Added MtEvent into MtApiService. Added event LastTimeBar into MtApi (MT4)

MTApiService/MTApiService.csproj

@@ -60,6 +60,7 @@
     <Compile Include="MtApiProxy.cs" />
     <Compile Include="MtClient.cs" />
     <Compile Include="MtCommandTask.cs" />
+    <Compile Include="MtEvent.cs" />
     <Compile Include="MtMqlBookInfo.cs" />
     <Compile Include="MtMqlRates.cs" />
     <Compile Include="MtMqlTick.cs" />

MTApiService/MtClient.cs

@@ -224,20 +224,14 @@ namespace MTApiService
         {
             Debug.WriteLine("[INFO] MtClient::OnQuoteAdded");
 
-            if (QuoteAdded != null)
+            QuoteAdded?.Invoke(quote);
-            {
-                QuoteAdded(quote);
-            }
         }
 
         public void OnQuoteRemoved(MtQuote quote)
         {
             Debug.WriteLine("[INFO] MtClient::OnQuoteRemoved");
 
-            if (QuoteRemoved != null)
+            QuoteRemoved?.Invoke(quote);
-            {
-                QuoteRemoved(quote);
-            }
         }
 
         public void OnServerStopped()
@@ -246,10 +240,13 @@ namespace MTApiService
 
             Close();
 
-            if (ServerDisconnected != null)
+            ServerDisconnected?.Invoke(this, EventArgs.Empty);
-            {
+        }
-                ServerDisconnected(this, EventArgs.Empty);
+
-            }
+
+        public void OnMtEvent(MtEvent mtEvent)
+        {
+            MtEventReceived?.Invoke(this, new MtEventArgs(mtEvent));
         }
 
         #endregion
@@ -301,6 +298,7 @@ namespace MTApiService
         public event MtQuoteHandler QuoteUpdated;
         public event EventHandler ServerDisconnected;
         public event EventHandler ServerFailed;
+        public event EventHandler<MtEventArgs> MtEventReceived;
         #endregion
 
         #region Fields

MTApiService/MtEvent.cs

@@ -0,0 +1,36 @@
+using System;
+using System.Runtime.Serialization;
+
+namespace MTApiService
+{
+    [DataContract]
+    public class MtEvent
+    {
+        [DataMember]
+        public int EventType { get; private set; }
+
+        [DataMember]
+        public string Payload { get; private set; }
+
+        public MtEvent(int eventType, string payload)
+        {
+            EventType = eventType;
+            Payload = payload;
+        }
+
+        public override string ToString()
+        {
+            return "MtEvent = " + EventType + ", Payload = " + Payload;
+        }
+    }
+
+    public class MtEventArgs: EventArgs
+    {
+        public MtEventArgs(MtEvent e)
+        {
+            Event = e;
+        }
+
+        public MtEvent Event { get; private set; }
+    }
+}

MTApiService/MtExpert.cs

@@ -66,6 +66,7 @@ namespace MTApiService
                 }
             }
         }
+
         #endregion
 
         #region Public Methods
@@ -114,6 +115,11 @@ namespace MTApiService
 
             return null;
         }
+
+        public void SendEvent(MtEvent mtEvent)
+        {
+            FireOnMtEvent(mtEvent);
+        }
         #endregion
 
         #region IMtCommandExecutor
@@ -134,29 +140,22 @@ namespace MTApiService
 
         private void FireOnQuoteChanged(MtQuote quote)
         {
-            var handler = QuoteChanged;
+            QuoteChanged?.Invoke(this, quote);
-            if (handler != null)
-            {
-                handler(this, quote);
-            }     
         }
 
         private void FireOnDeinited()
         {
-            var handler = Deinited;
+            Deinited?.Invoke(this, EventArgs.Empty);
-            if (handler != null)
-            {
-                handler(this, EventArgs.Empty);
-            }
         }
 
         private void FireOnCommandExecuted()
         {
-            var handler = CommandExecuted;
+            CommandExecuted?.Invoke(this, EventArgs.Empty);
-            if (handler != null)
+        }
-            {
+
-                handler(this, EventArgs.Empty);
+        private void FireOnMtEvent(MtEvent mtEvent)
-            }
+        {
+            OnMtEvent?.Invoke(this, new MtEventArgs(mtEvent));
         }
         #endregion
 
@@ -164,6 +163,7 @@ namespace MTApiService
         public event EventHandler Deinited;
         public event MtQuoteHandler QuoteChanged;
         public event EventHandler CommandExecuted;
+        public event EventHandler<MtEventArgs> OnMtEvent;
         #endregion
 
         #region Private Fields

MTApiService/MtServer.cs

@@ -107,6 +107,7 @@ namespace MTApiService
             {
                 expert.Deinited += expert_Deinited;
                 expert.QuoteChanged += expert_QuoteChanged;
+                expert.OnMtEvent += Expert_OnMtEvent;
 
                 lock (_experts)
                 {
@@ -308,13 +309,14 @@ namespace MTApiService
             _service.QuoteUpdate(quote);
         }
 
+        private void Expert_OnMtEvent(object sender, MtEventArgs e)
+        {
+            _service.OnMtEvent(e.Event);
+        }
+
         private void FireOnStopped()
         {
-            var handler = Stopped;
+            Stopped?.Invoke(this, EventArgs.Empty);
-            if (handler != null)
-            {
-                handler(this, EventArgs.Empty);
-            }
         }
 
         #endregion

MTApiService/MtServerInstance.cs

@@ -101,6 +101,24 @@ namespace MTApiService
             Debug.WriteLine("MtApiServerInstance::SendQuote: finish.");
         }
 
+        public void SendEvent(int expertHandle, int eventType, string payload)
+        {
+            Debug.WriteLine("MtApiServerInstance::SendEvent called. eventType = {0}, payload = {1}", eventType, payload);
+
+            MtExpert expert = null;
+            lock (mExpertsDictionary)
+            {
+                expert = mExpertsDictionary[expertHandle];
+            }
+
+            if (expert != null)
+            {
+                expert.SendEvent(new MtEvent(eventType, payload));
+            }
+
+            Debug.WriteLine("MtApiServerInstance::SendEvent: finished");
+        }
+
         public void SendResponse(int expertHandle, MtResponse response)
         {
             Debug.WriteLine("MtApiServerInstance::SendResponse: id = {0}, response = {1}", expertHandle, response);

MTApiService/MtService.cs

@@ -35,6 +35,9 @@ namespace MTApiService
 
         [OperationContract(IsOneWay = true)]
         void OnQuoteRemoved(MtQuote quote);
+
+        [OperationContract(IsOneWay = true)]
+        void OnMtEvent(MtEvent ntEvent);
     }
 
     [ServiceBehavior(ConcurrencyMode = ConcurrencyMode.Multiple,
@@ -123,171 +126,74 @@ namespace MTApiService
         #region Public Methods
         public void OnStopServer()
         {
-            try
+            ExecuteCallbackAction(a => a.OnServerStopped());
-            {
-                mClientsLocker.AcquireReaderLock(2000);
-
-                try
-                {
-                    foreach (var callback in mClientCallbacks)
-                    {
-                        try
-                        {
-                            callback.OnServerStopped();
-                        }
-                        catch (Exception)
-                        {
-                        }
-                    }
-                }
-                finally
-                {
-                    mClientsLocker.ReleaseReaderLock();
-                }
-            }
-            catch (ApplicationException)
-            {
-            }
         }
 
         public void QuoteUpdate(MtQuote quote)
         {
-            try
+            ExecuteCallbackAction(a => a.OnQuoteUpdate(quote));
-            {
-                mClientsLocker.AcquireReaderLock(200);
-
-                List<IMtApiCallback> crashedClientsCallback = null;
-
-                try
-                {
-                    foreach (var callback in mClientCallbacks)
-                    {
-                        try
-                        {
-                            callback.OnQuoteUpdate(quote);
-                        }
-                        catch (Exception)
-                        {
-                            if (crashedClientsCallback == null)
-                                crashedClientsCallback = new List<IMtApiCallback>();
-
-                            crashedClientsCallback.Add(callback);
-                        }
-                    }
-                }
-                finally
-                {
-                    mClientsLocker.ReleaseReaderLock();
-                }
-
-                removeCrashedClientCallbacks(crashedClientsCallback);
-            }
-            catch (ApplicationException)
-            {
-            }
         }
 
         public void OnQuoteAdded(MtQuote quote)
         {
-            try
+            ExecuteCallbackAction(a => a.OnQuoteAdded(quote));
-            {
-                mClientsLocker.AcquireReaderLock(2000);
-
-                List<IMtApiCallback> crashedClientsCallback = null;
-
-                try
-                {
-                    foreach (var callback in mClientCallbacks)
-                    {
-                        try
-                        {
-                            callback.OnQuoteAdded(quote);
-                        }
-                        catch (Exception)
-                        {
-                            if (crashedClientsCallback == null)
-                                crashedClientsCallback = new List<IMtApiCallback>();
-
-                            crashedClientsCallback.Add(callback);
-                        }
-                    }
-                }
-                finally
-                {
-                    mClientsLocker.ReleaseReaderLock();
-                }
-
-                removeCrashedClientCallbacks(crashedClientsCallback);
-            }
-            catch (ApplicationException)
-            {
-            }
         }
 
         public void OnQuoteRemoved(MtQuote quote)
         {
-            try
+            ExecuteCallbackAction(a => a.OnQuoteRemoved(quote));
-            {
+        }
-                mClientsLocker.AcquireReaderLock(2000);
 
-                List<IMtApiCallback> crashedClientsCallback = null;
+        public void OnMtEvent(MtEvent mtEvent)
-
+        {
-                try
+            ExecuteCallbackAction(a => a.OnMtEvent(mtEvent));
-                {
-                    foreach (var callback in mClientCallbacks)
-                    {
-                        try
-                        {
-                            callback.OnQuoteRemoved(quote);
-                        }
-                        catch (Exception)
-                        {
-                            if (crashedClientsCallback == null)
-                                crashedClientsCallback = new List<IMtApiCallback>();
-
-                            crashedClientsCallback.Add(callback);
-                        }
-                    }
-                }
-                finally
-                {
-                    mClientsLocker.ReleaseReaderLock();
-                }
-
-                removeCrashedClientCallbacks(crashedClientsCallback);
-            }
-            catch (ApplicationException)
-            {
-            }
         }
         #endregion
 
         #region Private Methods
 
-        private void removeCrashedClientCallbacks(List<IMtApiCallback> crashedClientCallbacks)
+        private void ExecuteCallbackAction(Action<IMtApiCallback> action)
         {
-            if (crashedClientCallbacks != null)
+            try
             {
+                mClientsLocker.AcquireReaderLock(2000);
+
+                List<IMtApiCallback> crashedClientCallbacks = null;
+
                 try
                 {
-                    mClientsLocker.AcquireWriterLock(200);
+                    foreach (var callback in mClientCallbacks)
+                    {
+                        try
+                        {
+                            action(callback);
+                        }
+                        catch (Exception)
+                        {
+                            if (crashedClientCallbacks == null)
+                                crashedClientCallbacks = new List<IMtApiCallback>();
 
-                    try
+                            crashedClientCallbacks.Add(callback);
+                        }
+                    }
+
+                    if (crashedClientCallbacks != null)
                     {
                         foreach (var crashedCallback in crashedClientCallbacks)
                         {
                             mClientCallbacks.Remove(crashedCallback);
                         }
                     }
-                    finally
-                    {
-                        mClientsLocker.ReleaseWriterLock();
-                    }
                 }
-                catch (ApplicationException)
+                finally
                 {
+                    mClientsLocker.ReleaseReaderLock();
                 }
             }
+            catch (ApplicationException)
+            {
+                //TODO: add logging
+            }
         }
 
         #endregion

MTConnector/MTConnector.cpp

@@ -71,6 +71,22 @@ int _stdcall updateQuote(int expertHandle, wchar_t* symbol, double bid, double a
 	return 1;
 }
 
+
+int _stdcall sendEvent(int expertHandle, int eventType, wchar_t* payload, wchar_t* err)
+{
+    try
+    {
+        MtServerInstance::GetInstance()->SendEvent(expertHandle, eventType, gcnew String(payload));
+    }
+    catch (Exception^ e)
+    {
+        convertSystemString(err, e->Message);
+        Debug::WriteLine("[ERROR] MTConnector:updateTimeBar(): " + e->Message);
+        return 0;
+    }
+    return 1;
+}
+
 int _stdcall sendIntResponse(int expertHandle, int response)
 {
 	try

MTConnector/MTConnector.def

@@ -3,6 +3,7 @@ LIBRARY MTConnector
 EXPORTS initExpert
         deinitExpert
         updateQuote
+		sendEvent
 		sendIntResponse
 		sendBooleanResponse
 		sendDoubleResponse

MtApi/ExtensionMethods.cs

@@ -1,14 +1,8 @@
-using System;
+namespace MtApi
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace MtApi
 {
     static class ExtensionMethods
     {
-        public static MtQuote Parse(this MTApiService.MtQuote quote)
+        public static MtQuote Convert(this MTApiService.MtQuote quote)
         {
             return (quote != null) ? new MtQuote(quote.Instrument, quote.Bid, quote.Ask) : null;
         }

MtApi/MtApi.csproj

@@ -66,10 +66,12 @@
     <Compile Include="MtConnectionState.cs" />
     <Compile Include="MtCommandType.cs" />
     <Compile Include="MtErrorCode.cs" />
+    <Compile Include="MtEventTypes.cs" />
     <Compile Include="MtExecutionException.cs" />
     <Compile Include="MtOrder.cs" />
     <Compile Include="MtQuote.cs" />
     <Compile Include="MtQuoteEventArgs.cs" />
+    <Compile Include="MtTimeBar.cs" />
     <Compile Include="MtTypes.cs" />
     <Compile Include="PriceConstantsType.cs" />
     <Compile Include="MarketInfoModeType.cs" />
@@ -95,6 +97,7 @@
     <Compile Include="Responses\OrderSendResponse.cs" />
     <Compile Include="Responses\ResponseBase.cs" />
     <Compile Include="SeriesIdentifier.cs" />
+    <Compile Include="TimeBarArgs.cs" />
     <Compile Include="TradeOperation.cs" />
     <Compile Include="MtApiTimeConverter.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />

MtApi/MtApiClient.cs

@@ -29,11 +29,12 @@ namespace MtApi
 
         public MtApiClient()
         {
-            _client.QuoteAdded +=new MtClient.MtQuoteHandler(mClient_QuoteAdded);
+            _client.QuoteAdded += mClient_QuoteAdded;
-            _client.QuoteRemoved += new MtClient.MtQuoteHandler(mClient_QuoteRemoved);
+            _client.QuoteRemoved += mClient_QuoteRemoved;
-            _client.QuoteUpdated += new MtClient.MtQuoteHandler(mClient_QuoteUpdated);
+            _client.QuoteUpdated += mClient_QuoteUpdated;
-            _client.ServerDisconnected += new EventHandler(mClient_ServerDisconnected);
+            _client.ServerDisconnected += mClient_ServerDisconnected;
-            _client.ServerFailed += new EventHandler(mClient_ServerFailed);
+            _client.ServerFailed += mClient_ServerFailed;
+            _client.MtEventReceived += _client_MtEventReceived;
         }
         #endregion
 
@@ -81,7 +82,7 @@ namespace MtApi
         public IEnumerable<MtQuote> GetQuotes()
         {
             var quotes = _client.GetQuotes();
-            return quotes != null ? (from q in quotes select q.Parse()) : null;
+            return quotes != null ? (from q in quotes select q.Convert()) : null;
         }
         #endregion
 
@@ -1597,14 +1598,35 @@ namespace MtApi
         private void mClient_QuoteRemoved(MTApiService.MtQuote quote)
         {
             var handler = QuoteRemoved;
-            handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Parse()), (a) => handler.EndInvoke(a), null);
+            handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Convert()), (a) => handler.EndInvoke(a), null);
         }
 
         private void mClient_QuoteAdded(MTApiService.MtQuote quote)
         {
             var handler = QuoteAdded;
-            handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Parse()), (a) => handler.EndInvoke(a), null);
+            handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Convert()), (a) => handler.EndInvoke(a), null);
         }
+
+        private void _client_MtEventReceived(object sender, MtEventArgs e)
+        {
+            MtEventTypes eventType = (MtEventTypes) e.Event.EventType;
+
+            switch(eventType)
+            {
+                case MtEventTypes.LastTimeBar:
+                    {
+                        FireOnLastTimeBar(JsonConvert.DeserializeObject<MtTimeBar>(e.Event.Payload));
+                    }
+                    break;
+            }
+        }
+
+        private void FireOnLastTimeBar(MtTimeBar timeBar)
+        {
+            var handler = OnLastTimeBar;
+            handler?.BeginInvoke(this, new TimeBarArgs(timeBar), (a) => handler.EndInvoke(a), null);
+        }
+
         #endregion
 
         #region Events
@@ -1612,6 +1634,7 @@ namespace MtApi
         public event EventHandler<MtQuoteEventArgs> QuoteAdded;
         public event EventHandler<MtQuoteEventArgs> QuoteRemoved;
         public event EventHandler<MtConnectionEventArgs> ConnectionStateChanged;
+        public event EventHandler<TimeBarArgs> OnLastTimeBar;
         #endregion
 
         #region Private Fields

MtApi/MtEventTypes.cs

@@ -0,0 +1,7 @@
+namespace MtApi
+{
+    public enum MtEventTypes
+    {
+        LastTimeBar = 1
+    }
+}

MtApi/MtTimeBar.cs

@@ -0,0 +1,26 @@
+using System;
+
+namespace MtApi
+{
+    public class MtTimeBar
+    {
+        public string Symbol { get; set; }
+        public int MtOpenTime { get; set; }
+        public int MtCloseTime { get; set; }
+        public double Open { get; set; }
+        public double Close { get; set; }
+        public double High { get; set; }
+        public double Low { get; set; }
+
+        public DateTime OpenTime
+        {
+            get { return MtApiTimeConverter.ConvertFromMtTime(MtOpenTime); }
+        }
+
+        public DateTime CloseTime
+        {
+            get { return MtApiTimeConverter.ConvertFromMtTime(MtCloseTime); }
+        }
+
+    }
+}

MtApi/TimeBarArgs.cs

@@ -0,0 +1,18 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MtApi
+{
+    public class TimeBarArgs: EventArgs
+    {
+        public TimeBarArgs(MtTimeBar timeBar)
+        {
+            TimeBar = timeBar;
+        }
+
+        public MtTimeBar TimeBar { get; private set; }
+    }
+}

TestClients/TestApiClientUI/Form1.cs

@@ -23,6 +23,7 @@ namespace TestApiClientUI
             _apiClient.QuoteAdded += apiClient_QuoteAdded;
             _apiClient.QuoteRemoved += apiClient_QuoteRemoved;
             _apiClient.ConnectionStateChanged += apiClient_ConnectionStateChanged;
+            _apiClient.OnLastTimeBar += _apiClient_OnLastTimeBar;
 
             initOrderCommandsGroup();
 
@@ -95,6 +96,14 @@ namespace TestApiClientUI
             RunOnUiThread(() => AddNewQuote(e.Quote));
         }
 
+        private void _apiClient_OnLastTimeBar(object sender, TimeBarArgs e)
+        {
+            string msg = string.Format("TimeBar: Symbol = {0}, OpenTime = {1}, CloseTime = {2}, Open = {3}, Close = {4}, High = {5}, Low = {6}",
+                e.TimeBar.Symbol, e.TimeBar.OpenTime, e.TimeBar.CloseTime, e.TimeBar.Open, e.TimeBar.Close, e.TimeBar.High, e.TimeBar.Low);
+            Console.WriteLine(msg);
+            AddToLog(msg);
+        }
+
         private volatile bool IsUiQuoteUpdateReady = true;
 
         private void apiClient_QuoteUpdated(object sender, string symbol, double bid, double ask)