catch (Exception e)
{
Log($"Expert <{adv.AccountName()}> Error registering order: " + e);
}
}
private void ProcessPortfolioLookupResultMessage(PortfolioLookupResultMessage message)
{
if (message.Error != null)
RaiseError(message.Error);
var criteria = _portfolioLookups.TryGetValue(message.OriginalTransactionId);
if (criteria == null)
return;
RaiseLookupPortfoliosResult(message.Error, Portfolios.Where(pf => pf.Name.CompareIgnoreCase(criteria.PortfolioName)));
}
/// <summary>
/// Сохранить настройки.
/// </summary>
/// <param name="storage">Хранилище настроек.</param>
public override void Save(SettingsStorage storage)
{
storage.SetValue("InnerSessions", InnerSessions.Select(s =>
{
var settings = s.SaveEntire(true);
settings.SetValue("Priority", InnerSessions[s]);
settings.SetValue("Portfolios", Portfolios.Where(p => p.Value == s).Select(p => p.Key).ToArray());
return(settings);
}).ToArray());
base.Save(storage);
}
public static void UpdateInstrument(QuikConnectionManager.DynamicInstrument obj)
{
try
{
var i = Instruments.First(k => k.Id == obj.Id);
i.Update(obj.LastPrice, obj.Volatility, obj.TheorPrice, 0, obj.Ask, obj.AskVol, obj.Bid, obj.BidVol);
if (i.Type == Entities.InstrumentType.Futures)
{
foreach (Entities.Instrument ins in Instruments)
{
if (ins.BaseContract == i.Code)
{
ins.SettlePrice = i.LastPrice;
}
}
}
if (Portfolios.Any(k => k.BaseCode == i.Code))
{
foreach (Entities.Portfolio p in Portfolios.Where(k => k.BaseCode == i.Code))
{
p.Refresh();
}
}
//i.LastPrice = obj.LastPrice;
//i.Volatility = obj.Volatility;
//i.TheorPrice = obj.TheorPrice;
//i.BestAsk = obj.Ask;
//i.BestAskVolume = obj.AskVol;
//i.BestBid = obj.Bid;
//i.BestBidVolume = obj.BidVol;
}
catch (SystemException e)
{
log.Error("Update for unknown instrument Id={0}", obj.Id);
}
}
public Portfolio GetPortfolioById(int portfolioId)
{
return(Portfolios.Where(p => p.Id == portfolioId).SingleOrDefault());
}
public bool Connect(Terminal toTerminal)
{
try
{
if (Trader == null)
{
// создаем подключение
Trader = new QuikTrader {
IsDde = false, Path = toTerminal.FullPath
};
/*
* {
* LuaFixServerAddress = Address.Text.To<EndPoint>(),
* LuaLogin = Login.Text,
* LuaPassword = Password.Password.To<SecureString>()
* };
*/
Trader.LogLevel = LogLevels.Info;
_logManager.Sources.Add(Trader);
_logManager.Listeners.Add(new FileLogListener("XTrade.Quik.log"));
// отключение автоматического запроса всех инструментов.
Trader.RequestAllSecurities = false;
// возводим флаг, что соединение установлено
_isConnected = true;
// переподключение будет работать только во время работы биржи РТС
// (чтобы отключить переподключение когда торгов нет штатно, например, ночью)
Trader.ReConnectionSettings.WorkingTime = ExchangeBoard.Forts.WorkingTime;
// подписываемся на событие об успешном восстановлении соединения
Trader.Restored += () =>
{
Log("Connection restored");
}; // MessageBox.Show(this, LocalizedStrings.Str2958));
// подписываемся на событие разрыва соединения
Trader.ConnectionError += error =>
{
Log(error.ToString());
}; //this.GuiAsync(() => MessageBox.Show(this, error.ToString()));
// подписываемся на ошибку обработки данных (транзакций и маркет)
Trader.Error += error => { Log(error.ToString()); };
// this.GuiAsync(() => MessageBox.Show(this, error.ToString(), "Ошибка обработки данных"));
// подписываемся на ошибку подписки маркет-данных
Trader.MarketDataSubscriptionFailed += (security, msg, error) => { Log(error.ToString()); };
// this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(msg.DataType, security)));
Trader.NewSecurity += Securities.Add;
//Trader.NewMyTrade += _myTradesWindow.TradeGrid.Trades.Add;
//Trader.NewTrade += _tradesWindow.TradeGrid.Trades.Add;
Trader.NewOrder += Orders.Add;
Trader.NewStopOrder += Orders.Add;
//Trader.OrderRegisterFailed += _ordersWindow.OrderGrid.AddRegistrationFail;
//Trader.StopOrderRegisterFailed += _stopOrdersWindow.OrderGrid.AddRegistrationFail;
Trader.OrderCancelFailed += fail => { Log(fail.Error.Message); };
// this.GuiAsync(() => MessageBox.Show(this, fail.Error.Message, LocalizedStrings.Str2981));
Trader.StopOrderCancelFailed += fail => { Log(fail.Error.Message); };
//this.GuiAsync(() => MessageBox.Show(this, fail.Error.Message, LocalizedStrings.Str2981));
Trader.NewPortfolio += Portfolios.Add;
Trader.NewPosition += Positions.Add;
Trader.MassOrderCancelFailed += (transId, error) => { Log(error.ToString()); };
//this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str716));
// устанавливаем поставщик маркет-данных
// _securitiesWindow.SecurityPicker.MarketDataProvider = Trader;
//ShowSecurities.IsEnabled = ShowTrades.IsEnabled =
// ShowMyTrades.IsEnabled = ShowOrders.IsEnabled =
// ShowPortfolios.IsEnabled = ShowStopOrders.IsEnabled = true;
Trader.Connect();
_isConnected = true;
bStopJobs = false;
terminal = toTerminal;
//var advs = MainService.thisGlobal.GetAdvisersByTerminal(terminal.Id);
Portfolio portfolio = null;
try
{
var res = service.GetAdvisers().Where(x => x.TerminalId == toTerminal.Id);
foreach (var adv in res)
{
if (!adv.Disabled)
{
QUIKExpert quikE = new QUIKExpert(adv);
advisers.Add(adv.Id, quikE);
service.SubscribeToSignals(adv.Id);
if (string.IsNullOrEmpty(adv.State))
{
adv.State = quikE.Serialize();
service.UpdateAdviser(adv);
}
if (portfolio == null)
{
portfolio = Portfolios.Where(x => x.Name == quikE.PortfolioName).FirstOrDefault();
}
}
}
Log("Successfully connected to <QUIK>");
}
catch (Exception e)
{
log.Error(e);
}
return(true);
}
Trader.Disconnect();
_isConnected = false;
return(false);
}
catch (Exception e)
{
Log(e.ToString());
}
return(false);
}
