connectors.md

Connectors

To work with exchanges and data sources in S# it is recommended to use the base class Connector.

Let's consider working with Connector. The example source codes are in the project Samples/Common/SampleConnection.

We create an instance of the Connector class:

...
public Connector Connector;
...
public MainWindow()
{
	InitializeComponent();
	Connector = new Connector();
	InitConnector();
}
		

To configure ConnectorAPI has a special graphical interface in which you can configure several connections at once. How to use it see Graphical configuration.

...
private const string _connectorFile = "ConnectorFile.json";
...
private void Setting_Click(object sender, RoutedEventArgs e)
{
	if (Connector.Configure(this))
	{
		new JsonSerializer<SettingsStorage>().Serialize(Connector.Save(), _connectorFile);
	}
}
	  				

Similarly, you can add connections directly from the code (without graphic windows) using the extension method TraderHelper.AddAdapter<TAdapter>(StockSharp.Algo.Connector connector, System.Action<TAdapter> init ):

...
connector.AddAdapter<BarChartMessageAdapter>(a => { });

You can add an unlimited number of connections to a single Connector object. Therefore, from the program you can simultaneously connect to several exchanges and brokers at once.

In the InitConnector method, we set the required IConnector event handlers:

private void InitConnector()
{
	// subscribe on connection successfully event
	Connector.Connected += () =>
	{
		this.GuiAsync(() => ChangeConnectStatus(true));
	};
	// subscribe on connection error event
	Connector.ConnectionError += error => this.GuiAsync(() =>
	{
		ChangeConnectStatus(false);
		MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
	});
	Connector.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));
	// subscribe on error event
	Connector.Error += error =>
		this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
	// subscribe on error of market data subscription event
	Connector.MarketDataSubscriptionFailed += (security, msg, error) =>
		this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(msg.DataType, security)))
	Connector.NewSecurity += _securitiesWindow.SecurityPicker.Securities.Add;
	Connector.NewTrade += _tradesWindow.TradeGrid.Trades.Add;
	Connector.NewOrder += _ordersWindow.OrderGrid.Orders.Add;
	Connector.NewStopOrder += _stopOrdersWindow.OrderGrid.Orders.Add;
	Connector.NewMyTrade += _myTradesWindow.TradeGrid.Trades.Add;
	
	Connector.PositionReceived += (sub, p) => _portfoliosWindow.PortfolioGrid.Positions.TryAdd(p);

	// subscribe on error of order registration event
	Connector.OrderRegisterFailed += _ordersWindow.OrderGrid.AddRegistrationFail;
	// subscribe on error of order cancelling event
	Connector.OrderCancelFailed += OrderFailed;
	// subscribe on error of stop-order registration event
	Connector.OrderRegisterFailed += _stopOrdersWindow.OrderGrid.AddRegistrationFail;
	// subscribe on error of stop-order cancelling event
	Connector.StopOrderCancelFailed += OrderFailed;
	// set market data provider
	_securitiesWindow.SecurityPicker.MarketDataProvider = Connector;
	try
	{
		if (File.Exists(_settingsFile))
		{
			var ctx = new ContinueOnExceptionContext();
			ctx.Error += ex => ex.LogError();
			using (new Scope<ContinueOnExceptionContext> (ctx))
				Connector.Load(new JsonSerializer<SettingsStorage>().Deserialize(_settingsFile));
		}
	}
	catch
	{
	}
	ConfigManager.RegisterService<IExchangeInfoProvider>(new InMemoryExchangeInfoProvider());
	
	// needed for graphical settings
	ConfigManager.RegisterService<IMessageAdapterProvider>(new FullInMemoryMessageAdapterProvider(Connector.Adapter.InnerAdapters));
}

To save and load Connector settings to a file, see Save and load settings.

To create your own Connector, see Creating own connector.

For registering orders, see Orders management, Create new order, Create new stop order.

Recommended content

Graphical configuration