1st commit
This commit is contained in:
Michael Schimmel
@@ -0,0 +1,463 @@
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unit MainUnit;
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interface
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uses
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Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes, Vcl.Graphics,
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Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.StdCtrls,
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IdBaseComponent, IdComponent, IdTCPConnection, IdTCPClient, IdGlobal, IdException,
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System.DateUtils, System.StrUtils;
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const
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FIX_SEPARATOR = #1; // SOH character for FIX messages
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// Broker specific connection details - SET TO DEMO & PLAIN TEXT
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BROKER_HOST = 'demo-uk-eqx-01.p.c-trader.com';
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BROKER_PLAINTEXT_PORT = 5201; // Plain text port
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TARGET_COMP_ID_CONST = 'CSERVER';
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SENDER_SUB_ID_CONST = 'QUOTE'; // For Price Connection
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// Based on your observation that "NO exception" occurs with 57=QUOTE
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// Standard cTrader examples often use 'TRADE' here.
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TARGET_SUB_ID_CONST = 'QUOTE'; // << ACHTUNG: Testwert basierend auf Ihrer letzten Beobachtung
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type
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TForm1 = class(TForm)
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ConnectButton: TButton;
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PasswordEdit: TEdit;
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LogMemo: TMemo;
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Label1: TLabel;
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SenderCompIDEdit: TEdit;
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Label2: TLabel;
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DisconnectButton: TButton;
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UserIdEdit: TEdit;
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Label3: TLabel;
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procedure ConnectButtonClick(Sender: TObject);
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procedure FormCreate(Sender: TObject);
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procedure FormDestroy(Sender: TObject);
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procedure DisconnectButtonClick(Sender: TObject);
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private
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FIdTCPClient: TIdTCPClient;
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FMsgSeqNum: Integer;
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function CreateFixTag(Tag: Integer; Value: string): string;
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function CalculateChecksum(const MessageBody: string): string;
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function GetUtcDateTimeString: string;
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procedure Log(const Text: string);
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procedure SendFixMessage(const MessageType: string; const AdditionalBodyFields: TStrings);
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procedure SendMarketDataRequest(const Symbol: string; const MDReqID: string); // NEU
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public
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end;
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var
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Form1: TForm1;
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implementation
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{$R *.dfm}
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function TForm1.CreateFixTag(Tag: Integer; Value: string): string;
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begin
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Result := IntToStr(Tag) + '=' + Value + FIX_SEPARATOR;
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end;
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function TForm1.GetUtcDateTimeString: string;
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var
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nowUtc: TDateTime;
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begin
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nowUtc := TTimeZone.Local.ToUniversalTime(Now);
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Result := FormatDateTime('yyyymmdd-hh:nn:ss.zzz', nowUtc);
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end;
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function TForm1.CalculateChecksum(const MessageBody: string): string;
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var
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sum: Cardinal;
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i: Integer;
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checkSumVal: Integer;
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begin
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sum := 0;
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for i := 1 to Length(MessageBody) do
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begin
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sum := sum + Ord(MessageBody[i]);
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end;
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checkSumVal := sum mod 256;
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Result := Format('%.3d', [checkSumVal]);
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end;
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procedure TForm1.Log(const Text: string);
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begin
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if Assigned(LogMemo) then
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begin
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LogMemo.Lines.Add(FormatDateTime('[hh:nn:ss.zzz] ', Time) + Text);
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end;
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end;
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procedure TForm1.FormCreate(Sender: TObject);
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begin
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FMsgSeqNum := 1;
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Log('FormCreate: Initializing components for PLAIN TEXT connection.');
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try
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FIdTCPClient := TIdTCPClient.Create(nil);
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Log('FormCreate: TCPClient created.');
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except
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on E: Exception do
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begin
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Log('CRITICAL ERROR during FormCreate TCPClient creation: ' + E.Message);
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ShowMessage('CRITICAL ERROR during FormCreate: ' + E.Message);
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FIdTCPClient := nil;
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Exit;
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end;
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end;
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if Assigned(FIdTCPClient) then
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begin
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FIdTCPClient.Host := BROKER_HOST;
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FIdTCPClient.Port := BROKER_PLAINTEXT_PORT;
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FIdTCPClient.ReadTimeout := 10000; // 10 Sekunden Timeout für Leseoperationen
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FIdTCPClient.ConnectTimeout := 10000;
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Log('FormCreate: TCPClient configured for PLAIN TEXT - Host: ' + FIdTCPClient.Host + ' Port: ' + IntToStr(FIdTCPClient.Port));
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end
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else
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begin
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Log('FormCreate: FIdTCPClient is NIL after creation attempt. Network functions disabled.');
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end;
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// --- WICHTIG: DIESE MIT IHREN EXAKTEN DEMO-ZUGANGSDATEN ERSETZEN ---
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SenderCompIDEdit.Text := 'demo.pepperstoneuk.4132560';
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UserIdEdit.Text := '4132560';
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PasswordEdit.Text := 'testing'; // BITTE DAS VON PEPPERSTONE BESTÄTIGTE DEMO-PASSWORT VERWENDEN!
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Log('FormCreate: Default credentials set. SenderCompID: ' + SenderCompIDEdit.Text + ', UserID: ' + UserIdEdit.Text);
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end;
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procedure TForm1.FormDestroy(Sender: TObject);
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var
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logoutFields: TStringList;
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currentSenderCompID: string;
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begin
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Log('FormDestroy: Cleaning up.');
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if Assigned(FIdTCPClient) and FIdTCPClient.Connected then
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begin
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Log('FormDestroy: Still connected. Sending Logout message...');
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currentSenderCompID := Trim(SenderCompIDEdit.Text);
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if currentSenderCompID <> '' then
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begin
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logoutFields := TStringList.Create;
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try
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logoutFields.Add(CreateFixTag(49, currentSenderCompID));
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logoutFields.Add(CreateFixTag(56, TARGET_COMP_ID_CONST));
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logoutFields.Add(CreateFixTag(34, IntToStr(FMsgSeqNum)));
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logoutFields.Add(CreateFixTag(52, GetUtcDateTimeString));
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SendFixMessage('5', logoutFields);
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finally
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FreeAndNil(logoutFields);
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end;
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end
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else
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begin
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Log('FormDestroy: Cannot send Logout - SenderCompID is empty on form.');
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end;
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FIdTCPClient.Disconnect;
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Log('FormDestroy: Disconnected.');
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end;
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FreeAndNil(FIdTCPClient);
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Log('FormDestroy: Components freed.');
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end;
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procedure TForm1.SendFixMessage(const MessageType: string; const AdditionalBodyFields: TStrings);
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var
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headerBuilder: TStringBuilder;
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bodyProperBuilder: TStringBuilder;
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fullMessageBuilder: TStringBuilder;
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actualBodyLength: Integer;
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checksum: string;
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i: Integer;
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rawMessage: string;
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begin
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if not (Assigned(FIdTCPClient) and FIdTCPClient.Connected) then
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begin
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Log('Error: Not connected to server (SendFixMessage for MsgType: ' + MessageType + ').');
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Exit;
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end;
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headerBuilder := TStringBuilder.Create;
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bodyProperBuilder := TStringBuilder.Create;
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fullMessageBuilder := TStringBuilder.Create;
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try
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bodyProperBuilder.Append(CreateFixTag(35, MessageType));
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if Assigned(AdditionalBodyFields) then
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begin
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for i := 0 to AdditionalBodyFields.Count - 1 do
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begin
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bodyProperBuilder.Append(AdditionalBodyFields[i]);
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end;
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end;
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actualBodyLength := Length(bodyProperBuilder.ToString);
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Log('SendFixMessage: MsgType=' + MessageType + ', Calculated actualBodyLength (Tag 9 Value) = ' + IntToStr(actualBodyLength));
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headerBuilder.Append(CreateFixTag(8, 'FIX.4.4'));
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headerBuilder.Append(CreateFixTag(9, IntToStr(actualBodyLength)));
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fullMessageBuilder.Append(headerBuilder.ToString);
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fullMessageBuilder.Append(bodyProperBuilder.ToString);
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checksum := CalculateChecksum(fullMessageBuilder.ToString);
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fullMessageBuilder.Append(CreateFixTag(10, checksum));
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rawMessage := fullMessageBuilder.ToString;
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Log('Sending (MsgType ' + MessageType + '): ' + StringReplace(rawMessage, FIX_SEPARATOR, '|', [rfReplaceAll, rfIgnoreCase]));
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try
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FIdTCPClient.IOHandler.Write(rawMessage, IndyTextEncoding_UTF8);
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FIdTCPClient.IOHandler.WriteBufferFlush();
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except
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on E: EIdException do
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begin
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Log('Error sending message (MsgType ' + MessageType + ', Indy Exception): ' + E.ClassName + ': ' + E.Message);
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Exit;
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end;
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on E: Exception do
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begin
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Log('Error sending message (MsgType ' + MessageType + ', General Exception): ' + E.Message);
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Exit;
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end;
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end;
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Inc(FMsgSeqNum);
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finally
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FreeAndNil(headerBuilder);
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FreeAndNil(bodyProperBuilder);
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FreeAndNil(fullMessageBuilder);
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end;
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end;
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// NEUE Prozedur für Market Data Request
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procedure TForm1.SendMarketDataRequest(const Symbol: string; const MDReqID: string);
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var
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mdFields: TStringList;
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tempFieldValue: string;
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begin
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if not (Assigned(FIdTCPClient) and FIdTCPClient.Connected) then
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begin
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Log('Error: Not connected to server (SendMarketDataRequest).');
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Exit;
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end;
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Log('SendMarketDataRequest: Preparing for Symbol: ' + Symbol + ', MDReqID: ' + MDReqID);
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mdFields := TStringList.Create;
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try
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// Tag 262: MDReqID
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mdFields.Add(CreateFixTag(262, MDReqID));
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Log('SendMarketDataRequest: Tag 262 Value="' + MDReqID + '" (Length=' + IntToStr(Length(MDReqID)) + ')');
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// Tag 263: SubscriptionRequestType (0=Snapshot, 1=Snapshot+Updates, 2=Disable previous)
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tempFieldValue := '1'; // Snapshot + Updates
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mdFields.Add(CreateFixTag(263, tempFieldValue));
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Log('SendMarketDataRequest: Tag 263 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 264: MarketDepth (0=Full Book, 1=Top of Book)
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tempFieldValue := '1'; // Top of Book
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mdFields.Add(CreateFixTag(264, tempFieldValue));
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Log('SendMarketDataRequest: Tag 264 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 267: NoMDEntryTypes (Anzahl der MDEntryType-Gruppen)
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tempFieldValue := '2'; // Für Bid und Offer
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mdFields.Add(CreateFixTag(267, tempFieldValue));
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Log('SendMarketDataRequest: Tag 267 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 269: MDEntryType (0=Bid)
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tempFieldValue := '0';
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mdFields.Add(CreateFixTag(269, tempFieldValue));
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Log('SendMarketDataRequest: Tag 269 (Bid) Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 269: MDEntryType (1=Offer)
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tempFieldValue := '1';
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mdFields.Add(CreateFixTag(269, tempFieldValue));
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Log('SendMarketDataRequest: Tag 269 (Offer) Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 146: NoRelatedSym (Anzahl der Instrumente)
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tempFieldValue := '1'; // Für ein Instrument
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mdFields.Add(CreateFixTag(146, tempFieldValue));
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Log('SendMarketDataRequest: Tag 146 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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// Tag 55: Symbol
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// WICHTIG: Ersetzen Sie '1' durch eine gültige cTrader Symbol ID für die Demo-Umgebung!
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// Dies ist oft eine numerische ID (z.B. "1" für EURUSD, "22" für GER30).
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// Fragen Sie Ihren Broker (Pepperstone) nach den korrekten IDs für die Demo.
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mdFields.Add(CreateFixTag(55, Symbol));
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Log('SendMarketDataRequest: Tag 55 Value="' + Symbol + '" (Length=' + IntToStr(Length(Symbol)) + ')');
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SendFixMessage('V', mdFields); // 'V' ist MsgType für Market Data Request
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finally
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FreeAndNil(mdFields);
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end;
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end;
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procedure TForm1.ConnectButtonClick(Sender: TObject);
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var
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logonFields: TStringList;
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currentSenderCompID: string;
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currentPasswordValue: string;
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currentUsernameFromEdit: string;
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sendingTime: string;
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response: string;
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tempFieldValue: string;
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// Für Market Data Request
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symbolToRequest: string;
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marketDataRequestID: string;
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begin
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Log('ConnectButtonClick: Initiated for PLAIN TEXT.');
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if not Assigned(FIdTCPClient) then
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begin
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Log('ConnectButtonClick: TCP Client not initialized. Check FormCreate logs.');
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Exit;
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end;
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if FIdTCPClient.Connected then
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begin
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Log('ConnectButtonClick: Already connected. Please disconnect first.');
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Exit;
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end;
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currentSenderCompID := Trim(SenderCompIDEdit.Text);
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currentPasswordValue := PasswordEdit.Text;
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currentUsernameFromEdit := Trim(UserIdEdit.Text);
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Log('ConnectButtonClick: Input Values - SenderCompID="' + currentSenderCompID + '" (Length=' + IntToStr(Length(currentSenderCompID)) +
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'), UserID="' + currentUsernameFromEdit + '" (Length=' + IntToStr(Length(currentUsernameFromEdit)) +
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'), Password="' + currentPasswordValue + '" (Length=' + IntToStr(Length(currentPasswordValue)) + ')');
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if (currentSenderCompID = '') or (currentPasswordValue = '') or (currentUsernameFromEdit = '') then
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begin
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Log('ConnectButtonClick: SenderCompID, UserID, and Password are required.');
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Exit;
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end;
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FMsgSeqNum := 1;
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Log('Attempting to connect to DEMO (PLAIN TEXT): ' + FIdTCPClient.Host + ':' + IntToStr(FIdTCPClient.Port) + '...');
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try
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FIdTCPClient.Connect;
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Log('Connected successfully (PLAIN TEXT).');
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except
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on E: EIdException do
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begin
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Log('Connection failed (Indy Exception): ' + E.ClassName + ': ' + E.Message);
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Exit;
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end;
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on E: Exception do
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begin
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Log('Connection failed (General Exception): ' + E.ClassName + ': ' + E.Message);
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Exit;
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end;
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end;
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logonFields := TStringList.Create;
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try
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sendingTime := GetUtcDateTimeString;
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Log('ConnectButtonClick: SendingTime (Tag 52 Value)="' + sendingTime + '" (Length=' + IntToStr(Length(sendingTime)) + ')');
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logonFields.Add(CreateFixTag(49, currentSenderCompID));
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logonFields.Add(CreateFixTag(56, TARGET_COMP_ID_CONST));
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Log('ConnectButtonClick: Tag 56 Value="' + TARGET_COMP_ID_CONST + '" (Length=' + IntToStr(Length(TARGET_COMP_ID_CONST)) + ')');
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logonFields.Add(CreateFixTag(50, SENDER_SUB_ID_CONST)); // 'QUOTE' für Preis-Feed
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Log('ConnectButtonClick: Tag 50 Value="' + SENDER_SUB_ID_CONST + '" (Length=' + IntToStr(Length(SENDER_SUB_ID_CONST)) + ')');
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logonFields.Add(CreateFixTag(57, TARGET_SUB_ID_CONST)); // 'QUOTE' oder 'TRADE' - Testen Sie, was funktioniert!
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Log('ConnectButtonClick: Tag 57 Value="' + TARGET_SUB_ID_CONST + '" (Length=' + IntToStr(Length(TARGET_SUB_ID_CONST)) + ')');
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tempFieldValue := IntToStr(FMsgSeqNum);
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logonFields.Add(CreateFixTag(34, tempFieldValue));
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Log('ConnectButtonClick: Tag 34 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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logonFields.Add(CreateFixTag(52, sendingTime));
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tempFieldValue := '0';
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logonFields.Add(CreateFixTag(98, tempFieldValue));
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Log('ConnectButtonClick: Tag 98 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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tempFieldValue := '30';
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logonFields.Add(CreateFixTag(108, tempFieldValue));
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Log('ConnectButtonClick: Tag 108 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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tempFieldValue := 'Y'; // ResetSeqNumFlag=Y
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logonFields.Add(CreateFixTag(141, tempFieldValue));
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Log('ConnectButtonClick: Tag 141 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
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logonFields.Add(CreateFixTag(553, currentUsernameFromEdit));
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logonFields.Add(CreateFixTag(554, currentPasswordValue));
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SendFixMessage('A', logonFields); // Logon senden
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// Kurze Pause und dann Market Data Request senden
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//Sleep(500); // 0.5 Sekunden warten
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// WICHTIG: Ersetzen Sie '1' durch eine gültige cTrader Symbol ID für Pepperstone Demo
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// und "MDReq_001" durch eine eindeutige ID für Ihren Request.
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// symbolToRequest := '1'; // Beispiel: EURUSD (numerische ID von Pepperstone erfragen!)
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// marketDataRequestID := currentUsernameFromEdit + '_' + symbolToRequest + '_' + IntToStr(FMsgSeqNum); // Eindeutige MDReqID
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// Log('ConnectButtonClick: Proceeding to send Market Data Request.');
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// SendMarketDataRequest(symbolToRequest, marketDataRequestID);
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// Auf Antwort warten
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try
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Log('Waiting for response after Logon and MD Request (PLAIN TEXT)...');
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repeat
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response := FIdTCPClient.IOHandler.ReadLn(FIX_SEPARATOR, FIdTCPClient.ReadTimeout, -1, IndyTextEncoding_UTF8);
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// response := FIdTCPClient.IOHandler.AllData(IndyTextEncoding_UTF8);
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Log('Received (PLAIN TEXT): ' + StringReplace(response, FIX_SEPARATOR, '|', [rfReplaceAll, rfIgnoreCase]));
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until (response = '') or (LeftStr(response, 3)='10=');
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// Hier Parsing-Logik für die Antwort einfügen
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// z.B. auf 35=W (Snapshot), 35=X (Incremental), 35=Y (Reject) prüfen
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except
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on E: EIdException do
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begin
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Log('Error reading response or timeout (PLAIN TEXT - Indy Exception): ' + E.ClassName + ': ' + E.Message);
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end;
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on E: Exception do
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begin
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Log('Error reading response (PLAIN TEXT - General Exception): ' + E.ClassName + ': ' + E.Message);
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end;
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end;
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finally
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FreeAndNil(logonFields);
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end;
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end;
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procedure TForm1.DisconnectButtonClick(Sender: TObject);
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var
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logoutFields: TStringList;
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currentSenderCompID: string;
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begin
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Log('DisconnectButtonClick: Initiated.');
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if Assigned(FIdTCPClient) and FIdTCPClient.Connected then
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begin
|
||||
Log('DisconnectButtonClick: Sending Logout message...');
|
||||
currentSenderCompID := Trim(SenderCompIDEdit.Text);
|
||||
if currentSenderCompID <> '' then
|
||||
begin
|
||||
logoutFields := TStringList.Create;
|
||||
try
|
||||
logoutFields.Add(CreateFixTag(49, currentSenderCompID));
|
||||
logoutFields.Add(CreateFixTag(56, TARGET_COMP_ID_CONST));
|
||||
logoutFields.Add(CreateFixTag(34, IntToStr(FMsgSeqNum)));
|
||||
logoutFields.Add(CreateFixTag(52, GetUtcDateTimeString));
|
||||
SendFixMessage('5', logoutFields);
|
||||
finally
|
||||
FreeAndNil(logoutFields);
|
||||
end;
|
||||
end
|
||||
else
|
||||
begin
|
||||
Log('DisconnectButtonClick: Cannot send Logout - SenderCompID is empty.');
|
||||
end;
|
||||
FIdTCPClient.Disconnect;
|
||||
Log('DisconnectButtonClick: Disconnected from server.');
|
||||
end
|
||||
else
|
||||
begin
|
||||
Log('DisconnectButtonClick: Not connected.');
|
||||
end;
|
||||
end;
|
||||
|
||||
end.
|
||||
Reference in New Issue
Block a user