//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CProcessor::OnFXIResponse(Response *resp)
{
SLTPOrderRequest req = { 0 };
if (resp->status == OrderSLExecuted || resp->status == OrderTPExecuted)
if (ExtProcessor.m_orderRequests.Dequeue(resp->requestId, &req))
{
CharString str;
str.Printf(FALSE, "FXI response on SL-TP order %d, price=%g", req.orderId, resp->price);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
// модифицировать ордер - активировать его
TradeRecord order = { 0 };
if (ExtServer->OrdersGet(req.orderId, &order))
{
UserInfo user = {0};
user.login = ExtProcessor.m_manager;
COPY_STR(user.name, "Virtual Dealer");
COPY_STR(user.ip, "VirtualDealer");
order.close_price = resp->price;
str.Printf(FALSE, "FXI response order detail: login=%d, volume=%d", order.login, order.volume);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
UserInfo us;
if (GetUserInfo(order.login, &us))
{
#pragma pack(push,1)
TradeTransInfo tti;
memset(&tti, 0, sizeof(tti));
tti.cmd = order.cmd;
strcpy(tti.symbol, order.symbol);
tti.volume = order.volume;
tti.price = resp->price;
tti.type = TT_ORDER_MK_CLOSE;
tti.order = order.order;
if (ExtServer->OrdersClose(&tti, &us) == FALSE)
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, "OrdersClose failed");
else
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, "OrdersClose OK");
#pragma pack(pop)
}
else
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, "GetUserInfo failed");
}
return TRUE;
}
return FALSE;
}
//+------------------------------------------------------------------+
//| Позиция открылась (закрылась) - уведомить FXI |
//+------------------------------------------------------------------+
void CProcessor::OnTradeHistoryRecord(TradeRecord *trade)
{
CharString str;
PendingRequest req = { 0 };
if (extPendingRequestQueue.FindRequest(trade->login, trade->cmd, trade->symbol,
trade->volume, trade->open_price, &req))
{
str.Printf(FALSE, "type=NOTIFY;requestId=%d;order=%d;", req.requestId, trade->order);
m_sender->SendTo(&str, m_sendHost, m_sendPort);
return;
}
str.Printf(FALSE, "Request for order=%d not found", trade->order);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
str.Printf(FALSE, "Detail: login=%d, cmd=%d, symbol=%s, volume=%d, op_price=%g, state=%d",
trade->login, trade->cmd, trade->symbol,
trade->volume, trade->open_price, trade->state);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CProcessor::ProcessStopApply(TradeRecord *trade,
const ConGroup *group, const int isTP)
{
char *groupStr = new char[50];
strcpy(groupStr, group->group);
if (CheckGroup(m_groups, groupStr) == FALSE)
{
delete []groupStr;
return FALSE;
}
delete []groupStr;
double price = 0;
// получим текущие цены для группы и установки символа
double prices[2] = { 0, 0 };
int orderSide = trade->cmd == OP_BUY ? 1 : 0;
if (ExtServer->HistoryPricesGroup(trade->symbol, group, prices) == RET_OK)
{
int orderSide = trade->cmd == OP_BUY ? 0 : 1; // меняется от знака сделки
price = prices[orderSide];
}
CharString strMsg;
strMsg.Printf(FALSE, "%s (%s at %g) is applying to order %d",
isTP ? "TP" : "SL",
orderSide == 1 ? "BUY" : "SELL",
price,
trade->order);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, strMsg.ToArray());
SLTPOrderRequest req = { trade->order, price };
m_orderRequests.Enqueue(&req);
// отправить запрос на сервер
int requestId = m_nextStopRequestId++;
strMsg.Printf(FALSE, "requestId=%d;type=%s;price=%g;login=%d;symbol=%s;volume=%d;",
trade->order,
isTP ? "TP" : "SL",
price,
trade->login,
trade->symbol,
trade->volume);
m_sender->SendTo(&strMsg, m_sendHost, m_sendPort);
return TRUE;
}
DWORD WINAPI UdpListener::ThreadProc(LPVOID lpParameter)
{
UdpListener* thisObj = (UdpListener*) lpParameter;
char buffer[MAXDATASIZE + 1];
// create socket
if ((thisObj->m_hSocket = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP)) == INVALID_SOCKET)
{
// Failed creating socket
SetEvent(thisObj->m_hShutdownCompletedEvent);
ExtLogger.Out("socket was not created: %d", WSAGetLastError());
return -200;
}
sockaddr_in local_addr;
local_addr.sin_family=AF_INET;
local_addr.sin_addr.s_addr=INADDR_ANY;
local_addr.sin_port=htons(thisObj->m_port);
if (bind(thisObj->m_hSocket,(sockaddr *) &local_addr,
sizeof(local_addr)))
{
closesocket(thisObj->m_hSocket);
WSACleanup();
SetEvent(thisObj->m_hShutdownCompletedEvent);
ExtLogger.Out("socket was not bound: %d", WSAGetLastError());
return -300;
}
while (1)
{
#ifdef DEBUG_MESSAGE_MODE
CharString str;
str.Printf("Listening on port %d", thisObj->m_port);
Logger::LogMessage(str.ToArray());
#endif
int retVal = recv(thisObj->m_hSocket, buffer, MAXDATASIZE, 0);
if (retVal == 0) break;
if (retVal < 0)
{
int erCode = WSAGetLastError();
if (erCode == WSAEINTR) break;
else
{
CharString errStr;
errStr.Printf("Error code is %d", erCode);
ExtLogger.Out(CharString(errStr).ToArray());
}
}
if (retVal > 0)
{
buffer[retVal] = 0;
(*thisObj->m_onRecv)(buffer, retVal);
}
}
// close socket
if (thisObj->m_hSocket > 0)
closesocket(thisObj->m_hSocket);
SetEvent(thisObj->m_hShutdownCompletedEvent);
return 0;
}
DWORD WINAPI UdpListener::ThreadProc(LPVOID lpParameter)
{
UdpListener* thisObj = (UdpListener*) lpParameter;
CharString str;
char buffer[MAXDATASIZE + 1];
// create socket
if ((thisObj->m_hSocket = socket(AF_INET, SOCK_DGRAM, IPPROTO_UDP)) == INVALID_SOCKET)
{
// Failed creating socket
SetEvent(thisObj->m_hShutdownCompletedEvent);
str.Printf(FALSE, "Socket was not created: %d", WSAGetLastError());
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
//ExtLogger.Out(0, APP_NAME, msg.ToArray());
return -200;
}
sockaddr_in local_addr;
local_addr.sin_family=AF_INET;
local_addr.sin_addr.s_addr=INADDR_ANY;
local_addr.sin_port=htons(thisObj->m_port);
if (bind(thisObj->m_hSocket,(sockaddr *) &local_addr,
sizeof(local_addr)))
{
closesocket(thisObj->m_hSocket);
WSACleanup();
SetEvent(thisObj->m_hShutdownCompletedEvent);
str.Printf(FALSE, "Socket was not bound: %d", WSAGetLastError());
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
return -300;
}
str.Printf(FALSE, "Now listening port %d", thisObj->m_port);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
while (1)
{
int retVal = recv(thisObj->m_hSocket, buffer, MAXDATASIZE, 0);
if (retVal == 0) break;
if (retVal < 0)
{
int erCode = WSAGetLastError();
if (erCode == WSAEINTR) break;
else
{
CharString errStr;
errStr.Printf(FALSE, "Error while recv. Error code is %d", erCode);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, errStr);
}
}
if (retVal > 0)
{
buffer[retVal] = 0;
(*thisObj->m_onRecv)(buffer, retVal);
}
}
// close socket
if (thisObj->m_hSocket > 0)
closesocket(thisObj->m_hSocket);
SetEvent(thisObj->m_hShutdownCompletedEvent);
return 0;
}
int CProcessor::Add(const UserInfo *user, const ConGroup *group, const ConSymbol *symbol,
const TradeRecord *pending, TradeRecord *trade)
{
Request *temp;
UINT id;
static int uid = 1;
CharString str;
if (pending == NULL || trade == NULL) return(FALSE);
// проверки - кто управляет счетом
if (m_delay == 0 || CheckGroup(m_groups, group->group) == FALSE)
return (TRUE);
double prices[2];
// получим текущие цены для группы и установки символа
if (ExtServer->HistoryPricesGroup(symbol->symbol, group, prices) != RET_OK)
{
str.Printf(FALSE, "CProcessor::Add Pending (symbol [%s], group [%s]) failed", symbol->symbol, group->group);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
return FALSE;
}
m_sync.Lock();
// проверить - нет ли такого запроса в списке
Request *reqTmp;
if (m_requests != NULL)
{
int i = 0;
for (reqTmp = m_requests; i < m_requests_total; i++, reqTmp++)
{
if (reqTmp->isPending)
if (reqTmp->pendingId == pending->order)
{
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, "Отложенный ордер уже в списке");
m_sync.Unlock();
return (TRUE);
}
}
}
// лог
/*char reqCmdStr[64];
FormatCommand(pending->cmd, reqCmdStr);
str.Printf(FALSE, "CProcessor::Add Pending(order [%d], cmd [%s], req Id [%d])",
pending->order, reqCmdStr, startPendingRequestId);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());*/
//---- если место для запросов нет выделим
if(m_requests == NULL)
{
if((m_requests = new Request[256]) == NULL)
{
m_sync.Unlock();
return (FALSE);
}
m_requests_max = 256;
m_requests_total = 0;
}
//---- посмотрим может надо перевыделить
if (m_requests_total >= m_requests_max)
{
if((temp = new Request[m_requests_max + 256]) == NULL)
{
m_sync.Unlock();
return(FALSE);
}
//---- скопируем старое
memcpy(temp, m_requests, sizeof(Request) * m_requests_total);
//---- удалим уже не нужное
delete m_requests;
m_requests = temp;
m_requests_max += 256;
}
//---- вставляем запрос
m_requests[m_requests_total].pendingId = pending->order;
m_requests[m_requests_total].isPending = TRUE;
m_requests[m_requests_total].id = startPendingRequestId++;
m_requests[m_requests_total].time = GetTickCount();
m_requests[m_requests_total].sent = FALSE;
m_requests[m_requests_total].login = user->login;
memcpy(&m_requests[m_requests_total].trans, pending, sizeof(TradeTransInfo));
m_requests[m_requests_total].trans.volume = trade->volume;
Out(CmdOK, "Pending order %d added of volume %d",
m_requests[m_requests_total].id, trade->volume);
COPY_STR(m_requests[m_requests_total].group, group->group);
// поправить команду
char origTradeCmd[32], newTradeCmd[32];
FormatCommand(m_requests[m_requests_total].trans.cmd, origTradeCmd);
int pendCmd = trade->cmd; //m_requests[m_requests_total].trans.cmd;
pendCmd = (pendCmd == OP_BUY_LIMIT || pendCmd == OP_BUY_STOP) ? OP_BUY
: (pendCmd == OP_SELL_LIMIT || pendCmd == OP_SELL_STOP) ? OP_SELL
: pendCmd;
m_requests[m_requests_total].trans.cmd = pendCmd;
FormatCommand(m_requests[m_requests_total].trans.cmd, newTradeCmd);
m_requests[m_requests_total].trans.type = TT_ORDER_MK_OPEN;
m_requests[m_requests_total].trans.price = pendCmd == OP_BUY ? prices[1] : prices[0];
strcpy(m_requests[m_requests_total].trans.symbol, symbol->symbol);
m_requests[m_requests_total].trans.order = pending->order;
str.Printf(FALSE, "Отложенный ордер %d добавлен, всего %d (%s, теперь %s)",
pending->order, m_requests_total, origTradeCmd, newTradeCmd);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
m_requests_total++;
//---- запускаем поток
if (m_thread == NULL)
if ((m_thread = (HANDLE)_beginthreadex(NULL, 256000, ThreadFunction, this, 0, &id))==NULL)
{
m_sync.Unlock();
return(FALSE);
}
m_sync.Unlock();
return(TRUE);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CProcessor::Add(RequestInfo *request, int isStopout)
{
Request *temp;
UINT id;
Request req = {0};
static int uid = 1;
if (request == NULL) return(FALSE);
// проверки - кто управляет счетом
if (m_delay == 0 || CheckGroup(m_groups, request->group) == FALSE)
return (TRUE);
// лог
char reqTypeStr[64];
char reqCmdStr[64];
FormatCommand(request->trade.cmd, reqCmdStr);
FormatRequestType(request->trade.type, reqTypeStr);
CharString str;
str.Printf(FALSE, "CProcessor::Add(тип [%s], cmd [%s])", reqTypeStr, reqCmdStr);
ExtServer->LogsOut(CmdOK, PROGRAM_TITLE, str.ToArray());
m_sync.Lock();
//---- если место для запросов нет выделим
if(m_requests == NULL)
{
if((m_requests = new Request[256]) == NULL)
{
m_sync.Unlock();
return (FALSE);
}
m_requests_max = 256;
m_requests_total = 0;
}
//---- посмотрим может надо перевыделить
if (m_requests_total >= m_requests_max)
{
if((temp = new Request[m_requests_max + 256]) == NULL)
{
m_sync.Unlock();
return(FALSE);
}
//---- скопируем старое
memcpy(temp, m_requests, sizeof(Request) * m_requests_total);
//---- удалим уже не нужное
delete m_requests;
m_requests = temp;
m_requests_max += 256;
}
//---- вставляем запрос
m_requests[m_requests_total].isStopout = isStopout;
m_requests[m_requests_total].isPending = FALSE;
m_requests[m_requests_total].id = request->id;
m_requests[m_requests_total].time = GetTickCount();
m_requests[m_requests_total].sent = FALSE;
m_requests[m_requests_total].login = request->login;
memcpy(&m_requests[m_requests_total].trans, &request->trade, sizeof(TradeTransInfo));
COPY_STR(m_requests[m_requests_total].group, request->group);
m_requests_total++;
//---- запускаем поток
if (m_thread == NULL)
if ((m_thread = (HANDLE)_beginthreadex(NULL, 256000, ThreadFunction, this, 0, &id))==NULL)
{
m_sync.Unlock();
return(FALSE);
}
m_sync.Unlock();
return(TRUE);
}