LRESULT IEDiagnosticsAdapter::OnMessageFromIE(UINT nMsg, WPARAM wParam, LPARAM lParam, _Inout_ BOOL& /*bHandled*/)
{
CString message;
// Scope for the copied data
{
// Take ownership of the copydata struct memory
unique_ptr<COPYDATASTRUCT, void(*)(COPYDATASTRUCT*)> spParams(reinterpret_cast<PCOPYDATASTRUCT>(lParam), ::FreeCopyDataStructCopy);
// Get the string message from the structure
CopyDataPayload_StringMessage_Data* pMessage = reinterpret_cast<CopyDataPayload_StringMessage_Data*>(spParams->lpData);
LPCWSTR lpString = reinterpret_cast<LPCWSTR>(reinterpret_cast<BYTE*>(pMessage)+pMessage->uMessageOffset);
message = lpString;
}
HWND proxyHwnd = reinterpret_cast<HWND>(wParam);
if (m_proxyConnections.find(proxyHwnd) != m_proxyConnections.end())
{
string utf8;
int length = message.GetLength();
LPWSTR buffer = message.GetBuffer();
// Convert the message into valid UTF-8 text
int utf8Length = ::WideCharToMultiByte(CP_UTF8, 0, buffer, length, nullptr, 0, nullptr, nullptr);
if (utf8Length == 0)
{
message.ReleaseBuffer();
ATLENSURE_RETURN_HR(false, ::GetLastError());
}
utf8.resize(utf8Length);
utf8Length = ::WideCharToMultiByte(CP_UTF8, 0, buffer, length, &utf8[0], static_cast<int>(utf8.length()), nullptr, nullptr);
message.ReleaseBuffer();
ATLENSURE_RETURN_HR(utf8Length > 0, ::GetLastError());
// Forward the message to the websocket
try
{
m_server.send(m_proxyConnections[proxyHwnd], utf8, websocketpp::frame::opcode::text);
}
catch (const std::exception & e)
{
std::cout << "Execption during send: " << e.what() << std::endl;
}
catch (websocketpp::lib::error_code e)
{
std::cout << "Error during send: " << e.message() << std::endl;
}
catch (...)
{
std::cout << "Unknown exception during send" << std::endl;
}
}
return 0;
}
STDMETHODIMP CMmShUndAtom::CalcAllOptions(IMmShUndColl* collUndColl,
EtsCalcModelTypeEnum enCalcModel,
VARIANT_BOOL bUseTheoVolatility,
VARIANT_BOOL bUseTheoVolaNoBid,
VARIANT_BOOL bUseTheoVolaBadMarket,
DOUBLE dUndPriceTolerance,
enum EtsPriceRoundingRuleEnum enPriceRoundingRule,
LONG nCalcSleepFreq,
LONG nCalcSleepAmt,
ICalculationParametrs* Params)
{
try
{
IUnknownPtr spUnk;
_variant_t varItem;
ULONG nFetched = 0L;
HRESULT hr;
EtsReplacePriceStatusEnum enMidPriceStatus = enRpsNone;
DOUBLE dSpotPriceMid = m_spUndPriceProfile->GetUndPriceMid(m_dPriceBid, m_dPriceAsk, m_dPriceLast, dUndPriceTolerance, enPriceRoundingRule, &enMidPriceStatus, FALSE);
IMmShUndCollPtr spUndColl(collUndColl);
ICalculationParametrsPtr spParams(Params);
IMmShOptAtomPtr spOption;
_CHK(m_spOpt->get__NewEnum(&spUnk), _T("Fail to get options collection."));
IEnumVARIANTPtr spOptionEnum(spUnk);
_CHK(spOptionEnum->Reset(), _T("Fail to reset options collection."));
while((hr = spOptionEnum->Next(1L, &varItem, &nFetched)) == S_OK)
{
ATLASSERT(varItem.vt == VT_DISPATCH);
spOption = varItem;
if(nFetched > 0 && spOption != NULL)
{
_CHK(CalcOptionGreeks(spUndColl, spOption, dSpotPriceMid,
enCalcModel, bUseTheoVolatility,
bUseTheoVolaNoBid, bUseTheoVolaBadMarket,
dUndPriceTolerance, enPriceRoundingRule,
spParams),
_T("Fail to calculate option greeks."));
_CalcSleep(nCalcSleepFreq, nCalcSleepAmt);
}
}
}
catch(const _com_error& e)
{
return Error((PTCHAR)CComErrorWrapper::ErrorDescription(e), IID_IMmShUndAtom, e.Error());
}
return S_OK;
}
LRESULT IEDiagnosticsAdapter::OnCopyData(UINT nMsg, WPARAM wParam, LPARAM lParam, _Inout_ BOOL& /*bHandled*/)
{
PCOPYDATASTRUCT pCopyDataStruct = reinterpret_cast<PCOPYDATASTRUCT>(lParam);
// Copy the data so that we can post message to ourselves and unblock the SendMessage caller
unique_ptr<COPYDATASTRUCT, void(*)(COPYDATASTRUCT*)> spParams(::MakeCopyDataStructCopy(pCopyDataStruct), ::FreeCopyDataStructCopy);
PCOPYDATASTRUCT pParams = spParams.release();
BOOL succeeded = this->PostMessageW(WM_PROCESSCOPYDATA, wParam, reinterpret_cast<LPARAM>(pParams));
if (!succeeded)
{
// Take ownership if the post message fails so that we can correctly clean up the memory
HRESULT hr = ::AtlHresultFromLastError();
spParams.reset(pParams);
FAIL_IF_NOT_S_OK(hr);
}
return 0;
}
