2010/1/3 bill lam <[email protected]>:
> I guess you should have a loop for send/recv.
In NinjaTrader, OnBarUpdate() is called for each time step (i.e.
effectively inside a loop).
The loop:
// } while (bytes > 0);
to recieve messages in multiple parts where they are too long for the
buffer gets stuck for me, even when I am only sending 15 bytes. I gave
up in the end and decided to comment it out and use a huge buffer.
> Did you try the
> client/server example in J.
I used them to get going. They are very useful (you might notice that
most of the J code is copy pasted from the lab).
I do not know much about socket in c#, is
> it synchronous or asysc ?
The one I am using is sync and blocking. C# sends a message, and waits
until J sends a message back. J waits for a message and sends one back
after processing. It is a bit crap really, I am not good at
programming these types of things - but it works for me for now :-).
>
> sab, 02 Jan 2010, Matthew Brand skribis:
>> I could not get the .NET/COM/DLL to talk to NinjaTrader c# so I am
>> using a socket connection instead.
>>
>> Below is some C# code and some J code which gets NT communicating with
>> J in case anybody wants to do that. I am not a very good programmer so
>> only use with caution, but it works.
>>
>> c#/Ninjatrader:
>>
>> #region Using declarations
>> using System;
>> using System.ComponentModel;
>> using System.Diagnostics;
>> using System.Drawing;
>> using System.Drawing.Drawing2D;
>> using System.Xml.Serialization;
>> using NinjaTrader.Cbi;
>> using NinjaTrader.Data;
>> using NinjaTrader.Indicator;
>> using NinjaTrader.Gui.Chart;
>> using NinjaTrader.Strategy;
>> using System.Net;
>> using System.Net.Sockets;
>> #endregion
>>
>> // This namespace holds all strategies and is required. Do not change it.
>> namespace NinjaTrader.Strategy
>> {
>> /// <summary>
>> /// Sends samples to a J server and maintains its required positions.
>> /// </summary>
>> [Description("Sendsmessages to J server and outputs replies")]
>> public class connectJ : Strategy
>> {
>> #region Variables
>> Socket JSocket = null;
>> const string server = "127.0.0.1";
>> const int port = 1500;
>> const int bufferLength = 1024*10;
>> #endregion
>> private string messageJ(string message)
>> {
>> // Send a message to J on server:port and return the
>> string based output.
>> // Algo is: Connect if not connected, send message,
>> return reply.
>> // Socket code based on:
>> //
>> http://msdn.microsoft.com/en-us/library/system.net.sockets.socket.aspx
>> bool connected = false;
>> if (JSocket == null) {
>> connected = false;
>> } else {
>> connected = JSocket.Connected;
>> }
>> if (! connected) {
>> Print("Not connected, connecting...");
>> IPHostEntry hostEntry = null;
>> hostEntry = Dns.GetHostEntry(server);
>> foreach(IPAddress address in
>> hostEntry.AddressList)
>> {
>> IPEndPoint ipe = new
>> IPEndPoint(address, port);
>> Socket tempSocket =
>> new Socket(ipe.AddressFamily,
>> SocketType.Stream, ProtocolType.Tcp);
>> tempSocket.Connect(ipe);
>> if(tempSocket.Connected)
>> {
>> JSocket = tempSocket;
>> break;
>> }
>> else
>> {
>> continue;
>> }
>> }
>> }
>> Byte[] byData =
>> System.Text.Encoding.ASCII.GetBytes(message);
>> JSocket.Send(byData);
>> Byte[] buffer = new Byte[bufferLength];
>> string reply = "";
>> int bytes = 0;
>> // do {
>> try {
>> bytes = JSocket.Receive(buffer,
>> buffer.Length, 0);
>> reply = reply +
>> System.Text.Encoding.ASCII.GetString(buffer, 0, bytes);
>> // Print("reply was:" + reply);
>> }
>> catch (System.Net.Sockets.SocketException ex) {
>> Print("Socket exception on read:" +
>> ex.SocketErrorCode);
>> }
>>
>> // } while (bytes > 0); Loop causes a hang. Do not
>> know why!
>> So made buffer huge.
>> return reply;
>> }
>>
>>
>> public override void Dispose()
>> {
>> // Clean up your resources here
>> messageJ("NT closing connection now...");
>>
>> JSocket.Shutdown(System.Net.Sockets.SocketShutdown.Both);
>> JSocket.Close();
>> base.Dispose();
>> }
>>
>> /// <summary>
>> /// This method is used to configure the strategy and is
>> called once before any strategy method is called.
>> /// </summary>
>> protected override void Initialize()
>> {
>> CalculateOnBarClose = true;
>> }
>>
>> /// <summary>
>> /// Called on each bar update event (incoming tick)
>> /// </summary>
>> protected override void OnBarUpdate()
>> {
>> Print(messageJ("hello!"));
>> }
>>
>> #region Properties
>> #endregion
>> }
>> }
>>
>>
>> J:
>>
>> 0 : 0
>> Starts a server ready to accept trading comms from NinjaTrader.
>> )
>>
>>
>> load'socket'
>> coinsert 'jsocket'
>>
>> connect =: 3 : 0
>> NB. close all open sockets
>> sdcleanup ''
>> NB. create a socket to LISTEN
>> SKLISTEN =: 0 pick sdcheck sdsocket''
>> NB. bind an address to the SKLISTEN socket
>> sdcheck sdbind SKLISTEN ; AF_INET_jsocket_ ; '' ; y
>> NB. tell the socket to listen for 1 message at a time
>> sdcheck sdlisten SKLISTEN , 1
>> NB. poll until connection recieved (must be a better way?)
>> smoutput ''
>> smoutput ''
>> smoutput ''
>> smoutput 'Waiting for client to connect...'
>> while. ((3$a:) -: sdc =. sdcheck sdselect'') do. end.
>> smoutput 'Connected.'
>> NB. accept the connection
>> skserver=: 0 pick sdcheck sdaccept SKLISTEN
>> NB. close the listening socket
>> sdcheck sdclose SKLISTEN
>> )
>>
>> messageLoop =: 3 : 0
>> NB. wait for and echo messages
>> NB. if connection drops then try to reestablish
>> msg =. ''
>> while. msg -.@:-: 'exit' do.
>> try. smoutput msg =. ; sdcheck sdrecv skserver,1000,0
>> catch.
>> smoutput 'Client not connected.'
>> connect 1500 NB. go to reconnect if any problems
>> end.
>> try. sdcheck ('You said:', msg) sdsend skserver , 0
>> catch.
>> connect 1500
>> end.
>> end.
>> NB. kill the socket
>> smoutput 'Client sent exit command ... closing socket.'
>> sdcleanup '' NB. only if msg was exit.
>> )
>>
>> messageLoop ''
>>
>> 2009/12/31 bill lam <[email protected]>:
>> [---=| TOFU protection by t-prot: 32 lines snipped |=---]
>
> --
> regards,
> ====================================================
> GPG key 1024D/4434BAB3 2008-08-24
> gpg --keyserver subkeys.pgp.net --recv-keys 4434BAB3
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>
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