taskman9 Forum Activity | cTrader Community

taskman9
27 Mar 2017, 15:52

RE:

hans177 said:

Ok, I managed to do it, without really understanding what I'm doing of course ;)

1. Subscribe to quote updates

2.

private AsyncCallback quoteReceived;
...
quoteReceived = new AsyncCallback(OnTick);
...
_priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);

3.

        private void OnTick(IAsyncResult ar)
        {
            int bytesRead = _priceStream.EndRead(ar);

            if (bytesRead > 0)
            {
                Console.WriteLine(Encoding.ASCII.GetString(buffer, 0, bytesRead));
                _priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);
            }
        }

Ok let me try this

@taskman9

taskman9
27 Mar 2017, 15:32

RE:

hans177 said:

Ok, I managed to do it, without really understanding what I'm doing of course ;)

1. Subscribe to quote updates

2.

private AsyncCallback quoteReceived;
...
quoteReceived = new AsyncCallback(OnTick);
...
_priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);

3.

        private void OnTick(IAsyncResult ar)
        {
            int bytesRead = _priceStream.EndRead(ar);

            if (bytesRead > 0)
            {
                Console.WriteLine(Encoding.ASCII.GetString(buffer, 0, bytesRead));
                _priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);
            }
        }

Ohw. great....Fullcode example pls?

@taskman9

taskman9
27 Mar 2017, 14:16

RE:

hans177 said:

Hi, looks to me like you are getting quote replies.

How do you get these MarketDataSnapshotFullRefresh-messages? What's the best way to do it? Some endless _priceStream.Read-loop?

Hello Hans, i'm totally clueless about the chain of processes. But you can see i'm running the endless Read loop (in another thread where i posted my code).

You can try that code. If you try it,please let me know if you get any clue.

@taskman9

taskman9
27 Mar 2017, 11:24

RE:

#EOL said:

Hey taskman9

According to Spotware FIX specification you can't subscribe to only bid or only ask spot events, so the part |267=2|269=0|269=1| is compulsory for spot subscription request, while your requests are not correct from protocol point of view: field NoMDEntryTypes (tag 267) [that means "number of market data entry types"] is set to 2, but it is followed by only one MDEntryType (tag 269) field

Hello EOL, please help me man.I sent |267=2|269=0|269=1| but still no replies. After 30seconds,i'm simply seeing a hearbeat & TESTID

Here's my test-code :

using System;
using System.Collections.Generic;
using System.Linq;
using System.Net;
using System.Net.Sockets;
using System.Text;
using System.Threading;
using System.Threading.Tasks;

namespace FixNoSSL
{
    public class FixSocketClient
    {
        // cserver ip fix
        public static string host = "94.75.214.147";
        // fix server id
        public static string FixID = "pepperstone.3190557";
        // ctrader account
        public static string Account = "3190557";
        // ctrader password
        public static string Password = "2276";
        public static int total;
        public static string m = "";
        public static int msgSeqenceNum = 1;

        public static void StartClient(string host)
        {

            string time = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");

            string body = "35=A|34="+ msgSeqenceNum+"|49=" + FixID + "|50=" + Account + "|52=" + time + "|56=CSERVER|57=QUOTE|98=0|108=30|553=" + Account + "|554=" + Password + "|";

            // body length
            int bodylen = body.Length;
            string fix = "8=FIX.4.4|9=" + bodylen + "|";

            // message
            string message = fix + body;

            message = message.Replace('|', '\u0001');
            byte[] messageBytes = Encoding.ASCII.GetBytes(message);
            for (int i = 0; i < message.Length; i++)
                total += messageBytes[i];

            int checksum = total % 256;
            string checksumStr = checksum.ToString().PadLeft(3, '0');

            string sum = "10=" + checksumStr + "|";
            string m = fix + body + sum;
            m = m.Replace('|', '\u0001');

            Console.WriteLine(">>>>\nSend to server (hit any key) {0}", m);
            Console.ReadKey();

            // Data buffer for incoming data.
            byte[] bytes = new byte[1024];

            // Connect to a remote device.
            try
            {
                // Establish the remote endpoint for the socket.
                // This example uses port 11000 on the local computer.

                IPEndPoint remoteEP = new IPEndPoint(IPAddress.Parse(host), 5201);

                // Create a TCP/IP  socket.
                Socket sender = new Socket(AddressFamily.InterNetwork,
                    SocketType.Stream, ProtocolType.Tcp);

                // Connect the socket to the remote endpoint. Catch any errors.
                try
                {
                    sender.Connect(remoteEP);

                    Console.WriteLine("SOCKET CONECTED {0}", sender.RemoteEndPoint.ToString());

                    // Encode the data string into a byte array.
                    byte[] msg = Encoding.ASCII.GetBytes(m);

                    // Send the data through the socket.
                    int bytesSent = sender.Send(msg);

                    // Receive the response from the remote device.
                    int bytesRec = sender.Receive(bytes);
                    Console.WriteLine("INCOMING SERVER Reply >>\n"+ Encoding.ASCII.GetString(bytes, 0, bytesRec));
                    Console.WriteLine("Want to send data request? Type 'y' for yes");
                    string str = Console.ReadLine();
                    if (str == "y")
                    {
                        try
                        {
                            while (true)
                            {
                                msgSeqenceNum++;
                                
                                time = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");

                                body = "35=V|49=" + FixID + "|56=CSERVER|34="+msgSeqenceNum+"|52=" + time + "|50=QUOTE|57=ANY|262=131129531|263=1|264=1|265=1|146=1|55=1|267=2|269=0|269=1|";

                                // body length
                                bodylen = body.Length;
                                fix = "8=FIX.4.4|9=" + bodylen + "|";

                                // message
                                message = fix + body;

                                message = message.Replace('|', '\u0001');
                                messageBytes = Encoding.ASCII.GetBytes(message);//converted to 0's &1s
                                for (int i = 0; i < message.Length; i++)
                                    total += messageBytes[i];

                                checksum = total % 256;
                                checksumStr = checksum.ToString().PadLeft(3, '0');

                                sum = "10=" + checksumStr + "|";
                                m = fix + body + sum;
                                m = m.Replace('|', '\u0001');
                                msg = Encoding.ASCII.GetBytes(m);//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

                                // Send the data through the socket.
                                Console.WriteLine("Sent This meggase to get quote:\n"+ Encoding.ASCII.GetString(msg));
                                bytesSent = sender.Send(msg);

                                // Receive the response from the remote device.
                                bytesRec = sender.Receive(bytes);
                                if (bytes.Length!=0)
                                {
                                    Console.WriteLine("SERVER Reply >>\n {0}", Encoding.ASCII.GetString(bytes, 0, bytesRec));
                                }
                                
                            }
                        }
                        catch (Exception ex2)
                        {
                            Console.WriteLine(ex2.Message);
                        }
                    }

                    // Release the socket.
                    sender.Shutdown(SocketShutdown.Both);
                    sender.Close();

                }
                catch (ArgumentNullException ane)
                {
                    Console.WriteLine("ArgumentNullException : {0}", ane.ToString());
                }
                catch (SocketException se)
                {
                    Console.WriteLine("SocketException : {0}", se.ToString());
                }
                catch (Exception e)
                {
                    Console.WriteLine("Unexpected exception : {0}", e.ToString());
                }

            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
            }
        }

        public static int Main(String[] args)
        {
            while (true)
            {
                StartClient(host);
                Thread.Sleep(5000);
            }
        }
       
    }
}

@taskman9

taskman9
27 Mar 2017, 02:54

RE:

#EOL said:

Hi there.

Take a look on this log that works for me: https://goo.gl/oOrnpT

I think the problem with yours one is tag misordering.

I bet MDEntryType (tag 269) records shold be strictly after NoMDEntryTypes (tag 267)

Hi EOL, I follwed your example but I'm not getting any quote reply. And CSERVER sending me HEARTBEAT & TESTID.
Can you you take a look at my messages to see if they matches with yours?
shared FIX logs with you at:
http://fixparser.targetcompid.com?sharedlink=-KgBuGVR7E7YHHHj_KEd

key to unlock:

G#YtmrE3XlnCvSCR3DtpEMNoBTDJUM9cfCrmk6c3(8p:xvyKCI8

@taskman9

taskman9
27 Mar 2017, 02:40

RE:

hans177 said:

I guess I have to set a timer and check for new data, because there is no system event when there is new data available on the TCP stream?

Hi Hnas, can you you take a look at my messages to see if they matches with yours?
shared FIX logs with you at:

http://fixparser.targetcompid.com?sharedlink=-KgBuGVR7E7YHHHj_KEd
key to unlock:

G#YtmrE3XlnCvSCR3DtpEMNoBTDJUM9cfCrmk6c3(8p:xvyKCI8

I'm not getting any quote reply. And CSERVER sending me HEARTBEAT & TESTID.

@taskman9

taskman9
26 Mar 2017, 19:30

RE: RE: RE: where is error n this example

mindbreaker said:

Thanks

Hi, can any one help?
I tried codes from post #17 & got this exception:

System.Net.Sockets.SocketException (0x80004005): No such host is known
   at System.Net.Dns.InternalGetHostByAddress(IPAddress address, Boolean include
IPv6)
   at System.Net.Dns.GetHostEntry(String hostNameOrAddress)
   at FixNoSSL.FixSocketClient.StartClient(String host) in c:\users\workstation\
documents\visual studio 2015\Projects\test01\test01\Program.cs:line 65

the code:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Net;
using System.Net.Sockets;
using System.Text;
using System.Threading;
using System.Threading.Tasks;

namespace FixNoSSL
{
    public class FixSocketClient
    {
        // cserver ip fix
        public static string host = "78.129.190.32";
        // fix server id
        public static string FixID = "pepperstone.3190557";
        // ctrader account
        public static string Account = "3190557";
        // ctrader password
        public static string Password = "2276";


        public static int total;
        public static string m = "";

        public static void StartClient(string host)
        {

            string time = DateTime.UtcNow.ToString("yyyyMMdd-HH:mm:ss.fff");

            string body = "35=A|34=1|49=" + FixID + "|50=QUOTE|52=" + time + "|56=CSERVER|98=0|108=30|553=" + Account + "|554=" + Password + "|";

            // body length
            int bodylen = body.Length;
            string fix = "8=FIX.4.4|9=" + bodylen + "|";

            // message
            string message = fix + body;

            message = message.Replace('|', '\u0001');
            byte[] messageBytes = Encoding.ASCII.GetBytes(message);//converted to 0's &1s
            for (int i = 0; i < message.Length; i++)
                total += messageBytes[i];

            int checksum = total % 256;
            string checksumStr = checksum.ToString().PadLeft(3, '0');

            string sum = "10=" + checksumStr + "|";
            string m = fix + body + sum;
            m = m.Replace('|', '\u0001');

            Console.WriteLine("Send to server (hit any key) {0}", m);
            Console.ReadKey();

            // Data buffer for incoming data.
            byte[] bytes = new byte[1024];

            // Connect to a remote device.
            try
            {
                // Establish the remote endpoint for the socket.
                // This example uses port 11000 on the local computer.

                IPHostEntry ipHostInfo = Dns.GetHostEntry(host);
                IPAddress ipAddress = ipHostInfo.AddressList[0];
                IPEndPoint remoteEP = new IPEndPoint(ipAddress, 5201);

                // Create a TCP/IP  socket.
                Socket sender = new Socket(AddressFamily.InterNetwork,
                    SocketType.Stream, ProtocolType.Tcp);

                // Connect the socket to the remote endpoint. Catch any errors.
                try
                {
                    sender.Connect(remoteEP);

                    Console.WriteLine("SOCKET CONECTED {0}", sender.RemoteEndPoint.ToString());

                    // Encode the data string into a byte array.
                    byte[] msg = Encoding.ASCII.GetBytes(m);

                    // Send the data through the socket.
                    int bytesSent = sender.Send(msg);

                    // Receive the response from the remote device.
                    int bytesRec = sender.Receive(bytes);
                    Console.WriteLine("SERVER SEND >> {0}", Encoding.ASCII.GetString(bytes, 0, bytesRec));

                    // Release the socket.
                    sender.Shutdown(SocketShutdown.Both);
                    sender.Close();

                }
                catch (ArgumentNullException ane)
                {
                    Console.WriteLine("ArgumentNullException : {0}", ane.ToString());
                }
                catch (SocketException se)
                {
                    Console.WriteLine("SocketException : {0}", se.ToString());
                }
                catch (Exception e)
                {
                    Console.WriteLine("Unexpected exception : {0}", e.ToString());
                }

            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
            }
        }

        public static int Main(String[] args)
        {
            while (true)
            {
                StartClient(host);
                Thread.Sleep(5000);
            }
        }
    }
}

@taskman9

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