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Added stub for logging in MtApi5. Implemented function SendCommand. Get quotes after connection

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This commit is contained in:
Viacheslav Demydiuk
2024-01-11 22:54:56 +02:00
parent af5dd93056
commit cd7648b320
9 changed files with 266 additions and 232 deletions
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MtApi5/MtApi5Client.cs
+222 -73
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@@ -1,5 +1,4 @@
// ReSharper disable InconsistentNaming
using System.Collections;
using System.Collections;
using MtApi5.Requests;
using Newtonsoft.Json;
using MtApi5.Events;
@@ -28,33 +27,32 @@ namespace MtApi5
#region Private Fields
private static readonly MtLog Log = LogConfigurator.GetLogger(typeof(MtApi5Client));
private MtRpcClient? _client;
private readonly object _locker = new object();
private readonly object _locker = new();
private volatile bool _isBacktestingMode;
private Mt5ConnectionState _connectionState = Mt5ConnectionState.Disconnected;
private int _executorHandle;
private readonly Dictionary<Mt5EventTypes, Action<int, string>> _mtEventHandlers =
new Dictionary<Mt5EventTypes, Action<int, string>>();
private readonly Dictionary<Mt5EventTypes, Action<int, string>> _mtEventHandlers = [];
private HashSet<int> _experts = [];
private Dictionary<int, Mt5Quote> _quotes = [];
private readonly EventWaitHandle _quotesWaiter = new AutoResetEvent(false);
private int _commandId = 0;
private readonly Dictionary<int, CommandTask> _tasks = [];
#endregion
#region Public Methods
public MtApi5Client()
{
#if (DEBUG)
const LogLevel logLevel = LogLevel.Debug;
#else
const LogLevel logLevel = LogLevel.Info;
#endif
LogConfigurator.Setup(LogProfileName, logLevel);
private IMtLogger? Log { get; }
public MtApi5Client(IMtLogger? log = null)
{
_mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent;
_mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent;
_mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransactionEvent;
_mtEventHandlers[Mt5EventTypes.OnLastTimeBar] = ReceivedOnLastTimeBarEvent;
_mtEventHandlers[Mt5EventTypes.OnLockTicks] = ReceivedOnLockTicksEvent;
Log = log;
}
///<summary>
@@ -64,7 +62,7 @@ namespace MtApi5
///<param name="port">Port of host connection (default 8222) </param>
public void BeginConnect(string host, int port)
{
Log.Info($"BeginConnect: host = {host}, port = {port}");
Log?.Info($"BeginConnect: host = {host}, port = {port}");
Task.Factory.StartNew(() => Connect(host, port));
}
@@ -74,7 +72,7 @@ namespace MtApi5
///<param name="port">Port of host connection (default 8222) </param>
public void BeginConnect(int port)
{
Log.Info($"BeginConnect: port = localhost:{port}");
Log?.Info($"BeginConnect: port = localhost:{port}");
Task.Factory.StartNew(() => Connect("localhost", port));
}
@@ -83,20 +81,23 @@ namespace MtApi5
///</summary>
public void BeginDisconnect()
{
Log.Info("BeginDisconnect called.");
Log?.Info("BeginDisconnect called.");
Task.Factory.StartNew(() => Disconnect(false));
}
///<summary>
///Load quotes connected into MetaTrader API.
///Load quotes connected into MetaTrader API (deprecated)
///</summary>
public IEnumerable<Mt5Quote>? GetQuotes()
public IEnumerable<Mt5Quote> GetQuotes()
{
//TODO: !!!
//var client = Client;
//var quotes = client?.GetQuotes();
//return quotes?.Select(q => new Mt5Quote(q));
return null;
// 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();
}
}
///<summary>
@@ -121,11 +122,11 @@ namespace MtApi5
/// </returns>
public bool OrderSend(MqlTradeRequest request, out MqlTradeResult? result)
{
Log.Debug($"OrderSend: request = {request}");
Log?.Debug($"OrderSend: request = {request}");
if (request == null)
{
Log.Warn("OrderSend: request is not defined!");
Log?.Warn("OrderSend: request is not defined!");
result = null;
return false;
}
@@ -153,11 +154,11 @@ namespace MtApi5
/// </returns>
public bool OrderSendAsync(MqlTradeRequest request, out MqlTradeResult? result)
{
Log.Debug($"OrderSend: request = {request}");
Log?.Debug($"OrderSend: request = {request}");
if (request == null)
{
Log.Warn("OrderSend: request is not defined!");
Log?.Warn("OrderSend: request is not defined!");
result = null;
return false;
}
@@ -234,11 +235,11 @@ namespace MtApi5
/// </returns>
public bool OrderCheck(MqlTradeRequest request, out MqlTradeCheckResult? result)
{
Log.Debug($"OrderCheck: request = {request}");
Log?.Debug($"OrderCheck: request = {request}");
if (request == null)
{
Log.Warn("OrderCheck: request is not defined!");
Log?.Warn("OrderCheck: request is not defined!");
result = null;
return false;
}
@@ -606,7 +607,7 @@ namespace MtApi5
/// <param name="result">output result</param>
public bool PositionClose(ulong ticket, ulong deviation, out MqlTradeResult? result)
{
Log.Debug($"PositionClose: ticket = {ticket}, deviation = {deviation}");
Log?.Debug($"PositionClose: ticket = {ticket}, deviation = {deviation}");
var response = SendRequest<PositionCloseResult>(new PositionCloseRequest
{
@@ -660,7 +661,7 @@ namespace MtApi5
/// <returns>true - successful check of the basic structures, otherwise - false.</returns>
public bool PositionOpen(string symbol, ENUM_ORDER_TYPE orderType, double volume, double price, double sl, double tp, string comment, out MqlTradeResult? result)
{
Log.Debug($"PositionOpen: symbol = {symbol}, orderType = {orderType}, volume = {volume}, price = {price}, sl = {sl}, tp = {tp}, comment = {comment}");
Log?.Debug($"PositionOpen: symbol = {symbol}, orderType = {orderType}, volume = {volume}, price = {price}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new PositionOpenRequest
{
@@ -734,7 +735,7 @@ namespace MtApi5
/// <returns>true - successful check of the structures, otherwise - false.</returns>
public bool Buy(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null)
{
Log.Debug($"Buy: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
Log?.Debug($"Buy: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new BuyRequest
{
@@ -763,7 +764,7 @@ namespace MtApi5
/// <returns>true - successful check of the structures, otherwise - false.</returns>
public bool Sell(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null)
{
Log.Debug($"Sell: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
Log?.Debug($"Sell: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new SellRequest
{
@@ -2213,7 +2214,7 @@ namespace MtApi5
#region Common Functions
///<summary>
///It enters a message in the Expert Advisor log.
///It enters a message in the Expert Advisor Log?.
///</summary>
///<param name="message">Message</param>
public bool Print(string message)
@@ -2988,7 +2989,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, double[] parameters)
{
Log.Debug("iCustom: called.");
Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest
{
Symbol = symbol,
@@ -2997,7 +2998,7 @@ namespace MtApi5
Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Double
});
Log.Debug($"iCustom: response = {response}.");
Log?.Debug($"iCustom: response = {response}.");
return response;
}
@@ -3010,7 +3011,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, int[] parameters)
{
Log.Debug("iCustom: called.");
Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest
{
Symbol = symbol,
@@ -3019,7 +3020,7 @@ namespace MtApi5
Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int
});
Log.Debug($"iCustom: response = {response}.");
Log?.Debug($"iCustom: response = {response}.");
return response;
}
@@ -3032,7 +3033,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, string[] parameters)
{
Log.Debug("iCustom: called.");
Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest
{
Symbol = symbol,
@@ -3041,7 +3042,7 @@ namespace MtApi5
Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int
});
Log.Debug($"iCustom: response = {response}.");
Log?.Debug($"iCustom: response = {response}.");
return response;
}
@@ -3054,7 +3055,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, bool[] parameters)
{
Log.Debug("iCustom: called.");
Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest
{
Symbol = symbol,
@@ -3063,7 +3064,7 @@ namespace MtApi5
Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int
});
Log.Debug($"iCustom: response = {response}.");
Log?.Debug($"iCustom: response = {response}.");
return response;
}
@@ -3076,9 +3077,9 @@ namespace MtApi5
///</summary>
public DateTime TimeCurrent()
{
Log.Debug("TimeCurrent: called.");
Log?.Debug("TimeCurrent: called.");
var response = SendCommand<long>(Mt5CommandType.TimeCurrent, null);
Log.Debug($"TimeCurrent: response = {response}.");
Log?.Debug($"TimeCurrent: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response);
}
@@ -3087,9 +3088,9 @@ namespace MtApi5
///</summary>
public DateTime TimeTradeServer()
{
Log.Debug("TimeTradeServer: called.");
Log?.Debug("TimeTradeServer: called.");
var response = SendCommand<long>(Mt5CommandType.TimeTradeServer, null);
Log.Debug($"TimeTradeServer: response = {response}.");
Log?.Debug($"TimeTradeServer: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response);
}
@@ -3098,9 +3099,9 @@ namespace MtApi5
///</summary>
public DateTime TimeLocal()
{
Log.Debug("TimeLocal: called.");
Log?.Debug("TimeLocal: called.");
var response = SendCommand<long>(Mt5CommandType.TimeLocal, null);
Log.Debug($"TimeLocal: response = {response}.");
Log?.Debug($"TimeLocal: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response);
}
@@ -3109,9 +3110,9 @@ namespace MtApi5
///</summary>
public DateTime TimeGMT()
{
Log.Debug("TimeGMT: called.");
Log?.Debug("TimeGMT: called.");
var response = SendCommand<long>(Mt5CommandType.TimeGMT, null);
Log.Debug($"TimeGMT: response = {response}.");
Log?.Debug($"TimeGMT: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response);
}
@@ -3315,6 +3316,7 @@ namespace MtApi5
public event EventHandler<Mt5BookEventArgs>? OnBookEvent;
public event EventHandler<Mt5TimeBarArgs>? OnLastTimeBar;
public event EventHandler<Mt5LockTicksEventArgs>? OnLockTicks;
public event EventHandler<IEnumerable<Mt5Quote>>? QuoteList;
#endregion
#region Private Methods
@@ -3346,18 +3348,19 @@ namespace MtApi5
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Connecting, message));
var client = new MtRpcClient(host, port);
client.MessageReceived += _client_OnMessageReceived;
client.ConnectionFailed += _client_OnConnectionFailed;
client.Disconnected += _client_Disconnected;
var state = Mt5ConnectionState.Failed;
try
{
await client.Connect();
client.MessageReceived += _client_OnMessageReceived;
client.ConnectionFailed += _client_OnConnectionFailed;
state = Mt5ConnectionState.Connected;
}
catch (Exception e)
{
Log.Warn($"Failed connection to {host}:{port}. {e.Message}");
Log?.Warn($"Failed connection to {host}:{port}. {e.Message}");
}
lock (_locker)
@@ -3365,28 +3368,30 @@ namespace MtApi5
if (state == Mt5ConnectionState.Connected)
{
_client = client;
Log.Info($"Connected to {host}:{port}");
Log?.Info($"Connected to {host}:{port}");
}
_connectionState = state;
}
if (state == Mt5ConnectionState.Connected)
OnConnected();
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(state, message));
if (state == Mt5ConnectionState.Connected)
{
OnConnected();
}
Log?.Info($"Connected finished");
}
private void _client_OnMessageReceived(object? o, MtMessage msg)
{
Log?.Debug($"Message received: {msg}");
Task.Run(() =>
{
switch (msg.MsgType)
{
case MessageType.ExpertList:
//ProcessExpertList(msg as MtExpertListMsg);
ProcessExpertList(msg as MtExpertListMsg);
break;
case MessageType.ExpertAdded:
//ProcessExpertAdded(msg as MtExpertAddedMsg);
@@ -3398,18 +3403,79 @@ namespace MtApi5
//ProcessEvent(msg as MtEvent);
break;
case MessageType.Response:
//ProcessResponse(msg as MtResponse);
ProcessResponse(msg as MtResponse);
break;
}
});
}
private void _client_OnConnectionFailed(object? sender, EventArgs e)
private void ProcessExpertList(MtExpertListMsg? msg)
{
if (msg == null)
return;
HashSet<int> experts = msg.Experts;
if (experts == null || experts.Count == 0)
{
Console.WriteLine($"ProcessExpertList: expert list invalid");
return;
}
lock(_locker)
{
_experts = experts;
}
Dictionary<int, Mt5Quote> quotes = [];
foreach (var handle in experts)
{
Console.WriteLine($"ProcessExpertList: {handle}");
var quote = GetQuote(handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker)
{
Disconnect(true);
_quotes= quotes;
}
_quotesWaiter.Set();
QuoteList?.Invoke(this, _quotes.Values.ToList());
}
private void ProcessResponse(MtResponse? msg)
{
if (msg == null)
return;
var handle = msg.ExpertHandle;
var commandId = msg.CommandId;
var payload = msg.Payload;
Log?.Debug($"ProcessResponse: {handle}, {commandId}, [{payload}]");
lock (_locker)
{
if (_tasks.TryGetValue(commandId, out CommandTask? value))
value.SetResponse(payload);
}
}
private Mt5Quote? GetQuote(int expertHandle)
{
var response = SendCommand<Mt5Quote>(expertHandle, Mt5CommandType.GetQuote);
return response;
}
private void _client_OnConnectionFailed(object? sender, EventArgs e)
{
Disconnect(true);
}
private void _client_Disconnected(object? sender, EventArgs e)
{
Disconnect(false);
}
//private void _client_MtEventReceived(MtEvent e)
@@ -3493,15 +3559,92 @@ namespace MtApi5
_connectionState = state;
client = _client;
_client = null;
_quotes.Clear();
_experts.Clear();
_tasks.Clear();
}
client?.Disconnect(); //TODO: use dispose
client?.Disconnect();
Log.Info(message);
Log?.Info(message);
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(state, message));
}
internal class CommandTask
{
private readonly EventWaitHandle responseWaiter_ = new AutoResetEvent(false);
private string? response_;
private readonly object locker_ = new();
public string? WaitResponse(int time)
{
responseWaiter_.WaitOne(time);
lock (locker_)
{
return response_;
}
}
public void SetResponse(string result)
{
lock (locker_)
{
response_ = result;
}
responseWaiter_.Set();
}
}
private T? SendCommand<T>(int expertHandle, Mt5CommandType commandType, object? payload = null)
{
var client = Client;
if (client == null)
{
Log?.Warn("SendCommand: No connection");
throw new Exception("No connection");
}
var payloadJson = JsonConvert.SerializeObject(payload);
MtCommand command = new(expertHandle, (int)commandType, _commandId++, payloadJson);
_tasks[command.CommandId] = new CommandTask();
Log?.Debug($"SendCommand: {command.CommandId}");
client.Send(command);
var responseJson = _tasks[command.CommandId].WaitResponse(10000); // 10 sec
if (_tasks.Remove(command.CommandId) == false)
{
Log?.Warn($"SendCommand: task {command.CommandId} is not found in collection");
return default;
}
Log?.Debug($"SendCommand: received response JSON [{responseJson}]");
if (string.IsNullOrEmpty(responseJson))
{
Log?.Warn("SendCommand: Response JSON from MetaTrader is null or empty");
throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
}
var response = JsonConvert.DeserializeObject<Response<T>>(responseJson);
if (response == null)
{
Log?.Warn("SendCommand: Failed to deserialize response from JSON");
throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
}
if (response.ErrorCode != 0)
{
Log?.Warn($"SendCommand: ErrorCode = {response.ErrorCode}. {response}");
throw new ExecutionException((ErrorCode)response.ErrorCode, response.ToString());
}
return (response.Value == null) ? default : response.Value;
}
private T SendCommand<T>(Mt5CommandType commandType, ArrayList? commandParameters, Dictionary<string, object>? namedParams = null, int? executor = null)
{
T r;
@@ -3510,7 +3653,7 @@ namespace MtApi5
//var client = Client;
//if (client == null)
//{
// Log.Warn("SendCommand: No connection");
// Log?.Warn("SendCommand: No connection");
// throw new Exception("No connection");
//}
@@ -3520,19 +3663,19 @@ namespace MtApi5
//}
//catch (CommunicationException ex)
//{
// Log.Warn($"SendCommand: {ex.Message}");
// Log?.Warn($"SendCommand: {ex.Message}");
// throw new Exception(ex.Message, ex);
//}
//if (response == null)
//{
// Log.Warn("SendCommand: Response from MetaTrader is null");
// Log?.Warn("SendCommand: Response from MetaTrader is null");
// throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
//}
//if (response.ErrorCode != 0)
//{
// Log.Warn($"SendCommand: ErrorCode = {response.ErrorCode}. {response}");
// Log?.Warn($"SendCommand: ErrorCode = {response.ErrorCode}. {response}");
// throw new ExecutionException((ErrorCode)response.ErrorCode, response.ToString());
//}
@@ -3557,14 +3700,14 @@ namespace MtApi5
if (res == null)
{
Log.Warn("SendRequest: Response from MetaTrader is null");
Log?.Warn("SendRequest: Response from MetaTrader is null");
throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
}
var response = JsonConvert.DeserializeObject<Response<T>>(res) ?? throw new Exception("Failed to deserialize response");
if (response.ErrorCode != 0)
{
Log.Warn($"SendRequest: ErrorCode = {response.ErrorCode}. {response}");
Log?.Warn($"SendRequest: ErrorCode = {response.ErrorCode}. {response}");
throw new ExecutionException((ErrorCode)response.ErrorCode, response.ErrorMessage);
}
@@ -3607,12 +3750,18 @@ namespace MtApi5
private void OnConnected()
{
Log?.Debug("OnConnected: begin");
Client?.Send(new MtClientReady());
_isBacktestingMode = IsTesting();
if (_isBacktestingMode)
{
BacktestingReady();
}
Log?.Debug("OnConnected: finished");
}
private void BacktestingReady()