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

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
+19
View File
@@ -11,6 +11,10 @@ Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "MT5Connector", "MT5Connecto
EndProject EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MtApi5", "MtApi5\MtApi5.csproj", "{AC8B5010-DA75-477E-9CA5-547C649E12D8}" Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MtApi5", "MtApi5\MtApi5.csproj", "{AC8B5010-DA75-477E-9CA5-547C649E12D8}"
EndProject EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "TestClients", "TestClients", "{0C166554-D20F-4996-AA33-436997058FA1}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MtApi5TestClient", "TestClients\MtApi5TestClient\MtApi5TestClient.csproj", "{38B9C657-BC2F-44F0-8824-54B31F2A64F5}"
EndProject
Global Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU Debug|Any CPU = Debug|Any CPU
@@ -69,10 +73,25 @@ Global
{AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x64.Build.0 = Release|Any CPU {AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x64.Build.0 = Release|Any CPU
{AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x86.ActiveCfg = Release|Any CPU {AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x86.ActiveCfg = Release|Any CPU
{AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x86.Build.0 = Release|Any CPU {AC8B5010-DA75-477E-9CA5-547C649E12D8}.Release|x86.Build.0 = Release|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|Any CPU.Build.0 = Debug|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|x64.ActiveCfg = Debug|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|x64.Build.0 = Debug|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|x86.ActiveCfg = Debug|x86
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Debug|x86.Build.0 = Debug|x86
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|Any CPU.ActiveCfg = Release|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|Any CPU.Build.0 = Release|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|x64.ActiveCfg = Release|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|x64.Build.0 = Release|Any CPU
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|x86.ActiveCfg = Release|x86
{38B9C657-BC2F-44F0-8824-54B31F2A64F5}.Release|x86.Build.0 = Release|x86
EndGlobalSection EndGlobalSection
GlobalSection(SolutionProperties) = preSolution GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE HideSolutionNode = FALSE
EndGlobalSection EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{38B9C657-BC2F-44F0-8824-54B31F2A64F5} = {0C166554-D20F-4996-AA33-436997058FA1}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {7F3C954E-FEF0-4161-B557-9F8D62D7A39F} SolutionGuid = {7F3C954E-FEF0-4161-B557-9F8D62D7A39F}
EndGlobalSection EndGlobalSection
+11
View File
@@ -0,0 +1,11 @@
namespace MtApi5
{
public interface IMtLogger
{
void Debug(object message);
void Error(object message);
void Fatal(object message);
void Info(object message);
void Warn(object message);
}
}
-133
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@@ -1,133 +0,0 @@
using System;
using System.Diagnostics;
//using log4net;
//using log4net.Appender;
//using log4net.Core;
//using log4net.Layout;
//using log4net.Repository.Hierarchy;
namespace MtApi5
{
public class MtLog
{
#region ctor
internal MtLog(Type type)
{
// _log = LogManager.GetLogger(type);
}
#endregion
#region Public
public void Debug(object message)
{
// _log.Debug(message);
}
public void Error(object message)
{
// _log.Error(message);
}
public void Fatal(object message)
{
// _log.Fatal(message);
}
public void Info(object message)
{
// _log.Info(message);
}
public void Warn(object message)
{
// _log.Warn(message);
}
#endregion
#region Private
//private readonly ILog _log;
#endregion
}
public enum LogLevel
{
Off,
Debug,
Info
}
public class LogConfigurator
{
private const string LogFileNameExtension = "log";
public static void Setup(string profileName)
{
#if (DEBUG)
const LogLevel logLevel = LogLevel.Debug;
#else
const LogLevel logLevel = LogLevel.Info;
#endif
Setup(profileName, logLevel);
}
public static void Setup(string profileName, LogLevel logLevel)
{
if (string.IsNullOrEmpty(profileName))
throw new ArgumentNullException();
//var hierarchy = (Hierarchy) LogManager.GetRepository();
////check if logger is already configurated to avoid creation many empty logs files
//if (hierarchy.Configured)
// return;
//var patternLayout = new PatternLayout
//{
// ConversionPattern = "%date [%thread] %-5level %logger - %message%newline"
//};
//patternLayout.ActivateOptions();
////var filename = $"{DateTime.Now:yyyy-dd-M--HH-mm-ss}-{Process.GetCurrentProcess().Id}.{LogFileNameExtension}"; // This filename format keeps generating tons of log files with same content but different per-second/thread filenames until the harddisk have 0KB space left
//var filename = $"{DateTime.Now:yyyy-MM-dd}.{LogFileNameExtension}";
//var roller = new RollingFileAppender
//{
// AppendToFile = true,
// File = $@"{System.IO.Path.GetTempPath()}{profileName}\Logs\{filename}",
// Layout = patternLayout,
// PreserveLogFileNameExtension = true,
// MaxSizeRollBackups = 5,
// MaximumFileSize = "1GB",
// RollingStyle = RollingFileAppender.RollingMode.Size,
// StaticLogFileName = false
//};
//roller.ActivateOptions();
//hierarchy.Root.AddAppender(roller);
//hierarchy.Root.Level = ConvertLogLevel(logLevel);
//hierarchy.Configured = true;
}
public static MtLog GetLogger(Type type)
{
if (type == null)
throw new ArgumentNullException(nameof(type));
return new MtLog(type);
}
//private static Level ConvertLogLevel(LogLevel logLevel)
//{
// switch (logLevel)
// {
// case LogLevel.Debug: return Level.Debug;
// case LogLevel.Info: return Level.Info;
// case LogLevel.Off: return Level.Off;
// default:
// throw new ArgumentOutOfRangeException(nameof(logLevel), logLevel, null);
// }
//}
}
}
+1 -2
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@@ -1,5 +1,4 @@
// ReSharper disable InconsistentNaming namespace MtApi5
namespace MtApi5
{ {
public class MqlBookInfo public class MqlBookInfo
{ {
+1
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@@ -7,6 +7,7 @@ namespace MtApi5
//trade operations //trade operations
//OrderSend = 1, //OrderSend = 1,
GetQuote = 1,
OrderCalcMargin = 2, OrderCalcMargin = 2,
OrderCalcProfit = 3, OrderCalcProfit = 3,
//OrderSendAsync = 5, //OrderSendAsync = 5,
+9 -5
View File
@@ -4,15 +4,19 @@ namespace MtApi5
{ {
public class Mt5Quote public class Mt5Quote
{ {
public string Instrument { get; } public string? Instrument { get; set; }
public double Bid { get; } public double Bid { get; set; }
public double Ask { get; } public double Ask { get; set; }
public int ExpertHandle { get; set; } public int ExpertHandle { get; set; }
public DateTime Time { get; set; } public DateTime Time { get; set; }
public double Last { get; set; } public double Last { get; set; }
public ulong Volume { get; set; } public ulong Volume { get; set; }
// public long TimeMsc { get; set; } // public long TimeMsc { get; set; }
// public uint Flags { get; set; } // public uint Flags { get; set; }
internal Mt5Quote()
{
}
internal Mt5Quote(string instrument, double bid, double ask) internal Mt5Quote(string instrument, double bid, double ask)
{ {
+222 -73
View File
@@ -1,5 +1,4 @@
// ReSharper disable InconsistentNaming using System.Collections;
using System.Collections;
using MtApi5.Requests; using MtApi5.Requests;
using Newtonsoft.Json; using Newtonsoft.Json;
using MtApi5.Events; using MtApi5.Events;
@@ -28,33 +27,32 @@ namespace MtApi5
#region Private Fields #region Private Fields
private static readonly MtLog Log = LogConfigurator.GetLogger(typeof(MtApi5Client));
private MtRpcClient? _client; private MtRpcClient? _client;
private readonly object _locker = new object(); private readonly object _locker = new();
private volatile bool _isBacktestingMode; private volatile bool _isBacktestingMode;
private Mt5ConnectionState _connectionState = Mt5ConnectionState.Disconnected; private Mt5ConnectionState _connectionState = Mt5ConnectionState.Disconnected;
private int _executorHandle; private int _executorHandle;
private readonly Dictionary<Mt5EventTypes, Action<int, string>> _mtEventHandlers = private readonly Dictionary<Mt5EventTypes, Action<int, string>> _mtEventHandlers = [];
new Dictionary<Mt5EventTypes, Action<int, string>>();
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 #endregion
#region Public Methods #region Public Methods
public MtApi5Client() private IMtLogger? Log { get; }
{
#if (DEBUG)
const LogLevel logLevel = LogLevel.Debug;
#else
const LogLevel logLevel = LogLevel.Info;
#endif
LogConfigurator.Setup(LogProfileName, logLevel);
public MtApi5Client(IMtLogger? log = null)
{
_mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent; _mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent;
_mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent; _mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent;
_mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransactionEvent; _mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransactionEvent;
_mtEventHandlers[Mt5EventTypes.OnLastTimeBar] = ReceivedOnLastTimeBarEvent; _mtEventHandlers[Mt5EventTypes.OnLastTimeBar] = ReceivedOnLastTimeBarEvent;
_mtEventHandlers[Mt5EventTypes.OnLockTicks] = ReceivedOnLockTicksEvent; _mtEventHandlers[Mt5EventTypes.OnLockTicks] = ReceivedOnLockTicksEvent;
Log = log;
} }
///<summary> ///<summary>
@@ -64,7 +62,7 @@ namespace MtApi5
///<param name="port">Port of host connection (default 8222) </param> ///<param name="port">Port of host connection (default 8222) </param>
public void BeginConnect(string host, int port) public void BeginConnect(string host, int port)
{ {
Log.Info($"BeginConnect: host = {host}, port = {port}"); Log?.Info($"BeginConnect: host = {host}, port = {port}");
Task.Factory.StartNew(() => Connect(host, port)); Task.Factory.StartNew(() => Connect(host, port));
} }
@@ -74,7 +72,7 @@ namespace MtApi5
///<param name="port">Port of host connection (default 8222) </param> ///<param name="port">Port of host connection (default 8222) </param>
public void BeginConnect(int port) public void BeginConnect(int port)
{ {
Log.Info($"BeginConnect: port = localhost:{port}"); Log?.Info($"BeginConnect: port = localhost:{port}");
Task.Factory.StartNew(() => Connect("localhost", port)); Task.Factory.StartNew(() => Connect("localhost", port));
} }
@@ -83,20 +81,23 @@ namespace MtApi5
///</summary> ///</summary>
public void BeginDisconnect() public void BeginDisconnect()
{ {
Log.Info("BeginDisconnect called."); Log?.Info("BeginDisconnect called.");
Task.Factory.StartNew(() => Disconnect(false)); Task.Factory.StartNew(() => Disconnect(false));
} }
///<summary> ///<summary>
///Load quotes connected into MetaTrader API. ///Load quotes connected into MetaTrader API (deprecated)
///</summary> ///</summary>
public IEnumerable<Mt5Quote>? GetQuotes() public IEnumerable<Mt5Quote> GetQuotes()
{ {
//TODO: !!! // this function is deprecated.
//var client = Client; // should be used event OnQuoteList
//var quotes = client?.GetQuotes();
//return quotes?.Select(q => new Mt5Quote(q)); _quotesWaiter.WaitOne(10000); // wait 10 sec for loading all quotes from MetaTrader
return null; lock (_locker)
{
return _quotes.Values.ToList();
}
} }
///<summary> ///<summary>
@@ -121,11 +122,11 @@ namespace MtApi5
/// </returns> /// </returns>
public bool OrderSend(MqlTradeRequest request, out MqlTradeResult? result) public bool OrderSend(MqlTradeRequest request, out MqlTradeResult? result)
{ {
Log.Debug($"OrderSend: request = {request}"); Log?.Debug($"OrderSend: request = {request}");
if (request == null) if (request == null)
{ {
Log.Warn("OrderSend: request is not defined!"); Log?.Warn("OrderSend: request is not defined!");
result = null; result = null;
return false; return false;
} }
@@ -153,11 +154,11 @@ namespace MtApi5
/// </returns> /// </returns>
public bool OrderSendAsync(MqlTradeRequest request, out MqlTradeResult? result) public bool OrderSendAsync(MqlTradeRequest request, out MqlTradeResult? result)
{ {
Log.Debug($"OrderSend: request = {request}"); Log?.Debug($"OrderSend: request = {request}");
if (request == null) if (request == null)
{ {
Log.Warn("OrderSend: request is not defined!"); Log?.Warn("OrderSend: request is not defined!");
result = null; result = null;
return false; return false;
} }
@@ -234,11 +235,11 @@ namespace MtApi5
/// </returns> /// </returns>
public bool OrderCheck(MqlTradeRequest request, out MqlTradeCheckResult? result) public bool OrderCheck(MqlTradeRequest request, out MqlTradeCheckResult? result)
{ {
Log.Debug($"OrderCheck: request = {request}"); Log?.Debug($"OrderCheck: request = {request}");
if (request == null) if (request == null)
{ {
Log.Warn("OrderCheck: request is not defined!"); Log?.Warn("OrderCheck: request is not defined!");
result = null; result = null;
return false; return false;
} }
@@ -606,7 +607,7 @@ namespace MtApi5
/// <param name="result">output result</param> /// <param name="result">output result</param>
public bool PositionClose(ulong ticket, ulong deviation, out MqlTradeResult? result) public bool PositionClose(ulong ticket, ulong deviation, out MqlTradeResult? result)
{ {
Log.Debug($"PositionClose: ticket = {ticket}, deviation = {deviation}"); Log?.Debug($"PositionClose: ticket = {ticket}, deviation = {deviation}");
var response = SendRequest<PositionCloseResult>(new PositionCloseRequest var response = SendRequest<PositionCloseResult>(new PositionCloseRequest
{ {
@@ -660,7 +661,7 @@ namespace MtApi5
/// <returns>true - successful check of the basic structures, otherwise - false.</returns> /// <returns>true - successful check of the basic structures, otherwise - false.</returns>
public bool PositionOpen(string symbol, ENUM_ORDER_TYPE orderType, double volume, double price, double sl, double tp, string comment, out MqlTradeResult? result) public bool PositionOpen(string symbol, ENUM_ORDER_TYPE orderType, double volume, double price, double sl, double tp, string comment, out MqlTradeResult? result)
{ {
Log.Debug($"PositionOpen: symbol = {symbol}, orderType = {orderType}, volume = {volume}, price = {price}, sl = {sl}, tp = {tp}, comment = {comment}"); Log?.Debug($"PositionOpen: symbol = {symbol}, orderType = {orderType}, volume = {volume}, price = {price}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new PositionOpenRequest var response = SendRequest<OrderSendResult>(new PositionOpenRequest
{ {
@@ -734,7 +735,7 @@ namespace MtApi5
/// <returns>true - successful check of the structures, otherwise - false.</returns> /// <returns>true - successful check of the structures, otherwise - false.</returns>
public bool Buy(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null) public bool Buy(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null)
{ {
Log.Debug($"Buy: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}"); Log?.Debug($"Buy: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new BuyRequest var response = SendRequest<OrderSendResult>(new BuyRequest
{ {
@@ -763,7 +764,7 @@ namespace MtApi5
/// <returns>true - successful check of the structures, otherwise - false.</returns> /// <returns>true - successful check of the structures, otherwise - false.</returns>
public bool Sell(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null) public bool Sell(out MqlTradeResult? result, double volume, string? symbol = null, double price = 0.0, double sl = 0.0, double tp = 0.0, string? comment = null)
{ {
Log.Debug($"Sell: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}"); Log?.Debug($"Sell: volume = {volume}, symbol = {symbol}, sl = {sl}, tp = {tp}, comment = {comment}");
var response = SendRequest<OrderSendResult>(new SellRequest var response = SendRequest<OrderSendResult>(new SellRequest
{ {
@@ -2213,7 +2214,7 @@ namespace MtApi5
#region Common Functions #region Common Functions
///<summary> ///<summary>
///It enters a message in the Expert Advisor log. ///It enters a message in the Expert Advisor Log?.
///</summary> ///</summary>
///<param name="message">Message</param> ///<param name="message">Message</param>
public bool Print(string message) public bool Print(string message)
@@ -2988,7 +2989,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param> ///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, double[] parameters) public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, double[] parameters)
{ {
Log.Debug("iCustom: called."); Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest var response = SendRequest<int>(new ICustomRequest
{ {
Symbol = symbol, Symbol = symbol,
@@ -2997,7 +2998,7 @@ namespace MtApi5
Params = new ArrayList(parameters), Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Double ParamsType = ICustomRequest.ParametersType.Double
}); });
Log.Debug($"iCustom: response = {response}."); Log?.Debug($"iCustom: response = {response}.");
return response; return response;
} }
@@ -3010,7 +3011,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param> ///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, int[] parameters) public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, int[] parameters)
{ {
Log.Debug("iCustom: called."); Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest var response = SendRequest<int>(new ICustomRequest
{ {
Symbol = symbol, Symbol = symbol,
@@ -3019,7 +3020,7 @@ namespace MtApi5
Params = new ArrayList(parameters), Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int ParamsType = ICustomRequest.ParametersType.Int
}); });
Log.Debug($"iCustom: response = {response}."); Log?.Debug($"iCustom: response = {response}.");
return response; return response;
} }
@@ -3032,7 +3033,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param> ///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, string[] parameters) public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, string[] parameters)
{ {
Log.Debug("iCustom: called."); Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest var response = SendRequest<int>(new ICustomRequest
{ {
Symbol = symbol, Symbol = symbol,
@@ -3041,7 +3042,7 @@ namespace MtApi5
Params = new ArrayList(parameters), Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int ParamsType = ICustomRequest.ParametersType.Int
}); });
Log.Debug($"iCustom: response = {response}."); Log?.Debug($"iCustom: response = {response}.");
return response; return response;
} }
@@ -3054,7 +3055,7 @@ namespace MtApi5
///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param> ///<param name="parameters">input-parameters of a custom indicator. If there is no parameters specified, then default values will be used.</param>
public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, bool[] parameters) public int iCustom(string symbol, ENUM_TIMEFRAMES period, string name, bool[] parameters)
{ {
Log.Debug("iCustom: called."); Log?.Debug("iCustom: called.");
var response = SendRequest<int>(new ICustomRequest var response = SendRequest<int>(new ICustomRequest
{ {
Symbol = symbol, Symbol = symbol,
@@ -3063,7 +3064,7 @@ namespace MtApi5
Params = new ArrayList(parameters), Params = new ArrayList(parameters),
ParamsType = ICustomRequest.ParametersType.Int ParamsType = ICustomRequest.ParametersType.Int
}); });
Log.Debug($"iCustom: response = {response}."); Log?.Debug($"iCustom: response = {response}.");
return response; return response;
} }
@@ -3076,9 +3077,9 @@ namespace MtApi5
///</summary> ///</summary>
public DateTime TimeCurrent() public DateTime TimeCurrent()
{ {
Log.Debug("TimeCurrent: called."); Log?.Debug("TimeCurrent: called.");
var response = SendCommand<long>(Mt5CommandType.TimeCurrent, null); var response = SendCommand<long>(Mt5CommandType.TimeCurrent, null);
Log.Debug($"TimeCurrent: response = {response}."); Log?.Debug($"TimeCurrent: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response); return Mt5TimeConverter.ConvertFromMtTime(response);
} }
@@ -3087,9 +3088,9 @@ namespace MtApi5
///</summary> ///</summary>
public DateTime TimeTradeServer() public DateTime TimeTradeServer()
{ {
Log.Debug("TimeTradeServer: called."); Log?.Debug("TimeTradeServer: called.");
var response = SendCommand<long>(Mt5CommandType.TimeTradeServer, null); var response = SendCommand<long>(Mt5CommandType.TimeTradeServer, null);
Log.Debug($"TimeTradeServer: response = {response}."); Log?.Debug($"TimeTradeServer: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response); return Mt5TimeConverter.ConvertFromMtTime(response);
} }
@@ -3098,9 +3099,9 @@ namespace MtApi5
///</summary> ///</summary>
public DateTime TimeLocal() public DateTime TimeLocal()
{ {
Log.Debug("TimeLocal: called."); Log?.Debug("TimeLocal: called.");
var response = SendCommand<long>(Mt5CommandType.TimeLocal, null); var response = SendCommand<long>(Mt5CommandType.TimeLocal, null);
Log.Debug($"TimeLocal: response = {response}."); Log?.Debug($"TimeLocal: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response); return Mt5TimeConverter.ConvertFromMtTime(response);
} }
@@ -3109,9 +3110,9 @@ namespace MtApi5
///</summary> ///</summary>
public DateTime TimeGMT() public DateTime TimeGMT()
{ {
Log.Debug("TimeGMT: called."); Log?.Debug("TimeGMT: called.");
var response = SendCommand<long>(Mt5CommandType.TimeGMT, null); var response = SendCommand<long>(Mt5CommandType.TimeGMT, null);
Log.Debug($"TimeGMT: response = {response}."); Log?.Debug($"TimeGMT: response = {response}.");
return Mt5TimeConverter.ConvertFromMtTime(response); return Mt5TimeConverter.ConvertFromMtTime(response);
} }
@@ -3315,6 +3316,7 @@ namespace MtApi5
public event EventHandler<Mt5BookEventArgs>? OnBookEvent; public event EventHandler<Mt5BookEventArgs>? OnBookEvent;
public event EventHandler<Mt5TimeBarArgs>? OnLastTimeBar; public event EventHandler<Mt5TimeBarArgs>? OnLastTimeBar;
public event EventHandler<Mt5LockTicksEventArgs>? OnLockTicks; public event EventHandler<Mt5LockTicksEventArgs>? OnLockTicks;
public event EventHandler<IEnumerable<Mt5Quote>>? QuoteList;
#endregion #endregion
#region Private Methods #region Private Methods
@@ -3346,18 +3348,19 @@ namespace MtApi5
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Connecting, message)); ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(Mt5ConnectionState.Connecting, message));
var client = new MtRpcClient(host, port); var client = new MtRpcClient(host, port);
client.MessageReceived += _client_OnMessageReceived;
client.ConnectionFailed += _client_OnConnectionFailed;
client.Disconnected += _client_Disconnected;
var state = Mt5ConnectionState.Failed; var state = Mt5ConnectionState.Failed;
try try
{ {
await client.Connect(); await client.Connect();
client.MessageReceived += _client_OnMessageReceived;
client.ConnectionFailed += _client_OnConnectionFailed;
state = Mt5ConnectionState.Connected; state = Mt5ConnectionState.Connected;
} }
catch (Exception e) catch (Exception e)
{ {
Log.Warn($"Failed connection to {host}:{port}. {e.Message}"); Log?.Warn($"Failed connection to {host}:{port}. {e.Message}");
} }
lock (_locker) lock (_locker)
@@ -3365,28 +3368,30 @@ namespace MtApi5
if (state == Mt5ConnectionState.Connected) if (state == Mt5ConnectionState.Connected)
{ {
_client = client; _client = client;
Log.Info($"Connected to {host}:{port}"); Log?.Info($"Connected to {host}:{port}");
} }
_connectionState = state; _connectionState = state;
} }
if (state == Mt5ConnectionState.Connected)
OnConnected();
ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(state, message)); ConnectionStateChanged?.Invoke(this, new Mt5ConnectionEventArgs(state, message));
if (state == Mt5ConnectionState.Connected) Log?.Info($"Connected finished");
{
OnConnected();
}
} }
private void _client_OnMessageReceived(object? o, MtMessage msg) private void _client_OnMessageReceived(object? o, MtMessage msg)
{ {
Log?.Debug($"Message received: {msg}");
Task.Run(() => Task.Run(() =>
{ {
switch (msg.MsgType) switch (msg.MsgType)
{ {
case MessageType.ExpertList: case MessageType.ExpertList:
//ProcessExpertList(msg as MtExpertListMsg); ProcessExpertList(msg as MtExpertListMsg);
break; break;
case MessageType.ExpertAdded: case MessageType.ExpertAdded:
//ProcessExpertAdded(msg as MtExpertAddedMsg); //ProcessExpertAdded(msg as MtExpertAddedMsg);
@@ -3398,18 +3403,79 @@ namespace MtApi5
//ProcessEvent(msg as MtEvent); //ProcessEvent(msg as MtEvent);
break; break;
case MessageType.Response: case MessageType.Response:
//ProcessResponse(msg as MtResponse); ProcessResponse(msg as MtResponse);
break; break;
} }
}); });
} }
private void _client_OnConnectionFailed(object? sender, EventArgs e) private void ProcessExpertList(MtExpertListMsg? msg)
{ {
if (msg == null)
return;
HashSet<int> experts = msg.Experts;
if (experts == null || experts.Count == 0)
{
Console.WriteLine($"ProcessExpertList: expert list invalid");
return;
}
lock(_locker)
{
_experts = experts;
}
Dictionary<int, Mt5Quote> quotes = [];
foreach (var handle in experts)
{
Console.WriteLine($"ProcessExpertList: {handle}");
var quote = GetQuote(handle);
if (quote != null)
quotes[handle] = quote;
}
lock (_locker) lock (_locker)
{ {
Disconnect(true); _quotes= quotes;
} }
_quotesWaiter.Set();
QuoteList?.Invoke(this, _quotes.Values.ToList());
}
private void ProcessResponse(MtResponse? msg)
{
if (msg == null)
return;
var handle = msg.ExpertHandle;
var commandId = msg.CommandId;
var payload = msg.Payload;
Log?.Debug($"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) //private void _client_MtEventReceived(MtEvent e)
@@ -3493,15 +3559,92 @@ namespace MtApi5
_connectionState = state; _connectionState = state;
client = _client; client = _client;
_client = null; _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)); 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) private T SendCommand<T>(Mt5CommandType commandType, ArrayList? commandParameters, Dictionary<string, object>? namedParams = null, int? executor = null)
{ {
T r; T r;
@@ -3510,7 +3653,7 @@ namespace MtApi5
//var client = Client; //var client = Client;
//if (client == null) //if (client == null)
//{ //{
// Log.Warn("SendCommand: No connection"); // Log?.Warn("SendCommand: No connection");
// throw new Exception("No connection"); // throw new Exception("No connection");
//} //}
@@ -3520,19 +3663,19 @@ namespace MtApi5
//} //}
//catch (CommunicationException ex) //catch (CommunicationException ex)
//{ //{
// Log.Warn($"SendCommand: {ex.Message}"); // Log?.Warn($"SendCommand: {ex.Message}");
// throw new Exception(ex.Message, ex); // throw new Exception(ex.Message, ex);
//} //}
//if (response == null) //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"); // throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
//} //}
//if (response.ErrorCode != 0) //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()); // throw new ExecutionException((ErrorCode)response.ErrorCode, response.ToString());
//} //}
@@ -3557,14 +3700,14 @@ namespace MtApi5
if (res == null) 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"); throw new ExecutionException(ErrorCode.ErrCustom, "Response from MetaTrader is null");
} }
var response = JsonConvert.DeserializeObject<Response<T>>(res) ?? throw new Exception("Failed to deserialize response"); var response = JsonConvert.DeserializeObject<Response<T>>(res) ?? throw new Exception("Failed to deserialize response");
if (response.ErrorCode != 0) 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); throw new ExecutionException((ErrorCode)response.ErrorCode, response.ErrorMessage);
} }
@@ -3607,12 +3750,18 @@ namespace MtApi5
private void OnConnected() private void OnConnected()
{ {
Log?.Debug("OnConnected: begin");
Client?.Send(new MtClientReady());
_isBacktestingMode = IsTesting(); _isBacktestingMode = IsTesting();
if (_isBacktestingMode) if (_isBacktestingMode)
{ {
BacktestingReady(); BacktestingReady();
} }
Log?.Debug("OnConnected: finished");
} }
private void BacktestingReady() private void BacktestingReady()
+2 -18
View File
@@ -4,14 +4,10 @@ namespace MtApi5
{ {
internal static class MtConverters internal static class MtConverters
{ {
private static readonly MtLog Log = LogConfigurator.GetLogger(typeof(MtConverters));
#region Values Converters #region Values Converters
public static bool ParseResult(this string inputString, char separator, out double result) public static bool ParseResult(this string inputString, char separator, out double result)
{ {
Log.Debug($"ParseResult: inputString = {inputString}, separator = {separator}");
var retVal = false; var retVal = false;
result = 0; result = 0;
@@ -26,25 +22,18 @@ namespace MtApi5
result = double.Parse(values[1]); result = double.Parse(values[1]);
} }
catch (Exception ex) catch (Exception)
{ {
retVal = false; retVal = false;
Log.Error($"ParseResult: {ex.Message}");
} }
} }
} }
else
{
Log.Warn("ParseResult: input srting is null or empty!");
}
return retVal; return retVal;
} }
public static bool ParseResult(this string inputString, char separator, out DateTime from, out DateTime to) public static bool ParseResult(this string inputString, char separator, out DateTime from, out DateTime to)
{ {
Log.Debug($"ParseResult: inputString = {inputString}, separator = {separator}");
var retVal = false; var retVal = false;
from = new DateTime(); from = new DateTime();
@@ -65,17 +54,12 @@ namespace MtApi5
var iTo= int.Parse(values[2]); var iTo= int.Parse(values[2]);
to = Mt5TimeConverter.ConvertFromMtTime(iTo); to = Mt5TimeConverter.ConvertFromMtTime(iTo);
} }
catch (Exception ex) catch (Exception)
{ {
retVal = false; retVal = false;
Log.Error($"ParseResult: {ex.Message}");
} }
} }
} }
else
{
Log.Warn("ParseResult: input srting is null or empty!");
}
return retVal; return retVal;
} }
+1 -1
View File
@@ -5,6 +5,6 @@
public int ErrorCode { get; set; } public int ErrorCode { get; set; }
public string? ErrorMessage { get; set; } public string? ErrorMessage { get; set; }
public required T Value { get; set; } public T? Value { get; set; }
} }
} }