cTrader-DataExport/FIX-Connect/MainUnit.pas

unit MainUnit;

interface

uses
  Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes, Vcl.Graphics,
  Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.StdCtrls,
  IdBaseComponent, IdComponent, IdTCPConnection, IdTCPClient, IdGlobal, IdException,
  System.DateUtils, System.StrUtils;

const
  FIX_SEPARATOR = #1; // SOH character for FIX messages

  // Broker specific connection details - SET TO DEMO & PLAIN TEXT
  BROKER_HOST = 'demo-uk-eqx-01.p.c-trader.com';
  BROKER_PLAINTEXT_PORT = 5201; // Plain text port

  TARGET_COMP_ID_CONST = 'CSERVER';
  SENDER_SUB_ID_CONST = 'QUOTE';   // For Price Connection
  // Based on your observation that "NO exception" occurs with 57=QUOTE
  // Standard cTrader examples often use 'TRADE' here.
  TARGET_SUB_ID_CONST = 'QUOTE';   // << ACHTUNG: Testwert basierend auf Ihrer letzten Beobachtung

type
  TForm1 = class(TForm)
    ConnectButton: TButton;
    PasswordEdit: TEdit;
    LogMemo: TMemo;
    Label1: TLabel;
    SenderCompIDEdit: TEdit;
    Label2: TLabel;
    DisconnectButton: TButton;
    UserIdEdit: TEdit;
    Label3: TLabel;
    procedure ConnectButtonClick(Sender: TObject);
    procedure FormCreate(Sender: TObject);
    procedure FormDestroy(Sender: TObject);
    procedure DisconnectButtonClick(Sender: TObject);
  private
    FIdTCPClient: TIdTCPClient;
    FMsgSeqNum: Integer;

    function CreateFixTag(Tag: Integer; Value: string): string;
    function CalculateChecksum(const MessageBody: string): string;
    function GetUtcDateTimeString: string;
    procedure Log(const Text: string);
    procedure SendFixMessage(const MessageType: string; const AdditionalBodyFields: TStrings);
    procedure SendMarketDataRequest(const Symbol: string; const MDReqID: string); // NEU
  public
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

function TForm1.CreateFixTag(Tag: Integer; Value: string): string;
begin
    Result := IntToStr(Tag) + '=' + Value + FIX_SEPARATOR;
end;

function TForm1.GetUtcDateTimeString: string;
var
    nowUtc: TDateTime;
begin
    nowUtc := TTimeZone.Local.ToUniversalTime(Now);
    Result := FormatDateTime('yyyymmdd-hh:nn:ss.zzz', nowUtc);
end;

function TForm1.CalculateChecksum(const MessageBody: string): string;
var
    sum: Cardinal;
    i: Integer;
    checkSumVal: Integer;
begin
    sum := 0;
    for i := 1 to Length(MessageBody) do
    begin
        sum := sum + Ord(MessageBody[i]);
    end;
    checkSumVal := sum mod 256;
    Result := Format('%.3d', [checkSumVal]);
end;

procedure TForm1.Log(const Text: string);
begin
    if Assigned(LogMemo) then
    begin
        LogMemo.Lines.Add(FormatDateTime('[hh:nn:ss.zzz] ', Time) + Text);
    end;
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
    FMsgSeqNum := 1;
    Log('FormCreate: Initializing components for PLAIN TEXT connection.');

    try
        FIdTCPClient := TIdTCPClient.Create(nil);
        Log('FormCreate: TCPClient created.');
    except
        on E: Exception do
        begin
            Log('CRITICAL ERROR during FormCreate TCPClient creation: ' + E.Message);
            ShowMessage('CRITICAL ERROR during FormCreate: ' + E.Message);
            FIdTCPClient := nil;
            Exit;
        end;
    end;

    if Assigned(FIdTCPClient) then
    begin
        FIdTCPClient.Host := BROKER_HOST;
        FIdTCPClient.Port := BROKER_PLAINTEXT_PORT;
        FIdTCPClient.ReadTimeout := 10000; // 10 Sekunden Timeout für Leseoperationen
        FIdTCPClient.ConnectTimeout := 10000;
        Log('FormCreate: TCPClient configured for PLAIN TEXT - Host: ' + FIdTCPClient.Host + ' Port: ' + IntToStr(FIdTCPClient.Port));
    end
    else
    begin
        Log('FormCreate: FIdTCPClient is NIL after creation attempt. Network functions disabled.');
    end;

    // --- WICHTIG: DIESE MIT IHREN EXAKTEN DEMO-ZUGANGSDATEN ERSETZEN ---
    SenderCompIDEdit.Text := 'demo.pepperstoneuk.4132560';
    UserIdEdit.Text       := '4132560';
    PasswordEdit.Text     := 'testing'; // BITTE DAS VON PEPPERSTONE BESTÄTIGTE DEMO-PASSWORT VERWENDEN!
    Log('FormCreate: Default credentials set. SenderCompID: ' + SenderCompIDEdit.Text + ', UserID: ' + UserIdEdit.Text);
end;

procedure TForm1.FormDestroy(Sender: TObject);
var
    logoutFields: TStringList;
    currentSenderCompID: string;
begin
    Log('FormDestroy: Cleaning up.');
    if Assigned(FIdTCPClient) and FIdTCPClient.Connected then
    begin
        Log('FormDestroy: Still connected. 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('FormDestroy: Cannot send Logout - SenderCompID is empty on form.');
        end;
        FIdTCPClient.Disconnect;
        Log('FormDestroy: Disconnected.');
    end;
    FreeAndNil(FIdTCPClient);
    Log('FormDestroy: Components freed.');
end;

procedure TForm1.SendFixMessage(const MessageType: string; const AdditionalBodyFields: TStrings);
var
    headerBuilder: TStringBuilder;
    bodyProperBuilder: TStringBuilder;
    fullMessageBuilder: TStringBuilder;
    actualBodyLength: Integer;
    checksum: string;
    i: Integer;
    rawMessage: string;
begin
    if not (Assigned(FIdTCPClient) and FIdTCPClient.Connected) then
    begin
        Log('Error: Not connected to server (SendFixMessage for MsgType: ' + MessageType + ').');
        Exit;
    end;

    headerBuilder := TStringBuilder.Create;
    bodyProperBuilder := TStringBuilder.Create;
    fullMessageBuilder := TStringBuilder.Create;

    try
        bodyProperBuilder.Append(CreateFixTag(35, MessageType));
        if Assigned(AdditionalBodyFields) then
        begin
            for i := 0 to AdditionalBodyFields.Count - 1 do
            begin
                bodyProperBuilder.Append(AdditionalBodyFields[i]);
            end;
        end;

        actualBodyLength := Length(bodyProperBuilder.ToString);
        Log('SendFixMessage: MsgType=' + MessageType + ', Calculated actualBodyLength (Tag 9 Value) = ' + IntToStr(actualBodyLength));

        headerBuilder.Append(CreateFixTag(8, 'FIX.4.4'));
        headerBuilder.Append(CreateFixTag(9, IntToStr(actualBodyLength)));

        fullMessageBuilder.Append(headerBuilder.ToString);
        fullMessageBuilder.Append(bodyProperBuilder.ToString);

        checksum := CalculateChecksum(fullMessageBuilder.ToString);
        fullMessageBuilder.Append(CreateFixTag(10, checksum));

        rawMessage := fullMessageBuilder.ToString;
        Log('Sending (MsgType ' + MessageType + '): ' + StringReplace(rawMessage, FIX_SEPARATOR, '|', [rfReplaceAll, rfIgnoreCase]));

        try
            FIdTCPClient.IOHandler.Write(rawMessage, IndyTextEncoding_UTF8);
            FIdTCPClient.IOHandler.WriteBufferFlush();
        except
            on E: EIdException do
            begin
                Log('Error sending message (MsgType ' + MessageType + ', Indy Exception): ' + E.ClassName + ': ' + E.Message);
                Exit;
            end;
            on E: Exception do
            begin
                Log('Error sending message (MsgType ' + MessageType + ', General Exception): ' + E.Message);
                Exit;
            end;
        end;
        Inc(FMsgSeqNum);
    finally
        FreeAndNil(headerBuilder);
        FreeAndNil(bodyProperBuilder);
        FreeAndNil(fullMessageBuilder);
    end;
end;

// NEUE Prozedur für Market Data Request
procedure TForm1.SendMarketDataRequest(const Symbol: string; const MDReqID: string);
var
    mdFields: TStringList;
    tempFieldValue: string;
begin
    if not (Assigned(FIdTCPClient) and FIdTCPClient.Connected) then
    begin
        Log('Error: Not connected to server (SendMarketDataRequest).');
        Exit;
    end;

    Log('SendMarketDataRequest: Preparing for Symbol: ' + Symbol + ', MDReqID: ' + MDReqID);
    mdFields := TStringList.Create;
    try
        // Tag 262: MDReqID
        mdFields.Add(CreateFixTag(262, MDReqID));
        Log('SendMarketDataRequest: Tag 262 Value="' + MDReqID + '" (Length=' + IntToStr(Length(MDReqID)) + ')');

        // Tag 263: SubscriptionRequestType (0=Snapshot, 1=Snapshot+Updates, 2=Disable previous)
        tempFieldValue := '1'; // Snapshot + Updates
        mdFields.Add(CreateFixTag(263, tempFieldValue));
        Log('SendMarketDataRequest: Tag 263 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 264: MarketDepth (0=Full Book, 1=Top of Book)
        tempFieldValue := '1'; // Top of Book
        mdFields.Add(CreateFixTag(264, tempFieldValue));
        Log('SendMarketDataRequest: Tag 264 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 267: NoMDEntryTypes (Anzahl der MDEntryType-Gruppen)
        tempFieldValue := '2'; // Für Bid und Offer
        mdFields.Add(CreateFixTag(267, tempFieldValue));
        Log('SendMarketDataRequest: Tag 267 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 269: MDEntryType (0=Bid)
        tempFieldValue := '0';
        mdFields.Add(CreateFixTag(269, tempFieldValue));
        Log('SendMarketDataRequest: Tag 269 (Bid) Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 269: MDEntryType (1=Offer)
        tempFieldValue := '1';
        mdFields.Add(CreateFixTag(269, tempFieldValue));
        Log('SendMarketDataRequest: Tag 269 (Offer) Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 146: NoRelatedSym (Anzahl der Instrumente)
        tempFieldValue := '1'; // Für ein Instrument
        mdFields.Add(CreateFixTag(146, tempFieldValue));
        Log('SendMarketDataRequest: Tag 146 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        // Tag 55: Symbol
        // WICHTIG: Ersetzen Sie '1' durch eine gültige cTrader Symbol ID für die Demo-Umgebung!
        // Dies ist oft eine numerische ID (z.B. "1" für EURUSD, "22" für GER30).
        // Fragen Sie Ihren Broker (Pepperstone) nach den korrekten IDs für die Demo.
        mdFields.Add(CreateFixTag(55, Symbol));
        Log('SendMarketDataRequest: Tag 55 Value="' + Symbol + '" (Length=' + IntToStr(Length(Symbol)) + ')');

        SendFixMessage('V', mdFields); // 'V' ist MsgType für Market Data Request
    finally
        FreeAndNil(mdFields);
    end;
end;

procedure TForm1.ConnectButtonClick(Sender: TObject);
var
    logonFields: TStringList;
    currentSenderCompID: string;
    currentPasswordValue: string;
    currentUsernameFromEdit: string;
    sendingTime: string;
    response: string;
    tempFieldValue: string;
    // Für Market Data Request
    symbolToRequest: string;
    marketDataRequestID: string;
begin
    Log('ConnectButtonClick: Initiated for PLAIN TEXT.');
    if not Assigned(FIdTCPClient) then
    begin
        Log('ConnectButtonClick: TCP Client not initialized. Check FormCreate logs.');
        Exit;
    end;

    if FIdTCPClient.Connected then
    begin
        Log('ConnectButtonClick: Already connected. Please disconnect first.');
        Exit;
    end;

    currentSenderCompID     := Trim(SenderCompIDEdit.Text);
    currentPasswordValue    := PasswordEdit.Text;
    currentUsernameFromEdit := Trim(UserIdEdit.Text);

    Log('ConnectButtonClick: Input Values - SenderCompID="' + currentSenderCompID + '" (Length=' + IntToStr(Length(currentSenderCompID)) +
        '), UserID="' + currentUsernameFromEdit + '" (Length=' + IntToStr(Length(currentUsernameFromEdit)) +
        '), Password="' + currentPasswordValue + '" (Length=' + IntToStr(Length(currentPasswordValue)) + ')');

    if (currentSenderCompID = '') or (currentPasswordValue = '') or (currentUsernameFromEdit = '') then
    begin
        Log('ConnectButtonClick: SenderCompID, UserID, and Password are required.');
        Exit;
    end;

    FMsgSeqNum := 1;
    Log('Attempting to connect to DEMO (PLAIN TEXT): ' + FIdTCPClient.Host + ':' + IntToStr(FIdTCPClient.Port) + '...');
    try
        FIdTCPClient.Connect;
        Log('Connected successfully (PLAIN TEXT).');
    except
        on E: EIdException do
        begin
            Log('Connection failed (Indy Exception): ' + E.ClassName + ': ' + E.Message);
            Exit;
        end;
        on E: Exception do
        begin
            Log('Connection failed (General Exception): ' + E.ClassName + ': ' + E.Message);
            Exit;
        end;
    end;

    logonFields := TStringList.Create;
    try
        sendingTime := GetUtcDateTimeString;
        Log('ConnectButtonClick: SendingTime (Tag 52 Value)="' + sendingTime + '" (Length=' + IntToStr(Length(sendingTime)) + ')');

        logonFields.Add(CreateFixTag(49, currentSenderCompID));
        logonFields.Add(CreateFixTag(56, TARGET_COMP_ID_CONST));
            Log('ConnectButtonClick: Tag 56 Value="' + TARGET_COMP_ID_CONST + '" (Length=' + IntToStr(Length(TARGET_COMP_ID_CONST)) + ')');
        logonFields.Add(CreateFixTag(50, SENDER_SUB_ID_CONST)); // 'QUOTE' für Preis-Feed
            Log('ConnectButtonClick: Tag 50 Value="' + SENDER_SUB_ID_CONST + '" (Length=' + IntToStr(Length(SENDER_SUB_ID_CONST)) + ')');
        logonFields.Add(CreateFixTag(57, TARGET_SUB_ID_CONST)); // 'QUOTE' oder 'TRADE' - Testen Sie, was funktioniert!
            Log('ConnectButtonClick: Tag 57 Value="' + TARGET_SUB_ID_CONST + '" (Length=' + IntToStr(Length(TARGET_SUB_ID_CONST)) + ')');
        tempFieldValue := IntToStr(FMsgSeqNum);
        logonFields.Add(CreateFixTag(34, tempFieldValue));
            Log('ConnectButtonClick: Tag 34 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        logonFields.Add(CreateFixTag(52, sendingTime));

        tempFieldValue := '0';
        logonFields.Add(CreateFixTag(98, tempFieldValue));
            Log('ConnectButtonClick: Tag 98 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');
        tempFieldValue := '30';
        logonFields.Add(CreateFixTag(108, tempFieldValue));
            Log('ConnectButtonClick: Tag 108 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        tempFieldValue := 'Y'; // ResetSeqNumFlag=Y
        logonFields.Add(CreateFixTag(141, tempFieldValue));
            Log('ConnectButtonClick: Tag 141 Value="' + tempFieldValue + '" (Length=' + IntToStr(Length(tempFieldValue)) + ')');

        logonFields.Add(CreateFixTag(553, currentUsernameFromEdit));
        logonFields.Add(CreateFixTag(554, currentPasswordValue));

        SendFixMessage('A', logonFields); // Logon senden

        // Kurze Pause und dann Market Data Request senden
        //Sleep(500); // 0.5 Sekunden warten

        // WICHTIG: Ersetzen Sie '1' durch eine gültige cTrader Symbol ID für Pepperstone Demo
        // und "MDReq_001" durch eine eindeutige ID für Ihren Request.
//        symbolToRequest := '1'; // Beispiel: EURUSD (numerische ID von Pepperstone erfragen!)
//        marketDataRequestID := currentUsernameFromEdit + '_' + symbolToRequest + '_' + IntToStr(FMsgSeqNum); // Eindeutige MDReqID

//        Log('ConnectButtonClick: Proceeding to send Market Data Request.');
//        SendMarketDataRequest(symbolToRequest, marketDataRequestID);

        // Auf Antwort warten
        try
            Log('Waiting for response after Logon and MD Request (PLAIN TEXT)...');
            repeat
                response := FIdTCPClient.IOHandler.ReadLn(FIX_SEPARATOR, FIdTCPClient.ReadTimeout, -1, IndyTextEncoding_UTF8);
//            response := FIdTCPClient.IOHandler.AllData(IndyTextEncoding_UTF8);
                Log('Received (PLAIN TEXT): ' + StringReplace(response, FIX_SEPARATOR, '|', [rfReplaceAll, rfIgnoreCase]));
            until (response = '') or (LeftStr(response, 3)='10=');

            // Hier Parsing-Logik für die Antwort einfügen
            // z.B. auf 35=W (Snapshot), 35=X (Incremental), 35=Y (Reject) prüfen

        except
            on E: EIdException do
            begin
                Log('Error reading response or timeout (PLAIN TEXT - Indy Exception): ' + E.ClassName + ': ' + E.Message);
            end;
            on E: Exception do
            begin
                Log('Error reading response (PLAIN TEXT - General Exception): ' + E.ClassName + ': ' + E.Message);
            end;
        end;
    finally
        FreeAndNil(logonFields);
    end;
end;

procedure TForm1.DisconnectButtonClick(Sender: TObject);
var
    logoutFields: TStringList;
    currentSenderCompID: string;
begin
    Log('DisconnectButtonClick: Initiated.');
    if Assigned(FIdTCPClient) and FIdTCPClient.Connected then
    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.