RealTimeEmulationTrader

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Security;
using System.Windows;
using Ecng.Common;
using MoreLinq;
using StockSharp.Algo;
using StockSharp.Algo.Testing;
using StockSharp.BusinessEntities;
using StockSharp.Logging;
using StockSharp.Messages;
using StockSharp.Quik;
using StockSharp.Quik.Lua;

namespace Test2
{
public partial class MainWindow : Window
{
private Connector _trader;

public MainWindow()
{
InitializeComponent();
}

private QuikTrader RealQuikConnector()
{
var qtrader = new QuikTrader
{
LuaLogin = "quik",
LuaFixServerAddress = QuikTrader.DefaultLuaAddress,
LuaPassword = "quik".To<SecureString>()
};
return qtrader;
}

private RealTimeEmulationTrader<IMessageAdapter> EmulationQuikConnector()
{
var tMessageAdapter = new QuikTrader
{
LuaLogin = "quik",
LuaFixServerAddress = QuikTrader.DefaultLuaAddress, //"127.0.0.1:5001".To<EndPoint>(),
LuaPassword = "quik".To<SecureString>(),
LogLevel = LogLevels.Debug,
UpdateSecurityByLevel1 = true
}.MarketDataAdapter;

var portfolio = new Portfolio {Name = "Симулятор", BeginValue = 100000};
var etrader = new RealTimeEmulationTrader<IMessageAdapter>(tMessageAdapter, portfolio);

return etrader;
}

private RealTimeEmulationTrader<IMessageAdapter> EmulationQuikConnector2()
{
var quikMd = new LuaFixMarketDataMessageAdapter(new MillisecondIncrementalIdGenerator())
{
Login = "quik",
Password = "quik".To<SecureString>(),
Address = QuikTrader.DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
RequestAllSecurities = true
};

var portfolio = new Portfolio {Name = "Симулятор", BeginValue = 100000};
var etrader = new RealTimeEmulationTrader<IMessageAdapter>(quikMd, portfolio);

return etrader;
}

private void Button_Click(object sender, RoutedEventArgs e)
{
if (_trader == null)
{
//_trader = RealQuikConnector();
_trader = EmulationQuikConnector2();


_trader.NewSecurities += securities =>
{
securities.ForEach(s =>
{
try
{
if (s.Id == "SBER@TQBR" || s.Id == "SBER@QJSIM") //
{
_trader.RegisterMarketDepth(s);
_trader.RegisterSecurity(s);
_trader.RegisterTrades(s);
Console.WriteLine(@"{0} - зарегестрирован, все ок", s);
}

if (s.Id == "RIM8@FORTS") //
{
_trader.RegisterMarketDepth(s);
_trader.RegisterSecurity(s);
_trader.RegisterTrades(s);
Console.WriteLine(@"{0} - зарегестрирован, все ок", s);
}
}
catch (Exception exc)
{
Console.WriteLine(exc.Message, @" Ошибка регистрации ", s);
throw;
}
});
};

_trader.NewPortfolio += portfolio => { Console.WriteLine(@"Получен портфель - {0}", portfolio.Name); };
//_trader.NewTrades += Trader_NewTrades;
//_trader.SecuritiesChanged += Trader_SecuritiesChanged;
_trader.ValuesChanged += _trader_ValuesChanged;
}

_trader.Connect();
}


private void _trader_ValuesChanged(Security security, IEnumerable<KeyValuePair<Level1Fields, object>> value,
DateTimeOffset serverTime, DateTimeOffset localTime)
{
if (security == null || value == null) return;
if (security.Code == "SBER" || security.Code == "RIM8")
foreach (var keyValuePair in value)
if (keyValuePair.Key == Level1Fields.OpenInterest || keyValuePair.Key == Level1Fields.BidsCount)
Console.WriteLine(@"{0} {1}={2}", security, keyValuePair.Key, keyValuePair.Value);
}

private void Trader_SecuritiesChanged(IEnumerable<Security> securities)
{
foreach (var security in securities)
{
Console.Write(@"Событие SecuritiesChanged");
if (security.LastTrade != null)
Console.WriteLine(@" Name={0} LastTrade.Price={1} AsksCount={2}", security.Id, security.LastTrade.Price, security.AsksCount);
else
Console.WriteLine(@" LastTrade.Price=null");
}
}

private void Trader_NewTrades(IEnumerable<Trade> trades)
{
foreach (var trade in trades) Debug.Print(trade.ToString());
}
}
}