Appropriate implementation of MVVM pattern in WPF

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C#

WCF

WPF

MVVM

Chat

Hi all,
I created a Simple Chat Application using WPF/WCF and I have doubts if I correctly implemented MVVM pattern in it.
The main chat window has underlying view model which is assigned to window DataContext property (standard solution, I guess):

class ChatWindowViewModel : INotifyPropertyChanged, IChatCallback
{
    //fields and properties
    public ChatService.ChatClient client;
    InstanceContext instanceContext;
    public bool askToExitApp;

    private User chatUser;
    public User ChatUser
    {
        get { return chatUser; }
        set
        {
            chatUser = value;
            OnPropertyChanged("ChatUser");
        }
    }

    // storage for all logged users, they will be shown in datagrid
    public ObservableCollection<User> AllActiveUsers { get; set; }

    // storage for all sent messages, they will be shown in datagrid
    public ObservableCollection<ChatMessage> AllMessages { get; set; }

    // storage for a message, being typed by user in chat
    public ChatMessage CurrentMessage { get; set; }

    public event PropertyChangedEventHandler PropertyChanged;
    protected void OnPropertyChanged(string propertyName)
    {
        PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(propertyName));
    }

    //implementation of the IChatCallback callback interface
    public void UserSentMessage(ChatMessageDTO msgDTO){ ... }
    public void UserJoined(ChatMessageDTO msgDTO) { ... }
    public void UserLeft(ChatMessageDTO msgDTO) { ... }
    public void IsAlive() { ... }

    //constructor
    public ChatWindowViewModel()
    {
        instanceContext = new InstanceContext(this);
        askToExitApp = true;
        AllActiveUsers = new ObservableCollection<User>();
        AllMessages = new ObservableCollection<ChatMessage>();
        CurrentMessage = new ChatMessage();
        ChatUser = new User { Nickname = string.Empty };
    }

    //commands and everything related to them
    private ICommand chatWindowLoadedCommand;
    public ICommand ChatWindowLoadedCommand { ... }
    private void ChatWindowLoaded() { ... }
    .
    .
}

The ChatUser.Nickname property from the view model is bound to the main chat window title in corresponding XAML file, so that user name is shown in the window title bar when a user logs in.
On the server side, a chat service is implemented with following contracts:

[ServiceContract(SessionMode = SessionMode.Required, CallbackContract = typeof(IChatCallback))]
interface IChat
{
    [OperationContract(IsOneWay = true, IsInitiating = false, IsTerminating = false)]
    void SendMessage(ChatMessageDTO msg);

    [OperationContract(IsOneWay = false, IsInitiating = true, IsTerminating = false)]
    string Join(UserDTO user, out UserDTO[] activeUsers);

    [OperationContract(IsOneWay = true, IsInitiating = false, IsTerminating = true)]
    void Leave();
}

Before a user can start with chatting, he/she/it has to log in. In the login window a nickname can be specified and it will be checked against nicknames of the logged users.

In order to use already defined methods and properties in ChatWindowViewModel, for example:
- to bind login window textbox (where user types his nickname) with ChatUser.Nickname property
- to check if any logged user has already chosen the specified nickname (using service Join contract),
I assigned ChatWindowViewModel to the DataContext property of the login window:

private void ChatWindowLoaded()
{
    client = new ChatService.ChatClientinstanceContext);
    client.Open();

    bool? ret = true;
    using (LoginDialog loginDlg = new LoginDialog())
    {
        loginDlg.DataContext = this; //!!!! is this ok?
        ret = loginDlg.ShowDialog();
    }

    // in case user do not want to login,
    // close chat window client application
    if (ret == false)
        MainWindowRequestCloseCommand.Execute(null);
}

This way I could use functionalites defined in ChatWindowViewModel, within the login window, for example like this:

// memeber of LoginWindow class
     private void DummyHandler(object sender, EventArgs e)
{
    try
    {
        UserDTO[] activeUsers;
        string result = ((ChatWindowViewModel)DataContext).client.Join(((ChatWindowViewModel)DataContext).ChatUser.ToUserDTO(), out activeUsers);
        if (result != "OK")
        {
            MessageBox.Show(result);
            ((ChatWindowViewModel)DataContext).askToExitApp = false;
            DialogResult = false;
        }
        else
        {
            ((ChatWindowViewModel)DataContext).CurrentMessage.Sender = ((ChatWindowViewModel)DataContext).ChatUser;
            foreach (var user in activeUsers.OrderBy(x => x.Nickname).Select(x => x.ToUser()))
                ((ChatWindowViewModel)DataContext).AllActiveUsers.Add(user);
            DialogResult = true;
            Close();
        }
    }
    catch (Exception ex)
    {
        MessageBox.Show("Unexpected error occured. Application will be terminated.");
        ((ChatWindowViewModel)DataContext).askToExitApp = false;
        DialogResult = false;
        Close();
    }
}

Finally, to get back to the question: Is this a correct way to do something like this in MVVM?

What I have tried:

I was maybe a little bit lengthy in my description, an apology for that, I just wanted to explain what I tried to do. Thanks for the comments.