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

MtApi/MtApiClient.cs

@@ -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);
+            var q = SendCommand<MtRpcQuote>(client, expertHandle, MtCommandType.GetQuote);
-            if (e == null || string.IsNullOrEmpty(e.Instrument) || e.Tick == null)
+            if (q == null || string.IsNullOrEmpty(q.Instrument) || q.Tick == null)
                 return null;
 
             MtQuote quote = new()
             {
-                Instrument = e.Instrument,
+                Instrument = q.Instrument,
-                Bid = e.Tick.Bid,
+                Bid = q.Tick.Bid,
-                Ask = e.Tick.Ask,
+                Ask = q.Tick.Ask,
                 ExpertHandle = expertHandle,
             };
 

MtApi5/MtApi5Client.cs

@@ -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);
+            var q = SendCommand<MtQuote>(client, expertHandle, Mt5CommandType.GetQuote);
-            if (e == null || string.IsNullOrEmpty(e.Instrument) || e.Tick == null)
+            if (q == null || string.IsNullOrEmpty(q.Instrument) || q.Tick == null)
                 return null;
 
             Mt5Quote quote = new()
             {
-                Instrument = e.Instrument,
+                Instrument = q.Instrument,
-                Bid = e.Tick.Bid,
+                Bid = q.Tick.Bid,
-                Ask = e.Tick.Ask,
+                Ask = q.Tick.Ask,
                 ExpertHandle = expertHandle,
-                Volume = e.Tick.Volume,
+                Volume = q.Tick.Volume,
-                Time = Mt5TimeConverter.ConvertFromMtTime(e.Tick.Time),
+                Time = Mt5TimeConverter.ConvertFromMtTime(q.Tick.Time),
-                Last = e.Tick.Last
+                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

@@ -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_)
             {