/// <summary>
/// Constructor.
/// </summary>
public MBTradingConnectionManager(MBTradingAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_quotes = new MBTradingQuote(_messageLoopOperator);
_history = new MBTradingHistory(_messageLoopOperator);
_orders = new MBTradingOrders(_messageLoopOperator);
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingConnectionManager(MBTradingAdapter adapter)
{
ChangeOperationalState(OperationalStateEnum.Constructed);
_adapter = adapter;
_messageLoopOperator = new BackgroundMessageLoopOperator(false);
_quotes = new MBTradingQuote(_messageLoopOperator);
_history = new MBTradingHistory(_messageLoopOperator);
_orders = new MBTradingOrders(_messageLoopOperator);
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
lock (this)
{
if (_quotes != null)
{
_quotes.Dispose();
_quotes = null;
}
if (_history != null)
{
_history.Dispose();
_history = null;
}
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_communicationManager != null)
{
_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
//GC.Collect();
}
/// <summary>
///
/// </summary>
public void UnInitialize()
{
try
{
if (_orderClient != null)
{
// An exception is generated here, upon trying to unsubscribe these events, so we shall leave them be.
// the wrapper class around the actual COM does something and releases too early ??
// ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_orderClient.OnAccountLoaded -= new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate -= new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed -= new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded -= new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit -= new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge -= new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded -= new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute -= new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced -= new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
_orderClient = null;
}
if (_timer != null)
{
_timer.Dispose();
_timer = null;
}
if (_commManager != null)
{
_commManager.OnAlertAdded -= new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_commManager = null;
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
finally
{
_orderClient = null;
_timer = null;
_commManager = null;
_manager = null;
_adapter = null;
}
}
/// <summary>
///
/// </summary>
public bool Initialize(MBTradingAdapter adapter, MBTradingConnectionManager manager, MbtComMgr communicationManager)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = manager;
try
{
_adapter = adapter;
_commManager = communicationManager;
_orderClient = _commManager.OrderClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
// *** ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_commManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_manager = manager;
_orderClient.SilentMode = true;
_timer = new Timer(TimerUpdate, null, 10000, 1000);
_orderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
return(false);
}
return(true);
}
/// <summary>
/// Apply commission values
/// </summary>
public void ApplyCommissions(MBTradingAdapter adapter, ref Quote quote)
{
if (quote.Ask.HasValue)
{
switch (Operation)
{
case Commission.OperationEnum.Multiply:
{
quote.Ask = Math.Round(quote.Ask.Value * AskValue, adapter.CommissionPrecisionDecimals);
}
break;
case Commission.OperationEnum.Add:
{
quote.Ask = Math.Round(quote.Ask.Value + AskValue, adapter.CommissionPrecisionDecimals);
}
break;
default: break;
}
}
if (quote.Bid.HasValue)
{
switch (Operation)
{
case Commission.OperationEnum.Multiply:
{
quote.Bid = Math.Round(quote.Bid.Value * BidValue, adapter.CommissionPrecisionDecimals);
}
break;
case Commission.OperationEnum.Add:
{
quote.Bid = Math.Round(quote.Bid.Value + BidValue, adapter.CommissionPrecisionDecimals);
}
break;
default:
break;
}
}
}
/// <summary>
/// Make sure to call on Invoke'd thread.
/// </summary>
/// <param name="account"></param>
void PerformUpdate(MbtAccount account, bool updateAccount, bool updateOrders, bool updatePositions)
{
//SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Invoke must not be required in baseMethod call.");
MbtOrderClient orderClient = _orderClient;
MBTradingConnectionManager manager = _manager;
MBTradingQuote quotes = null;
if (orderClient == null || manager == null)
{
return;
}
quotes = manager.Quotes;
if (quotes == null)
{
return;
}
AccountInfo info;
Dictionary <string, OrderInfo> pendingOrderInfos = new Dictionary <string, OrderInfo>();
List <PositionInfo> positionsInfos = new List <PositionInfo>();
lock (this)
{
if (updateOrders)
{
// We need to send up only the latest of each orders histories, since prev ones are for previous states.
foreach (MbtOrderHistory history in _orderClient.OrderHistories)
{
Order.UpdateTypeEnum updateType;
OrderInfo? orderInfo = ConvertToOrderInfo(history, out updateType);
if (orderInfo.HasValue)
{
pendingOrderInfos[orderInfo.Value.Id] = orderInfo.Value;
}
}
// Make sure open orders orderInfo is always on top.
foreach (MbtOpenOrder pOrd in _orderClient.OpenOrders)
{
OrderInfo?orderInfo = ConvertToOrderInfo(pOrd);
if (orderInfo.HasValue)
{
pendingOrderInfos[orderInfo.Value.Id] = orderInfo.Value;
}
}
}
if (updatePositions)
{
foreach (MbtPosition position in _orderClient.Positions)
{
PositionInfo?positionInfo = ConvertToPositionInfo(position);
if (positionInfo.HasValue)
{
positionsInfos.Add(positionInfo.Value);
}
}
}
if (_accountInfo.HasValue)
{
info = _accountInfo.Value;
}
else
{
info = new AccountInfo();
info.Guid = Guid.NewGuid();
}
ConvertAccount(account, ref info);
_accountInfo = info;
}
MBTradingAdapter adapter = _adapter;
if (adapter != null)
{
OrderExecutionSourceStub stub = adapter.OrderExecutionSourceStub;
if (stub != null)
{
if (updateAccount)
{
stub.UpdateAccountInfo(_accountInfo.Value);
}
if (updateOrders)
{
stub.UpdateOrdersInfo(_accountInfo.Value,
GeneralHelper.GenerateSingleValueArray <Order.UpdateTypeEnum>(pendingOrderInfos.Count, Order.UpdateTypeEnum.Update),
GeneralHelper.EnumerableToArray <OrderInfo>(pendingOrderInfos.Values));
}
if (updatePositions)
{
stub.UpdatePositionsInfo(_accountInfo.Value, positionsInfos.ToArray());
}
}
}
}
/// <summary>
///
/// </summary>
public static Commission?GenerateSymbolCommission(MBTradingAdapter adapter, Symbol symbol)
{
// This is the commission value per each $10000 (USD)
decimal commissionValue = adapter.CommissionValue;
bool checkDealRate = false;
// We have 4 cases - see http://www.mbtrading.com/commissions.aspx?page=Forex
//
if (symbol.ForexCurrency1 == "USD")
{
// first case - USD/JPY - US dollar based currency
checkDealRate = false;
}
else if (symbol.ForexCurrency2 == "USD")
{
// second case - EUR/USD - Non-US dollar based currency
checkDealRate = true;
}
else if (HasForexSymbol(symbol.ForexCurrency1, "USD"))
{
// third case - EUR/CHF - Exotic: US dollar is available as cross currency (EUR/USD)
checkDealRate = true;
}
else if (HasForexSymbol("USD", symbol.ForexCurrency1))
{
// fourth case - CHF/JPY - Exotic: US dollar cross (CHF/USD) isn't available but base is (USD/CHF)
checkDealRate = false;
}
else
{// We should not be here.
return(null);
}
Commission commission = new Commission()
{
RawValue = commissionValue * 0.0001m
};
decimal value = commission.RawValue / 2;
if (checkDealRate)
{
commission.Operation = Commission.OperationEnum.Multiply;
//decimal value = commission.RawValue / 2;
//value /= 2;
commission.AskValue = 1.0m + value;
commission.BidValue = 1.0m - value;
commission.OrderValue = 1.0m + commission.RawValue;
}
else
{
commission.Operation = Commission.OperationEnum.Add;
//decimal value = commissionValue * 0.0001m;
//value /= 2;
commission.AskValue = value;
commission.BidValue = -value;
commission.OrderValue = commission.RawValue;
}
return(commission);
}
/// <summary>
///
/// </summary>
public void UnInitialize()
{
try
{
if (_orderClient != null)
{
// An exception is generated here, upon trying to unsubscribe these events, so we shall leave them be.
// the wrapper class around the actual COM does something and releases too early ??
// ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_orderClient.OnAccountLoaded -= new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate -= new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed -= new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded -= new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit -= new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge -= new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded -= new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute -= new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced -= new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
_orderClient = null;
}
if (_timer != null)
{
_timer.Dispose();
_timer = null;
}
if (_commManager != null)
{
_commManager.OnAlertAdded -= new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_commManager = null;
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
finally
{
_orderClient = null;
_timer = null;
_commManager = null;
_manager = null;
_adapter = null;
}
}
/// <summary>
///
/// </summary>
public bool Initialize(MBTradingAdapter adapter, MBTradingConnectionManager manager, MbtComMgr communicationManager)
{
SystemMonitor.CheckError(_messageLoopOperator.InvokeRequred == false, "Init must better be called on message loop method.");
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = manager;
try
{
_adapter = adapter;
_commManager = communicationManager;
_orderClient = _commManager.OrderClient;
// *Never* subscribe to COM events of a property, always make sure to hold the object alive
// http://www.codeproject.com/Messages/2189754/Re-Losing-COM-events-handler-in-Csharp-client.aspx
// *** ALWAYS CONSUME ORDERS EVENTS AND OPERATIONS TROUGH THE _orderClient VARIABLE, NEVER like this "_commManager.OrderClient"
_commManager.OnAlertAdded += new IMbtComMgrEvents_OnAlertAddedEventHandler(_commManager_OnAlertAdded);
_manager = manager;
_orderClient.SilentMode = true;
_timer = new Timer(TimerUpdate, null, 10000, 1000);
_orderClient.OnAccountLoaded += new _IMbtOrderClientEvents_OnAccountLoadedEventHandler(_ordersClient_OnAccountLoaded);
_orderClient.OnBalanceUpdate += new _IMbtOrderClientEvents_OnBalanceUpdateEventHandler(_ordersClient_OnBalanceUpdate);
_orderClient.OnLogonSucceed += new _IMbtOrderClientEvents_OnLogonSucceedEventHandler(_ordersClient_OnLogonSucceed);
_orderClient.OnHistoryAdded += new _IMbtOrderClientEvents_OnHistoryAddedEventHandler(_orderClient_OnHistoryAdded);
_orderClient.OnSubmit += new _IMbtOrderClientEvents_OnSubmitEventHandler(_orderClient_OnSubmit);
_orderClient.OnAcknowledge += new _IMbtOrderClientEvents_OnAcknowledgeEventHandler(_orderClient_OnAcknowledge);
_orderClient.OnPositionAdded += new _IMbtOrderClientEvents_OnPositionAddedEventHandler(_orderClient_OnPositionAdded);
_orderClient.OnExecute += new _IMbtOrderClientEvents_OnExecuteEventHandler(_orderClient_OnExecute);
_orderClient.OnReplacePlaced += new _IMbtOrderClientEvents_OnReplacePlacedEventHandler(_orderClient_OnReplacePlaced);
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
return false;
}
return true;
}
/// <summary>
///
/// </summary>
public void Dispose()
{
try
{
lock (this)
{
if (_quotes != null)
{
_quotes.Dispose();
_quotes = null;
}
if (_history != null)
{
_history.Dispose();
_history = null;
}
if (_orders != null)
{
_orders.UnInitialize();
_orders.Dispose();
_orders = null;
}
if (_adapter != null)
{
_adapter = null;
}
if (_communicationManager != null)
{
_communicationManager.OnLogonSucceed -= new IMbtComMgrEvents_OnLogonSucceedEventHandler(_communicationManager_OnLogonSucceed);
_communicationManager = null;
}
if (_messageLoopOperator != null)
{
_messageLoopOperator.Stop();
_messageLoopOperator.Dispose();
_messageLoopOperator = null;
}
ChangeOperationalState(OperationalStateEnum.Disposed);
}
}
catch (Exception ex)
{
SystemMonitor.OperationError(ex.Message);
}
//GC.Collect();
}
