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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
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@@ -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,
};