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Architecture

This document describes how the OpenAlgo AmiBroker plugin is structured and how data moves from OpenAlgo into AmiBroker.

High-Level Design

AmiBroker
  |
  | Plugin API
  |   GetQuotesEx      -> chart/history arrays
  |   GetRecentInfo    -> realtime quote window
  |   Notify           -> database/menu/status notifications
  |
OpenAlgo.dll
  |
  |-- HTTP worker thread
  |     POST /api/v1/history
  |     fills per-symbol bar cache
  |
  |-- WebSocket reader thread
  |     authenticate
  |     subscribe mode 1, 2, 3
  |     updates RecentInfo and live candle builders
  |
  |-- Main/UI thread entry points
        serve cached bars to AmiBroker
        queue history fetches
        open configuration dialog

Core Components

AmiBroker Plugin API

The primary exported functions are implemented in Plugin.cpp.

Function Responsibility
GetPluginInfo Supplies plugin metadata to AmiBroker
Init Loads settings, starts worker threads, initializes WebSocket
Release Stops threads and cleans up plugin state
GetStatus Reports plugin state to AmiBroker status area
Configure Opens the OpenAlgo configuration dialog
Notify Handles database load/unload and status-menu backfill actions
GetQuotesEx Supplies chart bars from the in-memory cache
GetRecentInfo Supplies realtime quote window data

HTTP Worker

The HTTP worker is the only code path that calls the history REST API.

Responsibilities:

  • Drain g_HttpWorkQueue
  • Call GetOpenAlgoHistory
  • Store bars in g_SymbolBarCache
  • Clear in-progress flags
  • Notify AmiBroker that bars are ready
  • Refresh the active chart if the completed symbol is active

The worker is intentionally single-threaded. If five symbols are queued for backfill, they are processed sequentially. This avoids burst load on the OpenAlgo server and keeps cache mutation simple.

WebSocket Reader

The WebSocket reader runs independently of AmiBroker chart refreshes.

Responsibilities:

  • Connect to the configured WebSocket URL
  • Authenticate with the OpenAlgo API key
  • Send WebSocket ping frames every 30 seconds
  • Reconnect every 5 seconds after a disconnect
  • Resubscribe previously active symbols after reconnect
  • Parse incoming market data frames
  • Update quote window state
  • Build realtime 1-minute candles from trade/LTP frames

Caches

SymbolBarCache stores historical bars by ticker:

  • oneMinBars: 1-minute bars
  • dailyBars: daily bars
  • lastOneMinFetch: last successful intraday fetch timestamp
  • lastDailyFetch: last successful daily fetch timestamp
  • in-progress flags to prevent duplicate worker jobs

RecentInfo objects are stored per symbol and kept alive for the life of the plugin. AmiBroker may keep pointers returned by GetRecentInfo, so these objects must not be stack allocated.

BarBuilder stores the in-progress realtime candle for each active symbol.

Historical Data Flow

Chart requests bars
  |
GetQuotesEx(symbol, periodicity)
  |
Serve cached bars immediately if present
  |
If cache is stale, queue worker job
  |
HTTP worker calls /api/v1/history
  |
Worker writes cache
  |
Plugin sends WM_USER_STREAMING_UPDATE
  |
AmiBroker requests bars again when it needs them

The plugin does not block AmiBroker while downloading history. If a chart asks for data and the cache is empty, the plugin returns the existing AmiBroker array and waits for the worker to finish.

Realtime Chart Flow

WebSocket mode 1 LTP/trade tick
  |
ProcessWebSocketData
  |
Validate timestamp and trade frame
  |
ProcessTick
  |
Update current BarBuilder candle
  |
WM_USER_STREAMING_UPDATE
  |
GetQuotesEx overlays current realtime candle on cached history

Only trade/LTP frames are used for realtime candle construction. Quote and depth frames can carry a stale last-traded price with a newer book timestamp, so they are not used to build candles. This avoids false future candles and candle alignment problems.

Realtime Quote Window Flow

GetRecentInfo(symbol)
  |
Create or return persistent RecentInfo
  |
Ensure WebSocket subscription
  |
WebSocket mode 2/3 frames update fields in-place
  |
AmiBroker refreshes quote window from RecentInfo

The Realtime Quote Window is WebSocket-only. The plugin does not call /api/v1/quotes as a fallback.

Time & Sales Flow

The intended flow is:

WebSocket trade/bid/ask frame
  |
Update RecentInfo
  |
Set RI_STATUS_TRADE / RI_STATUS_NEW_BID / RI_STATUS_NEW_ASK
  |
Send WM_USER_STREAMING_UPDATE
  |
AmiBroker Time & Sales consumes event

This path is not working reliably in current testing. The Time & Sales window is a known issue for the next version.

Backfill Modes

Manual menu backfill:

  • 3 Months, 6 Months, 1 Year for 1-minute bars
  • 5 Years, 10 Years, 25 Years for daily bars
  • Current symbol or all loaded/subscribed symbols

Automatic intraday refresh:

  • Controlled by Backfill Refresh (sec)
  • Default is 30 seconds
  • Uses the existing cache as seed, so routine refreshes request from the latest cached date to today

Daily automatic refresh:

  • Uses a one-hour stale window
  • Daily menu backfill can still force larger ranges

Chart Refresh Strategy

The plugin uses AmiBroker's data-plugin notification:

  • WM_USER_STREAMING_UPDATE
  • RI_STATUS_BARSREADY

For active-chart historical refresh, the plugin also calls AmiBroker automation Broker.Application.RefreshAll() when the completed backfill symbol matches the active chart symbol. This is intentionally gated so background symbol refreshes do not repaint all AmiBroker charts every few seconds.