/// <summary>
/// Get reports for all accounts
/// </summary>
/// <param name="session"></param>
public static void GetReports(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
System.Net.WebClient webClient = new System.Net.WebClient();
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
string url = session.getReportURL(account, DateTime.Now.AddMonths(-1), DateTime.Now, "html", null, null, 0);
Console.WriteLine("AccountID={0}; Balance={1}; UsedMargin={2}; Report URL={3}",
account.AccountID, account.Balance, account.UsedMargin, url);
string content = webClient.DownloadString(url);
string filename = account.AccountID + ".html";
System.IO.File.WriteAllText(filename, content);
Console.WriteLine("Report is saved to {0}", filename);
}
}
/// <summary>
/// Print accounts table
/// </summary>
/// <param name="session"></param>
private static void PrintAccounts(O2GSession session)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
O2GAccountRow accountRow = accountsResponseReader.getRow(i);
Console.WriteLine("AccountID: {0}, Balance: {1}, Used margin: {2}", accountRow.AccountID, accountRow.Balance, accountRow.UsedMargin);
}
}
/// <summary>
/// Find valid account by ID or get the first valid account
/// </summary>
/// <param name="session"></param>
/// <returns>account</returns>
private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
{
O2GAccountRow account = null;
bool bHasAccount = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (account.MaintenanceType.Equals("0")) // netting account
{
if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
{
if (account.MarginCallFlag.Equals("N"))
{
if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
{
bHasAccount = true;
break;
}
}
}
}
}
if (!bHasAccount)
{
return null;
}
else
{
return account;
}
}
/// <summary>
/// Create close market order request
/// </summary>
private static O2GRequest CreateCloseMarketOrderRequest(O2GSession session, string sInstrument, O2GTradeRow tradeRow)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
if (permissionChecker.canCreateMarketCloseOrder(sInstrument) != O2GPermissionStatus.PermissionEnabled)
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen); // in USA you need to use "OM" to close a position.
}
else
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
valuemap.setString(O2GRequestParamsEnum.TradeID, tradeRow.TradeID);
}
valuemap.setString(O2GRequestParamsEnum.AccountID, tradeRow.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, tradeRow.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, tradeRow.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy);
valuemap.setInt(O2GRequestParamsEnum.Amount, tradeRow.Amount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return(request);
}
/// <summary>
/// Find valid account
/// </summary>
/// <param name="session"></param>
/// <returns>account</returns>
private static O2GAccountRow GetAccount(O2GSession session, string sAccountID)
{
O2GAccountRow account = null;
bool bHasAccount = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GAccountsTableResponseReader accountsResponseReader = readerFactory.createAccountsTableReader(response);
for (int i = 0; i < accountsResponseReader.Count; i++)
{
account = accountsResponseReader.getRow(i);
string sAccountKind = account.AccountKind;
if (sAccountKind.Equals("32") || sAccountKind.Equals("36"))
{
if (account.MarginCallFlag.Equals("N"))
{
if (string.IsNullOrEmpty(sAccountID) || sAccountID.Equals(account.AccountID))
{
bHasAccount = true;
break;
}
}
}
}
if (!bHasAccount)
{
return(null);
}
else
{
return(account);
}
}
/// <summary>
/// Show permissions for the particular instrument
/// </summary>
public static void CheckPermissions(O2GSession session, string sInstrument)
{
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
Console.WriteLine("canCreateMarketOpenOrder = {0}", permissionChecker.canCreateMarketOpenOrder(sInstrument));
Console.WriteLine("canChangeMarketOpenOrder = {0}", permissionChecker.canChangeMarketOpenOrder(sInstrument));
Console.WriteLine("canDeleteMarketOpenOrder = {0}", permissionChecker.canDeleteMarketOpenOrder(sInstrument));
Console.WriteLine("canCreateMarketCloseOrder = {0}", permissionChecker.canCreateMarketCloseOrder(sInstrument));
Console.WriteLine("canChangeMarketCloseOrder = {0}", permissionChecker.canChangeMarketCloseOrder(sInstrument));
Console.WriteLine("canDeleteMarketCloseOrder = {0}", permissionChecker.canDeleteMarketCloseOrder(sInstrument));
Console.WriteLine("canCreateEntryOrder = {0}", permissionChecker.canCreateEntryOrder(sInstrument));
Console.WriteLine("canChangeEntryOrder = {0}", permissionChecker.canChangeEntryOrder(sInstrument));
Console.WriteLine("canDeleteEntryOrder = {0}", permissionChecker.canDeleteEntryOrder(sInstrument));
Console.WriteLine("canCreateStopLimitOrder = {0}", permissionChecker.canCreateStopLimitOrder(sInstrument));
Console.WriteLine("canChangeStopLimitOrder = {0}", permissionChecker.canChangeStopLimitOrder(sInstrument));
Console.WriteLine("canDeleteStopLimitOrder = {0}", permissionChecker.canDeleteStopLimitOrder(sInstrument));
Console.WriteLine("canRequestQuote = {0}", permissionChecker.canRequestQuote(sInstrument));
Console.WriteLine("canAcceptQuote = {0}", permissionChecker.canAcceptQuote(sInstrument));
Console.WriteLine("canDeleteQuote = {0}", permissionChecker.canDeleteQuote(sInstrument));
Console.WriteLine("canJoinToNewContingencyGroup = {0}", permissionChecker.canJoinToNewContingencyGroup(sInstrument));
Console.WriteLine("canJoinToExistingContingencyGroup = {0}", permissionChecker.canJoinToExistingContingencyGroup(sInstrument));
Console.WriteLine("canRemoveFromContingencyGroup = {0}", permissionChecker.canRemoveFromContingencyGroup(sInstrument));
Console.WriteLine("canChangeOfferSubscription = {0}", permissionChecker.canChangeOfferSubscription(sInstrument));
Console.WriteLine("canCreateNetCloseOrder = {0}", permissionChecker.canCreateNetCloseOrder(sInstrument));
Console.WriteLine("canChangeNetCloseOrder = {0}", permissionChecker.canChangeNetCloseOrder(sInstrument));
Console.WriteLine("canDeleteNetCloseOrder = {0}", permissionChecker.canDeleteNetCloseOrder(sInstrument));
Console.WriteLine("canCreateNetStopLimitOrder = {0}", permissionChecker.canCreateNetStopLimitOrder(sInstrument));
Console.WriteLine("canChangeNetStopLimitOrder = {0}", permissionChecker.canChangeNetStopLimitOrder(sInstrument));
Console.WriteLine("canDeleteNetStopLimitOrder = {0}", permissionChecker.canDeleteNetStopLimitOrder(sInstrument));
Console.WriteLine("canUseDynamicTrailingForStop = {0}", permissionChecker.canUseDynamicTrailingForStop());
Console.WriteLine("canUseDynamicTrailingForLimit = {0}", permissionChecker.canUseDynamicTrailingForLimit());
Console.WriteLine("canUseDynamicTrailingForEntryStop = {0}", permissionChecker.canUseDynamicTrailingForEntryStop());
Console.WriteLine("canUseDynamicTrailingForEntryLimit = {0}", permissionChecker.canUseDynamicTrailingForEntryLimit());
Console.WriteLine("canUseFluctuateTrailingForStop = {0}", permissionChecker.canUseFluctuateTrailingForStop());
Console.WriteLine("canUseFluctuateTrailingForLimit = {0}", permissionChecker.canUseFluctuateTrailingForLimit());
Console.WriteLine("canUseFluctuateTrailingForEntryStop = {0}", permissionChecker.canUseFluctuateTrailingForEntryStop());
Console.WriteLine("canUseFluctuateTrailingForEntryLimit = {0}", permissionChecker.canUseFluctuateTrailingForEntryLimit());
}
/// <summary>
/// Create close market order request
/// </summary>
private static O2GRequest CreateCloseMarketOrderRequest(O2GSession session, string sInstrument, O2GTradeRow tradeRow)
{
O2GRequest request = null;
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory == null)
{
throw new Exception("Cannot create request factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GPermissionChecker permissionChecker = loginRules.getPermissionChecker();
O2GValueMap valuemap = requestFactory.createValueMap();
valuemap.setString(O2GRequestParamsEnum.Command, Constants.Commands.CreateOrder);
if (permissionChecker.canCreateMarketCloseOrder(sInstrument) != O2GPermissionStatus.PermissionEnabled)
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketOpen); // in USA you need to use "OM" to close a position.
}
else
{
valuemap.setString(O2GRequestParamsEnum.OrderType, Constants.Orders.TrueMarketClose);
valuemap.setString(O2GRequestParamsEnum.TradeID, tradeRow.TradeID);
}
valuemap.setString(O2GRequestParamsEnum.AccountID, tradeRow.AccountID);
valuemap.setString(O2GRequestParamsEnum.OfferID, tradeRow.OfferID);
valuemap.setString(O2GRequestParamsEnum.BuySell, tradeRow.BuySell.Equals(Constants.Buy) ? Constants.Sell : Constants.Buy);
valuemap.setInt(O2GRequestParamsEnum.Amount, tradeRow.Amount);
valuemap.setString(O2GRequestParamsEnum.CustomID, "CloseMarketOrder");
request = requestFactory.createOrderRequest(valuemap);
if (request == null)
{
Console.WriteLine(requestFactory.getLastError());
}
return request;
}
// Get current prices and calculate order price
public void GetOfferRate(O2GSession session, string sInstrument, string mBuySell, string mOrderType, int entryPips,int stopPips)
{
double dBid = 0.0;
double dAsk = 0.0;
double dPointSize = 0.0;
try
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offer = offersReader.getRow(i);
if (sInstrument == offer.Instrument)
{
mOfferID = offer.OfferID;
dBid = offer.Bid;
dAsk = offer.Ask;
dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (mOrderType == Constants.Orders.LimitEntry)
{
if (mBuySell == Constants.Buy)
{
mRate = dAsk - entryPips * dPointSize;
// mRateLimit = mRate + 10 * dPointSize;
mRateStop = mRate - stopPips * dPointSize;
pegStopOffset = stopPips;
}
else
{
mRate = dBid + entryPips * dPointSize;
// mRateLimit = mRate - 10 * dPointSize;
mRateStop = mRate + stopPips * dPointSize;
pegStopOffset = -stopPips;
}
}
else // use StopEntry!
{
if (mBuySell == Constants.Buy)
{
mRate = dAsk + entryPips * dPointSize;
//mRateLimit = mRate + 10 * dPointSize;
mRateStop = mRate - stopPips * dPointSize;
pegStopOffset = -stopPips;
}
else // Sell
{
mRate = dBid - entryPips * dPointSize;
//mRateLimit = mRate - 10 * dPointSize;
mRateStop = mRate + stopPips * dPointSize;
pegStopOffset = stopPips;
}
}
mHasOffer = true;
break;
}
}
if (!mHasOffer)
log.debug("You specified invalid instrument. No action will be taken.");
}
}
catch (Exception e)
{
log.debug("Exception in GetOfferRate().\n\t " + e.Message);
}
}
// Get account for trade
public void GetAccount(O2GSession session)
{
try
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
string sAccountID = string.Empty;
string sAccountKind = string.Empty;
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
sAccountID = account.AccountID;
sAccountKind = account.AccountKind;
if (sAccountKind == "32" || sAccountKind == "36")
{
mAccountID = sAccountID;
mHasAccount = true;
break;
}
}
if (!mHasAccount)
log.debug("You don't have any accounts available for trading. No action will be taken.");
}
}
catch (Exception e)
{
log.debug("Exception in GetAccounts():\n\t " + e.Message);
}
}
// Print trading settings of the first account
private static void PrintTradingSettings(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
if (accountsResponse == null)
{
throw new Exception("Cannot get response");
}
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
if (offersResponse == null)
{
throw new Exception("Cannot get response");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GAccountsTableResponseReader accountsReader = factory.createAccountsTableReader(accountsResponse);
O2GOffersTableResponseReader instrumentsReader = factory.createOffersTableReader(offersResponse);
O2GAccountRow account = accountsReader.getRow(0);
for (int i = 0; i < instrumentsReader.Count; i++)
{
O2GOfferRow instrumentRow = instrumentsReader.getRow(i);
string instrument = instrumentRow.Instrument;
int condDistStopForTrade = tradingSettingsProvider.getCondDistStopForTrade(instrument);
int condDistLimitForTrade = tradingSettingsProvider.getCondDistLimitForTrade(instrument);
int condDistEntryStop = tradingSettingsProvider.getCondDistEntryStop(instrument);
int condDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(instrument);
int minQuantity = tradingSettingsProvider.getMinQuantity(instrument, account);
int maxQuantity = tradingSettingsProvider.getMaxQuantity(instrument, account);
int baseUnitSize = tradingSettingsProvider.getBaseUnitSize(instrument, account);
O2GMarketStatus marketStatus = tradingSettingsProvider.getMarketStatus(instrument);
int minTrailingStep = tradingSettingsProvider.getMinTrailingStep();
int maxTrailingStep = tradingSettingsProvider.getMaxTrailingStep();
double mmr = tradingSettingsProvider.getMMR(instrument, account);
double mmr2 = 0, emr = 0, lmr = 0;
bool threeLevelMargin = tradingSettingsProvider.getMargins(instrument, account, ref mmr2, ref emr, ref lmr);
string sMarketStatus = "unknown";
switch (marketStatus)
{
case O2GMarketStatus.MarketStatusOpen:
sMarketStatus = "Market Open";
break;
case O2GMarketStatus.MarketStatusClosed:
sMarketStatus = "Market Close";
break;
}
Console.WriteLine("Instrument: {0}, Status: {1}", instrument, sMarketStatus);
Console.WriteLine("Cond.Dist: ST={0}; LT={1}", condDistStopForTrade, condDistLimitForTrade);
Console.WriteLine("Cond.Dist entry stop={0}; entry limit={1}", condDistEntryStop,
condDistEntryLimit);
Console.WriteLine("Quantity: Min={0}; Max={1}. Base unit size={2}; MMR={3}", minQuantity,
maxQuantity, baseUnitSize, mmr);
if (threeLevelMargin)
{
Console.WriteLine("Three level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
else
{
Console.WriteLine("Single level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
Console.WriteLine("Trailing step: {0}-{1}", minTrailingStep, maxTrailingStep);
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CreateOTO", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
// For the purpose of this example we will place primary order 30 pips below the current market price
// and our secondary order 15 pips below the current market price
double dRatePrimary = offer.Ask - 30.0 * offer.PointSize;
double dRateSecondary = offer.Ask - 15.0 * offer.PointSize;
O2GRequest request = CreateOTORequest(session, offer.OfferID, account.AccountID, iAmount, dRatePrimary, dRateSecondary);
if (request == null)
{
throw new Exception("Cannot create request");
}
tableListener.SubscribeEvents(tableManager);
List <string> requestIDList = new List <string>();
for (int i = 0; i < request.ChildrenCount; i++)
{
requestIDList.Add(request.getChildRequest(i).RequestID);
}
responseListener.SetRequestIDs(requestIDList);
tableListener.SetRequestIDs(requestIDList);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
private void GetAccount(O2GSession session)
{
try
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Accounts))
{
string sAccountID = string.Empty;
string sAccountKind = string.Empty;
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GAccountsTableResponseReader accountsReader = responseFactory.createAccountsTableReader(accountsResponse);
for (int i = 0; i < accountsReader.Count; i++)
{
O2GAccountRow account = accountsReader.getRow(i);
sAccountID = account.AccountID;
sAccountKind = account.AccountKind;
if (sAccountKind == "32" || sAccountKind == "36")
{
accountID = sAccountID;
break;
}
}
}
}
catch (Exception e)
{
log.debug("Exception in GetAccounts():\n\t " + e.Message);
}
}
static void Main(string[] args)
{
O2GSession session = null;
string sOrderType = Constants.Orders.LimitEntry;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("FindRowByColumnValue", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
else
{
if (!sampleParams.AccountID.Equals(account.AccountID))
{
sampleParams.AccountID = account.AccountID;
Console.WriteLine("AccountID='{0}'",
sampleParams.AccountID);
}
}
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double dRate;
double dRateStop;
double dRateLimit;
double dBid = offer.Bid;
double dAsk = offer.Ask;
double dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (sOrderType.Equals(Constants.Orders.LimitEntry))
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk - 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid + 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
else
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk + 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid - 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateELSRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, dRate, dRateLimit, dRateStop, sampleParams.BuySell, sOrderType);
if (request == null)
{
throw new Exception("Cannot create request");
}
string sRequestID = request.RequestID;
responseListener.SetRequestID(sRequestID);
tableListener.SetRequestID(sRequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
Console.WriteLine("Search by RequestID:{0}", sRequestID);
FindOrders(tableManager, sRequestID);
Console.WriteLine("Search by Type:{0} and BuySell:{1}", sOrderType, sampleParams.BuySell);
FindOrdersByTypeAndDirection(tableManager, sOrderType, sampleParams.BuySell);
Console.WriteLine("Search conditional orders");
FindConditionalOrders(tableManager);
Console.WriteLine("Done!");
tableListener.UnsubscribeEvents(tableManager);
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("GetLastOrderUpdate", loginParams, sampleParams);
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvent() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
O2GRequest request;
request = CreateTrueMarketOrderRequest(session, offer.OfferID, account.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
string sOrderID = responseListener.GetOrderID();
if (!string.IsNullOrEmpty(sOrderID))
{
Console.WriteLine("You have successfully created a true market order.");
Console.WriteLine("Your order ID is {0}", sOrderID);
request = GetLastOrderUpdateRequest(session, sOrderID, account.AccountName);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
O2GResponse response = responseListener.GetResponse();
if (response != null && response.Type == O2GResponseType.GetLastOrderUpdate)
{
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory != null)
{
O2GLastOrderUpdateResponseReader reader = readerFactory.createLastOrderUpdateResponseReader(response);
Console.WriteLine("Last order update: UpdateType={0}, OrderID={1}, Status={2}, StatusTime={3}",
reader.UpdateType.ToString(), reader.Order.OrderID, reader.Order.Status.ToString(),
reader.Order.StatusTime.ToString("yyyy-MM-dd HH:mm:ss"));
}
}
Console.WriteLine("Done!");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvent();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
try
{
Console.WriteLine("CreateELS sample\n");
ArgumentParser argParser = new ArgumentParser(args, "CreateELS");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.AccountID,
ParserArgument.BuySell,
ParserArgument.OrderType,
ParserArgument.Lots,
ParserArgument.AccountID
);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double dRate;
double dRateStop;
double dRateLimit;
double dBid = offer.Bid;
double dAsk = offer.Ask;
double dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (sampleParams.OrderType.Equals(Constants.Orders.LimitEntry))
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk - 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid + 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
else
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk + 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid - 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateELSRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, dRate, dRateLimit, dRateStop, sampleParams.BuySell, sampleParams.OrderType);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CreateAndFindEntry", loginParams, sampleParams);
session = O2GTransport.createSession();
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double dRate = CalculateRate(sampleParams.OrderType, sampleParams.BuySell, offer.Ask, offer.Bid, offer.PointSize);
O2GRequest request = CreateEntryOrderRequest(session, offer.OfferID, account.AccountID, iAmount, dRate, sampleParams.BuySell, sampleParams.OrderType);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
string sOrderID = responseListener.GetOrderID();
if (!string.IsNullOrEmpty(sOrderID))
{
Console.WriteLine("You have successfully created an entry order for instrument {0}", sampleParams.Instrument);
Console.WriteLine("Your order ID is {0}", sOrderID);
FindOrder(session, sOrderID, sampleParams.AccountID, responseListener);
Console.WriteLine("Done!");
}
}
else
{
throw new Exception("Response waiting timeout expired");
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
// Print trading settings of the first account
private static void PrintTradingSettings(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponse accountsResponse = loginRules.getTableRefreshResponse(O2GTableType.Accounts);
if (accountsResponse == null)
{
throw new Exception("Cannot get response");
}
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
if (offersResponse == null)
{
throw new Exception("Cannot get response");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GAccountsTableResponseReader accountsReader = factory.createAccountsTableReader(accountsResponse);
O2GOffersTableResponseReader instrumentsReader = factory.createOffersTableReader(offersResponse);
O2GAccountRow account = accountsReader.getRow(0);
for (int i = 0; i < instrumentsReader.Count; i++)
{
O2GOfferRow instrumentRow = instrumentsReader.getRow(i);
string instrument = instrumentRow.Instrument;
int condDistStopForTrade = tradingSettingsProvider.getCondDistStopForTrade(instrument);
int condDistLimitForTrade = tradingSettingsProvider.getCondDistLimitForTrade(instrument);
int condDistEntryStop = tradingSettingsProvider.getCondDistEntryStop(instrument);
int condDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(instrument);
int minQuantity = tradingSettingsProvider.getMinQuantity(instrument, account);
int maxQuantity = tradingSettingsProvider.getMaxQuantity(instrument, account);
int baseUnitSize = tradingSettingsProvider.getBaseUnitSize(instrument, account);
O2GMarketStatus marketStatus = tradingSettingsProvider.getMarketStatus(instrument);
int minTrailingStep = tradingSettingsProvider.getMinTrailingStep();
int maxTrailingStep = tradingSettingsProvider.getMaxTrailingStep();
double mmr = tradingSettingsProvider.getMMR(instrument, account);
double mmr2=0, emr=0, lmr=0;
bool threeLevelMargin = tradingSettingsProvider.getMargins(instrument, account, ref mmr2, ref emr, ref lmr);
string sMarketStatus = "unknown";
switch (marketStatus)
{
case O2GMarketStatus.MarketStatusOpen:
sMarketStatus = "Market Open";
break;
case O2GMarketStatus.MarketStatusClosed:
sMarketStatus = "Market Close";
break;
}
Console.WriteLine("Instrument: {0}, Status: {1}", instrument, sMarketStatus);
Console.WriteLine("Cond.Dist: ST={0}; LT={1}", condDistStopForTrade, condDistLimitForTrade);
Console.WriteLine("Cond.Dist entry stop={0}; entry limit={1}", condDistEntryStop,
condDistEntryLimit);
Console.WriteLine("Quantity: Min={0}; Max={1}. Base unit size={2}; MMR={3}", minQuantity,
maxQuantity, baseUnitSize, mmr);
if (threeLevelMargin)
{
Console.WriteLine("Three level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
else
{
Console.WriteLine("Single level margin: MMR={0}; EMR={1}; LMR={2}", mmr2, emr, lmr);
}
Console.WriteLine("Trailing step: {0}-{1}", minTrailingStep, maxTrailingStep);
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CreateIf-thenELS", loginParams, sampleParams);
session = O2GTransport.createSession();
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double otoRate = offer.Bid + 2.0 * offer.PointSize;
double dRateELS = offer.Bid - 30.0 * offer.PointSize;
double dRateStop = offer.Bid - 50.0 * offer.PointSize;
double dRateLimit = offer.Bid + 50.0 * offer.PointSize;
Console.WriteLine("Bid={0}, Ask={1}, OTO={2}, ELS={3}, Stop={4}, Limit={5}", offer.Bid, offer.Ask, otoRate, dRateELS, dRateStop, dRateLimit);
O2GRequest request = CreateOTO_ELSRequest(session, offer.OfferID, account.AccountID, iAmount, otoRate, dRateELS, dRateStop, dRateLimit);
if (request == null)
{
throw new Exception("Cannot create request");
}
List <string> requestIDList = new List <string>();
FillRequestIDs(requestIDList, request);
responseListener.SetRequestIDs(requestIDList);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
// Get system properties
private void getSystemProperties(O2GSession session)
{
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getSystemPropertiesResponse();
O2GResponseReaderFactory factory = session.getResponseReaderFactory();
if (factory == null)
return;
O2GSystemPropertiesReader systemResponseReader = factory.createSystemPropertiesReader(response);
if (systemResponseReader == null)
return;
SystemProperties = systemResponseReader.Properties;
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("OpenPositionNetting", loginParams, sampleParams);
session = O2GTransport.createSession();
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GTradesTableResponseReader tradesTable = GetTradesTable(session, sampleParams.AccountID, responseListener);
if (tradesTable == null)
{
throw new Exception("Cannot get trades table");
}
responseListener.SetTradesTable(tradesTable);
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Thread.Sleep(1000); // Wait for the balance update
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
session.unsubscribeResponse(responseListener);
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
void IO2GSessionStatus.onSessionStatusChanged(O2GSessionStatusCode status)
{
bool connected;
string name;
switch (status)
{
case O2GSessionStatusCode.Connected:
connected = true;
mTimeConverter = mSession.getTimeConverter();
O2GLoginRules rules = mSession.getLoginRules();
if (rules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offers = rules.getTableRefreshResponse(O2GTableType.Offers);
ReadOffers(offers);
mReady = true;
}
else
{
O2GRequestFactory reqFactory = mSession.getRequestFactory();
O2GRequest request = reqFactory.createRefreshTableRequest(O2GTableType.Offers);
mSession.sendRequest(request);
mReady = false;
}
name = "connected";
break;
case O2GSessionStatusCode.Connecting:
connected = false;
name = "connecting";
break;
case O2GSessionStatusCode.Disconnected:
connected = false;
name = "disconnected";
break;
case O2GSessionStatusCode.Disconnecting:
connected = false;
name = "disconnecting";
break;
case O2GSessionStatusCode.PriceSessionReconnecting:
connected = false;
name = "price channel reconnecting";
break;
case O2GSessionStatusCode.SessionLost:
connected = false;
name = "session has been lost";
break;
default:
connected = false;
name = "unknown";
break;
}
if (!connected)
{
mReady = false;
mTimeConverter = null;
}
if (OnSessionStatusChanged != null)
{
SessionStatusEventArgs args = new SessionStatusEventArgs(connected, name);
OnSessionStatusChanged(this, args);
}
}
/// <summary>
/// Find valid offer by instrument name
/// </summary>
/// <param name="session"></param>
/// <param name="sInstrument"></param>
/// <returns>offer</returns>
private static O2GOfferRow GetOffer(O2GSession session, string sInstrument)
{
O2GOfferRow offer = null;
bool bHasOffer = false;
O2GResponseReaderFactory readerFactory = session.getResponseReaderFactory();
if (readerFactory == null)
{
throw new Exception("Cannot create response reader factory");
}
O2GLoginRules loginRules = session.getLoginRules();
O2GResponse response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GOffersTableResponseReader offersResponseReader = readerFactory.createOffersTableReader(response);
for (int i = 0; i < offersResponseReader.Count; i++)
{
offer = offersResponseReader.getRow(i);
if (offer.Instrument.Equals(sInstrument))
{
if (offer.SubscriptionStatus.Equals("T"))
{
bHasOffer = true;
break;
}
}
}
if (!bHasOffer)
{
return null;
}
else
{
return offer;
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
string sInstrument = "EUR/USD";
string sBuySell = Constants.Buy;
try
{
Console.WriteLine("CreateOTO sample\n");
ArgumentParser argParser = new ArgumentParser(args, "CloseAllPositions");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sInstrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sInstrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sInstrument, account);
int iAmount = iBaseUnitSize * 1;
double dRate = offer.Ask - (offer.PointSize * 10);
O2GRequest request;
request = CreateEntryOrderRequest(session, offer.OfferID, account.AccountID, iAmount, dRate, sBuySell, Constants.Orders.LimitEntry);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
string sOrderID = responseListener.GetOrderID();
if (!string.IsNullOrEmpty(sOrderID))
{
request = RemoveOrderRequest(session, account.AccountID, sOrderID);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
try
{
Console.WriteLine("CreateOCO sample\n");
ArgumentParser argParser = new ArgumentParser(args, "CreateOCO");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.Lots,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
// For the purpose of this example we will place entry orders 30 pips from the current market price
double dRateUp = offer.Ask + 30.0 * offer.PointSize;
double dRateDown = offer.Bid - 30.0 * offer.PointSize;
O2GRequest request = CreateOCORequest(session, offer.OfferID, account.AccountID, iAmount, dRateUp, dRateDown);
if (request == null)
{
throw new Exception("Cannot create request");
}
List <string> requestIDList = new List <string>();
for (int i = 0; i < request.ChildrenCount; i++)
{
requestIDList.Add(request.getChildRequest(i).RequestID);
}
responseListener.SetRequestIDs(requestIDList);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
int iLots = 10;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("PatrialFill", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
else
{
if (!account.AccountID.Equals(sampleParams.AccountID))
{
sampleParams.AccountID = account.AccountID;
Console.WriteLine("AccountID='{0}'",
sampleParams.AccountID);
}
}
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * iLots;
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Thread.Sleep(1000); // Wait for the balance update
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CalculateTradingCommissions", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountTableRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
throw new Exception(string.IsNullOrEmpty(sampleParams.AccountID) ? "No valid accounts" : string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
O2GOfferTableRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
printEstimatedTradingCommissions(session, offer, account, iAmount, sampleParams.BuySell);
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
/// <summary>
/// Listener: When Trading session status is changed
/// </summary>
/// <param name="status"></param>
public void onSessionStatusChanged(O2GSessionStatusCode status)
{
switch (status)
{
case O2GSessionStatusCode.TradingSessionRequested:
// If the trading session requires the session name or pin code...
if (OnErrorEvent != null)
{
OnErrorEvent("Multi-session connectors aren't supported by this example\n");
}
mTradingSession.logout();
break;
case O2GSessionStatusCode.Connected:
// login is completed
// now we need collect data about the system properties
O2GLoginRules loginRules = mTradingSession.getLoginRules();
mTZConverter = mTradingSession.getTimeConverter();
// get the trading day offset.
O2GResponse response;
response = loginRules.getSystemPropertiesResponse();
O2GSystemPropertiesReader reader = mTradingSession.getResponseReaderFactory().createSystemPropertiesReader(response);
string eod = reader.Properties["END_TRADING_DAY"];
DateTime time = DateTime.ParseExact("01.01.1900_" + eod, "MM.dd.yyyy_HH:mm:ss", CultureInfo.InvariantCulture);
// convert Trading day start to EST time because the trading day is always closed by New York time
// so to avoid handling different hour depending on daylight saying time - use EST always
// for candle calculations
time = mTZConverter.convert(time, O2GTimeConverterTimeZone.UTC, O2GTimeConverterTimeZone.EST);
// here we have the date when trading day begins, e.g. 17:00:00
// please note that if trading day begins before noon - it begins AFTER calendar date is started,
// so the offset is positive (e.g. 03:00 is +3 offset).
// if trading day begins after noon, it begins BEFORE calendar date is istarted,
// so the offset is negative (e.g. 17:00 is -7 offset).
if (time.Hour <= 12)
{
mTradingDayOffset = time.Hour;
}
else
{
mTradingDayOffset = time.Hour - 24;
}
// ...and now get the list of the offers to which the user is subscribed
if (loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
// if it is already loaded - just handle them
response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
onRequestCompleted(null, response);
}
else
{
// otherwise create the request to get offers from the server
O2GRequestFactory factory = mTradingSession.getRequestFactory();
O2GRequest offerRequest = factory.createRefreshTableRequest(O2GTableType.Offers);
mTradingSession.sendRequest(offerRequest);
}
break;
default:
if (OnStateChange != null)
{
OnStateChange(false);
}
break;
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CreateELS", loginParams, sampleParams);
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvent() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
double dRate;
double dRateStop;
double dRateLimit;
double dBid = offer.Bid;
double dAsk = offer.Ask;
double dPointSize = offer.PointSize;
// For the purpose of this example we will place entry order 8 pips from the current market price
// and attach stop and limit orders 10 pips from an entry order price
if (sampleParams.OrderType.Equals(Constants.Orders.LimitEntry))
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk - 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid + 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
else
{
if (sampleParams.BuySell.Equals(Constants.Buy))
{
dRate = dAsk + 8 * dPointSize;
dRateLimit = dRate + 10 * dPointSize;
dRateStop = dRate - 10 * dPointSize;
}
else
{
dRate = dBid - 8 * dPointSize;
dRateLimit = dRate - 10 * dPointSize;
dRateStop = dRate + 10 * dPointSize;
}
}
O2GRequest request = CreateELSRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, dRate, dRateLimit, dRateStop, sampleParams.BuySell, sampleParams.OrderType);
if (request == null)
{
throw new Exception("Cannot create request; probably some arguments are missing or incorrect");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
session.unsubscribeResponse(responseListener);
statusListener.Reset();
session.logout();
statusListener.WaitEvent();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
string sInstrument = "EUR/USD";
string sBuySell = Constants.Buy;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("RemoveOrder", loginParams, sampleParams);
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sInstrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sInstrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sInstrument, account);
int iAmount = iBaseUnitSize * 1;
double dRate = offer.Ask - (offer.PointSize * 10);
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateEntryOrderRequest(session, offer.OfferID, account.AccountID, iAmount, dRate, sBuySell, Constants.Orders.LimitEntry);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
string sOrderID = tableListener.GetOrderID();
if (!string.IsNullOrEmpty(sOrderID))
{
request = RemoveOrderRequest(session, account.AccountID, sOrderID);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
tableListener.UnsubscribeEvents(tableManager);
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("CreateOrderBySymbol", loginParams, sampleParams);
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
int iCondDistEntryLimit = tradingSettingsProvider.getCondDistEntryLimit(sampleParams.Instrument);
int iCondDistEntryStop = tradingSettingsProvider.getCondDistEntryStop(sampleParams.Instrument);
string sOrderType = GetEntryOrderType(offer.Bid, offer.Ask, sampleParams.Rate, sampleParams.BuySell, offer.PointSize, iCondDistEntryLimit, iCondDistEntryStop);
O2GRequest request = CreateEntryOrderRequest(session, offer.Instrument, sampleParams.AccountID, iAmount, sampleParams.Rate, sampleParams.BuySell, sOrderType);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
try
{
LoginParams loginParams = new LoginParams(ConfigurationManager.AppSettings);
SampleParams sampleParams = new SampleParams(ConfigurationManager.AppSettings);
PrintSampleParams("GetOffers", loginParams, sampleParams);
session = O2GTransport.createSession();
SessionStatusListener statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
ResponseListener responseListener = new ResponseListener(session);
responseListener.SetInstrument(sampleParams.Instrument);
session.subscribeResponse(responseListener);
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GResponse response;
if (loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
response = loginRules.getTableRefreshResponse(O2GTableType.Offers);
if (response != null)
{
responseListener.PrintOffers(session, response, null);
}
}
else
{
O2GRequestFactory requestFactory = session.getRequestFactory();
if (requestFactory != null)
{
O2GRequest offersRequest = requestFactory.createRefreshTableRequest(O2GTableType.Offers);
responseListener.SetRequestID(offersRequest.RequestID);
session.sendRequest(offersRequest);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
response = responseListener.GetResponse();
if (response != null)
{
responseListener.PrintOffers(session, response, null);
}
}
}
// Do nothing 10 seconds, let offers print
Thread.Sleep(100000);
Console.WriteLine("Done!");
session.unsubscribeResponse(responseListener);
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
try
{
Console.WriteLine("OpenPositionNetting sample\n");
ArgumentParser argParser = new ArgumentParser(args, "OpenPositionNetting");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.BuySell,
ParserArgument.Lots,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
session.useTableManager(O2GTableManagerMode.Yes, null);
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener();
TableListener tableListener = new TableListener(responseListener);
session.subscribeResponse(responseListener);
O2GTableManager tableManager = session.getTableManager();
O2GTableManagerStatus managerStatus = tableManager.getStatus();
while (managerStatus == O2GTableManagerStatus.TablesLoading)
{
Thread.Sleep(50);
managerStatus = tableManager.getStatus();
}
if (managerStatus == O2GTableManagerStatus.TablesLoadFailed)
{
throw new Exception("Cannot refresh all tables of table manager");
}
O2GAccountRow account = GetAccount(tableManager, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
sampleParams.AccountID = account.AccountID;
O2GOfferRow offer = GetOffer(tableManager, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GTradesTable tradesTable = GetTradesTable(tableManager);
if (tradesTable == null)
{
throw new Exception("Cannot get trades table");
}
tableListener.SetTradesTable(tradesTable);
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * sampleParams.Lots;
tableListener.SubscribeEvents(tableManager);
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
tableListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
System.Threading.Thread.Sleep(1000); // Wait for the balance update
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
tableListener.UnsubscribeEvents(tableManager);
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
session.unsubscribeSessionStatus(statusListener);
}
session.Dispose();
}
}
}
static void Main(string[] args)
{
O2GSession session = null;
SessionStatusListener statusListener = null;
ResponseListener responseListener = null;
int iLots = 10;
try
{
Console.WriteLine("CreateOTO sample\n");
ArgumentParser argParser = new ArgumentParser(args, "CloseAllPositions");
argParser.AddArguments(ParserArgument.Login,
ParserArgument.Password,
ParserArgument.Url,
ParserArgument.Connection,
ParserArgument.SessionID,
ParserArgument.Pin,
ParserArgument.Instrument,
ParserArgument.BuySell,
ParserArgument.AccountID);
argParser.ParseArguments();
if (!argParser.AreArgumentsValid)
{
argParser.PrintUsage();
return;
}
argParser.PrintArguments();
LoginParams loginParams = argParser.LoginParams;
SampleParams sampleParams = argParser.SampleParams;
session = O2GTransport.createSession();
statusListener = new SessionStatusListener(session, loginParams.SessionID, loginParams.Pin);
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(loginParams.Login, loginParams.Password, loginParams.URL, loginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
responseListener = new ResponseListener(session);
session.subscribeResponse(responseListener);
O2GAccountRow account = GetAccount(session, sampleParams.AccountID);
if (account == null)
{
if (string.IsNullOrEmpty(sampleParams.AccountID))
{
throw new Exception("No valid accounts");
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid", sampleParams.AccountID));
}
}
else
{
if (!account.AccountID.Equals(sampleParams.AccountID))
{
sampleParams.AccountID = account.AccountID;
Console.WriteLine("AccountID='{0}'",
sampleParams.AccountID);
}
}
O2GOfferRow offer = GetOffer(session, sampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid", sampleParams.Instrument));
}
O2GLoginRules loginRules = session.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(sampleParams.Instrument, account);
int iAmount = iBaseUnitSize * iLots;
O2GRequest request = CreateTrueMarketOrderRequest(session, offer.OfferID, sampleParams.AccountID, iAmount, sampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
session.sendRequest(request);
if (responseListener.WaitEvents())
{
Thread.Sleep(1000); // Wait for the balance update
Console.WriteLine("Done!");
}
else
{
throw new Exception("Response waiting timeout expired");
}
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (session != null)
{
if (statusListener.Connected)
{
if (responseListener != null)
{
session.unsubscribeResponse(responseListener);
}
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
}
session.unsubscribeSessionStatus(statusListener);
session.Dispose();
}
}
}
public void Run()
{
try
{
string sLogin;
string sPassword;
string sSessionID;
string sPin;
if (mIsFirstAccount)
{
sLogin = mLoginParams.Login;
sPassword = mLoginParams.Password;
sSessionID = mLoginParams.SessionID;
sPin = mLoginParams.Pin;
}
else
{
sLogin = mLoginParams.Login2;
sPassword = mLoginParams.Password2;
sSessionID = mLoginParams.SessionID2;
sPin = mLoginParams.Pin2;
}
statusListener = new SessionStatusListener(mSession, sSessionID, sPin);
mSession.subscribeSessionStatus(statusListener);
statusListener.Reset();
mSession.login(sLogin, sPassword, mLoginParams.URL, mLoginParams.Connection);
if (statusListener.WaitEvents() && statusListener.Connected)
{
if (!mIsFirstAccount) // Disable receiving price updates for the second account
{
mSession.setPriceUpdateMode(O2GPriceUpdateMode.NoPrice);
}
responseListener = new ResponseListener(mSession);
mSession.subscribeResponse(responseListener);
O2GAccountRow account = null;
if (mIsFirstAccount)
{
bool bIsAccountEmpty = String.IsNullOrEmpty(mSampleParams.AccountID);
account = GetAccount(mSession, mSampleParams.AccountID);
if (account != null)
{
if (bIsAccountEmpty)
{
mSampleParams.AccountID = account.AccountID;
Console.WriteLine("Account: " + mSampleParams.AccountID);
}
}
else
{
throw new Exception(string.Format("The account '{0}' is not valid",
mSampleParams.AccountID));
}
}
else
{
bool bIsAccountEmpty = String.IsNullOrEmpty(mSampleParams.AccountID2);
account = GetAccount(mSession, mSampleParams.AccountID2);
if (account != null)
{
if (bIsAccountEmpty)
{
mSampleParams.AccountID2 = account.AccountID;
Console.WriteLine("Account2: " + mSampleParams.AccountID2);
}
}
else
{
throw new Exception(string.Format("The account2 '{0}' is not valid",
mSampleParams.AccountID2));
}
}
O2GOfferRow offer = GetOffer(mSession, mSampleParams.Instrument);
if (offer == null)
{
throw new Exception(string.Format("The instrument '{0}' is not valid",
mSampleParams.Instrument));
}
O2GLoginRules loginRules = mSession.getLoginRules();
if (loginRules == null)
{
throw new Exception("Cannot get login rules");
}
O2GTradingSettingsProvider tradingSettingsProvider = loginRules.getTradingSettingsProvider();
int iBaseUnitSize = tradingSettingsProvider.getBaseUnitSize(mSampleParams.Instrument, account);
int iAmount = iBaseUnitSize * mSampleParams.Lots;
O2GRequest request;
request = CreateTrueMarketOrderRequest(mSession, offer.OfferID, account.AccountID, iAmount, mSampleParams.BuySell);
if (request == null)
{
throw new Exception("Cannot create request");
}
responseListener.SetRequestID(request.RequestID);
mSession.sendRequest(request);
if (!responseListener.WaitEvents())
{
throw new Exception("Response waiting timeout expired");
}
Console.WriteLine("Done!");
}
}
catch (Exception e)
{
Console.WriteLine("Exception: {0}", e.ToString());
}
finally
{
if (statusListener.Connected)
{
statusListener.Reset();
mSession.logout();
statusListener.WaitEvents();
mSession.unsubscribeResponse(responseListener);
}
mSession.subscribeSessionStatus(statusListener);
mSession.Dispose();
}
}
// Get current prices and calculate order price
private void GetOfferRate(O2GSession session, string sInstrument, string mBuySell, string mOrderType,
int stopPips, int limitPips)
{
double dBid = 0.0;
double dAsk = 0.0;
double dPointSize = 0.0;
try
{
O2GLoginRules loginRules = session.getLoginRules();
O2GTradingSettingsProvider tsp = loginRules.getTradingSettingsProvider();
condDistEntryLimit = tsp.getCondDistEntryLimit(sInstrument);
condDistLimitTrade = tsp.getCondDistLimitForTrade(sInstrument);
if (loginRules != null && loginRules.isTableLoadedByDefault(O2GTableType.Offers))
{
O2GResponse offersResponse = loginRules.getTableRefreshResponse(O2GTableType.Offers);
O2GResponseReaderFactory responseFactory = session.getResponseReaderFactory();
O2GOffersTableResponseReader offersReader = responseFactory.createOffersTableReader(offersResponse);
for (int i = 0; i < offersReader.Count; i++)
{
O2GOfferRow offer = offersReader.getRow(i);
if (sInstrument == offer.Instrument)
{
if (offer.InstrumentType != 1)
{ // validity check, TODO-what else?
log.debug("Instrument type = " + offer.InstrumentType + " for " + sInstrument);
//return;
}
// TODO--sometimes pointsize is zero, but since not doing limits, it doesn't matter
// returning at this point is causing other failures!!!
//
if (offer.PointSize == 0.0)
{ // validity check, TODO-what else?
log.debug("PointSize = " + offer.PointSize + " for " + sInstrument);
//return;
}
mOfferID = offer.OfferID;
dBid = offer.Bid;
dAsk = offer.Ask;
dPointSize = offer.PointSize;
mBid = dBid;
mAsk = dAsk;
mPointSize = dPointSize;
// limit -- The offset must be negative for a sell position and positive for a buy position.
if (mBuySell == Constants.Buy)
{
//mRateLimit = dBid + limitPips * dPointSize;
pegStopOffset = -stopPips;
pegLimitOffset = limitPips;
}
else if (mBuySell == Constants.Sell)
{
//mRateLimit = dAsk - limitPips * dPointSize;
pegStopOffset = stopPips;
pegLimitOffset = -limitPips;
}
mHasOffer = true;
break;
}
}
}
if (!mHasOffer)
log.debug("You specified invalid instrument. No action will be taken.");
}
catch (Exception e)
{
log.debug("Exception in GetOfferRate().\n\t " + e.Message);
}
}