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MtApi/MtApi5: updated logic of connection with requesting expert list and quotes

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This commit is contained in:
Viacheslav Demydiuk
2024-12-21 23:12:59 +02:00
parent b89f00d310
commit ba1754d59b
3 changed files with 128 additions and 143 deletions
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MtApi/MtApiClient.cs
+44 -50
View File
@@ -27,7 +27,6 @@ namespace MtApi
private readonly Dictionary<MtEventTypes, Action<int, string>> _mtEventHandlers = [];
private HashSet<int> _experts = [];
private Dictionary<int, MtQuote> _quotes = [];
private readonly EventWaitHandle _quotesWaiter = new AutoResetEvent(false);
private MtConnectionState _connectionState = MtConnectionState.Disconnected;
private int _executorHandle;
@@ -83,7 +82,6 @@ namespace MtApi
///</summary>
public List<MtQuote> GetQuotes()
{
_quotesWaiter.WaitOne(10000); // wait 10 sec for loading all quotes from MetaTrader
lock (_locker)
{
return _quotes.Values.ToList();
@@ -3041,7 +3039,6 @@ namespace MtApi
ConnectionStateChanged?.Invoke(this, new MtConnectionEventArgs(MtConnectionState.Connecting, message));
var client = new MtRpcClient(host, port, new RpcClientLogger(Log));
client.ExpertList += Client_ExpertList;
client.ExpertAdded += Client_ExpertAdded;
client.ExpertRemoved += Client_ExpertRemoved;
client.MtEventReceived += Client_MtEventReceived;
@@ -3052,13 +3049,44 @@ namespace MtApi
{
await client.Connect();
Log.Info($"Connected to {host}:{port}");
var experts = client.RequestExpertsList();
if (experts == null || experts.Count == 0)
{
var errorMessage = "Failed to load expert list";
Log.Error(errorMessage);
client.Disconnect();
ConnectionStateChanged?.Invoke(this, new MtConnectionEventArgs(MtConnectionState.Failed, errorMessage));
throw new Exception($"Connection to {host}:{port} failed. Error: {errorMessage}");
}
// Load quotes
Dictionary<int, MtQuote> quotes = [];
foreach (var handle in experts)
{
var quote = GetQuote(client, handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker)
{
_client = client;
_experts = experts;
_quotes = quotes;
if (_executorHandle == 0)
_executorHandle = (_experts.Count > 0) ? _experts.ElementAt(0) : 0;
_connectionState = MtConnectionState.Connected;
}
client.NotifyClientReady();
if (IsTesting())
{
BacktestingReady();
}
ConnectionStateChanged?.Invoke(this, new MtConnectionEventArgs(MtConnectionState.Connected, $"Connected to {host}:{port}"));
QuoteList?.Invoke(this, new(quotes.Values.ToList()));
}
catch (Exception e)
{
@@ -3102,7 +3130,11 @@ namespace MtApi
private T? SendCommand<T>(int expertHandle, MtCommandType commandType, object? payload = null)
{
var client = Client;
return SendCommand<T>(Client, expertHandle, commandType, payload);
}
private T? SendCommand<T>(MtRpcClient? client, int expertHandle, MtCommandType commandType, object? payload = null)
{
if (client == null)
{
Log.Warn("SendCommand: No connection");
@@ -3143,11 +3175,6 @@ namespace MtApi
Task.Run(() => _mtEventHandlers[(MtEventTypes)e.EventType](e.ExpertHandle, e.Payload));
}
private void Client_ExpertList(object? sender, MtExpertListEventArgs e)
{
Task.Run(() => ProcessExpertList(e.Experts));
}
private void Client_ExpertAdded(object? sender, MtExpertEventArgs e)
{
Task.Run(() => ProcessExpertAdded(e.Expert));
@@ -3213,39 +3240,6 @@ namespace MtApi
OnLockTicks?.Invoke(this, new MtLockTicksEventArgs(expertHandle, e.Instrument));
}
private void ProcessExpertList(HashSet<int> experts)
{
if (experts == null || experts.Count == 0)
{
Log.Warn("ProcessExpertList: expert list invalid or empty");
return;
}
Dictionary<int, MtQuote> quotes = [];
foreach (var handle in experts)
{
var quote = GetQuote(handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker)
{
_experts = experts;
_quotes = quotes;
if (_executorHandle == 0)
_executorHandle = (_experts.Count > 0) ? _experts.ElementAt(0) : 0;
}
_quotesWaiter.Set();
QuoteList?.Invoke(this, new(quotes.Values.ToList()));
if (IsTesting())
{
BacktestingReady();
}
}
private void ProcessExpertAdded(int handle)
{
Log.Debug($"ProcessExpertAdded: {handle}");
@@ -3260,7 +3254,7 @@ namespace MtApi
if (added)
{
var quote = GetQuote(handle);
var quote = GetQuote(Client, handle);
if (quote != null)
{
lock (_locker)
@@ -3295,19 +3289,19 @@ namespace MtApi
QuoteRemoved?.Invoke(this, new MtQuoteEventArgs(quote));
}
private MtQuote? GetQuote(int expertHandle)
private MtQuote? GetQuote(MtRpcClient? client, int expertHandle)
{
Log.Debug($"GetQuote: expertHandle = {expertHandle}");
var e = SendCommand<MtRpcQuote>(expertHandle, MtCommandType.GetQuote);
if (e == null || string.IsNullOrEmpty(e.Instrument) || e.Tick == null)
var q = SendCommand<MtRpcQuote>(client, expertHandle, MtCommandType.GetQuote);
if (q == null || string.IsNullOrEmpty(q.Instrument) || q.Tick == null)
return null;
MtQuote quote = new()
{
Instrument = e.Instrument,
Bid = e.Tick.Bid,
Ask = e.Tick.Ask,
Instrument = q.Instrument,
Bid = q.Tick.Bid,
Ask = q.Tick.Ask,
ExpertHandle = expertHandle,
};
MtApi5/MtApi5Client.cs
+46 -60
View File
@@ -31,7 +31,6 @@ namespace MtApi5
private HashSet<int> _experts = [];
private Dictionary<int, Mt5Quote> _quotes = [];
private readonly EventWaitHandle _quotesWaiter = new AutoResetEvent(false);
#endregion
#region Public Methods
@@ -94,17 +93,13 @@ namespace MtApi5
{
if (_connectionState == Mt5ConnectionState.Connected
|| _connectionState == Mt5ConnectionState.Connecting)
{
return;
}
_connectionState = Mt5ConnectionState.Connecting;
}
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Connecting, $"Connecting to {host}:{port}"));
var client = new MtRpcClient(host, port, new RpcClientLogger(Log));
client.ExpertList += Client_ExpertList;
client.ExpertAdded += Client_ExpertAdded;
client.ExpertRemoved += Client_ExpertRemoved;
client.MtEventReceived += Client_MtEventReceived;
@@ -115,13 +110,42 @@ namespace MtApi5
{
await client.Connect();
Log.Info($"Connected to {host}:{port}");
var experts = client.RequestExpertsList();
if (experts == null || experts.Count == 0)
{
var errorMessage = "Failed to load expert list";
Log.Error(errorMessage);
client.Disconnect();
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Failed, errorMessage));
throw new Exception($"Connection to {host}:{port} failed. Error: {errorMessage}");
}
// Load quotes
Dictionary<int, Mt5Quote> quotes = [];
foreach (var handle in experts)
{
var quote = GetQuote(client, handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker)
{
_client = client;
_experts = experts;
_quotes = quotes;
if (_executorHandle == 0)
_executorHandle = (_experts.Count > 0) ? _experts.ElementAt(0) : 0;
_connectionState = Mt5ConnectionState.Connected;
}
client.NotifyClientReady();
if (IsTesting())
BacktestingReady();
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Connected, $"Connected to {host}:{port}"));
QuoteList?.Invoke(this, new(quotes.Values.ToList()));
}
catch (Exception e)
{
@@ -154,14 +178,10 @@ namespace MtApi5
}
///<summary>
///Load quotes connected into MetaTrader API (deprecated)
///Load quotes connected into MetaTrader API
///</summary>
public IEnumerable<Mt5Quote> GetQuotes()
{
// this function is deprecated.
// should be used event OnQuoteList
_quotesWaiter.WaitOne(10000); // wait 10 sec for loading all quotes from MetaTrader
lock (_locker)
{
return _quotes.Values.ToList();
@@ -3345,11 +3365,6 @@ namespace MtApi5
Task.Run(() => _mtEventHandlers[(Mt5EventTypes)e.EventType](e.ExpertHandle, e.Payload));
}
private void Client_ExpertList(object? sender, MtExpertListEventArgs e)
{
Task.Run(()=>ProcessExpertList(e.Experts));
}
private void Client_ExpertAdded(object? sender, MtExpertEventArgs e)
{
Task.Run(() => ProcessExpertAdded(e.Expert));
@@ -3360,39 +3375,6 @@ namespace MtApi5
Task.Run(() => ProcessExpertRemoved(e.Expert));
}
private void ProcessExpertList(HashSet<int> experts)
{
if (experts == null || experts.Count == 0)
{
Log.Warn("ProcessExpertList: expert list invalid or empty");
return;
}
Dictionary<int, Mt5Quote> quotes = [];
foreach (var handle in experts)
{
var quote = GetQuote(handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker)
{
_experts = experts;
_quotes = quotes;
if (_executorHandle == 0)
_executorHandle = (_experts.Count > 0) ? _experts.ElementAt(0) : 0;
}
_quotesWaiter.Set();
QuoteList?.Invoke(this, new(quotes.Values.ToList()));
if (IsTesting())
{
BacktestingReady();
}
}
private void ProcessExpertAdded(int handle)
{
Log.Debug($"ProcessExpertAdded: {handle}");
@@ -3407,7 +3389,7 @@ namespace MtApi5
if (added)
{
var quote = GetQuote(handle);
var quote = GetQuote(Client, handle);
if (quote != null)
{
lock (_locker)
@@ -3444,23 +3426,23 @@ namespace MtApi5
QuoteRemoved?.Invoke(this, new Mt5QuoteEventArgs(quote));
}
private Mt5Quote? GetQuote(int expertHandle)
private Mt5Quote? GetQuote(MtRpcClient? client, int expertHandle)
{
Log.Debug($"GetQuote: expertHandle = {expertHandle}");
var e = SendCommand<MtQuote>(expertHandle, Mt5CommandType.GetQuote);
if (e == null || string.IsNullOrEmpty(e.Instrument) || e.Tick == null)
var q = SendCommand<MtQuote>(client, expertHandle, Mt5CommandType.GetQuote);
if (q == null || string.IsNullOrEmpty(q.Instrument) || q.Tick == null)
return null;
Mt5Quote quote = new()
{
Instrument = e.Instrument,
Bid = e.Tick.Bid,
Ask = e.Tick.Ask,
Instrument = q.Instrument,
Bid = q.Tick.Bid,
Ask = q.Tick.Ask,
ExpertHandle = expertHandle,
Volume = e.Tick.Volume,
Time = Mt5TimeConverter.ConvertFromMtTime(e.Tick.Time),
Last = e.Tick.Last
Volume = q.Tick.Volume,
Time = Mt5TimeConverter.ConvertFromMtTime(q.Tick.Time),
Last = q.Tick.Last
};
return quote;
@@ -3572,7 +3554,11 @@ namespace MtApi5
private T? SendCommand<T>(int expertHandle, Mt5CommandType commandType, object? payload = null)
{
var client = Client;
return SendCommand<T>(Client, expertHandle, commandType, payload);
}
private T? SendCommand<T>(MtRpcClient? client, int expertHandle, Mt5CommandType commandType, object? payload = null)
{
if (client == null)
{
Log.Warn("SendCommand: No connection");
MtClient/MtRpcClient.cs
+38 -33
View File
@@ -1,5 +1,4 @@
using System.Diagnostics;
using System.Net.WebSockets;
using System.Net.WebSockets;
using System.Text;
namespace MtClient
@@ -68,7 +67,7 @@ namespace MtClient
public string? SendCommand(int expertHandle, int commandType, string payload)
{
CommandTask commandTask = new();
CommandTask<string> commandTask = new();
int commandId;
lock (tasks_)
{
@@ -88,10 +87,24 @@ namespace MtClient
return response;
}
public void NotifyClientReady()
public HashSet<int>? RequestExpertsList()
{
CommandTask<object> notificationTask = new();
lock (notification_tasks_)
{
notification_tasks_[MtNotificationType.ClientReady] = notificationTask;
}
MtNotification notification = new(MtNotificationType.ClientReady);
Send(notification);
var response = notificationTask.WaitResponse(10000); // 10 sec
lock (notification_tasks_)
{
notification_tasks_.Remove(MtNotificationType.ClientReady);
}
return response as HashSet<int>;
}
private void Send(MtMessage message)
@@ -118,7 +131,7 @@ namespace MtClient
{
sendWaiter_.WaitOne();
continue;
}
}
try
{
@@ -166,30 +179,12 @@ namespace MtClient
else if (result.MessageType == WebSocketMessageType.Text)
{
var msg = Encoding.UTF8.GetString(ms.ToArray(), 0, recvCount);
//var msg = Encoding.ASCII.GetString(recvBuffer, 0, result.Count);
OnReceive(msg);
}
ms.Seek(0, SeekOrigin.Begin);
ms.Position = 0;
}
}
//byte[] recvBuffer = new byte[64 * 1024];
//while (ws_.State == WebSocketState.Open)
//{
// var result = await ws_.ReceiveAsync(new ArraySegment<byte>(recvBuffer), CancellationToken.None);
// if (result.MessageType == WebSocketMessageType.Close)
// {
// logger_.Info($"MtRpcClient.DoReceive: close signal {result.CloseStatusDescription}");
// Disconnected?.Invoke(this, EventArgs.Empty);
// break;
// }
// else
// {
// var msg = Encoding.ASCII.GetString(recvBuffer, 0, result.Count);
// OnReceive(msg);
// }
//}
}
catch (Exception ex)
{
@@ -216,7 +211,7 @@ namespace MtClient
{
logger_.Warn("MtRpcClient.OnReceive: Invalid message format.");
return;
}
}
MessageType msgType;
try
@@ -250,7 +245,7 @@ namespace MtClient
break;
case MessageType.ExpertList:
if (message is MtExpertListMsg expertListMsg)
ExpertList?.Invoke(this, new(expertListMsg.Experts));
ProcessExpertList(expertListMsg.Experts);
break;
case MessageType.ExpertAdded:
if (message is MtExpertAddedMsg expertAddedMsg)
@@ -273,14 +268,24 @@ namespace MtClient
lock (tasks_)
{
if (tasks_.TryGetValue(commandId, out CommandTask? value))
if (tasks_.TryGetValue(commandId, out CommandTask<string>? value))
value.SetResponse(payload);
}
}
private void ProcessExpertList(HashSet<int> experts)
{
logger_.Debug($"MtRpcClient.ProcessExpertList: experts count - {experts.Count}");
lock (notification_tasks_)
{
if (notification_tasks_.TryGetValue(MtNotificationType.ClientReady, out CommandTask<object>? value))
value.SetResponse(experts);
}
}
public event EventHandler<EventArgs>? ConnectionFailed;
public event EventHandler<EventArgs>? Disconnected;
public event EventHandler<MtExpertListEventArgs>? ExpertList;
public event EventHandler<MtExpertEventArgs>? ExpertAdded;
public event EventHandler<MtExpertEventArgs>? ExpertRemoved;
public event EventHandler<MtEventArgs>? MtEventReceived;
@@ -288,7 +293,6 @@ namespace MtClient
private readonly ClientWebSocket ws_ = new();
private readonly string host_;
private readonly int port_;
private readonly byte[] buf_ = new byte[10000];
private readonly Queue<MtMessage> pendingMessages_ = [];
private readonly Thread receiveThread_;
@@ -296,18 +300,19 @@ namespace MtClient
private readonly EventWaitHandle sendWaiter_ = new AutoResetEvent(false);
private int nextCommandId = 0;
private readonly Dictionary<int, CommandTask> tasks_ = [];
private readonly Dictionary<int, CommandTask<string>> tasks_ = [];
private readonly Dictionary<MtNotificationType, CommandTask<object>> notification_tasks_ = [];
private readonly IRpcLogger logger_;
}
internal class CommandTask
internal class CommandTask<T>
{
private readonly EventWaitHandle responseWaiter_ = new AutoResetEvent(false);
private string? response_;
private T? response_;
private readonly object locker_ = new();
public string? WaitResponse(int time)
public T? WaitResponse(int time)
{
responseWaiter_.WaitOne(time);
lock (locker_)
@@ -316,7 +321,7 @@ namespace MtClient
}
}
public void SetResponse(string result)
public void SetResponse(T result)
{
lock (locker_)
{