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Added trade monitors (by timer and by timeframe) to check orders and make event about opened/closed orders

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This commit is contained in:
DW
2016-09-09 19:10:10 +03:00
parent edc7311104
commit a11604503a
8 changed files with 437 additions and 16 deletions
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MtApi/MtApiClient.cs
+8 -13
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@@ -485,10 +485,10 @@ namespace MtApi
return response != null ? response.Order : null;
}
public IEnumerable<MtOrder> GetOrders(OrderSelectSource pool)
public List<MtOrder> GetOrders(OrderSelectSource pool)
{
var response = SendRequest<GetOrdersResponse>(new GetOrdersRequest { Pool = (int)pool });
return response != null ? response.Orders : null;
return response != null ? response.Orders : new List<MtOrder>();
}
#endregion
@@ -1490,8 +1490,7 @@ namespace MtApi
if (changed)
{
var handler = ConnectionStateChanged;
handler?.BeginInvoke(this, new MtConnectionEventArgs(state, message), (a) => handler.EndInvoke(a), null);
ConnectionStateChanged.FireEventAsync(this, new MtConnectionEventArgs(state, message));
}
}
@@ -1573,14 +1572,13 @@ namespace MtApi
{
if (quote != null)
{
var handler = QuoteUpdated;
if (IsBacktestingMode)
{
handler?.Invoke(this, quote.Instrument, quote.Bid, quote.Ask);
QuoteUpdated?.Invoke(this, quote.Instrument, quote.Bid, quote.Ask);
}
else
{
handler?.BeginInvoke(this, quote.Instrument, quote.Bid, quote.Ask, (a) => handler.EndInvoke(a), null);
QuoteUpdated.FireEventAsync(this, quote.Instrument, quote.Bid, quote.Ask);
}
}
}
@@ -1597,14 +1595,12 @@ namespace MtApi
private void mClient_QuoteRemoved(MTApiService.MtQuote quote)
{
var handler = QuoteRemoved;
handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Convert()), (a) => handler.EndInvoke(a), null);
QuoteRemoved.FireEventAsync(this, new MtQuoteEventArgs(quote.Convert()));
}
private void mClient_QuoteAdded(MTApiService.MtQuote quote)
{
var handler = QuoteAdded;
handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Convert()), (a) => handler.EndInvoke(a), null);
QuoteAdded.FireEventAsync(this, new MtQuoteEventArgs(quote.Convert()));
}
private void _client_MtEventReceived(object sender, MtEventArgs e)
@@ -1623,8 +1619,7 @@ namespace MtApi
private void FireOnLastTimeBar(MtTimeBar timeBar)
{
var handler = OnLastTimeBar;
handler?.BeginInvoke(this, new TimeBarArgs(timeBar), (a) => handler.EndInvoke(a), null);
OnLastTimeBar.FireEventAsync(this, new TimeBarArgs(timeBar));
}
#endregion