DDE Client

dde_client.py

## {{{ http://code.activestate.com/recipes/577654/ (r1)
#!/usr/bin/env python
# Send DDE Execute command to running program
import time
from ctypes import POINTER, WINFUNCTYPE, c_char_p, c_void_p, c_int, c_ulong, c_char_p
from ctypes.wintypes import BOOL, DWORD, BYTE, INT, LPCWSTR, UINT, ULONG

# DECLARE_HANDLE(name) typedef void *name;
HCONV     = c_void_p  # = DECLARE_HANDLE(HCONV)
HDDEDATA  = c_void_p  # = DECLARE_HANDLE(HDDEDATA)
HSZ       = c_void_p  # = DECLARE_HANDLE(HSZ)
LPBYTE    = c_char_p  # POINTER(BYTE)
LPDWORD   = POINTER(DWORD)
LPSTR    = c_char_p
ULONG_PTR = c_ulong

# See windows/ddeml.h for declaration of struct CONVCONTEXT
PCONVCONTEXT = c_void_p

DMLERR_NO_ERROR = 0

# Predefined Clipboard Formats
CF_TEXT         =  1
CF_BITMAP       =  2
CF_METAFILEPICT =  3
CF_SYLK         =  4
CF_DIF          =  5
CF_TIFF         =  6
CF_OEMTEXT      =  7
CF_DIB          =  8
CF_PALETTE      =  9
CF_PENDATA      = 10
CF_RIFF         = 11
CF_WAVE         = 12
CF_UNICODETEXT  = 13
CF_ENHMETAFILE  = 14
CF_HDROP        = 15
CF_LOCALE       = 16
CF_DIBV5        = 17
CF_MAX          = 18

DDE_FACK          = 0x8000
DDE_FBUSY         = 0x4000
DDE_FDEFERUPD     = 0x4000
DDE_FACKREQ       = 0x8000
DDE_FRELEASE      = 0x2000
DDE_FREQUESTED    = 0x1000
DDE_FAPPSTATUS    = 0x00FF
DDE_FNOTPROCESSED = 0x0000

DDE_FACKRESERVED  = (~(DDE_FACK | DDE_FBUSY | DDE_FAPPSTATUS))
DDE_FADVRESERVED  = (~(DDE_FACKREQ | DDE_FDEFERUPD))
DDE_FDATRESERVED  = (~(DDE_FACKREQ | DDE_FRELEASE | DDE_FREQUESTED))
DDE_FPOKRESERVED  = (~(DDE_FRELEASE))

XTYPF_NOBLOCK        = 0x0002
XTYPF_NODATA         = 0x0004
XTYPF_ACKREQ         = 0x0008

XCLASS_MASK          = 0xFC00
XCLASS_BOOL          = 0x1000
XCLASS_DATA          = 0x2000
XCLASS_FLAGS         = 0x4000
XCLASS_NOTIFICATION  = 0x8000

XTYP_ERROR           = (0x0000 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK)
XTYP_ADVDATA         = (0x0010 | XCLASS_FLAGS)
XTYP_ADVREQ          = (0x0020 | XCLASS_DATA | XTYPF_NOBLOCK)
XTYP_ADVSTART        = (0x0030 | XCLASS_BOOL)
XTYP_ADVSTOP         = (0x0040 | XCLASS_NOTIFICATION)
XTYP_EXECUTE         = (0x0050 | XCLASS_FLAGS)
XTYP_CONNECT         = (0x0060 | XCLASS_BOOL | XTYPF_NOBLOCK)
XTYP_CONNECT_CONFIRM = (0x0070 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK)
XTYP_XACT_COMPLETE   = (0x0080 | XCLASS_NOTIFICATION )
XTYP_POKE            = (0x0090 | XCLASS_FLAGS)
XTYP_REGISTER        = (0x00A0 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK )
XTYP_REQUEST         = (0x00B0 | XCLASS_DATA )
XTYP_DISCONNECT      = (0x00C0 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK )
XTYP_UNREGISTER      = (0x00D0 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK )
XTYP_WILDCONNECT     = (0x00E0 | XCLASS_DATA | XTYPF_NOBLOCK)
XTYP_MONITOR         = (0x00F0 | XCLASS_NOTIFICATION | XTYPF_NOBLOCK)

XTYP_MASK            = 0x00F0
XTYP_SHIFT           = 4

TIMEOUT_ASYNC        = 0xFFFFFFFF

def get_winfunc(libname, funcname, restype=None, argtypes=(), _libcache={}):
    """Retrieve a function from a library, and set the data types."""
    from ctypes import windll

    if libname not in _libcache:
        _libcache[libname] = windll.LoadLibrary(libname)
    func = getattr(_libcache[libname], funcname)
    func.argtypes = argtypes
    func.restype = restype

    return func


DDECALLBACK = WINFUNCTYPE(HDDEDATA, UINT, UINT, HCONV, HSZ, HSZ, HDDEDATA, 
                          ULONG_PTR, ULONG_PTR)

class DDE(object):
    """Object containing all the DDE functions"""
    AccessData         = get_winfunc("user32", "DdeAccessData",          LPBYTE,   (HDDEDATA, LPDWORD))
    ClientTransaction  = get_winfunc("user32", "DdeClientTransaction",   HDDEDATA, (LPBYTE, DWORD, HCONV, HSZ, UINT, UINT, DWORD, LPDWORD))
    Connect            = get_winfunc("user32", "DdeConnect",             HCONV,    (DWORD, HSZ, HSZ, PCONVCONTEXT))
    CreateStringHandle = get_winfunc("user32", "DdeCreateStringHandleW", HSZ,      (DWORD, LPCWSTR, UINT))
    Disconnect         = get_winfunc("user32", "DdeDisconnect",          BOOL,     (HCONV,))
    GetLastError       = get_winfunc("user32", "DdeGetLastError",        UINT,     (DWORD,))
    Initialize         = get_winfunc("user32", "DdeInitializeW",         UINT,     (LPDWORD, DDECALLBACK, DWORD, DWORD))
    FreeDataHandle     = get_winfunc("user32", "DdeFreeDataHandle",      BOOL,     (HDDEDATA,))
    FreeStringHandle   = get_winfunc("user32", "DdeFreeStringHandle",    BOOL,     (DWORD, HSZ))
    QueryString        = get_winfunc("user32", "DdeQueryStringA",        DWORD,    (DWORD, HSZ, LPSTR, DWORD, c_int))
    UnaccessData       = get_winfunc("user32", "DdeUnaccessData",        BOOL,     (HDDEDATA,))
    Uninitialize       = get_winfunc("user32", "DdeUninitialize",        BOOL,     (DWORD,))

class DDEError(RuntimeError):
    """Exception raise when a DDE errpr occures."""
    def __init__(self, msg, idInst=None):
        if idInst is None:
            RuntimeError.__init__(self, msg)
        else:
            RuntimeError.__init__(self, "%s (err=%s)" % (msg, hex(DDE.GetLastError(idInst))))

class DDEClient(object):
    """The DDEClient class.

    Use this class to create and manage a connection to a service/topic.  To get
    classbacks subclass DDEClient and overwrite callback."""

    def __init__(self, service, topic):
        """Create a connection to a service/topic."""
        from ctypes import byref

        self._idInst = DWORD(0)
        self._hConv = HCONV()

        self._callback = DDECALLBACK(self._callback)
        res = DDE.Initialize(byref(self._idInst), self._callback, 0x00000010, 0)
        if res != DMLERR_NO_ERROR:
            raise DDEError("Unable to register with DDEML (err=%s)" % hex(res))

        hszService = DDE.CreateStringHandle(self._idInst, service, 1200)
        hszTopic = DDE.CreateStringHandle(self._idInst, topic, 1200)
        self._hConv = DDE.Connect(self._idInst, hszService, hszTopic, PCONVCONTEXT())
        DDE.FreeStringHandle(self._idInst, hszTopic)
        DDE.FreeStringHandle(self._idInst, hszService)
        if not self._hConv:
            raise DDEError("Unable to establish a conversation with server", self._idInst)

    def __del__(self):
        """Cleanup any active connections."""
        if self._hConv:
            DDE.Disconnect(self._hConv)
        if self._idInst:
            DDE.Uninitialize(self._idInst)

    def advise(self, item, stop=False):
        """Request updates when DDE data changes."""
        from ctypes import byref

        hszItem = DDE.CreateStringHandle(self._idInst, item, 1200)
        hDdeData = DDE.ClientTransaction(LPBYTE(), 0, self._hConv, hszItem, CF_TEXT, XTYP_ADVSTOP if stop else XTYP_ADVSTART, TIMEOUT_ASYNC, LPDWORD())
        DDE.FreeStringHandle(self._idInst, hszItem)
        if not hDdeData:
            raise DDEError("Unable to %s advise" % ("stop" if stop else "start"), self._idInst)
            DDE.FreeDataHandle(hDdeData)

    def execute(self, command, timeout=5000):
        """Execute a DDE command."""
        pData = c_char_p(command)
        cbData = DWORD(len(command) + 1)
        hDdeData = DDE.ClientTransaction(pData, cbData, self._hConv, HSZ(), CF_TEXT, XTYP_EXECUTE, timeout, LPDWORD())
        if not hDdeData:
            raise DDEError("Unable to send command", self._idInst)
            DDE.FreeDataHandle(hDdeData)

    def request(self, item, timeout=5000):
        """Request data from DDE service."""
        from ctypes import byref

        hszItem = DDE.CreateStringHandle(self._idInst, item, 1200)
        hDdeData = DDE.ClientTransaction(LPBYTE(), 0, self._hConv, hszItem, CF_TEXT, XTYP_REQUEST, timeout, LPDWORD())
        DDE.FreeStringHandle(self._idInst, hszItem)
        if not hDdeData:
            raise DDEError("Unable to request item", self._idInst)

        if timeout != TIMEOUT_ASYNC:
            pdwSize = DWORD(0)
            pData = DDE.AccessData(hDdeData, byref(pdwSize))
        #if not pData:
        #    DDE.FreeDataHandle(hDdeData)
        #    raise DDEError("Unable to access data", self._idInst)
        #    # TODO: use pdwSize
        #    DDE.UnaccessData(hDdeData)
        #else:
        #    pData = None
        #    DDE.FreeDataHandle(hDdeData)
        return pData

    def callback(self, value, item=None):
        """Calback function for advice."""
        print "%s: %s" % (item, value)

    def _callback(self, wType, uFmt, hConv, hsz1, hsz2, hDdeData, dwData1, dwData2):
        #if wType == XTYP_ADVDATA:
        from ctypes import byref, create_string_buffer

        dwSize = DWORD(0)
        pData = DDE.AccessData(hDdeData, byref(dwSize))
        if pData:
            item = create_string_buffer('\000' * 128)
            DDE.QueryString(self._idInst, hsz2, item, 128, 1004)
            self.callback(pData, item.value)
            DDE.UnaccessData(hDdeData)
        return DDE_FACK
        return 0

def WinMSGLoop():
    """Run the main windows message loop."""
    from ctypes import POINTER, byref, c_ulong
    from ctypes.wintypes import BOOL, HWND, MSG, UINT

    LPMSG = POINTER(MSG)
    LRESULT = c_ulong
    GetMessage = get_winfunc("user32", "GetMessageW", BOOL, (LPMSG, HWND, UINT, UINT))
    TranslateMessage = get_winfunc("user32", "TranslateMessage", BOOL, (LPMSG,))
    # restype = LRESULT
    DispatchMessage = get_winfunc("user32", "DispatchMessageW", LRESULT, (LPMSG,))

    msg = MSG()
    lpmsg = byref(msg)
    while GetMessage(lpmsg, HWND(), 0, 0) > 0:
        TranslateMessage(lpmsg)
        DispatchMessage(lpmsg)


#Go
#if __name__ == "__main__":

    #get connect with server SPnet
    #dde = DDEClient("Spserver", "G41")

    #while True:
        #print dde.request("R(56,40)")
        #time.sleep(1)
    


    #WinMSGLoop()

can i get for mt5

After few hours of runtime the request method starts fail frequently - do you know wahat could be the problem? For example, at start it would run for an hour or so with no failed requests and then it would start to fail usually about 270 requests each second (I do about 6 requests each second).

EDIT: I profiled this with PyVmMonitor, it seems that there is a memory leak somewhere

EDIT2: Added DDE.FreeDataHandle(hDdeData) and DDE.UnaccessData(hDdeData) at the end of the request method and it seems that it has fixed the leak