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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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MtApi5/MtApi5Client.cs
+46 -60
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@@ -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");